{"type":"snapshot","id":"06ac7960e881","ts":"2026-09-09T13:30:05+00:00","symbol":"IRD","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"c2426fe33be8","ts":"2026-09-09T13:30:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"5dc561167aa6","ts":"2026-09-09T13:30:05+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"d2042b4b8944","ts":"2026-09-09T13:30:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"214548042a9e","ts":"2026-09-09T13:30:05+00:00","symbol":"BNC","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"8a6f3031bd4f","ts":"2026-09-09T13:30:05+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"6a6f4f395d37","ts":"2026-09-09T13:30:05+00:00","symbol":"LTBR","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"450b188a9b4f","ts":"2026-09-09T13:30:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"be1a1ec50270","ts":"2026-09-09T13:30:05+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"f96f5742b91d","ts":"2026-09-09T13:30:05+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"639727f833e1","ts":"2026-09-09T13:30:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"86d0c7e16e49","ts":"2026-09-09T13:30:05+00:00","symbol":"SBET","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"065f75f5bbd3","ts":"2026-09-09T13:30:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"fe6ffa6ebbbe","ts":"2026-09-09T13:30:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"1e32daf06414","ts":"2026-09-09T13:30:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"291ee780da8b","ts":"2026-09-09T13:30:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"9837a0ae63be","ts":"2026-09-09T13:30:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"7bc56fced176","ts":"2026-09-09T13:30:05+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"fb7536dcb611","ts":"2026-09-09T13:30:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"db375343dd14","ts":"2026-09-09T13:30:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"34741f60993a","ts":"2026-09-09T13:30:05+00:00","symbol":"SST","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"a734834388ad","ts":"2026-09-09T13:30:05+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"301a465b0e34","ts":"2026-09-09T13:30:05+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"e075525f93b3","ts":"2026-09-09T13:30:05+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"7a67017c85ad","ts":"2026-09-09T13:30:05+00:00","symbol":"RCAT","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"0489eb892d0f","ts":"2026-09-09T13:30:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"de925d39fd21","ts":"2026-09-09T13:30:05+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"20f337ad681f","ts":"2026-09-09T13:30:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"46df8bf66c0e","ts":"2026-09-09T13:30:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"918e2d8f6928","ts":"2026-09-09T13:30:45+00:00","symbol":"XTND","event":"WAIT","bot":{"state":"WAIT","reason":"insufficient bar data","plan":{"state":null,"setup":null,"stop":null,"target":null,"target_label":null,"reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":null,"vwap":null,"ext_from_open_pct":null,"max_ext_allowed_pct":null,"volume_pace":null,"trend":null,"recent_slope_pct":null,"volatility":null},"error":"no_bars_today"}
{"type":"snapshot","id":"4892c63fe43d","ts":"2026-09-09T13:32:05+00:00","symbol":"IRD","event":"REJECT","bot":{"state":"REJECT","reason":"extended +12.3% above open $5.30 (max 4%: volume pace strong, buying normal)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.95,"vwap":5.6237,"ext_from_open_pct":12.26,"max_ext_allowed_pct":4.0,"volume_pace":86.553,"trend":"positive","recent_slope_pct":4.4067,"volatility":"high"},"price":5.95,"volume":{"bars":2,"last_bar_volume":457240.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":1347,"trade_rate":44.9,"buy_vol":92076.0,"sell_vol":70344.0,"unclassified_vol":0.0,"imbalance":0.133801,"bid":5.94,"ask":5.96,"spread_pct":0.336134,"quote_size_imbalance":null,"quote_age_s":0.045562},"context":{"vwap":5.606428,"price_vs_vwap_pct":6.128181,"ema9":5.546,"ema20":5.490476,"ema_stack":true,"ema_warm":false,"hod":5.98,"dist_to_hod_pct":-0.501672,"dist_to_hod_atr":0.094382,"atr":0.317857,"spread_atr":0.062921,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"542dd52850ae","ts":"2026-09-09T13:32:05+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.37 below VWAP $8.37","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.369,"vwap":8.3696,"ext_from_open_pct":-2.12,"max_ext_allowed_pct":4.0,"volume_pace":14.216,"trend":"positive","recent_slope_pct":0.8955,"volatility":"medium"},"price":8.369,"volume":{"bars":2,"last_bar_volume":3300.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":292.0,"sell_vol":203.0,"unclassified_vol":0.0,"imbalance":0.179798,"bid":8.29,"ask":8.45,"spread_pct":1.911589,"quote_size_imbalance":null,"quote_age_s":22.440459},"context":{"vwap":8.369562,"price_vs_vwap_pct":-0.006711,"ema9":8.25,"ema20":8.234286,"ema_stack":true,"ema_warm":false,"hod":8.78,"dist_to_hod_pct":-4.681093,"dist_to_hod_atr":0.641708,"atr":0.640479,"spread_atr":0.249813,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"de377a2b15ad","ts":"2026-09-09T13:32:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":14.23,"vwap":14.1777,"ext_from_open_pct":0.79,"max_ext_allowed_pct":4.0,"volume_pace":32.79,"trend":"positive","recent_slope_pct":0.2816,"volatility":"medium"},"price":14.23,"volume":{"bars":2,"last_bar_volume":75396.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":250,"trade_rate":8.333333,"buy_vol":23181.0,"sell_vol":5860.0,"unclassified_vol":0.0,"imbalance":0.596433,"bid":14.23,"ask":14.24,"spread_pct":0.070249,"quote_size_imbalance":null,"quote_age_s":0.74871},"context":{"vwap":14.177513,"price_vs_vwap_pct":0.370216,"ema9":14.166,"ema20":14.157619,"ema_stack":true,"ema_warm":false,"hod":14.28,"dist_to_hod_pct":-0.35014,"dist_to_hod_atr":0.471063,"atr":0.106143,"spread_atr":0.094213,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"ab89f796fa15","ts":"2026-09-09T13:32:05+00:00","symbol":"BNC","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.175,"vwap":5.1742,"ext_from_open_pct":0.78,"max_ext_allowed_pct":3.0,"volume_pace":0.484,"trend":"flat","recent_slope_pct":-0.1445,"volatility":"high"},"price":5.175,"volume":{"bars":2,"last_bar_volume":65367.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":125,"trade_rate":4.166667,"buy_vol":6433.0,"sell_vol":17504.0,"unclassified_vol":0.0,"imbalance":-0.462506,"bid":5.15,"ask":5.2,"spread_pct":0.966184,"quote_size_imbalance":null,"quote_age_s":0.311053},"context":{"vwap":5.174078,"price_vs_vwap_pct":0.017827,"ema9":5.1922,"ema20":5.191048,"ema_stack":false,"ema_warm":false,"hod":5.24,"dist_to_hod_pct":-1.240458,"dist_to_hod_atr":0.489379,"atr":0.132821,"spread_atr":0.376445,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"99925162507c","ts":"2026-09-09T13:32:05+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.32% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.3614,"vwap":8.1262,"ext_from_open_pct":4.39,"max_ext_allowed_pct":5.0,"volume_pace":10.113,"trend":"positive","recent_slope_pct":2.2609,"volatility":"high"},"price":8.3614,"volume":{"bars":2,"last_bar_volume":57074.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":370,"trade_rate":12.333333,"buy_vol":42778.0,"sell_vol":12092.0,"unclassified_vol":0.0,"imbalance":0.559249,"bid":8.28,"ask":8.39,"spread_pct":1.319736,"quote_size_imbalance":null,"quote_age_s":0.429071},"context":{"vwap":8.108727,"price_vs_vwap_pct":3.116068,"ema9":8.06496,"ema20":8.025067,"ema_stack":true,"ema_warm":false,"hod":8.39,"dist_to_hod_pct":-0.340882,"dist_to_hod_atr":0.149108,"atr":0.191807,"spread_atr":0.573493,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"ab271e936ce0","ts":"2026-09-09T13:32:05+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.01% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":7.91,"vwap":7.9058,"ext_from_open_pct":0.13,"max_ext_allowed_pct":5.0,"volume_pace":4.813,"trend":"flat","recent_slope_pct":0.0,"volatility":"medium"},"price":7.91,"volume":{"bars":2,"last_bar_volume":4313.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":950.0,"sell_vol":53.0,"unclassified_vol":0.0,"imbalance":0.894317,"bid":7.88,"ask":7.96,"spread_pct":1.010101,"quote_size_imbalance":null,"quote_age_s":0.209878},"context":{"vwap":7.905891,"price_vs_vwap_pct":0.051974,"ema9":7.909,"ema20":7.909524,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-0.752823,"dist_to_hod_atr":0.48415,"atr":0.123929,"spread_atr":0.645533,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"15f428775750","ts":"2026-09-09T13:32:05+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.04 below VWAP $12.06","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.045,"vwap":12.0613,"ext_from_open_pct":-0.12,"max_ext_allowed_pct":3.0,"volume_pace":2.728,"trend":"flat","recent_slope_pct":-0.0597,"volatility":"high"},"price":12.045,"volume":{"bars":2,"last_bar_volume":196718.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":475,"trade_rate":15.833333,"buy_vol":78117.0,"sell_vol":43725.0,"unclassified_vol":0.0,"imbalance":0.282267,"bid":12.04,"ask":12.05,"spread_pct":0.083022,"quote_size_imbalance":null,"quote_age_s":0.097147},"context":{"vwap":12.062054,"price_vs_vwap_pct":-0.14139,"ema9":12.05752,"ema20":12.058505,"ema_stack":false,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.864198,"dist_to_hod_atr":0.788204,"atr":0.133214,"spread_atr":0.075067,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"26dbd6a135ad","ts":"2026-09-09T13:32:05+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.91,"vwap":8.7567,"ext_from_open_pct":3.73,"max_ext_allowed_pct":5.0,"volume_pace":19.892,"trend":"positive","recent_slope_pct":0.7898,"volatility":"high"},"price":8.91,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":4007.0,"sell_vol":939.0,"unclassified_vol":0.0,"imbalance":0.620299,"bid":8.87,"ask":8.95,"spread_pct":0.897868,"quote_size_imbalance":null,"quote_age_s":7.673021},"context":{"vwap":8.755794,"price_vs_vwap_pct":1.761188,"ema9":8.798,"ema20":8.783333,"ema_stack":true,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-0.446927,"dist_to_hod_atr":0.176656,"atr":0.226429,"spread_atr":0.353312,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"eec6fc743470","ts":"2026-09-09T13:32:05+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.5147,"vwap":11.393,"ext_from_open_pct":1.36,"max_ext_allowed_pct":5.0,"volume_pace":28.31,"trend":"positive","recent_slope_pct":0.4129,"volatility":"medium"},"price":11.5147,"volume":{"bars":2,"last_bar_volume":318011.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":36261.0,"sell_vol":2641.0,"unclassified_vol":0.0,"imbalance":0.864223,"bid":11.48,"ask":11.52,"spread_pct":0.347826,"quote_size_imbalance":null,"quote_age_s":1.220026},"context":{"vwap":11.389499,"price_vs_vwap_pct":1.099266,"ema9":11.43,"ema20":11.424762,"ema_stack":true,"ema_warm":false,"hod":11.5,"dist_to_hod_pct":0.127826,"dist_to_hod_atr":-0.049831,"atr":0.295,"spread_atr":0.135593,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"c4450e8cc622","ts":"2026-09-09T13:32:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.37,"vwap":12.2998,"ext_from_open_pct":0.49,"max_ext_allowed_pct":5.0,"volume_pace":5.475,"trend":"positive","recent_slope_pct":0.602,"volatility":"high"},"price":12.37,"volume":{"bars":2,"last_bar_volume":2239.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":2712.0,"sell_vol":56.0,"unclassified_vol":0.0,"imbalance":0.959538,"bid":12.26,"ask":12.39,"spread_pct":1.054767,"quote_size_imbalance":null,"quote_age_s":0.425908},"context":{"vwap":12.298645,"price_vs_vwap_pct":0.580182,"ema9":12.21984,"ema20":12.221129,"ema_stack":false,"ema_warm":false,"hod":12.525,"dist_to_hod_pct":-1.237525,"dist_to_hod_atr":0.451247,"atr":0.343493,"spread_atr":0.378465,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"66c4a7296410","ts":"2026-09-09T13:32:05+00:00","symbol":"SBET","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.95 below VWAP $8.98","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.945,"vwap":8.983,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":5.0,"volume_pace":6.521,"trend":"negative","recent_slope_pct":-0.307,"volatility":"high"},"price":8.945,"volume":{"bars":2,"last_bar_volume":51217.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":9517.0,"sell_vol":8723.0,"unclassified_vol":0.0,"imbalance":0.043531,"bid":8.93,"ask":8.95,"spread_pct":0.223714,"quote_size_imbalance":null,"quote_age_s":0.85765},"context":{"vwap":8.983444,"price_vs_vwap_pct":-0.427945,"ema9":8.986,"ema20":8.993333,"ema_stack":false,"ema_warm":false,"hod":9.05,"dist_to_hod_pct":-1.160221,"dist_to_hod_atr":0.890909,"atr":0.117857,"spread_atr":0.169697,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"27b5ecdbb521","ts":"2026-09-09T13:32:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.12 below VWAP $11.36","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.12,"vwap":11.3591,"ext_from_open_pct":-4.96,"max_ext_allowed_pct":5.0,"volume_pace":21.855,"trend":"negative","recent_slope_pct":-0.7168,"volatility":"medium"},"price":11.12,"volume":{"bars":2,"last_bar_volume":4878.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":262.0,"sell_vol":16.0,"unclassified_vol":0.0,"imbalance":0.884892,"bid":10.95,"ask":11.17,"spread_pct":1.98915,"quote_size_imbalance":null,"quote_age_s":21.321506},"context":{"vwap":11.359965,"price_vs_vwap_pct":-2.112378,"ema9":11.24,"ema20":11.260952,"ema_stack":false,"ema_warm":false,"hod":11.7,"dist_to_hod_pct":-4.957265,"dist_to_hod_atr":1.112557,"atr":0.521321,"spread_atr":0.422005,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"beaf18d982db","ts":"2026-09-09T13:32:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.05,"vwap":11.0044,"ext_from_open_pct":0.45,"max_ext_allowed_pct":4.0,"volume_pace":5.884,"trend":"flat","recent_slope_pct":0.1132,"volatility":"medium"},"price":11.05,"volume":{"bars":2,"last_bar_volume":464646.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":432,"trade_rate":14.4,"buy_vol":104074.0,"sell_vol":66003.0,"unclassified_vol":0.0,"imbalance":0.223846,"bid":11.04,"ask":11.05,"spread_pct":0.090539,"quote_size_imbalance":null,"quote_age_s":0.001649},"context":{"vwap":11.003768,"price_vs_vwap_pct":0.420144,"ema9":11.02858,"ema20":11.026705,"ema_stack":true,"ema_warm":false,"hod":11.06,"dist_to_hod_pct":-0.090416,"dist_to_hod_atr":0.121739,"atr":0.082143,"spread_atr":0.121739,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"3ed1cc32096b","ts":"2026-09-09T13:32:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.6406,"vwap":12.6116,"ext_from_open_pct":0.24,"max_ext_allowed_pct":4.0,"volume_pace":17.762,"trend":"flat","recent_slope_pct":0.042,"volatility":"medium"},"price":12.6406,"volume":{"bars":2,"last_bar_volume":7076.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":1196.0,"sell_vol":3338.0,"unclassified_vol":0.0,"imbalance":-0.472431,"bid":12.61,"ask":12.69,"spread_pct":0.632411,"quote_size_imbalance":null,"quote_age_s":1.190455},"context":{"vwap":12.611624,"price_vs_vwap_pct":0.229757,"ema9":12.628,"ema20":12.629048,"ema_stack":false,"ema_warm":false,"hod":12.76,"dist_to_hod_pct":-0.935737,"dist_to_hod_atr":0.398855,"atr":0.299357,"spread_atr":0.267239,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"f820f3e2b7b9","ts":"2026-09-09T13:32:05+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.27 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.2699,"vwap":5.3197,"ext_from_open_pct":-1.86,"max_ext_allowed_pct":4.0,"volume_pace":11.739,"trend":"negative","recent_slope_pct":-0.5213,"volatility":"high"},"price":5.2699,"volume":{"bars":2,"last_bar_volume":539386.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":452,"trade_rate":15.066667,"buy_vol":120737.0,"sell_vol":142300.0,"unclassified_vol":0.0,"imbalance":-0.081977,"bid":5.26,"ask":5.27,"spread_pct":0.189934,"quote_size_imbalance":null,"quote_age_s":0.513641},"context":{"vwap":5.320198,"price_vs_vwap_pct":-0.945424,"ema9":5.312,"ema20":5.31881,"ema_stack":false,"ema_warm":false,"hod":5.4,"dist_to_hod_pct":-2.409259,"dist_to_hod_atr":1.597859,"atr":0.081421,"spread_atr":0.122818,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"c043632276ed","ts":"2026-09-09T13:32:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.84 below VWAP $13.96","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.835,"vwap":13.9617,"ext_from_open_pct":-1.25,"max_ext_allowed_pct":4.0,"volume_pace":5.615,"trend":"negative","recent_slope_pct":-0.4141,"volatility":"medium"},"price":13.835,"volume":{"bars":2,"last_bar_volume":134211.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":465,"trade_rate":15.5,"buy_vol":33001.0,"sell_vol":22449.0,"unclassified_vol":0.0,"imbalance":0.190298,"bid":13.83,"ask":13.84,"spread_pct":0.07228,"quote_size_imbalance":null,"quote_age_s":0.54502},"context":{"vwap":13.96371,"price_vs_vwap_pct":-0.921747,"ema9":13.934,"ema20":13.942381,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.774938,"dist_to_hod_atr":1.557286,"atr":0.160536,"spread_atr":0.062291,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"97e9c5c2c1ed","ts":"2026-09-09T13:32:05+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.885,"vwap":5.8705,"ext_from_open_pct":0.68,"max_ext_allowed_pct":3.0,"volume_pace":2.044,"trend":"flat","recent_slope_pct":-0.0425,"volatility":"medium"},"price":5.885,"volume":{"bars":2,"last_bar_volume":89196.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":6008.0,"sell_vol":9039.0,"unclassified_vol":0.0,"imbalance":-0.201436,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":0.065331},"context":{"vwap":5.870326,"price_vs_vwap_pct":0.249975,"ema9":5.88604,"ema20":5.888114,"ema_stack":false,"ema_warm":false,"hod":5.89,"dist_to_hod_pct":-0.08489,"dist_to_hod_atr":0.08589,"atr":0.058214,"spread_atr":0.171779,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"a25e6a249097","ts":"2026-09-09T13:32:05+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.94 below VWAP $13.99","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.935,"vwap":13.9887,"ext_from_open_pct":-1.35,"max_ext_allowed_pct":4.0,"volume_pace":3.488,"trend":"flat","recent_slope_pct":-0.0179,"volatility":"high"},"price":13.935,"volume":{"bars":2,"last_bar_volume":221188.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":215,"trade_rate":7.166667,"buy_vol":17665.0,"sell_vol":29441.0,"unclassified_vol":0.0,"imbalance":-0.249989,"bid":13.93,"ask":13.94,"spread_pct":0.071762,"quote_size_imbalance":null,"quote_age_s":0.309863},"context":{"vwap":13.989031,"price_vs_vwap_pct":-0.386236,"ema9":13.9395,"ema20":13.939762,"ema_stack":false,"ema_warm":false,"hod":14.1553,"dist_to_hod_pct":-1.556308,"dist_to_hod_atr":0.8891,"atr":0.247779,"spread_atr":0.040359,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"180d27191086","ts":"2026-09-09T13:32:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.5933,"vwap":5.5727,"ext_from_open_pct":0.42,"max_ext_allowed_pct":3.0,"volume_pace":2.743,"trend":"positive","recent_slope_pct":0.2865,"volatility":"medium"},"price":5.5933,"volume":{"bars":2,"last_bar_volume":171363.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":21734.0,"sell_vol":24425.0,"unclassified_vol":0.0,"imbalance":-0.058298,"bid":5.59,"ask":5.6,"spread_pct":0.178731,"quote_size_imbalance":null,"quote_age_s":0.811214},"context":{"vwap":5.571766,"price_vs_vwap_pct":0.386487,"ema9":5.56904,"ema20":5.564986,"ema_stack":true,"ema_warm":false,"hod":5.6,"dist_to_hod_pct":-0.119643,"dist_to_hod_atr":0.134964,"atr":0.049643,"spread_atr":0.201439,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"16031d38da3d","ts":"2026-09-09T13:32:05+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.375,"vwap":5.3718,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":3.197,"trend":"flat","recent_slope_pct":0.0465,"volatility":"medium"},"price":5.375,"volume":{"bars":2,"last_bar_volume":50235.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":1490.0,"sell_vol":22729.0,"unclassified_vol":0.0,"imbalance":-0.876956,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.094625},"context":{"vwap":5.371524,"price_vs_vwap_pct":0.064718,"ema9":5.373,"ema20":5.371429,"ema_stack":true,"ema_warm":false,"hod":5.3862,"dist_to_hod_pct":-0.207939,"dist_to_hod_atr":0.55761,"atr":0.020086,"spread_atr":0.497866,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"16cae960f4aa","ts":"2026-09-09T13:32:05+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.73","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":10.715,"vwap":10.7259,"ext_from_open_pct":0.05,"max_ext_allowed_pct":4.0,"volume_pace":3.123,"trend":"flat","recent_slope_pct":-0.0233,"volatility":"low"},"price":10.715,"volume":{"bars":2,"last_bar_volume":87184.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":166,"trade_rate":5.533333,"buy_vol":28019.0,"sell_vol":20757.0,"unclassified_vol":0.0,"imbalance":0.148885,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.175169},"context":{"vwap":10.725943,"price_vs_vwap_pct":-0.102021,"ema9":10.71972,"ema20":10.719867,"ema_stack":false,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.418216,"dist_to_hod_atr":0.772248,"atr":0.058271,"spread_atr":0.171611,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"0c71abb386f7","ts":"2026-09-09T13:32:05+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.725,"vwap":13.7231,"ext_from_open_pct":0.04,"max_ext_allowed_pct":4.0,"volume_pace":4.187,"trend":"flat","recent_slope_pct":0.0729,"volatility":"high"},"price":13.725,"volume":{"bars":2,"last_bar_volume":81451.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":214,"trade_rate":7.133333,"buy_vol":9836.0,"sell_vol":21950.0,"unclassified_vol":0.0,"imbalance":-0.381111,"bid":13.71,"ask":13.74,"spread_pct":0.218579,"quote_size_imbalance":null,"quote_age_s":0.096139},"context":{"vwap":13.723039,"price_vs_vwap_pct":0.014293,"ema9":13.708,"ema20":13.706429,"ema_stack":true,"ema_warm":false,"hod":13.81,"dist_to_hod_pct":-0.615496,"dist_to_hod_atr":0.573494,"atr":0.148214,"spread_atr":0.20241,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"e8e829dae04c","ts":"2026-09-09T13:32:05+00:00","symbol":"RCAT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.66,"vwap":8.6273,"ext_from_open_pct":0.93,"max_ext_allowed_pct":5.0,"volume_pace":6.774,"trend":"flat","recent_slope_pct":0.1157,"volatility":"high"},"price":8.66,"volume":{"bars":2,"last_bar_volume":35032.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":44046.0,"sell_vol":3319.0,"unclassified_vol":0.0,"imbalance":0.859854,"bid":8.65,"ask":8.67,"spread_pct":0.230947,"quote_size_imbalance":null,"quote_age_s":0.435888},"context":{"vwap":8.620738,"price_vs_vwap_pct":0.455438,"ema9":8.64,"ema20":8.64,"ema_stack":false,"ema_warm":false,"hod":8.65,"dist_to_hod_pct":0.115607,"dist_to_hod_atr":-0.164706,"atr":0.060714,"spread_atr":0.329412,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"a6478fd4f5a8","ts":"2026-09-09T13:32:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.475,"vwap":11.3703,"ext_from_open_pct":1.68,"max_ext_allowed_pct":4.0,"volume_pace":7.085,"trend":"positive","recent_slope_pct":0.2183,"volatility":"medium"},"price":11.475,"volume":{"bars":2,"last_bar_volume":112534.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":152,"trade_rate":5.066667,"buy_vol":19693.0,"sell_vol":9980.0,"unclassified_vol":0.0,"imbalance":0.327335,"bid":11.47,"ask":11.48,"spread_pct":0.087146,"quote_size_imbalance":null,"quote_age_s":0.307336},"context":{"vwap":11.369893,"price_vs_vwap_pct":0.924432,"ema9":11.43052,"ema20":11.427629,"ema_stack":true,"ema_warm":false,"hod":11.46,"dist_to_hod_pct":0.13089,"dist_to_hod_atr":-0.073684,"atr":0.203571,"spread_atr":0.049123,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"4fa1c8de7512","ts":"2026-09-09T13:32:05+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.435,"vwap":13.2045,"ext_from_open_pct":3.03,"max_ext_allowed_pct":4.0,"volume_pace":19.026,"trend":"positive","recent_slope_pct":0.7856,"volatility":"low"},"price":13.435,"volume":{"bars":2,"last_bar_volume":12621.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":2887.0,"sell_vol":1305.0,"unclassified_vol":0.0,"imbalance":0.377385,"bid":13.38,"ask":13.49,"spread_pct":0.818757,"quote_size_imbalance":null,"quote_age_s":7.898439},"context":{"vwap":13.204118,"price_vs_vwap_pct":1.74856,"ema9":13.267,"ema20":13.245,"ema_stack":true,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-0.628698,"dist_to_hod_atr":0.262693,"atr":0.323571,"spread_atr":0.339956,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"60b922f6622d","ts":"2026-09-09T13:32:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.81 below VWAP $14.83","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":14.8058,"vwap":14.8265,"ext_from_open_pct":-0.77,"max_ext_allowed_pct":4.0,"volume_pace":3.31,"trend":"flat","recent_slope_pct":0.0112,"volatility":"medium"},"price":14.8058,"volume":{"bars":2,"last_bar_volume":55022.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":694.0,"sell_vol":5494.0,"unclassified_vol":0.0,"imbalance":-0.775695,"bid":14.78,"ask":14.81,"spread_pct":0.202771,"quote_size_imbalance":null,"quote_age_s":5.007744},"context":{"vwap":14.826521,"price_vs_vwap_pct":-0.139757,"ema9":14.79858,"ema20":14.800633,"ema_stack":false,"ema_warm":false,"hod":14.92,"dist_to_hod_pct":-0.765416,"dist_to_hod_atr":0.793725,"atr":0.143879,"spread_atr":0.208509,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"49d3e88c267a","ts":"2026-09-09T13:32:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.7% above open $8.23 (max 5%: volume pace strong, buying strong)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.7,"vwap":8.5186,"ext_from_open_pct":5.71,"max_ext_allowed_pct":5.0,"volume_pace":10.256,"trend":"positive","recent_slope_pct":1.2932,"volatility":"high"},"price":8.7,"volume":{"bars":2,"last_bar_volume":85528.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":101,"trade_rate":3.366667,"buy_vol":64090.0,"sell_vol":1332.0,"unclassified_vol":0.0,"imbalance":0.95928,"bid":8.66,"ask":8.74,"spread_pct":0.91954,"quote_size_imbalance":null,"quote_age_s":5.006308},"context":{"vwap":8.518636,"price_vs_vwap_pct":2.129025,"ema9":8.52828,"ema20":8.50121,"ema_stack":true,"ema_warm":false,"hod":8.75,"dist_to_hod_pct":-0.571429,"dist_to_hod_atr":0.189959,"atr":0.263214,"spread_atr":0.303935,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"3632813c9679","ts":"2026-09-09T13:32:10+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.3034,"vwap":8.1327,"ext_from_open_pct":3.66,"max_ext_allowed_pct":5.0,"volume_pace":10.134,"trend":"positive","recent_slope_pct":1.9135,"volatility":"high"},"price":8.3034,"volume":{"bars":2,"last_bar_volume":57074.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":394,"trade_rate":13.133333,"buy_vol":44069.0,"sell_vol":15643.0,"unclassified_vol":0.0,"imbalance":0.476052,"bid":8.3,"ask":8.34,"spread_pct":0.480769,"quote_size_imbalance":null,"quote_age_s":0.504126},"context":{"vwap":8.108727,"price_vs_vwap_pct":2.40079,"ema9":8.06496,"ema20":8.025067,"ema_stack":true,"ema_warm":false,"hod":8.39,"dist_to_hod_pct":-1.032181,"dist_to_hod_atr":0.451495,"atr":0.191807,"spread_atr":0.208543,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"712ed085113b","ts":"2026-09-09T13:32:10+00:00","symbol":"LTBR","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":7.91,"vwap":7.9058,"ext_from_open_pct":0.13,"max_ext_allowed_pct":5.0,"volume_pace":4.628,"trend":"flat","recent_slope_pct":0.0,"volatility":"medium"},"price":7.91,"volume":{"bars":2,"last_bar_volume":4313.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":950.0,"sell_vol":53.0,"unclassified_vol":0.0,"imbalance":0.894317,"bid":7.88,"ask":7.95,"spread_pct":0.884397,"quote_size_imbalance":null,"quote_age_s":0.806154},"context":{"vwap":7.905891,"price_vs_vwap_pct":0.051974,"ema9":7.909,"ema20":7.909524,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-0.752823,"dist_to_hod_atr":0.48415,"atr":0.123929,"spread_atr":0.564841,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"1c3fe65cda5f","ts":"2026-09-09T13:32:10+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.23% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.925,"vwap":8.7579,"ext_from_open_pct":3.9,"max_ext_allowed_pct":5.0,"volume_pace":19.248,"trend":"positive","recent_slope_pct":0.8739,"volatility":"high"},"price":8.925,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":2779.0,"sell_vol":1156.0,"unclassified_vol":0.0,"imbalance":0.412452,"bid":8.87,"ask":8.98,"spread_pct":1.232493,"quote_size_imbalance":null,"quote_age_s":0.082555},"context":{"vwap":8.755794,"price_vs_vwap_pct":1.932503,"ema9":8.798,"ema20":8.783333,"ema_stack":true,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-0.27933,"dist_to_hod_atr":0.11041,"atr":0.226429,"spread_atr":0.485804,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"4f94e083ccb3","ts":"2026-09-09T13:32:10+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.05 below VWAP $5.10","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.05,"vwap":5.1,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":2.55,"trend":"negative","recent_slope_pct":-0.5433,"volatility":"high"},"price":5.05,"volume":{"bars":2,"last_bar_volume":4645.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":5.0,"sell_vol":44.0,"unclassified_vol":0.0,"imbalance":-0.795918,"bid":5.02,"ask":5.14,"spread_pct":2.362205,"quote_size_imbalance":null,"quote_age_s":7.751956},"context":{"vwap":5.099989,"price_vs_vwap_pct":-0.980178,"ema9":5.09,"ema20":5.097857,"ema_stack":false,"ema_warm":false,"hod":5.15,"dist_to_hod_pct":-1.941748,"dist_to_hod_atr":0.985915,"atr":0.101429,"spread_atr":1.183099,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"b271b8e8c712","ts":"2026-09-09T13:32:10+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.70 below VWAP $13.72","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.7001,"vwap":13.7229,"ext_from_open_pct":-0.15,"max_ext_allowed_pct":4.0,"volume_pace":4.083,"trend":"flat","recent_slope_pct":-0.0179,"volatility":"high"},"price":13.7001,"volume":{"bars":2,"last_bar_volume":81451.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":163,"trade_rate":5.433333,"buy_vol":10408.0,"sell_vol":16262.0,"unclassified_vol":0.0,"imbalance":-0.219498,"bid":13.7,"ask":13.72,"spread_pct":0.145879,"quote_size_imbalance":null,"quote_age_s":0.175784},"context":{"vwap":13.723039,"price_vs_vwap_pct":-0.167154,"ema9":13.708,"ema20":13.706429,"ema_stack":false,"ema_warm":false,"hod":13.81,"dist_to_hod_pct":-0.7958,"dist_to_hod_atr":0.741494,"atr":0.148214,"spread_atr":0.13494,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"7ec1feadf03d","ts":"2026-09-09T13:32:15+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"price $7.90 below VWAP $7.91","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":7.9021,"vwap":7.9057,"ext_from_open_pct":0.03,"max_ext_allowed_pct":5.0,"volume_pace":4.471,"trend":"flat","recent_slope_pct":-0.05,"volatility":"medium"},"price":7.9021,"volume":{"bars":2,"last_bar_volume":4313.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":920.0,"sell_vol":115.0,"unclassified_vol":0.0,"imbalance":0.777778,"bid":7.88,"ask":7.95,"spread_pct":0.884397,"quote_size_imbalance":null,"quote_age_s":5.806154},"context":{"vwap":7.905891,"price_vs_vwap_pct":-0.047952,"ema9":7.909,"ema20":7.909524,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-0.851945,"dist_to_hod_atr":0.547896,"atr":0.123929,"spread_atr":0.564841,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"d787708494e4","ts":"2026-09-09T13:32:15+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.89,"vwap":8.7586,"ext_from_open_pct":3.49,"max_ext_allowed_pct":5.0,"volume_pace":18.641,"trend":"positive","recent_slope_pct":0.6775,"volatility":"high"},"price":8.89,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":2802.0,"sell_vol":1691.0,"unclassified_vol":0.0,"imbalance":0.247274,"bid":8.84,"ask":8.92,"spread_pct":0.900901,"quote_size_imbalance":null,"quote_age_s":2.168168},"context":{"vwap":8.755794,"price_vs_vwap_pct":1.532768,"ema9":8.798,"ema20":8.783333,"ema_stack":true,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-0.670391,"dist_to_hod_atr":0.264984,"atr":0.226429,"spread_atr":0.353312,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"a49fc6248124","ts":"2026-09-09T13:32:15+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.19% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.41,"vwap":13.2052,"ext_from_open_pct":2.84,"max_ext_allowed_pct":4.0,"volume_pace":17.678,"trend":"positive","recent_slope_pct":0.6925,"volatility":"low"},"price":13.41,"volume":{"bars":2,"last_bar_volume":12621.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":2428.0,"sell_vol":1668.0,"unclassified_vol":0.0,"imbalance":0.185547,"bid":13.33,"ask":13.49,"spread_pct":1.193139,"quote_size_imbalance":null,"quote_age_s":3.086143},"context":{"vwap":13.204118,"price_vs_vwap_pct":1.559225,"ema9":13.267,"ema20":13.245,"ema_stack":true,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-0.813609,"dist_to_hod_atr":0.339956,"atr":0.323571,"spread_atr":0.494481,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"50887f7ae056","ts":"2026-09-09T13:32:20+00:00","symbol":"BNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.15 below VWAP $5.17","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.15,"vwap":5.174,"ext_from_open_pct":0.29,"max_ext_allowed_pct":3.0,"volume_pace":0.436,"trend":"flat","recent_slope_pct":-0.3861,"volatility":"high"},"price":5.15,"volume":{"bars":2,"last_bar_volume":65367.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":101,"trade_rate":3.366667,"buy_vol":3597.0,"sell_vol":16639.0,"unclassified_vol":0.0,"imbalance":-0.644495,"bid":5.15,"ask":5.2,"spread_pct":0.966184,"quote_size_imbalance":null,"quote_age_s":0.032409},"context":{"vwap":5.174078,"price_vs_vwap_pct":-0.465351,"ema9":5.1922,"ema20":5.191048,"ema_stack":false,"ema_warm":false,"hod":5.24,"dist_to_hod_pct":-1.717557,"dist_to_hod_atr":0.677602,"atr":0.132821,"spread_atr":0.376445,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"c7d0cbc74acd","ts":"2026-09-09T13:32:25+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.61 below VWAP $12.61","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.61,"vwap":12.6119,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":15.527,"trend":"flat","recent_slope_pct":-0.0792,"volatility":"medium"},"price":12.61,"volume":{"bars":2,"last_bar_volume":7076.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":1191.0,"sell_vol":3475.0,"unclassified_vol":0.0,"imbalance":-0.489498,"bid":12.59,"ask":12.63,"spread_pct":0.317209,"quote_size_imbalance":null,"quote_age_s":0.01527},"context":{"vwap":12.611624,"price_vs_vwap_pct":-0.012876,"ema9":12.628,"ema20":12.629048,"ema_stack":false,"ema_warm":false,"hod":12.76,"dist_to_hod_pct":-1.175549,"dist_to_hod_atr":0.501074,"atr":0.299357,"spread_atr":0.13362,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"8bda2c5f1227","ts":"2026-09-09T13:32:30+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"spread 3.54% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.85,"vwap":11.8418,"ext_from_open_pct":-0.42,"max_ext_allowed_pct":4.0,"volume_pace":16.907,"trend":"flat","recent_slope_pct":-0.5861,"volatility":"high"},"price":11.85,"volume":{"bars":2,"last_bar_volume":543.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":489,"trade_rate":16.3,"buy_vol":24535.0,"sell_vol":89940.0,"unclassified_vol":0.0,"imbalance":-0.571347,"bid":11.64,"ask":12.06,"spread_pct":3.544304,"quote_size_imbalance":null,"quote_age_s":0.006465},"context":{"vwap":11.931791,"price_vs_vwap_pct":-0.68549,"ema9":11.9906,"ema20":11.990286,"ema_stack":false,"ema_warm":false,"hod":12.0,"dist_to_hod_pct":-1.25,"dist_to_hod_atr":0.806142,"atr":0.186071,"spread_atr":2.257198,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"736a9a48051d","ts":"2026-09-09T13:32:30+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.10% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.2599,"vwap":8.1485,"ext_from_open_pct":3.12,"max_ext_allowed_pct":4.0,"volume_pace":10.156,"trend":"positive","recent_slope_pct":1.6518,"volatility":"high"},"price":8.2599,"volume":{"bars":2,"last_bar_volume":57074.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":210,"trade_rate":7.0,"buy_vol":17467.0,"sell_vol":15346.0,"unclassified_vol":0.0,"imbalance":0.064639,"bid":8.17,"ask":8.26,"spread_pct":1.095557,"quote_size_imbalance":null,"quote_age_s":2.613106},"context":{"vwap":8.108727,"price_vs_vwap_pct":1.864331,"ema9":8.06496,"ema20":8.025067,"ema_stack":true,"ema_warm":false,"hod":8.39,"dist_to_hod_pct":-1.550656,"dist_to_hod_atr":0.678285,"atr":0.191807,"spread_atr":0.469221,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"da7df70cc0db","ts":"2026-09-09T13:32:30+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.25% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.835,"vwap":8.7707,"ext_from_open_pct":2.85,"max_ext_allowed_pct":5.0,"volume_pace":18.982,"trend":"flat","recent_slope_pct":0.3677,"volatility":"high"},"price":8.835,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":92,"trade_rate":3.066667,"buy_vol":12535.0,"sell_vol":3006.0,"unclassified_vol":0.0,"imbalance":0.613152,"bid":8.77,"ask":8.88,"spread_pct":1.246459,"quote_size_imbalance":null,"quote_age_s":0.006595},"context":{"vwap":8.755794,"price_vs_vwap_pct":0.904612,"ema9":8.798,"ema20":8.783333,"ema_stack":true,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-1.284916,"dist_to_hod_atr":0.507886,"atr":0.226429,"spread_atr":0.485804,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"4827403d35d6","ts":"2026-09-09T13:32:30+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.38,"vwap":13.2068,"ext_from_open_pct":2.61,"max_ext_allowed_pct":5.0,"volume_pace":16.066,"trend":"positive","recent_slope_pct":0.5807,"volatility":"low"},"price":13.38,"volume":{"bars":2,"last_bar_volume":12621.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":1038.0,"sell_vol":538.0,"unclassified_vol":0.0,"imbalance":0.317259,"bid":13.33,"ask":13.43,"spread_pct":0.747384,"quote_size_imbalance":null,"quote_age_s":4.952056},"context":{"vwap":13.204118,"price_vs_vwap_pct":1.332023,"ema9":13.267,"ema20":13.245,"ema_stack":true,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-1.035503,"dist_to_hod_atr":0.432671,"atr":0.323571,"spread_atr":0.309051,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"7874248f9240","ts":"2026-09-09T13:32:35+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.2404,"vwap":8.1471,"ext_from_open_pct":2.88,"max_ext_allowed_pct":4.0,"volume_pace":9.854,"trend":"positive","recent_slope_pct":1.5342,"volatility":"high"},"price":8.2404,"volume":{"bars":2,"last_bar_volume":57074.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":180,"trade_rate":6.0,"buy_vol":13146.0,"sell_vol":11730.0,"unclassified_vol":0.0,"imbalance":0.056922,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":2.116594},"context":{"vwap":8.108727,"price_vs_vwap_pct":1.623849,"ema9":8.06496,"ema20":8.025067,"ema_stack":true,"ema_warm":false,"hod":8.39,"dist_to_hod_pct":-1.783075,"dist_to_hod_atr":0.77995,"atr":0.191807,"spread_atr":0.104271,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"b3061d9f4bd4","ts":"2026-09-09T13:32:35+00:00","symbol":"LTBR","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":7.915,"vwap":7.9059,"ext_from_open_pct":0.19,"max_ext_allowed_pct":4.0,"volume_pace":3.917,"trend":"flat","recent_slope_pct":0.0316,"volatility":"medium"},"price":7.915,"volume":{"bars":2,"last_bar_volume":4313.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":114.0,"sell_vol":62.0,"unclassified_vol":0.0,"imbalance":0.295455,"bid":7.88,"ask":7.95,"spread_pct":0.884397,"quote_size_imbalance":null,"quote_age_s":25.806154},"context":{"vwap":7.905891,"price_vs_vwap_pct":0.115218,"ema9":7.909,"ema20":7.909524,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-0.690088,"dist_to_hod_atr":0.443804,"atr":0.123929,"spread_atr":0.564841,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"5e53ed4172dd","ts":"2026-09-09T13:32:35+00:00","symbol":"SBET","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.98,"vwap":8.9789,"ext_from_open_pct":-0.33,"max_ext_allowed_pct":5.0,"volume_pace":7.13,"trend":"flat","recent_slope_pct":-0.1115,"volatility":"high"},"price":8.98,"volume":{"bars":2,"last_bar_volume":51217.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":79,"trade_rate":2.633333,"buy_vol":88372.0,"sell_vol":4800.0,"unclassified_vol":0.0,"imbalance":0.896965,"bid":8.97,"ask":8.99,"spread_pct":0.222717,"quote_size_imbalance":null,"quote_age_s":0.930254},"context":{"vwap":8.983444,"price_vs_vwap_pct":-0.038339,"ema9":8.986,"ema20":8.993333,"ema_stack":false,"ema_warm":false,"hod":9.05,"dist_to_hod_pct":-0.773481,"dist_to_hod_atr":0.593939,"atr":0.117857,"spread_atr":0.169697,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"8d192a773452","ts":"2026-09-09T13:32:35+00:00","symbol":"RCAT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.62 below VWAP $8.62","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.62,"vwap":8.6242,"ext_from_open_pct":0.47,"max_ext_allowed_pct":4.0,"volume_pace":5.557,"trend":"flat","recent_slope_pct":-0.1158,"volatility":"high"},"price":8.62,"volume":{"bars":2,"last_bar_volume":35032.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":1336.0,"sell_vol":2070.0,"unclassified_vol":0.0,"imbalance":-0.215502,"bid":8.6,"ask":8.62,"spread_pct":0.232288,"quote_size_imbalance":null,"quote_age_s":0.37998},"context":{"vwap":8.620738,"price_vs_vwap_pct":-0.008559,"ema9":8.64,"ema20":8.64,"ema_stack":false,"ema_warm":false,"hod":8.65,"dist_to_hod_pct":-0.346821,"dist_to_hod_atr":0.494118,"atr":0.060714,"spread_atr":0.329412,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"116b57daab8a","ts":"2026-09-09T13:32:40+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.78,"vwap":8.767,"ext_from_open_pct":2.21,"max_ext_allowed_pct":5.0,"volume_pace":17.819,"trend":"flat","recent_slope_pct":0.0567,"volatility":"high"},"price":8.78,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":11713.0,"sell_vol":2659.0,"unclassified_vol":0.0,"imbalance":0.629975,"bid":8.73,"ask":8.8,"spread_pct":0.798631,"quote_size_imbalance":null,"quote_age_s":0.410253},"context":{"vwap":8.755794,"price_vs_vwap_pct":0.276457,"ema9":8.798,"ema20":8.783333,"ema_stack":false,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-1.899441,"dist_to_hod_atr":0.750789,"atr":0.226429,"spread_atr":0.309148,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"2d4cd2941b40","ts":"2026-09-09T13:32:40+00:00","symbol":"XTND","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.58 below VWAP $5.60","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.575,"vwap":5.5966,"ext_from_open_pct":-0.98,"max_ext_allowed_pct":3.0,"volume_pace":1.828,"trend":"negative","recent_slope_pct":-0.4906,"volatility":"high"},"price":5.575,"volume":{"bars":2,"last_bar_volume":481.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":3116.0,"sell_vol":21178.0,"unclassified_vol":0.0,"imbalance":-0.743476,"bid":5.57,"ask":5.58,"spread_pct":0.179372,"quote_size_imbalance":null,"quote_age_s":1.184617},"context":{"vwap":5.63317,"price_vs_vwap_pct":-1.032637,"ema9":5.63208,"ema20":5.631043,"ema_stack":false,"ema_warm":false,"hod":5.64,"dist_to_hod_pct":-1.152482,"dist_to_hod_atr":91.919192,"atr":0.000707,"spread_atr":14.141414,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"df559225723a","ts":"2026-09-09T13:32:40+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.73,"vwap":13.7227,"ext_from_open_pct":0.07,"max_ext_allowed_pct":4.0,"volume_pace":3.474,"trend":"flat","recent_slope_pct":0.0911,"volatility":"high"},"price":13.73,"volume":{"bars":2,"last_bar_volume":81451.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":169,"trade_rate":5.633333,"buy_vol":7572.0,"sell_vol":12444.0,"unclassified_vol":0.0,"imbalance":-0.243405,"bid":13.72,"ask":13.74,"spread_pct":0.145666,"quote_size_imbalance":null,"quote_age_s":0.425972},"context":{"vwap":13.723039,"price_vs_vwap_pct":0.050728,"ema9":13.708,"ema20":13.706429,"ema_stack":true,"ema_warm":false,"hod":13.81,"dist_to_hod_pct":-0.57929,"dist_to_hod_atr":0.539759,"atr":0.148214,"spread_atr":0.13494,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"8bbca1e2d3a5","ts":"2026-09-09T13:32:40+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.36 below VWAP $11.37","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.3574,"vwap":11.3721,"ext_from_open_pct":0.64,"max_ext_allowed_pct":4.0,"volume_pace":5.965,"trend":"flat","recent_slope_pct":-0.2962,"volatility":"medium"},"price":11.3574,"volume":{"bars":2,"last_bar_volume":112534.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":215,"trade_rate":7.166667,"buy_vol":16073.0,"sell_vol":19195.0,"unclassified_vol":0.0,"imbalance":-0.088522,"bid":11.34,"ask":11.36,"spread_pct":0.176211,"quote_size_imbalance":null,"quote_age_s":0.149266},"context":{"vwap":11.369893,"price_vs_vwap_pct":-0.109878,"ema9":11.43052,"ema20":11.427629,"ema_stack":false,"ema_warm":false,"hod":11.46,"dist_to_hod_pct":-0.895288,"dist_to_hod_atr":0.504,"atr":0.203571,"spread_atr":0.098246,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"c4374cf87d22","ts":"2026-09-09T13:32:45+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $8.01 (max 4%: volume pace strong, buying normal)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.35,"vwap":8.171,"ext_from_open_pct":4.24,"max_ext_allowed_pct":4.0,"volume_pace":10.276,"trend":"positive","recent_slope_pct":2.1928,"volatility":"high"},"price":8.35,"volume":{"bars":2,"last_bar_volume":57074.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":179,"trade_rate":5.966667,"buy_vol":19300.0,"sell_vol":12172.0,"unclassified_vol":0.0,"imbalance":0.226487,"bid":8.3,"ask":8.35,"spread_pct":0.600601,"quote_size_imbalance":null,"quote_age_s":3.820281},"context":{"vwap":8.108727,"price_vs_vwap_pct":2.975479,"ema9":8.06496,"ema20":8.025067,"ema_stack":true,"ema_warm":false,"hod":8.39,"dist_to_hod_pct":-0.476758,"dist_to_hod_atr":0.208543,"atr":0.191807,"spread_atr":0.260679,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"51e532b6937f","ts":"2026-09-09T13:32:45+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.73 below VWAP $8.76","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.73,"vwap":8.7632,"ext_from_open_pct":1.63,"max_ext_allowed_pct":5.0,"volume_pace":17.337,"trend":"flat","recent_slope_pct":-0.2272,"volatility":"high"},"price":8.73,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":12084.0,"sell_vol":2091.0,"unclassified_vol":0.0,"imbalance":0.704974,"bid":8.73,"ask":8.8,"spread_pct":0.798631,"quote_size_imbalance":null,"quote_age_s":2.581524},"context":{"vwap":8.755794,"price_vs_vwap_pct":-0.294593,"ema9":8.798,"ema20":8.783333,"ema_stack":false,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-2.458101,"dist_to_hod_atr":0.971609,"atr":0.226429,"spread_atr":0.309148,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"fc6851665863","ts":"2026-09-09T13:32:55+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.79,"vwap":8.7715,"ext_from_open_pct":2.33,"max_ext_allowed_pct":5.0,"volume_pace":17.929,"trend":"flat","recent_slope_pct":0.1133,"volatility":"high"},"price":8.79,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":96,"trade_rate":3.2,"buy_vol":21941.0,"sell_vol":2561.0,"unclassified_vol":0.0,"imbalance":0.790956,"bid":8.75,"ask":8.79,"spread_pct":0.4561,"quote_size_imbalance":null,"quote_age_s":0.898604},"context":{"vwap":8.755794,"price_vs_vwap_pct":0.390667,"ema9":8.798,"ema20":8.783333,"ema_stack":false,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-1.787709,"dist_to_hod_atr":0.706625,"atr":0.226429,"spread_atr":0.176656,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"22579e694640","ts":"2026-09-09T13:32:55+00:00","symbol":"SBET","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.96 below VWAP $8.98","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.96,"vwap":8.9773,"ext_from_open_pct":-0.55,"max_ext_allowed_pct":4.0,"volume_pace":6.622,"trend":"flat","recent_slope_pct":-0.2231,"volatility":"high"},"price":8.96,"volume":{"bars":2,"last_bar_volume":51217.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":120,"trade_rate":4.0,"buy_vol":15217.0,"sell_vol":12783.0,"unclassified_vol":0.0,"imbalance":0.086929,"bid":8.96,"ask":8.98,"spread_pct":0.222965,"quote_size_imbalance":null,"quote_age_s":1.008605},"context":{"vwap":8.983444,"price_vs_vwap_pct":-0.260971,"ema9":8.986,"ema20":8.993333,"ema_stack":false,"ema_warm":false,"hod":9.05,"dist_to_hod_pct":-0.994475,"dist_to_hod_atr":0.763636,"atr":0.117857,"spread_atr":0.169697,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"5218d3b9531f","ts":"2026-09-09T13:32:55+00:00","symbol":"RCAT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.6284,"vwap":8.6211,"ext_from_open_pct":0.56,"max_ext_allowed_pct":4.0,"volume_pace":5.109,"trend":"flat","recent_slope_pct":-0.0672,"volatility":"high"},"price":8.6284,"volume":{"bars":2,"last_bar_volume":35032.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":1892.0,"sell_vol":6675.0,"unclassified_vol":0.0,"imbalance":-0.558305,"bid":8.56,"ask":8.58,"spread_pct":0.233372,"quote_size_imbalance":null,"quote_age_s":0.547858},"context":{"vwap":8.620738,"price_vs_vwap_pct":0.08888,"ema9":8.64,"ema20":8.64,"ema_stack":false,"ema_warm":false,"hod":8.65,"dist_to_hod_pct":-0.249711,"dist_to_hod_atr":0.355765,"atr":0.060714,"spread_atr":0.329412,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"484e9268fb4c","ts":"2026-09-09T13:33:00+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.75 below VWAP $8.77","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.75,"vwap":8.7693,"ext_from_open_pct":1.86,"max_ext_allowed_pct":5.0,"volume_pace":17.635,"trend":"flat","recent_slope_pct":-0.1135,"volatility":"high"},"price":8.75,"volume":{"bars":2,"last_bar_volume":19766.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":10828.0,"sell_vol":2642.0,"unclassified_vol":0.0,"imbalance":0.607721,"bid":8.72,"ask":8.79,"spread_pct":0.799543,"quote_size_imbalance":null,"quote_age_s":0.006563},"context":{"vwap":8.755794,"price_vs_vwap_pct":-0.066173,"ema9":8.798,"ema20":8.783333,"ema_stack":false,"ema_warm":false,"hod":8.95,"dist_to_hod_pct":-2.234637,"dist_to_hod_atr":0.883281,"atr":0.226429,"spread_atr":0.309148,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"15a7be6a0723","ts":"2026-09-09T13:33:00+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.71 below VWAP $13.72","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.715,"vwap":13.7225,"ext_from_open_pct":-0.04,"max_ext_allowed_pct":4.0,"volume_pace":3.28,"trend":"flat","recent_slope_pct":0.0365,"volatility":"high"},"price":13.715,"volume":{"bars":2,"last_bar_volume":81451.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":222,"trade_rate":7.4,"buy_vol":11364.0,"sell_vol":23914.0,"unclassified_vol":0.0,"imbalance":-0.355746,"bid":13.71,"ask":13.72,"spread_pct":0.072913,"quote_size_imbalance":null,"quote_age_s":0.520543},"context":{"vwap":13.723039,"price_vs_vwap_pct":-0.058578,"ema9":13.708,"ema20":13.706429,"ema_stack":true,"ema_warm":false,"hod":13.81,"dist_to_hod_pct":-0.687907,"dist_to_hod_atr":0.640964,"atr":0.148214,"spread_atr":0.06747,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"a7c114af6c36","ts":"2026-09-09T13:33:00+00:00","symbol":"RCAT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.58 below VWAP $8.62","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.5798,"vwap":8.6171,"ext_from_open_pct":-0.0,"max_ext_allowed_pct":4.0,"volume_pace":4.971,"trend":"negative","recent_slope_pct":-0.3492,"volatility":"high"},"price":8.5798,"volume":{"bars":2,"last_bar_volume":35032.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":1707.0,"sell_vol":6399.0,"unclassified_vol":0.0,"imbalance":-0.57883,"bid":8.56,"ask":8.58,"spread_pct":0.233372,"quote_size_imbalance":null,"quote_age_s":1.423494},"context":{"vwap":8.620738,"price_vs_vwap_pct":-0.474876,"ema9":8.64,"ema20":8.64,"ema_stack":false,"ema_warm":false,"hod":8.65,"dist_to_hod_pct":-0.811561,"dist_to_hod_atr":1.156235,"atr":0.060714,"spread_atr":0.329412,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"97acd4b9f2cb","ts":"2026-09-09T13:33:00+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.35,"vwap":13.2101,"ext_from_open_pct":2.38,"max_ext_allowed_pct":4.0,"volume_pace":13.679,"trend":"flat","recent_slope_pct":0.4686,"volatility":"low"},"price":13.35,"volume":{"bars":2,"last_bar_volume":12621.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":528.0,"sell_vol":1785.0,"unclassified_vol":0.0,"imbalance":-0.54345,"bid":13.28,"ask":13.42,"spread_pct":1.048689,"quote_size_imbalance":null,"quote_age_s":0.365383},"context":{"vwap":13.204118,"price_vs_vwap_pct":1.104821,"ema9":13.267,"ema20":13.245,"ema_stack":true,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-1.257396,"dist_to_hod_atr":0.525386,"atr":0.323571,"spread_atr":0.432671,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"80a4ee5bcb5f","ts":"2026-09-09T13:33:05+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.385,"vwap":8.2134,"ext_from_open_pct":4.68,"max_ext_allowed_pct":5.0,"volume_pace":11.619,"trend":"positive","recent_slope_pct":1.4684,"volatility":"high"},"price":8.385,"volume":{"bars":3,"last_bar_volume":81698.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":262,"trade_rate":8.733333,"buy_vol":42771.0,"sell_vol":16034.0,"unclassified_vol":0.0,"imbalance":0.454672,"bid":8.37,"ask":8.4,"spread_pct":0.357782,"quote_size_imbalance":null,"quote_age_s":1.231549},"context":{"vwap":8.204681,"price_vs_vwap_pct":2.197761,"ema9":8.131488,"ema20":8.060546,"ema_stack":true,"ema_warm":false,"hod":8.4122,"dist_to_hod_pct":-0.32334,"dist_to_hod_atr":0.140527,"atr":0.193557,"spread_atr":0.154993,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"40d22335499e","ts":"2026-09-09T13:33:15+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"price $7.87 below VWAP $7.90","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":7.865,"vwap":7.9043,"ext_from_open_pct":-0.44,"max_ext_allowed_pct":4.0,"volume_pace":3.253,"trend":"negative","recent_slope_pct":-0.1595,"volatility":"medium"},"price":7.865,"volume":{"bars":3,"last_bar_volume":752.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":12.0,"sell_vol":834.0,"unclassified_vol":0.0,"imbalance":-0.971631,"bid":7.84,"ask":7.89,"spread_pct":0.635728,"quote_size_imbalance":null,"quote_age_s":4.261101},"context":{"vwap":7.905843,"price_vs_vwap_pct":-0.516621,"ema9":7.91,"ema20":7.90995,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-1.31744,"dist_to_hod_atr":0.895756,"atr":0.117219,"spread_atr":0.426551,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"5d0ebeb31c55","ts":"2026-09-09T13:33:15+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.245,"vwap":13.2121,"ext_from_open_pct":1.57,"max_ext_allowed_pct":4.0,"volume_pace":13.143,"trend":"flat","recent_slope_pct":-0.0188,"volatility":"low"},"price":13.245,"volume":{"bars":3,"last_bar_volume":3889.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1073.0,"sell_vol":4087.0,"unclassified_vol":0.0,"imbalance":-0.584109,"bid":13.18,"ask":13.31,"spread_pct":0.981502,"quote_size_imbalance":null,"quote_age_s":0.933498},"context":{"vwap":13.210118,"price_vs_vwap_pct":0.264057,"ema9":13.2836,"ema20":13.255,"ema_stack":false,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-2.034024,"dist_to_hod_atr":0.878268,"atr":0.313116,"spread_atr":0.415181,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"4bd39246ba7f","ts":"2026-09-09T13:33:20+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.1% above open $8.01 (max 5%: volume pace strong, buying strong)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.4172,"vwap":8.2333,"ext_from_open_pct":5.08,"max_ext_allowed_pct":5.0,"volume_pace":11.985,"trend":"positive","recent_slope_pct":1.5834,"volatility":"high"},"price":8.4172,"volume":{"bars":3,"last_bar_volume":81698.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":295,"trade_rate":9.833333,"buy_vol":46189.0,"sell_vol":15725.0,"unclassified_vol":0.0,"imbalance":0.492037,"bid":8.4,"ask":8.42,"spread_pct":0.237812,"quote_size_imbalance":null,"quote_age_s":0.93431},"context":{"vwap":8.204681,"price_vs_vwap_pct":2.59022,"ema9":8.131488,"ema20":8.060546,"ema_stack":true,"ema_warm":false,"hod":8.4122,"dist_to_hod_pct":0.059437,"dist_to_hod_atr":-0.025832,"atr":0.193557,"spread_atr":0.103329,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"73677814d9b7","ts":"2026-09-09T13:33:25+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.21 below VWAP $13.21","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.21,"vwap":13.2114,"ext_from_open_pct":1.3,"max_ext_allowed_pct":4.0,"volume_pace":12.508,"trend":"flat","recent_slope_pct":-0.0977,"volatility":"low"},"price":13.21,"volume":{"bars":3,"last_bar_volume":3889.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":985.0,"sell_vol":3727.0,"unclassified_vol":0.0,"imbalance":-0.581919,"bid":13.18,"ask":13.31,"spread_pct":0.981502,"quote_size_imbalance":null,"quote_age_s":10.933498},"context":{"vwap":13.210118,"price_vs_vwap_pct":-0.000891,"ema9":13.2836,"ema20":13.255,"ema_stack":false,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-2.292899,"dist_to_hod_atr":0.990047,"atr":0.313116,"spread_atr":0.415181,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"636249763c84","ts":"2026-09-09T13:33:30+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.3461,"vwap":13.2133,"ext_from_open_pct":2.35,"max_ext_allowed_pct":4.0,"volume_pace":12.211,"trend":"flat","recent_slope_pct":0.2086,"volatility":"low"},"price":13.3461,"volume":{"bars":3,"last_bar_volume":3889.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":898.0,"sell_vol":3618.0,"unclassified_vol":0.0,"imbalance":-0.602303,"bid":13.18,"ask":13.31,"spread_pct":0.981502,"quote_size_imbalance":null,"quote_age_s":15.933498},"context":{"vwap":13.210118,"price_vs_vwap_pct":1.02938,"ema9":13.2836,"ema20":13.255,"ema_stack":true,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":-1.286243,"dist_to_hod_atr":0.555385,"atr":0.313116,"spread_atr":0.415181,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"08acb1ad539a","ts":"2026-09-09T13:33:35+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.334,"vwap":12.3032,"ext_from_open_pct":0.19,"max_ext_allowed_pct":5.0,"volume_pace":3.619,"trend":"positive","recent_slope_pct":0.3869,"volatility":"high"},"price":12.334,"volume":{"bars":3,"last_bar_volume":6219.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":25.0,"sell_vol":971.0,"unclassified_vol":0.0,"imbalance":-0.949799,"bid":12.32,"ask":12.39,"spread_pct":0.566572,"quote_size_imbalance":null,"quote_age_s":4.921389},"context":{"vwap":12.300464,"price_vs_vwap_pct":0.272636,"ema9":12.245872,"ema20":12.233402,"ema_stack":true,"ema_warm":false,"hod":12.525,"dist_to_hod_pct":-1.52495,"dist_to_hod_atr":0.577886,"atr":0.330515,"spread_atr":0.211791,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"85a661029228","ts":"2026-09-09T13:33:40+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.33,"vwap":8.2333,"ext_from_open_pct":4.0,"max_ext_allowed_pct":4.0,"volume_pace":11.428,"trend":"positive","recent_slope_pct":1.2714,"volatility":"high"},"price":8.33,"volume":{"bars":3,"last_bar_volume":81698.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":190,"trade_rate":6.333333,"buy_vol":17526.0,"sell_vol":14040.0,"unclassified_vol":0.0,"imbalance":0.110435,"bid":8.31,"ask":8.34,"spread_pct":0.36036,"quote_size_imbalance":null,"quote_age_s":3.98311},"context":{"vwap":8.204681,"price_vs_vwap_pct":1.527412,"ema9":8.131488,"ema20":8.060546,"ema_stack":true,"ema_warm":false,"hod":8.4122,"dist_to_hod_pct":-0.977152,"dist_to_hod_atr":0.424682,"atr":0.193557,"spread_atr":0.154993,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"d03a1995a715","ts":"2026-09-09T13:33:40+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.362,"vwap":5.3718,"ext_from_open_pct":-0.15,"max_ext_allowed_pct":3.0,"volume_pace":2.2,"trend":"flat","recent_slope_pct":-0.0446,"volatility":"medium"},"price":5.362,"volume":{"bars":3,"last_bar_volume":34446.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":7421.0,"sell_vol":38044.0,"unclassified_vol":0.0,"imbalance":-0.673551,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.275297},"context":{"vwap":5.372137,"price_vs_vwap_pct":-0.188701,"ema9":5.3754,"ema20":5.372721,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.460385,"dist_to_hod_atr":1.205914,"atr":0.020565,"spread_atr":0.486256,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"e515dc6bcde6","ts":"2026-09-09T13:33:45+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.375,"vwap":5.3725,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":2.252,"trend":"flat","recent_slope_pct":0.0279,"volatility":"medium"},"price":5.375,"volume":{"bars":3,"last_bar_volume":34446.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":24734.0,"sell_vol":38044.0,"unclassified_vol":0.0,"imbalance":-0.212017,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.012535},"context":{"vwap":5.372137,"price_vs_vwap_pct":0.053289,"ema9":5.3754,"ema20":5.372721,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.573782,"atr":0.020565,"spread_atr":0.486256,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"43b5cfd1b23a","ts":"2026-09-09T13:33:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $13.04 (max 4%: volume pace strong, buying normal)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.62,"vwap":13.2565,"ext_from_open_pct":4.45,"max_ext_allowed_pct":4.0,"volume_pace":13.248,"trend":"positive","recent_slope_pct":0.8204,"volatility":"low"},"price":13.62,"volume":{"bars":3,"last_bar_volume":3889.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":162,"trade_rate":5.4,"buy_vol":14258.0,"sell_vol":4215.0,"unclassified_vol":0.0,"imbalance":0.543658,"bid":13.56,"ask":13.68,"spread_pct":0.881057,"quote_size_imbalance":null,"quote_age_s":0.123647},"context":{"vwap":13.210118,"price_vs_vwap_pct":3.102791,"ema9":13.2836,"ema20":13.255,"ema_stack":true,"ema_warm":false,"hod":13.52,"dist_to_hod_pct":0.739645,"dist_to_hod_atr":-0.31937,"atr":0.313116,"spread_atr":0.383244,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"1a7b1e3dadff","ts":"2026-09-09T13:33:50+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.79,"vwap":8.769,"ext_from_open_pct":2.33,"max_ext_allowed_pct":5.0,"volume_pace":14.118,"trend":"flat","recent_slope_pct":-0.1136,"volatility":"high"},"price":8.79,"volume":{"bars":3,"last_bar_volume":29011.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":1802.0,"sell_vol":107.0,"unclassified_vol":0.0,"imbalance":0.887899,"bid":8.76,"ask":8.82,"spread_pct":0.682594,"quote_size_imbalance":null,"quote_age_s":0.033597},"context":{"vwap":8.769251,"price_vs_vwap_pct":0.236613,"ema9":8.7884,"ema20":8.780159,"ema_stack":true,"ema_warm":false,"hod":8.9694,"dist_to_hod_pct":-2.000134,"dist_to_hod_atr":0.789074,"atr":0.227355,"spread_atr":0.263904,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"58ee669af2be","ts":"2026-09-09T13:33:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.405,"vwap":12.3089,"ext_from_open_pct":0.77,"max_ext_allowed_pct":5.0,"volume_pace":3.592,"trend":"positive","recent_slope_pct":0.5596,"volatility":"high"},"price":12.405,"volume":{"bars":3,"last_bar_volume":6219.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":2876.0,"sell_vol":1328.0,"unclassified_vol":0.0,"imbalance":0.368221,"bid":12.36,"ask":12.49,"spread_pct":1.046278,"quote_size_imbalance":null,"quote_age_s":0.340748},"context":{"vwap":12.300464,"price_vs_vwap_pct":0.84985,"ema9":12.245872,"ema20":12.233402,"ema_stack":true,"ema_warm":false,"hod":12.525,"dist_to_hod_pct":-0.958084,"dist_to_hod_atr":0.36307,"atr":0.330515,"spread_atr":0.393326,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"e5f953fb9b1f","ts":"2026-09-09T13:33:55+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.14% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.8069,"vwap":8.7692,"ext_from_open_pct":2.53,"max_ext_allowed_pct":5.0,"volume_pace":13.825,"trend":"flat","recent_slope_pct":-0.056,"volatility":"high"},"price":8.8069,"volume":{"bars":3,"last_bar_volume":29011.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":1877.0,"sell_vol":14.0,"unclassified_vol":0.0,"imbalance":0.985193,"bid":8.74,"ask":8.84,"spread_pct":1.137656,"quote_size_imbalance":null,"quote_age_s":0.655099},"context":{"vwap":8.769251,"price_vs_vwap_pct":0.429332,"ema9":8.7884,"ema20":8.780159,"ema_stack":true,"ema_warm":false,"hod":8.9694,"dist_to_hod_pct":-1.811715,"dist_to_hod_atr":0.714741,"atr":0.227355,"spread_atr":0.439841,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"fb8032ab097b","ts":"2026-09-09T13:34:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.49,"vwap":12.3077,"ext_from_open_pct":1.46,"max_ext_allowed_pct":5.0,"volume_pace":3.383,"trend":"positive","recent_slope_pct":0.556,"volatility":"high"},"price":12.49,"volume":{"bars":4,"last_bar_volume":6358.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":3031.0,"sell_vol":511.0,"unclassified_vol":0.0,"imbalance":0.711462,"bid":12.42,"ask":12.5,"spread_pct":0.642055,"quote_size_imbalance":null,"quote_age_s":0.140475},"context":{"vwap":12.307207,"price_vs_vwap_pct":1.485253,"ema9":12.268698,"ema20":12.245459,"ema_stack":true,"ema_warm":false,"hod":12.525,"dist_to_hod_pct":-0.279441,"dist_to_hod_atr":0.111829,"atr":0.312978,"spread_atr":0.255609,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"72c52ac2efc2","ts":"2026-09-09T13:34:10+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.5373,"vwap":13.3053,"ext_from_open_pct":3.81,"max_ext_allowed_pct":4.0,"volume_pace":13.281,"trend":"positive","recent_slope_pct":0.6944,"volatility":"low"},"price":13.5373,"volume":{"bars":4,"last_bar_volume":35282.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":270,"trade_rate":9.0,"buy_vol":24048.0,"sell_vol":9357.0,"unclassified_vol":0.0,"imbalance":0.439784,"bid":13.7,"ask":13.8,"spread_pct":0.727273,"quote_size_imbalance":null,"quote_age_s":6.725638},"context":{"vwap":13.299454,"price_vs_vwap_pct":1.788391,"ema9":13.37588,"ema20":13.301667,"ema_stack":true,"ema_warm":false,"hod":13.8,"dist_to_hod_pct":-1.903623,"dist_to_hod_atr":0.784093,"atr":0.335037,"spread_atr":0.298475,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"956b61965dc2","ts":"2026-09-09T13:34:20+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.0% above open $13.04 (max 4%: volume pace strong, buying normal)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.6901,"vwap":13.3062,"ext_from_open_pct":4.99,"max_ext_allowed_pct":4.0,"volume_pace":12.771,"trend":"positive","recent_slope_pct":0.9194,"volatility":"low"},"price":13.6901,"volume":{"bars":4,"last_bar_volume":35282.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":4633.0,"sell_vol":1674.0,"unclassified_vol":0.0,"imbalance":0.469161,"bid":13.7,"ask":13.8,"spread_pct":0.727273,"quote_size_imbalance":null,"quote_age_s":16.725638},"context":{"vwap":13.299454,"price_vs_vwap_pct":2.93731,"ema9":13.37588,"ema20":13.301667,"ema_stack":true,"ema_warm":false,"hod":13.8,"dist_to_hod_pct":-0.796377,"dist_to_hod_atr":0.328024,"atr":0.335037,"spread_atr":0.298475,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"658c801b385e","ts":"2026-09-09T13:34:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.5884,"vwap":8.5539,"ext_from_open_pct":4.35,"max_ext_allowed_pct":5.0,"volume_pace":6.317,"trend":"flat","recent_slope_pct":0.0943,"volatility":"high"},"price":8.5884,"volume":{"bars":4,"last_bar_volume":17845.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":8141.0,"sell_vol":2162.0,"unclassified_vol":0.0,"imbalance":0.580316,"bid":8.51,"ask":8.59,"spread_pct":0.935673,"quote_size_imbalance":null,"quote_age_s":0.006174},"context":{"vwap":8.552001,"price_vs_vwap_pct":0.425621,"ema9":8.569439,"ema20":8.527483,"ema_stack":true,"ema_warm":false,"hod":8.77,"dist_to_hod_pct":-2.070696,"dist_to_hod_atr":0.731202,"atr":0.248358,"spread_atr":0.322115,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"9ea358036e33","ts":"2026-09-09T13:34:35+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.815,"vwap":8.7697,"ext_from_open_pct":2.62,"max_ext_allowed_pct":5.0,"volume_pace":12.559,"trend":"flat","recent_slope_pct":-0.0397,"volatility":"high"},"price":8.815,"volume":{"bars":4,"last_bar_volume":6745.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":2964.0,"sell_vol":53.0,"unclassified_vol":0.0,"imbalance":0.964866,"bid":8.79,"ask":8.84,"spread_pct":0.567215,"quote_size_imbalance":null,"quote_age_s":1.51537},"context":{"vwap":8.768828,"price_vs_vwap_pct":0.526545,"ema9":8.78772,"ema20":8.78062,"ema_stack":true,"ema_warm":false,"hod":8.9694,"dist_to_hod_pct":-1.721408,"dist_to_hod_atr":0.703528,"atr":0.219465,"spread_atr":0.227826,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"8e28fac12907","ts":"2026-09-09T13:34:35+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.54 below VWAP $8.55","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.545,"vwap":8.5533,"ext_from_open_pct":3.83,"max_ext_allowed_pct":5.0,"volume_pace":6.21,"trend":"flat","recent_slope_pct":-0.0064,"volatility":"high"},"price":8.545,"volume":{"bars":4,"last_bar_volume":17845.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":6525.0,"sell_vol":1037.0,"unclassified_vol":0.0,"imbalance":0.725734,"bid":8.51,"ask":8.58,"spread_pct":0.819193,"quote_size_imbalance":null,"quote_age_s":4.296979},"context":{"vwap":8.552001,"price_vs_vwap_pct":-0.081863,"ema9":8.569439,"ema20":8.527483,"ema_stack":false,"ema_warm":false,"hod":8.77,"dist_to_hod_pct":-2.565564,"dist_to_hod_atr":0.905949,"atr":0.248358,"spread_atr":0.281851,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"30788dc74cee","ts":"2026-09-09T13:34:40+00:00","symbol":"AVO","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.5617,"vwap":13.3167,"ext_from_open_pct":4.0,"max_ext_allowed_pct":5.0,"volume_pace":12.265,"trend":"positive","recent_slope_pct":0.7304,"volatility":"low"},"price":13.5617,"volume":{"bars":4,"last_bar_volume":35282.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":4338.0,"sell_vol":691.0,"unclassified_vol":0.0,"imbalance":0.725194,"bid":13.75,"ask":13.85,"spread_pct":0.724638,"quote_size_imbalance":null,"quote_age_s":10.299679},"context":{"vwap":13.299454,"price_vs_vwap_pct":1.971857,"ema9":13.37588,"ema20":13.301667,"ema_stack":true,"ema_warm":false,"hod":13.8,"dist_to_hod_pct":-1.726812,"dist_to_hod_atr":0.711266,"atr":0.335037,"spread_atr":0.298475,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"fe035e50c1c3","ts":"2026-09-09T13:34:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +6.1% above open $13.04 (max 5%: volume pace strong, buying strong)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":13.8377,"vwap":13.3221,"ext_from_open_pct":6.12,"max_ext_allowed_pct":5.0,"volume_pace":12.065,"trend":"positive","recent_slope_pct":1.1358,"volatility":"low"},"price":13.8377,"volume":{"bars":4,"last_bar_volume":35282.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":4538.0,"sell_vol":691.0,"unclassified_vol":0.0,"imbalance":0.735705,"bid":13.75,"ask":13.85,"spread_pct":0.724638,"quote_size_imbalance":null,"quote_age_s":15.299679},"context":{"vwap":13.299454,"price_vs_vwap_pct":4.04713,"ema9":13.37588,"ema20":13.301667,"ema_stack":true,"ema_warm":false,"hod":13.8,"dist_to_hod_pct":0.273188,"dist_to_hod_atr":-0.112525,"atr":0.335037,"spread_atr":0.298475,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"2d06943a6b93","ts":"2026-09-09T13:34:50+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.02% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.856,"vwap":8.7708,"ext_from_open_pct":3.1,"max_ext_allowed_pct":5.0,"volume_pace":12.027,"trend":"flat","recent_slope_pct":0.0533,"volatility":"high"},"price":8.856,"volume":{"bars":4,"last_bar_volume":6745.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":2000.0,"sell_vol":422.0,"unclassified_vol":0.0,"imbalance":0.651528,"bid":8.8,"ask":8.89,"spread_pct":1.017524,"quote_size_imbalance":null,"quote_age_s":0.330549},"context":{"vwap":8.768828,"price_vs_vwap_pct":0.99411,"ema9":8.78772,"ema20":8.78062,"ema_stack":true,"ema_warm":false,"hod":8.9694,"dist_to_hod_pct":-1.264299,"dist_to_hod_atr":0.51671,"atr":0.219465,"spread_atr":0.410087,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"de259bb23e9a","ts":"2026-09-09T13:34:55+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.8864,"vwap":8.7717,"ext_from_open_pct":3.45,"max_ext_allowed_pct":5.0,"volume_pace":11.827,"trend":"flat","recent_slope_pct":0.1222,"volatility":"high"},"price":8.8864,"volume":{"bars":4,"last_bar_volume":6745.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":2050.0,"sell_vol":397.0,"unclassified_vol":0.0,"imbalance":0.675521,"bid":8.82,"ask":8.89,"spread_pct":0.790514,"quote_size_imbalance":null,"quote_age_s":3.35885},"context":{"vwap":8.768828,"price_vs_vwap_pct":1.340793,"ema9":8.78772,"ema20":8.78062,"ema_stack":true,"ema_warm":false,"hod":8.9694,"dist_to_hod_pct":-0.925368,"dist_to_hod_atr":0.378192,"atr":0.219465,"spread_atr":0.318957,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"a6d7550f4f69","ts":"2026-09-09T13:35:00+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.573,"vwap":8.554,"ext_from_open_pct":4.17,"max_ext_allowed_pct":5.0,"volume_pace":5.734,"trend":"flat","recent_slope_pct":0.0586,"volatility":"high"},"price":8.573,"volume":{"bars":4,"last_bar_volume":17845.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":442.0,"sell_vol":1567.0,"unclassified_vol":0.0,"imbalance":-0.55998,"bid":8.51,"ask":8.58,"spread_pct":0.819193,"quote_size_imbalance":null,"quote_age_s":0.006143},"context":{"vwap":8.552001,"price_vs_vwap_pct":0.245546,"ema9":8.569439,"ema20":8.527483,"ema_stack":true,"ema_warm":false,"hod":8.77,"dist_to_hod_pct":-2.246294,"dist_to_hod_atr":0.793209,"atr":0.248358,"spread_atr":0.281851,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":-2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"5f4dbd80fb92","ts":"2026-09-09T13:35:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.07,"vwap":12.0591,"ext_from_open_pct":0.08,"max_ext_allowed_pct":3.0,"volume_pace":1.525,"trend":"flat","recent_slope_pct":0.0622,"volatility":"high"},"price":12.07,"volume":{"bars":5,"last_bar_volume":101257.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":195,"trade_rate":6.5,"buy_vol":18085.0,"sell_vol":12998.0,"unclassified_vol":0.0,"imbalance":0.163659,"bid":12.07,"ask":12.08,"spread_pct":0.082816,"quote_size_imbalance":null,"quote_age_s":0.632802},"context":{"vwap":12.059072,"price_vs_vwap_pct":0.090624,"ema9":12.06077,"ema20":12.059624,"ema_stack":true,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.658436,"dist_to_hod_atr":0.666663,"atr":0.120001,"spread_atr":0.083333,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"8b3016704537","ts":"2026-09-09T13:35:05+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.485,"vwap":11.4005,"ext_from_open_pct":1.1,"max_ext_allowed_pct":4.0,"volume_pace":12.801,"trend":"flat","recent_slope_pct":0.0203,"volatility":"medium"},"price":11.485,"volume":{"bars":5,"last_bar_volume":28101.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":4822.0,"sell_vol":2684.0,"unclassified_vol":0.0,"imbalance":0.284839,"bid":11.47,"ask":11.5,"spread_pct":0.26121,"quote_size_imbalance":null,"quote_age_s":2.273093},"context":{"vwap":11.400441,"price_vs_vwap_pct":0.741719,"ema9":11.45405,"ema20":11.438999,"ema_stack":true,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-0.390286,"dist_to_hod_atr":0.181392,"atr":0.248081,"spread_atr":0.120928,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"c55777fbae34","ts":"2026-09-09T13:35:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.615,"vwap":8.5547,"ext_from_open_pct":4.68,"max_ext_allowed_pct":5.0,"volume_pace":5.737,"trend":"flat","recent_slope_pct":-0.4303,"volatility":"high"},"price":8.615,"volume":{"bars":5,"last_bar_volume":12312.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":3224.0,"sell_vol":2492.0,"unclassified_vol":0.0,"imbalance":0.128062,"bid":8.55,"ask":8.63,"spread_pct":0.931315,"quote_size_imbalance":null,"quote_age_s":0.672323},"context":{"vwap":8.554038,"price_vs_vwap_pct":0.712666,"ema9":8.570151,"ema20":8.531818,"ema_stack":true,"ema_warm":false,"hod":8.77,"dist_to_hod_pct":-1.767389,"dist_to_hod_atr":0.637493,"atr":0.24314,"spread_atr":0.329029,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":1},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["spread"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":false,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"fa1f7e912f6b","ts":"2026-09-09T13:35:20+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.06 below VWAP $12.06","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.0594,"vwap":12.0599,"ext_from_open_pct":-0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.552,"trend":"flat","recent_slope_pct":0.0446,"volatility":"high"},"price":12.0594,"volume":{"bars":5,"last_bar_volume":101257.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":445,"trade_rate":14.833333,"buy_vol":63625.0,"sell_vol":18329.0,"unclassified_vol":0.0,"imbalance":0.5527,"bid":12.1,"ask":12.11,"spread_pct":0.08261,"quote_size_imbalance":null,"quote_age_s":0.063455},"context":{"vwap":12.059072,"price_vs_vwap_pct":0.002724,"ema9":12.06077,"ema20":12.059624,"ema_stack":false,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.745679,"dist_to_hod_atr":0.754996,"atr":0.120001,"spread_atr":0.083333,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"c94cd6aa3654","ts":"2026-09-09T13:35:20+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.365,"vwap":5.3735,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.885,"trend":"flat","recent_slope_pct":-0.0862,"volatility":"medium"},"price":5.365,"volume":{"bars":5,"last_bar_volume":50479.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":19683.0,"sell_vol":8108.0,"unclassified_vol":0.0,"imbalance":0.416502,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.111036},"context":{"vwap":5.373748,"price_vs_vwap_pct":-0.162785,"ema9":5.377576,"ema20":5.374339,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.404693,"dist_to_hod_atr":1.086857,"atr":0.020058,"spread_atr":0.498558,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"15c9e1789218","ts":"2026-09-09T13:35:25+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.08,"vwap":12.0607,"ext_from_open_pct":0.17,"max_ext_allowed_pct":3.0,"volume_pace":1.545,"trend":"flat","recent_slope_pct":0.0788,"volatility":"high"},"price":12.08,"volume":{"bars":5,"last_bar_volume":101257.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":486,"trade_rate":16.2,"buy_vol":63076.0,"sell_vol":27716.0,"unclassified_vol":0.0,"imbalance":0.389462,"bid":12.07,"ask":12.09,"spread_pct":0.165563,"quote_size_imbalance":null,"quote_age_s":0.016044},"context":{"vwap":12.059072,"price_vs_vwap_pct":0.173549,"ema9":12.06077,"ema20":12.059624,"ema_stack":true,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.576132,"dist_to_hod_atr":0.58333,"atr":0.120001,"spread_atr":0.166666,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"7f2e8702df1f","ts":"2026-09-09T13:35:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.375,"vwap":5.3736,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.884,"trend":"flat","recent_slope_pct":-0.0491,"volatility":"medium"},"price":5.375,"volume":{"bars":5,"last_bar_volume":50479.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":24242.0,"sell_vol":3408.0,"unclassified_vol":0.0,"imbalance":0.75349,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.845645},"context":{"vwap":5.373748,"price_vs_vwap_pct":0.023305,"ema9":5.377576,"ema20":5.374339,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.588299,"atr":0.020058,"spread_atr":0.498558,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"820b8b84f159","ts":"2026-09-09T13:35:40+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.37,"vwap":5.3735,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.807,"trend":"flat","recent_slope_pct":-0.0676,"volatility":"medium"},"price":5.37,"volume":{"bars":5,"last_bar_volume":50479.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":20751.0,"sell_vol":3251.0,"unclassified_vol":0.0,"imbalance":0.729106,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.465202},"context":{"vwap":5.373748,"price_vs_vwap_pct":-0.06974,"ema9":5.377576,"ema20":5.374339,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.311873,"dist_to_hod_atr":0.837578,"atr":0.020058,"spread_atr":0.498558,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"1bbe24104dbc","ts":"2026-09-09T13:35:45+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.375,"vwap":5.3737,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.782,"trend":"flat","recent_slope_pct":-0.0491,"volatility":"medium"},"price":5.375,"volume":{"bars":5,"last_bar_volume":50479.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":11652.0,"sell_vol":3249.0,"unclassified_vol":0.0,"imbalance":0.563922,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.482595},"context":{"vwap":5.373748,"price_vs_vwap_pct":0.023305,"ema9":5.377576,"ema20":5.374339,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.588299,"atr":0.020058,"spread_atr":0.498558,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":2},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"INCOMPLETE","failed":[],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"242383e3c1b5","ts":"2026-09-09T13:36:00+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.19 below VWAP $8.23","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.185,"vwap":8.2343,"ext_from_open_pct":2.18,"max_ext_allowed_pct":4.0,"volume_pace":8.731,"trend":"flat","recent_slope_pct":-0.6353,"volatility":"high"},"price":8.185,"volume":{"bars":5,"last_bar_volume":28725.0,"baseline_avg":null,"bar_rvol":null,"raw_accel":null,"smooth_accel":null,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":123,"trade_rate":4.1,"buy_vol":7541.0,"sell_vol":6670.0,"unclassified_vol":0.0,"imbalance":0.061291,"bid":8.17,"ask":8.2,"spread_pct":0.366524,"quote_size_imbalance":null,"quote_age_s":2.397449},"context":{"vwap":8.233893,"price_vs_vwap_pct":-0.593796,"ema9":8.175352,"ema20":8.095685,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-2.906287,"dist_to_hod_atr":1.311983,"atr":0.18674,"spread_atr":0.160651,"own_change_pct":null,"rel_strength_pct":{"SPY":null,"IWM":null}},"vas":{"raw":null,"score":null,"components":{"rvol":null,"accel":null,"momentum":null,"imbalance":0},"missing":["rvol","accel","momentum"],"volume_pressure":null},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","bar_rvol","rel_strength","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":null,"spread":true,"rel_strength":null,"not_decelerating":null}}}
{"type":"snapshot","id":"4e4ec2294cc8","ts":"2026-09-09T13:36:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.04% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.495,"vwap":12.3511,"ext_from_open_pct":1.5,"max_ext_allowed_pct":3.0,"volume_pace":2.73,"trend":"positive","recent_slope_pct":0.4465,"volatility":"high"},"price":12.495,"volume":{"bars":6,"last_bar_volume":2780.0,"baseline_avg":13260.8,"bar_rvol":0.20964,"raw_accel":-0.676406,"smooth_accel":-0.654776,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":2563.0,"sell_vol":622.0,"unclassified_vol":0.0,"imbalance":0.609419,"bid":12.43,"ask":12.56,"spread_pct":1.040416,"quote_size_imbalance":null,"quote_age_s":0.44884},"context":{"vwap":12.349831,"price_vs_vwap_pct":1.175473,"ema9":12.392666,"ema20":12.311963,"ema_stack":true,"ema_warm":false,"hod":12.64,"dist_to_hod_pct":-1.147152,"dist_to_hod_atr":0.491753,"atr":0.294864,"spread_atr":0.440882,"own_change_pct":3.315252,"rel_strength_pct":{"SPY":3.307397,"IWM":3.383318}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":2},"missing":["momentum"],"volume_pressure":0.127759},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"7b488afc6f01","ts":"2026-09-09T13:36:05+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.365,"vwap":5.3734,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.806,"trend":"flat","recent_slope_pct":-0.0948,"volatility":"medium"},"price":5.365,"volume":{"bars":6,"last_bar_volume":40167.0,"baseline_avg":88367.6,"bar_rvol":0.454544,"raw_accel":-0.204283,"smooth_accel":-0.504896,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":13386.0,"sell_vol":21076.0,"unclassified_vol":0.0,"imbalance":-0.223144,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.242303},"context":{"vwap":5.37363,"price_vs_vwap_pct":-0.160595,"ema9":5.376861,"ema20":5.374307,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.404693,"dist_to_hod_atr":1.11244,"atr":0.019597,"spread_atr":0.510293,"own_change_pct":0.074488,"rel_strength_pct":{"SPY":0.066633,"IWM":0.142554}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":-1},"missing":["momentum"],"volume_pressure":-0.101429},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"a0beff2d32f7","ts":"2026-09-09T13:36:10+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.06 below VWAP $12.06","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.0554,"vwap":12.0616,"ext_from_open_pct":-0.04,"max_ext_allowed_pct":3.0,"volume_pace":1.492,"trend":"flat","recent_slope_pct":0.0297,"volatility":"high"},"price":12.0554,"volume":{"bars":6,"last_bar_volume":164545.0,"baseline_avg":212060.2,"bar_rvol":0.775935,"raw_accel":0.625023,"smooth_accel":-0.547511,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":431,"trade_rate":14.366667,"buy_vol":47754.0,"sell_vol":43601.0,"unclassified_vol":0.0,"imbalance":0.04546,"bid":12.05,"ask":12.06,"spread_pct":0.082953,"quote_size_imbalance":null,"quote_age_s":0.056857},"context":{"vwap":12.061659,"price_vs_vwap_pct":-0.051893,"ema9":12.063616,"ema20":12.061088,"ema_stack":false,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.778601,"dist_to_hod_atr":0.817527,"atr":0.115715,"spread_atr":0.086419,"own_change_pct":0.12936,"rel_strength_pct":{"SPY":0.121505,"IWM":0.197426}},"vas":{"raw":null,"score":null,"components":{"rvol":-1,"accel":-2,"momentum":null,"imbalance":0},"missing":["momentum"],"volume_pressure":0.035274},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"74b67d3b0051","ts":"2026-09-09T13:36:10+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.48,"vwap":12.351,"ext_from_open_pct":1.38,"max_ext_allowed_pct":3.0,"volume_pace":2.694,"trend":"positive","recent_slope_pct":0.4226,"volatility":"high"},"price":12.48,"volume":{"bars":6,"last_bar_volume":2780.0,"baseline_avg":13260.8,"bar_rvol":0.20964,"raw_accel":-0.676406,"smooth_accel":-0.654776,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":45.0,"sell_vol":527.0,"unclassified_vol":0.0,"imbalance":-0.842657,"bid":12.43,"ask":12.52,"spread_pct":0.721443,"quote_size_imbalance":null,"quote_age_s":0.620025},"context":{"vwap":12.349831,"price_vs_vwap_pct":1.054014,"ema9":12.392666,"ema20":12.311963,"ema_stack":true,"ema_warm":false,"hod":12.64,"dist_to_hod_pct":-1.265823,"dist_to_hod_atr":0.542624,"atr":0.294864,"spread_atr":0.305226,"own_change_pct":3.315252,"rel_strength_pct":{"SPY":3.307397,"IWM":3.383318}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":-2},"missing":["momentum"],"volume_pressure":-0.176655},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol","spread"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"3c4b4ff996f3","ts":"2026-09-09T13:36:15+00:00","symbol":"RCAT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.6268,"vwap":8.6122,"ext_from_open_pct":0.55,"max_ext_allowed_pct":4.0,"volume_pace":3.255,"trend":"flat","recent_slope_pct":0.1325,"volatility":"high"},"price":8.6268,"volume":{"bars":6,"last_bar_volume":21014.0,"baseline_avg":52725.0,"bar_rvol":0.398559,"raw_accel":-0.148955,"smooth_accel":-0.645215,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.150972},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":1113.0,"sell_vol":2666.0,"unclassified_vol":0.0,"imbalance":-0.410955,"bid":8.56,"ask":8.59,"spread_pct":0.349854,"quote_size_imbalance":null,"quote_age_s":2.638306},"context":{"vwap":8.612188,"price_vs_vwap_pct":0.169671,"ema9":8.618236,"ema20":8.627275,"ema_stack":false,"ema_warm":false,"hod":8.67,"dist_to_hod_pct":-0.49827,"dist_to_hod_atr":0.675873,"atr":0.063917,"spread_atr":0.469356,"own_change_pct":-0.347222,"rel_strength_pct":{"SPY":-0.355077,"IWM":-0.279156}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":-2},"missing":["momentum"],"volume_pressure":-0.16379},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol","rel_strength"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"c21253bf6cf9","ts":"2026-09-09T13:36:20+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.72 below VWAP $8.79","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.72,"vwap":8.7884,"ext_from_open_pct":1.51,"max_ext_allowed_pct":4.0,"volume_pace":11.553,"trend":"flat","recent_slope_pct":0.0011,"volatility":"high"},"price":8.72,"volume":{"bars":6,"last_bar_volume":30343.0,"baseline_avg":28857.8,"bar_rvol":1.051466,"raw_accel":3.205865,"smooth_accel":-0.664913,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.652752},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":2439.0,"sell_vol":4674.0,"unclassified_vol":0.0,"imbalance":-0.314213,"bid":8.74,"ask":8.78,"spread_pct":0.456621,"quote_size_imbalance":null,"quote_age_s":0.721747},"context":{"vwap":8.789084,"price_vs_vwap_pct":-0.786022,"ema9":8.815741,"ema20":8.796272,"ema_stack":false,"ema_warm":false,"hod":8.9694,"dist_to_hod_pct":-2.780565,"dist_to_hod_atr":1.190521,"atr":0.209488,"spread_atr":0.190942,"own_change_pct":0.866591,"rel_strength_pct":{"SPY":0.858736,"IWM":0.934657}},"vas":{"raw":null,"score":null,"components":{"rvol":0,"accel":-2,"momentum":null,"imbalance":-2},"missing":["momentum"],"volume_pressure":-0.330385},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"8f1307b81a57","ts":"2026-09-09T13:36:20+00:00","symbol":"RCAT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.59 below VWAP $8.61","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.59,"vwap":8.6106,"ext_from_open_pct":0.12,"max_ext_allowed_pct":5.0,"volume_pace":3.465,"trend":"flat","recent_slope_pct":0.047,"volatility":"high"},"price":8.59,"volume":{"bars":6,"last_bar_volume":21014.0,"baseline_avg":52725.0,"bar_rvol":0.398559,"raw_accel":-0.148955,"smooth_accel":-0.645215,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":1.395505},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":21903.0,"sell_vol":3805.0,"unclassified_vol":0.0,"imbalance":0.703983,"bid":8.55,"ask":8.59,"spread_pct":0.466744,"quote_size_imbalance":null,"quote_age_s":0.26283},"context":{"vwap":8.612188,"price_vs_vwap_pct":-0.25763,"ema9":8.618236,"ema20":8.627275,"ema_stack":false,"ema_warm":false,"hod":8.67,"dist_to_hod_pct":-0.922722,"dist_to_hod_atr":1.251616,"atr":0.063917,"spread_atr":0.625808,"own_change_pct":-0.347222,"rel_strength_pct":{"SPY":-0.355077,"IWM":-0.279156}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":2},"missing":["momentum"],"volume_pressure":0.280579},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"2b6205af0bf3","ts":"2026-09-09T13:36:30+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.055,"vwap":11.0391,"ext_from_open_pct":0.5,"max_ext_allowed_pct":4.0,"volume_pace":3.029,"trend":"flat","recent_slope_pct":-0.0508,"volatility":"medium"},"price":11.055,"volume":{"bars":6,"last_bar_volume":585033.0,"baseline_avg":1005360.0,"bar_rvol":0.581914,"raw_accel":0.19612,"smooth_accel":-0.638128,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.288376},"flow":{"window_s":30,"trades":383,"trade_rate":12.766667,"buy_vol":87730.0,"sell_vol":57231.0,"unclassified_vol":0.0,"imbalance":0.210395,"bid":11.05,"ask":11.06,"spread_pct":0.090457,"quote_size_imbalance":null,"quote_age_s":0.006575},"context":{"vwap":11.038214,"price_vs_vwap_pct":0.152076,"ema9":11.07357,"ema20":11.052283,"ema_stack":false,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-0.896459,"dist_to_hod_atr":1.274601,"atr":0.078456,"spread_atr":0.12746,"own_change_pct":0.486168,"rel_strength_pct":{"SPY":0.478313,"IWM":0.554234}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":1},"missing":["momentum"],"volume_pressure":0.122432},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"d9f44af42e60","ts":"2026-09-09T13:36:40+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.58 below VWAP $5.58","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.5801,"vwap":5.5828,"ext_from_open_pct":0.18,"max_ext_allowed_pct":3.0,"volume_pace":1.411,"trend":"flat","recent_slope_pct":-0.0817,"volatility":"medium"},"price":5.5801,"volume":{"bars":6,"last_bar_volume":54528.0,"baseline_avg":94371.6,"bar_rvol":0.577801,"raw_accel":-0.186392,"smooth_accel":-0.58245,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.508755},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":7587.0,"sell_vol":14443.0,"unclassified_vol":0.0,"imbalance":-0.311212,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":0.019502},"context":{"vwap":5.582555,"price_vs_vwap_pct":-0.043968,"ema9":5.58757,"ema20":5.576756,"ema_stack":false,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.709964,"dist_to_hod_atr":0.896848,"atr":0.044489,"spread_atr":0.224774,"own_change_pct":0.605973,"rel_strength_pct":{"SPY":0.598118,"IWM":0.67404}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":-2},"missing":["momentum"],"volume_pressure":-0.179819},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"5bf171f80964","ts":"2026-09-09T13:36:45+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.8801,"vwap":5.8827,"ext_from_open_pct":0.6,"max_ext_allowed_pct":3.0,"volume_pace":1.031,"trend":"flat","recent_slope_pct":-0.042,"volatility":"medium"},"price":5.8801,"volume":{"bars":6,"last_bar_volume":46437.0,"baseline_avg":131577.6,"bar_rvol":0.352925,"raw_accel":-0.488574,"smooth_accel":-0.705535,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.836535},"flow":{"window_s":30,"trades":144,"trade_rate":4.8,"buy_vol":51559.0,"sell_vol":23306.0,"unclassified_vol":0.0,"imbalance":0.377386,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":2.709123},"context":{"vwap":5.881862,"price_vs_vwap_pct":-0.02996,"ema9":5.897898,"ema20":5.893874,"ema_stack":false,"ema_warm":false,"hod":5.93,"dist_to_hod_pct":-0.841484,"dist_to_hod_atr":0.973405,"atr":0.051263,"spread_atr":0.195071,"own_change_pct":0.169779,"rel_strength_pct":{"SPY":0.161924,"IWM":0.237846}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":2},"missing":["momentum"],"volume_pressure":0.133189},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"32e58623c346","ts":"2026-09-09T13:36:45+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.59,"vwap":5.5831,"ext_from_open_pct":0.36,"max_ext_allowed_pct":3.0,"volume_pace":1.411,"trend":"flat","recent_slope_pct":-0.0463,"volatility":"medium"},"price":5.59,"volume":{"bars":6,"last_bar_volume":54528.0,"baseline_avg":94371.6,"bar_rvol":0.577801,"raw_accel":-0.186392,"smooth_accel":-0.58245,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.55576},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":13417.0,"sell_vol":15040.0,"unclassified_vol":0.0,"imbalance":-0.057033,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":0.243675},"context":{"vwap":5.582555,"price_vs_vwap_pct":0.13337,"ema9":5.58757,"ema20":5.576756,"ema_stack":true,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.533808,"dist_to_hod_atr":0.674322,"atr":0.044489,"spread_atr":0.224774,"own_change_pct":0.605973,"rel_strength_pct":{"SPY":0.598118,"IWM":0.67404}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":0},"missing":["momentum"],"volume_pressure":-0.032954},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"b9df50068e52","ts":"2026-09-09T13:36:55+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.886,"vwap":5.8829,"ext_from_open_pct":0.7,"max_ext_allowed_pct":3.0,"volume_pace":1.007,"trend":"flat","recent_slope_pct":-0.022,"volatility":"medium"},"price":5.886,"volume":{"bars":6,"last_bar_volume":46437.0,"baseline_avg":131577.6,"bar_rvol":0.352925,"raw_accel":-0.488574,"smooth_accel":-0.705535,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.691908},"flow":{"window_s":30,"trades":104,"trade_rate":3.466667,"buy_vol":48780.0,"sell_vol":13073.0,"unclassified_vol":0.0,"imbalance":0.577288,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":1.257538},"context":{"vwap":5.881862,"price_vs_vwap_pct":0.070348,"ema9":5.897898,"ema20":5.893874,"ema_stack":false,"ema_warm":false,"hod":5.93,"dist_to_hod_pct":-0.74199,"dist_to_hod_atr":0.858313,"atr":0.051263,"spread_atr":0.195071,"own_change_pct":0.169779,"rel_strength_pct":{"SPY":0.161924,"IWM":0.237846}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":2},"missing":["momentum"],"volume_pressure":0.203739},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"461851c3d498","ts":"2026-09-09T13:37:00+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.8825,"vwap":5.8828,"ext_from_open_pct":0.64,"max_ext_allowed_pct":3.0,"volume_pace":0.996,"trend":"flat","recent_slope_pct":-0.0339,"volatility":"medium"},"price":5.8825,"volume":{"bars":6,"last_bar_volume":46437.0,"baseline_avg":131577.6,"bar_rvol":0.352925,"raw_accel":-0.488574,"smooth_accel":-0.705535,"accel_momentum":null,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":25070.0,"sell_vol":1317.0,"unclassified_vol":0.0,"imbalance":0.900178,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":0.006061},"context":{"vwap":5.881862,"price_vs_vwap_pct":0.010843,"ema9":5.897898,"ema20":5.893874,"ema_stack":false,"ema_warm":false,"hod":5.93,"dist_to_hod_pct":-0.801012,"dist_to_hod_atr":0.926588,"atr":0.051263,"spread_atr":0.195071,"own_change_pct":0.169779,"rel_strength_pct":{"SPY":0.162854,"IWM":0.417952}},"vas":{"raw":null,"score":null,"components":{"rvol":-2,"accel":-2,"momentum":null,"imbalance":2},"missing":["momentum"],"volume_pressure":0.317695},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":["vas","not_decelerating"],"rules":{"vas":null,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"bbfd96dabc89","ts":"2026-09-09T13:37:05+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.4275,"vwap":11.4013,"ext_from_open_pct":0.59,"max_ext_allowed_pct":5.0,"volume_pace":9.517,"trend":"flat","recent_slope_pct":-0.1826,"volatility":"medium"},"price":11.4275,"volume":{"bars":7,"last_bar_volume":19150.0,"baseline_avg":209695.833333,"bar_rvol":0.091323,"raw_accel":-0.634709,"smooth_accel":-0.844029,"accel_momentum":0.064802,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":79,"trade_rate":2.633333,"buy_vol":7791.0,"sell_vol":2360.0,"unclassified_vol":0.0,"imbalance":0.535021,"bid":11.41,"ask":11.43,"spread_pct":0.175131,"quote_size_imbalance":null,"quote_age_s":0.02609},"context":{"vwap":11.401232,"price_vs_vwap_pct":0.230394,"ema9":11.438392,"ema20":11.434033,"ema_stack":false,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-0.888985,"dist_to_hod_atr":0.460052,"atr":0.222801,"spread_atr":0.089766,"own_change_pct":-0.65388,"rel_strength_pct":{"SPY":-0.660805,"IWM":-0.405707}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.04886},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"7cfa68c29c5b","ts":"2026-09-09T13:37:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.5897,"vwap":5.5833,"ext_from_open_pct":0.35,"max_ext_allowed_pct":4.0,"volume_pace":1.387,"trend":"flat","recent_slope_pct":-0.0977,"volatility":"medium"},"price":5.5897,"volume":{"bars":7,"last_bar_volume":49627.0,"baseline_avg":87731.0,"bar_rvol":0.565672,"raw_accel":-0.08988,"smooth_accel":-0.315858,"accel_momentum":0.266592,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":15471.0,"sell_vol":11417.0,"unclassified_vol":0.0,"imbalance":0.150774,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":2.45617},"context":{"vwap":5.583196,"price_vs_vwap_pct":0.116492,"ema9":5.588056,"ema20":5.578017,"ema_stack":true,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.539146,"dist_to_hod_atr":0.708939,"atr":0.04274,"spread_atr":0.233973,"own_change_pct":-0.178571,"rel_strength_pct":{"SPY":-0.185497,"IWM":0.069601}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.085288},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"02741e56d6ac","ts":"2026-09-09T13:37:25+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.39 below VWAP $11.40","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.39,"vwap":11.4013,"ext_from_open_pct":0.26,"max_ext_allowed_pct":4.0,"volume_pace":9.101,"trend":"flat","recent_slope_pct":-0.2483,"volatility":"medium"},"price":11.39,"volume":{"bars":7,"last_bar_volume":19150.0,"baseline_avg":209695.833333,"bar_rvol":0.091323,"raw_accel":-0.634709,"smooth_accel":-0.844029,"accel_momentum":0.064802,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.071979},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":6584.0,"sell_vol":1662.0,"unclassified_vol":0.0,"imbalance":0.596895,"bid":11.38,"ask":11.39,"spread_pct":0.087835,"quote_size_imbalance":null,"quote_age_s":0.002575},"context":{"vwap":11.401232,"price_vs_vwap_pct":-0.098518,"ema9":11.438392,"ema20":11.434033,"ema_stack":false,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-1.214224,"dist_to_hod_atr":0.628364,"atr":0.222801,"spread_atr":0.044883,"own_change_pct":-0.65388,"rel_strength_pct":{"SPY":-0.660805,"IWM":-0.405707}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.05451},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"c179ee10e39e","ts":"2026-09-09T13:37:40+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.41,"vwap":11.4013,"ext_from_open_pct":0.44,"max_ext_allowed_pct":5.0,"volume_pace":8.815,"trend":"flat","recent_slope_pct":-0.2133,"volatility":"medium"},"price":11.41,"volume":{"bars":7,"last_bar_volume":19150.0,"baseline_avg":209695.833333,"bar_rvol":0.091323,"raw_accel":-0.634709,"smooth_accel":-0.844029,"accel_momentum":0.064802,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.056031},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1492.0,"sell_vol":1556.0,"unclassified_vol":0.0,"imbalance":-0.020997,"bid":11.4,"ask":11.42,"spread_pct":0.175285,"quote_size_imbalance":null,"quote_age_s":2.775349},"context":{"vwap":11.401232,"price_vs_vwap_pct":0.076901,"ema9":11.438392,"ema20":11.434033,"ema_stack":false,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-1.040763,"dist_to_hod_atr":0.538598,"atr":0.222801,"spread_atr":0.089766,"own_change_pct":-0.65388,"rel_strength_pct":{"SPY":-0.660805,"IWM":-0.405707}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.001918},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"bfa7ebbac2ae","ts":"2026-09-09T13:37:50+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.40 below VWAP $11.40","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.4,"vwap":11.4013,"ext_from_open_pct":0.35,"max_ext_allowed_pct":5.0,"volume_pace":8.681,"trend":"flat","recent_slope_pct":-0.2308,"volatility":"medium"},"price":11.4,"volume":{"bars":7,"last_bar_volume":19150.0,"baseline_avg":209695.833333,"bar_rvol":0.091323,"raw_accel":-0.634709,"smooth_accel":-0.844029,"accel_momentum":0.064802,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.090909},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":1955.0,"sell_vol":7751.0,"unclassified_vol":0.0,"imbalance":-0.597156,"bid":11.4,"ask":11.41,"spread_pct":0.087681,"quote_size_imbalance":null,"quote_age_s":1.203217},"context":{"vwap":11.401232,"price_vs_vwap_pct":-0.010808,"ema9":11.438392,"ema20":11.434033,"ema_stack":false,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-1.127493,"dist_to_hod_atr":0.583481,"atr":0.222801,"spread_atr":0.044883,"own_change_pct":-0.65388,"rel_strength_pct":{"SPY":-0.660805,"IWM":-0.405707}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.054534},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"ce6615e98147","ts":"2026-09-09T13:37:50+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.91,"vwap":5.8836,"ext_from_open_pct":1.11,"max_ext_allowed_pct":4.0,"volume_pace":0.93,"trend":"flat","recent_slope_pct":-0.055,"volatility":"medium"},"price":5.91,"volume":{"bars":7,"last_bar_volume":83595.0,"baseline_avg":117387.5,"bar_rvol":0.712129,"raw_accel":0.800181,"smooth_accel":0.21678,"accel_momentum":0.922315,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.36057},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":30811.0,"sell_vol":2846.0,"unclassified_vol":0.0,"imbalance":0.830882,"bid":5.9,"ask":5.91,"spread_pct":0.169348,"quote_size_imbalance":null,"quote_age_s":0.01919},"context":{"vwap":5.882814,"price_vs_vwap_pct":0.462125,"ema9":5.894818,"ema20":5.892791,"ema_stack":true,"ema_warm":false,"hod":5.93,"dist_to_hod_pct":-0.337268,"dist_to_hod_atr":0.402054,"atr":0.049745,"spread_atr":0.201027,"own_change_pct":0.209533,"rel_strength_pct":{"SPY":0.202607,"IWM":0.457706}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.591695},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":null}}}
{"type":"snapshot","id":"eea48ab069a4","ts":"2026-09-09T13:37:55+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.26,"vwap":8.2341,"ext_from_open_pct":3.12,"max_ext_allowed_pct":5.0,"volume_pace":7.64,"trend":"flat","recent_slope_pct":-0.0425,"volatility":"high"},"price":8.26,"volume":{"bars":7,"last_bar_volume":21467.0,"baseline_avg":49509.666667,"bar_rvol":0.433592,"raw_accel":-0.075137,"smooth_accel":-0.615772,"accel_momentum":-0.156097,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.538606},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":9295.0,"sell_vol":4490.0,"unclassified_vol":0.0,"imbalance":0.348567,"bid":8.25,"ask":8.27,"spread_pct":0.242131,"quote_size_imbalance":null,"quote_age_s":1.555263},"context":{"vwap":8.23085,"price_vs_vwap_pct":0.354157,"ema9":8.186825,"ema20":8.115697,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-2.016607,"dist_to_hod_atr":0.906041,"atr":0.18763,"spread_atr":0.106593,"own_change_pct":-1.727681,"rel_strength_pct":{"SPY":-1.734607,"IWM":-1.479508}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.151136},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"13a94cb8fedb","ts":"2026-09-09T13:37:55+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.41,"vwap":11.4014,"ext_from_open_pct":0.44,"max_ext_allowed_pct":5.0,"volume_pace":8.59,"trend":"flat","recent_slope_pct":-0.2133,"volatility":"medium"},"price":11.41,"volume":{"bars":7,"last_bar_volume":19150.0,"baseline_avg":209695.833333,"bar_rvol":0.091323,"raw_accel":-0.634709,"smooth_accel":-0.844029,"accel_momentum":0.064802,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":0.082878},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1960.0,"sell_vol":7682.0,"unclassified_vol":0.0,"imbalance":-0.593445,"bid":11.4,"ask":11.41,"spread_pct":0.087681,"quote_size_imbalance":null,"quote_age_s":0.435816},"context":{"vwap":11.401232,"price_vs_vwap_pct":0.076901,"ema9":11.438392,"ema20":11.434033,"ema_stack":false,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-1.040763,"dist_to_hod_atr":0.538598,"atr":0.222801,"spread_atr":0.044883,"own_change_pct":-0.65388,"rel_strength_pct":{"SPY":-0.660805,"IWM":-0.405707}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.054195},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"5142d99a76a8","ts":"2026-09-09T13:38:00+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.40 below VWAP $11.40","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.4,"vwap":11.4013,"ext_from_open_pct":0.35,"max_ext_allowed_pct":4.0,"volume_pace":8.502,"trend":"flat","recent_slope_pct":-0.2308,"volatility":"medium"},"price":11.4,"volume":{"bars":7,"last_bar_volume":19150.0,"baseline_avg":209695.833333,"bar_rvol":0.091323,"raw_accel":-0.634709,"smooth_accel":-0.844029,"accel_momentum":0.064802,"rvol_3bar":null,"trend_3bar":"INSUFFICIENT","projected_rvol":null},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":1956.0,"sell_vol":7431.0,"unclassified_vol":0.0,"imbalance":-0.583253,"bid":11.39,"ask":11.41,"spread_pct":0.175439,"quote_size_imbalance":null,"quote_age_s":0.005859},"context":{"vwap":11.401232,"price_vs_vwap_pct":-0.010808,"ema9":11.438392,"ema20":11.434033,"ema_stack":false,"ema_warm":false,"hod":11.53,"dist_to_hod_pct":-1.127493,"dist_to_hod_atr":0.583481,"atr":0.222801,"spread_atr":0.089766,"own_change_pct":-0.65388,"rel_strength_pct":{"SPY":-0.699725,"IWM":-0.54833}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.053264},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":["not_decelerating"],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":null}}}
{"type":"snapshot","id":"65a7a14b6677","ts":"2026-09-09T13:38:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.095,"vwap":11.0417,"ext_from_open_pct":0.86,"max_ext_allowed_pct":4.0,"volume_pace":2.621,"trend":"flat","recent_slope_pct":-0.0992,"volatility":"medium"},"price":11.095,"volume":{"bars":8,"last_bar_volume":306510.0,"baseline_avg":836720.428571,"bar_rvol":0.366323,"raw_accel":0.24999,"smooth_accel":-0.240569,"accel_momentum":-0.136633,"rvol_3bar":[0.581914,0.262171,0.366323],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":264,"trade_rate":8.8,"buy_vol":129148.0,"sell_vol":41932.0,"unclassified_vol":0.0,"imbalance":0.509797,"bid":11.09,"ask":11.1,"spread_pct":0.090131,"quote_size_imbalance":null,"quote_age_s":0.231067},"context":{"vwap":11.04151,"price_vs_vwap_pct":0.484444,"ema9":11.073985,"ema20":11.056306,"ema_stack":true,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-0.537875,"dist_to_hod_atr":0.805438,"atr":0.074494,"spread_atr":0.13424,"own_change_pct":0.167269,"rel_strength_pct":{"SPY":0.121424,"IWM":0.272819}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.18675},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"36bd9b38ab87","ts":"2026-09-09T13:38:15+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.585,"vwap":12.5752,"ext_from_open_pct":-0.2,"max_ext_allowed_pct":4.0,"volume_pace":11.227,"trend":"flat","recent_slope_pct":0.1266,"volatility":"medium"},"price":12.585,"volume":{"bars":8,"last_bar_volume":43319.0,"baseline_avg":87540.857143,"bar_rvol":0.494843,"raw_accel":0.163457,"smooth_accel":-0.44492,"accel_momentum":-0.286116,"rvol_3bar":[0.472899,0.388145,0.494843],"trend_3bar":"MIXED","projected_rvol":3.34381},"flow":{"window_s":30,"trades":670,"trade_rate":22.333333,"buy_vol":16150.0,"sell_vol":58387.0,"unclassified_vol":0.0,"imbalance":-0.566658,"bid":12.56,"ask":12.61,"spread_pct":0.397298,"quote_size_imbalance":null,"quote_age_s":0.468611},"context":{"vwap":12.574871,"price_vs_vwap_pct":0.080553,"ema9":12.574984,"ema20":12.593791,"ema_stack":false,"ema_warm":false,"hod":12.76,"dist_to_hod_pct":-1.371473,"dist_to_hod_atr":0.751531,"atr":0.232858,"spread_atr":0.214723,"own_change_pct":0.591243,"rel_strength_pct":{"SPY":0.545397,"IWM":0.696793}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.280407},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"32f6010a5b18","ts":"2026-09-09T13:38:25+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.57 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.57,"vwap":12.5747,"ext_from_open_pct":-0.32,"max_ext_allowed_pct":4.0,"volume_pace":11.014,"trend":"flat","recent_slope_pct":0.1027,"volatility":"medium"},"price":12.57,"volume":{"bars":8,"last_bar_volume":43319.0,"baseline_avg":87540.857143,"bar_rvol":0.494843,"raw_accel":0.163457,"smooth_accel":-0.44492,"accel_momentum":-0.286116,"rvol_3bar":[0.472899,0.388145,0.494843],"trend_3bar":"MIXED","projected_rvol":2.023448},"flow":{"window_s":30,"trades":667,"trade_rate":22.233333,"buy_vol":15870.0,"sell_vol":58216.0,"unclassified_vol":0.0,"imbalance":-0.571579,"bid":12.56,"ask":12.6,"spread_pct":0.317965,"quote_size_imbalance":null,"quote_age_s":0.359021},"context":{"vwap":12.574871,"price_vs_vwap_pct":-0.038732,"ema9":12.574984,"ema20":12.593791,"ema_stack":false,"ema_warm":false,"hod":12.76,"dist_to_hod_pct":-1.489028,"dist_to_hod_atr":0.815947,"atr":0.232858,"spread_atr":0.171778,"own_change_pct":0.591243,"rel_strength_pct":{"SPY":0.545397,"IWM":0.696793}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.282842},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1e9403df79b0","ts":"2026-09-09T13:38:35+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.585,"vwap":5.5835,"ext_from_open_pct":0.27,"max_ext_allowed_pct":3.0,"volume_pace":1.196,"trend":"flat","recent_slope_pct":-0.0724,"volatility":"medium"},"price":5.585,"volume":{"bars":8,"last_bar_volume":25092.0,"baseline_avg":82287.571429,"bar_rvol":0.304931,"raw_accel":-0.494388,"smooth_accel":-0.113903,"accel_momentum":0.201955,"rvol_3bar":[0.577801,0.565672,0.304931],"trend_3bar":"DECELERATING","projected_rvol":0.175559},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":3822.0,"sell_vol":4305.0,"unclassified_vol":0.0,"imbalance":-0.059432,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":0.319983},"context":{"vwap":5.583435,"price_vs_vwap_pct":0.02802,"ema9":5.588265,"ema20":5.579073,"ema_stack":false,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.622776,"dist_to_hod_atr":0.854673,"atr":0.040951,"spread_atr":0.244192,"own_change_pct":-0.105451,"rel_strength_pct":{"SPY":-0.151297,"IWM":9.9e-05}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.018122},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"5171f9d488a2","ts":"2026-09-09T13:38:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.04% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.56,"vwap":12.3804,"ext_from_open_pct":2.03,"max_ext_allowed_pct":3.0,"volume_pace":2.232,"trend":"positive","recent_slope_pct":-0.1973,"volatility":"high"},"price":12.56,"volume":{"bars":8,"last_bar_volume":597.0,"baseline_avg":10131.285714,"bar_rvol":0.058926,"raw_accel":-0.764294,"smooth_accel":-0.753779,"accel_momentum":-0.645113,"rvol_3bar":[0.20964,0.159371,0.058926],"trend_3bar":"DECELERATING","projected_rvol":1.415566},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":1077.0,"sell_vol":631.0,"unclassified_vol":0.0,"imbalance":0.261124,"bid":12.48,"ask":12.61,"spread_pct":1.036269,"quote_size_imbalance":null,"quote_age_s":1.01081},"context":{"vwap":12.354117,"price_vs_vwap_pct":1.666517,"ema9":12.411747,"ema20":12.336161,"ema_stack":true,"ema_warm":false,"hod":12.64,"dist_to_hod_pct":-0.632911,"dist_to_hod_atr":0.293068,"atr":0.272974,"spread_atr":0.476236,"own_change_pct":0.811336,"rel_strength_pct":{"SPY":0.76549,"IWM":0.916886}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.015387},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e0939b37781e","ts":"2026-09-09T13:38:45+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.23 below VWAP $8.24","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.23,"vwap":8.2409,"ext_from_open_pct":2.75,"max_ext_allowed_pct":5.0,"volume_pace":8.002,"trend":"flat","recent_slope_pct":0.0742,"volatility":"high"},"price":8.23,"volume":{"bars":8,"last_bar_volume":25252.0,"baseline_avg":45503.571429,"bar_rvol":0.554945,"raw_accel":0.176317,"smooth_accel":-0.570167,"accel_momentum":0.045605,"rvol_3bar":[0.423795,0.433592,0.554945],"trend_3bar":"ACCELERATING","projected_rvol":1.559907},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":11506.0,"sell_vol":3651.0,"unclassified_vol":0.0,"imbalance":0.518242,"bid":8.22,"ask":8.26,"spread_pct":0.485437,"quote_size_imbalance":null,"quote_age_s":0.674164},"context":{"vwap":8.23437,"price_vs_vwap_pct":-0.053066,"ema9":8.20268,"ema20":8.130021,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-2.372479,"dist_to_hod_atr":1.100463,"atr":0.181742,"spread_atr":0.220093,"own_change_pct":-1.565924,"rel_strength_pct":{"SPY":-1.611769,"IWM":-1.460374}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.287596},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fdec46e2ce93","ts":"2026-09-09T13:38:55+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.245,"vwap":8.2417,"ext_from_open_pct":2.93,"max_ext_allowed_pct":4.0,"volume_pace":7.867,"trend":"flat","recent_slope_pct":0.1107,"volatility":"high"},"price":8.245,"volume":{"bars":8,"last_bar_volume":25252.0,"baseline_avg":45503.571429,"bar_rvol":0.554945,"raw_accel":0.176317,"smooth_accel":-0.570167,"accel_momentum":0.045605,"rvol_3bar":[0.423795,0.433592,0.554945],"trend_3bar":"ACCELERATING","projected_rvol":1.294004},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":9219.0,"sell_vol":2240.0,"unclassified_vol":0.0,"imbalance":0.609041,"bid":8.22,"ask":8.27,"spread_pct":0.606428,"quote_size_imbalance":null,"quote_age_s":0.208974},"context":{"vwap":8.23437,"price_vs_vwap_pct":0.129098,"ema9":8.20268,"ema20":8.130021,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-2.194543,"dist_to_hod_atr":1.017928,"atr":0.181742,"spread_atr":0.275116,"own_change_pct":-1.565924,"rel_strength_pct":{"SPY":-1.611769,"IWM":-1.460374}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.337984},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"77a62d8feab9","ts":"2026-09-09T13:39:00+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.24 below VWAP $8.24","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.24,"vwap":8.2415,"ext_from_open_pct":2.87,"max_ext_allowed_pct":4.0,"volume_pace":7.798,"trend":"flat","recent_slope_pct":0.0985,"volatility":"high"},"price":8.24,"volume":{"bars":8,"last_bar_volume":25252.0,"baseline_avg":45503.571429,"bar_rvol":0.554945,"raw_accel":0.176317,"smooth_accel":-0.570167,"accel_momentum":0.045605,"rvol_3bar":[0.423795,0.433592,0.554945],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":2684.0,"sell_vol":1978.0,"unclassified_vol":0.0,"imbalance":0.151437,"bid":8.22,"ask":8.27,"spread_pct":0.606428,"quote_size_imbalance":null,"quote_age_s":0.830944},"context":{"vwap":8.23437,"price_vs_vwap_pct":0.068377,"ema9":8.20268,"ema20":8.130021,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-2.253855,"dist_to_hod_atr":1.04544,"atr":0.181742,"spread_atr":0.275116,"own_change_pct":-1.565924,"rel_strength_pct":{"SPY":-1.575928,"IWM":-1.385523}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.084039},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0df998371663","ts":"2026-09-09T13:39:10+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.28,"vwap":8.2416,"ext_from_open_pct":3.37,"max_ext_allowed_pct":5.0,"volume_pace":7.707,"trend":"flat","recent_slope_pct":0.2488,"volatility":"high"},"price":8.28,"volume":{"bars":9,"last_bar_volume":54175.0,"baseline_avg":42972.125,"bar_rvol":1.260701,"raw_accel":1.145375,"smooth_accel":-0.031765,"accel_momentum":0.538402,"rvol_3bar":[0.433592,0.554945,1.260701],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":3219.0,"sell_vol":1195.0,"unclassified_vol":0.0,"imbalance":0.458541,"bid":8.23,"ask":8.29,"spread_pct":0.726392,"quote_size_imbalance":null,"quote_age_s":0.17176},"context":{"vwap":8.241489,"price_vs_vwap_pct":0.467282,"ema9":8.210144,"ema20":8.140495,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":0.825913,"atr":0.181617,"spread_atr":0.330365,"own_change_pct":-0.362757,"rel_strength_pct":{"SPY":-0.372761,"IWM":-0.182356}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.578083},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"62b4f58e0b36","ts":"2026-09-09T13:39:20+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.03 below VWAP $11.04","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.0315,"vwap":11.043,"ext_from_open_pct":0.29,"max_ext_allowed_pct":3.0,"volume_pace":2.369,"trend":"flat","recent_slope_pct":-0.0761,"volatility":"medium"},"price":11.0315,"volume":{"bars":9,"last_bar_volume":203832.0,"baseline_avg":770444.125,"bar_rvol":0.264564,"raw_accel":-0.334991,"smooth_accel":-0.493311,"accel_momentum":-0.252742,"rvol_3bar":[0.262171,0.366323,0.264564],"trend_3bar":"MIXED","projected_rvol":0.382182},"flow":{"window_s":30,"trades":423,"trade_rate":14.1,"buy_vol":67594.0,"sell_vol":104441.0,"unclassified_vol":0.0,"imbalance":-0.214183,"bid":11.03,"ask":11.04,"spread_pct":0.090621,"quote_size_imbalance":null,"quote_age_s":0.977532},"context":{"vwap":11.042849,"price_vs_vwap_pct":-0.102772,"ema9":11.075188,"ema20":11.058563,"ema_stack":false,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-1.107127,"dist_to_hod_atr":1.731741,"atr":0.071315,"spread_atr":0.140222,"own_change_pct":-0.404494,"rel_strength_pct":{"SPY":-0.414499,"IWM":-0.224093}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.056665},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c8ee02b8ec9d","ts":"2026-09-09T13:39:25+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.045,"vwap":11.0431,"ext_from_open_pct":0.41,"max_ext_allowed_pct":3.0,"volume_pace":2.368,"trend":"flat","recent_slope_pct":-0.0517,"volatility":"medium"},"price":11.045,"volume":{"bars":9,"last_bar_volume":203832.0,"baseline_avg":770444.125,"bar_rvol":0.264564,"raw_accel":-0.334991,"smooth_accel":-0.493311,"accel_momentum":-0.252742,"rvol_3bar":[0.262171,0.366323,0.264564],"trend_3bar":"MIXED","projected_rvol":0.476269},"flow":{"window_s":30,"trades":457,"trade_rate":15.233333,"buy_vol":80771.0,"sell_vol":105281.0,"unclassified_vol":0.0,"imbalance":-0.131737,"bid":11.04,"ask":11.05,"spread_pct":0.090539,"quote_size_imbalance":null,"quote_age_s":0.288413},"context":{"vwap":11.042849,"price_vs_vwap_pct":0.019479,"ema9":11.075188,"ema20":11.058563,"ema_stack":false,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-0.986105,"dist_to_hod_atr":1.542442,"atr":0.071315,"spread_atr":0.140222,"own_change_pct":-0.404494,"rel_strength_pct":{"SPY":-0.414499,"IWM":-0.224093}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.034853},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"629894dc1655","ts":"2026-09-09T13:39:30+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.58 below VWAP $5.58","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":5.58,"vwap":5.5844,"ext_from_open_pct":0.18,"max_ext_allowed_pct":3.0,"volume_pace":1.26,"trend":"flat","recent_slope_pct":-0.0358,"volatility":"medium"},"price":5.58,"volume":{"bars":9,"last_bar_volume":44915.0,"baseline_avg":75138.125,"bar_rvol":0.597766,"raw_accel":0.790013,"smooth_accel":-0.228422,"accel_momentum":-0.114519,"rvol_3bar":[0.565672,0.304931,0.597766],"trend_3bar":"MIXED","projected_rvol":1.719127},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":41039.0,"sell_vol":23547.0,"unclassified_vol":0.0,"imbalance":0.270833,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":1.815074},"context":{"vwap":5.584124,"price_vs_vwap_pct":-0.073846,"ema9":5.590612,"ema20":5.581066,"ema_stack":false,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.711744,"dist_to_hod_atr":1.013818,"atr":0.039455,"spread_atr":0.253455,"own_change_pct":-0.194265,"rel_strength_pct":{"SPY":-0.204269,"IWM":-0.013864}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.161895},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a56ffad35d29","ts":"2026-09-09T13:39:40+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $8.01 (max 4%: volume pace strong, buying normal)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.34,"vwap":8.2433,"ext_from_open_pct":4.12,"max_ext_allowed_pct":4.0,"volume_pace":7.479,"trend":"flat","recent_slope_pct":0.3939,"volatility":"high"},"price":8.34,"volume":{"bars":9,"last_bar_volume":54175.0,"baseline_avg":42972.125,"bar_rvol":1.260701,"raw_accel":1.145375,"smooth_accel":-0.031765,"accel_momentum":0.538402,"rvol_3bar":[0.433592,0.554945,1.260701],"trend_3bar":"ACCELERATING","projected_rvol":0.41926},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":6771.0,"sell_vol":2589.0,"unclassified_vol":0.0,"imbalance":0.446795,"bid":8.31,"ask":8.34,"spread_pct":0.36036,"quote_size_imbalance":null,"quote_age_s":0.041846},"context":{"vwap":8.241489,"price_vs_vwap_pct":1.195305,"ema9":8.210144,"ema20":8.140495,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-1.067616,"dist_to_hod_atr":0.495548,"atr":0.181617,"spread_atr":0.165183,"own_change_pct":-0.362757,"rel_strength_pct":{"SPY":-0.372761,"IWM":-0.182356}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.563275},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d9a9b32d8965","ts":"2026-09-09T13:39:40+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.04 below VWAP $11.04","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.0385,"vwap":11.0432,"ext_from_open_pct":0.35,"max_ext_allowed_pct":3.0,"volume_pace":2.326,"trend":"flat","recent_slope_pct":-0.0634,"volatility":"medium"},"price":11.0385,"volume":{"bars":9,"last_bar_volume":203832.0,"baseline_avg":770444.125,"bar_rvol":0.264564,"raw_accel":-0.334991,"smooth_accel":-0.493311,"accel_momentum":-0.252742,"rvol_3bar":[0.262171,0.366323,0.264564],"trend_3bar":"MIXED","projected_rvol":0.401087},"flow":{"window_s":30,"trades":402,"trade_rate":13.4,"buy_vol":88605.0,"sell_vol":62655.0,"unclassified_vol":0.0,"imbalance":0.171559,"bid":11.03,"ask":11.04,"spread_pct":0.090621,"quote_size_imbalance":null,"quote_age_s":0.069536},"context":{"vwap":11.042849,"price_vs_vwap_pct":-0.039382,"ema9":11.075188,"ema20":11.058563,"ema_stack":false,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-1.044375,"dist_to_hod_atr":1.633586,"atr":0.071315,"spread_atr":0.140222,"own_change_pct":-0.404494,"rel_strength_pct":{"SPY":-0.414499,"IWM":-0.224093}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.045388},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d3bae25f092f","ts":"2026-09-09T13:39:45+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.045,"vwap":11.0433,"ext_from_open_pct":0.41,"max_ext_allowed_pct":3.0,"volume_pace":2.321,"trend":"flat","recent_slope_pct":-0.0517,"volatility":"medium"},"price":11.045,"volume":{"bars":9,"last_bar_volume":203832.0,"baseline_avg":770444.125,"bar_rvol":0.264564,"raw_accel":-0.334991,"smooth_accel":-0.493311,"accel_momentum":-0.252742,"rvol_3bar":[0.262171,0.366323,0.264564],"trend_3bar":"MIXED","projected_rvol":0.429778},"flow":{"window_s":30,"trades":345,"trade_rate":11.5,"buy_vol":92093.0,"sell_vol":63543.0,"unclassified_vol":0.0,"imbalance":0.183441,"bid":11.04,"ask":11.05,"spread_pct":0.090539,"quote_size_imbalance":null,"quote_age_s":0.07395},"context":{"vwap":11.042849,"price_vs_vwap_pct":0.019479,"ema9":11.075188,"ema20":11.058563,"ema_stack":false,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-0.986105,"dist_to_hod_atr":1.542442,"atr":0.071315,"spread_atr":0.140222,"own_change_pct":-0.404494,"rel_strength_pct":{"SPY":-0.414499,"IWM":-0.224093}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.048532},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b9dd0e789d93","ts":"2026-09-09T13:39:50+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.03 below VWAP $11.04","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.03,"vwap":11.043,"ext_from_open_pct":0.27,"max_ext_allowed_pct":3.0,"volume_pace":2.307,"trend":"flat","recent_slope_pct":-0.0788,"volatility":"medium"},"price":11.03,"volume":{"bars":9,"last_bar_volume":203832.0,"baseline_avg":770444.125,"bar_rvol":0.264564,"raw_accel":-0.334991,"smooth_accel":-0.493311,"accel_momentum":-0.252742,"rvol_3bar":[0.262171,0.366323,0.264564],"trend_3bar":"MIXED","projected_rvol":0.4135},"flow":{"window_s":30,"trades":387,"trade_rate":12.9,"buy_vol":97834.0,"sell_vol":69498.0,"unclassified_vol":0.0,"imbalance":0.16934,"bid":11.02,"ask":11.03,"spread_pct":0.090703,"quote_size_imbalance":null,"quote_age_s":0.080152},"context":{"vwap":11.042849,"price_vs_vwap_pct":-0.116355,"ema9":11.075188,"ema20":11.058563,"ema_stack":false,"ema_warm":false,"hod":11.155,"dist_to_hod_pct":-1.120574,"dist_to_hod_atr":1.752775,"atr":0.071315,"spread_atr":0.140222,"own_change_pct":-0.404494,"rel_strength_pct":{"SPY":-0.414499,"IWM":-0.224093}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.044801},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"10374fdd6494","ts":"2026-09-09T13:39:55+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":11.97,"vwap":11.9323,"ext_from_open_pct":0.59,"max_ext_allowed_pct":4.0,"volume_pace":9.853,"trend":"flat","recent_slope_pct":-0.0125,"volatility":"high"},"price":11.97,"volume":{"bars":9,"last_bar_volume":677.0,"baseline_avg":37989.25,"bar_rvol":0.017821,"raw_accel":-0.991468,"smooth_accel":-0.067395,"accel_momentum":0.51646,"rvol_3bar":[0.02859,2.473375,0.017821],"trend_3bar":"MIXED","projected_rvol":0.133358},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":2331.0,"sell_vol":2269.0,"unclassified_vol":0.0,"imbalance":0.013478,"bid":11.94,"ask":12.0,"spread_pct":0.501253,"quote_size_imbalance":null,"quote_age_s":0.153718},"context":{"vwap":11.930993,"price_vs_vwap_pct":0.326936,"ema9":11.986222,"ema20":11.986629,"ema_stack":false,"ema_warm":false,"hod":12.11,"dist_to_hod_pct":-1.156069,"dist_to_hod_atr":0.782467,"atr":0.178921,"spread_atr":0.335343,"own_change_pct":0.083403,"rel_strength_pct":{"SPY":0.073399,"IWM":0.263804}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.00024},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f084eeb79441","ts":"2026-09-09T13:39:55+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":8.32,"vwap":8.2436,"ext_from_open_pct":3.87,"max_ext_allowed_pct":4.0,"volume_pace":7.361,"trend":"flat","recent_slope_pct":0.3456,"volatility":"high"},"price":8.32,"volume":{"bars":9,"last_bar_volume":54175.0,"baseline_avg":42972.125,"bar_rvol":1.260701,"raw_accel":1.145375,"smooth_accel":-0.031765,"accel_momentum":0.538402,"rvol_3bar":[0.433592,0.554945,1.260701],"trend_3bar":"ACCELERATING","projected_rvol":0.406031},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":4532.0,"sell_vol":4270.0,"unclassified_vol":0.0,"imbalance":0.029766,"bid":8.31,"ask":8.33,"spread_pct":0.240385,"quote_size_imbalance":null,"quote_age_s":0.060869},"context":{"vwap":8.241489,"price_vs_vwap_pct":0.952631,"ema9":8.210144,"ema20":8.140495,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-1.304864,"dist_to_hod_atr":0.605669,"atr":0.181617,"spread_atr":0.110122,"own_change_pct":-0.362757,"rel_strength_pct":{"SPY":-0.372761,"IWM":-0.182356}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.037526},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"91ce66179617","ts":"2026-09-09T13:40:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 480.0s, plan says WATCH; stop 14.22, target 14.36 (clear air (typical 60-min move)), R:R 0.00; R:R 0.00 < 2.0 at 14.36; breakout: 1-min close > 14.36 on >= 66806 sh","plan":{"state":"WATCH","setup":"","stop":14.22,"target":14.36,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":169.6,"room_to_5d_high_atr":-2.31},"price":14.36,"vwap":14.2301,"ext_from_open_pct":1.71,"max_ext_allowed_pct":4.0,"volume_pace":12.551,"trend":"positive","recent_slope_pct":0.0976,"volatility":"medium"},"price":14.36,"volume":{"bars":10,"last_bar_volume":26255.0,"baseline_avg":46568.666667,"bar_rvol":0.563791,"raw_accel":1.176851,"smooth_accel":-0.041591,"accel_momentum":0.405677,"rvol_3bar":[0.370635,0.237038,0.563791],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":109,"trade_rate":3.633333,"buy_vol":5586.0,"sell_vol":5587.0,"unclassified_vol":0.0,"imbalance":-9e-05,"bid":14.35,"ask":14.37,"spread_pct":0.139276,"quote_size_imbalance":null,"quote_age_s":0.553766},"context":{"vwap":14.229498,"price_vs_vwap_pct":0.917124,"ema9":14.295157,"ema20":14.243366,"ema_stack":true,"ema_warm":false,"hod":14.3805,"dist_to_hod_pct":-0.142554,"dist_to_hod_atr":0.249714,"atr":0.082094,"spread_atr":0.243623,"own_change_pct":0.591923,"rel_strength_pct":{"SPY":0.633801,"IWM":0.835112}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-5e-05},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a43aeffe4942","ts":"2026-09-09T13:40:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":null,"target":null,"target_label":"","reward_risk":null,"pos_in_5d_range_pct":null,"room_to_5d_high_atr":null},"price":12.582,"vwap":12.3836,"ext_from_open_pct":2.21,"max_ext_allowed_pct":4.0,"volume_pace":1.932,"trend":"positive","recent_slope_pct":0.0624,"volatility":"high"},"price":12.582,"volume":{"bars":9,"last_bar_volume":9563.0,"baseline_avg":8939.5,"bar_rvol":1.069747,"raw_accel":3.278987,"smooth_accel":-0.323425,"accel_momentum":0.430354,"rvol_3bar":[0.159371,0.058926,1.069747],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":10.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.5,"ask":12.6,"spread_pct":0.796813,"quote_size_imbalance":null,"quote_age_s":1.305901},"context":{"vwap":12.3823,"price_vs_vwap_pct":1.612787,"ema9":12.451237,"ema20":12.362165,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.537549,"dist_to_hod_atr":0.253971,"atr":0.267747,"spread_atr":0.373487,"own_change_pct":2.016181,"rel_strength_pct":{"SPY":2.058059,"IWM":2.25937}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.069747},"shadow":{"decision":"FAIL","failed":["vas","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f7bb784e1bb7","ts":"2026-09-09T13:40:10+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.5265,"target":5.69,"target_label":"prev_day_high","reward_risk":1.58,"pos_in_5d_range_pct":80.0,"room_to_5d_high_atr":0.39},"price":5.59,"vwap":5.584,"ext_from_open_pct":0.36,"max_ext_allowed_pct":4.0,"volume_pace":1.403,"trend":"flat","recent_slope_pct":-0.0252,"volatility":"medium"},"price":5.59,"volume":{"bars":10,"last_bar_volume":90783.0,"baseline_avg":71780.0,"bar_rvol":1.264739,"raw_accel":1.021218,"smooth_accel":-0.060669,"accel_momentum":0.167753,"rvol_3bar":[0.304931,0.597766,1.264739],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":122,"trade_rate":4.066667,"buy_vol":119700.0,"sell_vol":6183.0,"unclassified_vol":0.0,"imbalance":0.901766,"bid":5.59,"ask":5.6,"spread_pct":0.178731,"quote_size_imbalance":null,"quote_age_s":0.369841},"context":{"vwap":5.583821,"price_vs_vwap_pct":0.11066,"ema9":5.587489,"ema20":5.580488,"ema_stack":true,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.533808,"dist_to_hod_atr":0.773605,"atr":0.038779,"spread_atr":0.257868,"own_change_pct":-0.4873,"rel_strength_pct":{"SPY":-0.445422,"IWM":-0.244111}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.140499},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1ef53f67d8ad","ts":"2026-09-09T13:40:20+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.34% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.6363,"target":12.1,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":15.5,"room_to_5d_high_atr":1.68},"price":11.9563,"vwap":11.9363,"ext_from_open_pct":0.47,"max_ext_allowed_pct":4.0,"volume_pace":9.957,"trend":"flat","recent_slope_pct":0.0481,"volatility":"high"},"price":11.9563,"volume":{"bars":10,"last_bar_volume":20044.0,"baseline_avg":33843.444444,"bar_rvol":0.592257,"raw_accel":1.369026,"smooth_accel":16.102888,"accel_momentum":16.170283,"rvol_3bar":[2.473375,0.017821,0.592257],"trend_3bar":"MIXED","projected_rvol":0.087757},"flow":{"window_s":30,"trades":146,"trade_rate":4.866667,"buy_vol":13035.0,"sell_vol":7861.0,"unclassified_vol":0.0,"imbalance":0.247607,"bid":11.84,"ask":12.0,"spread_pct":1.342282,"quote_size_imbalance":null,"quote_age_s":2.266823},"context":{"vwap":11.936277,"price_vs_vwap_pct":0.16775,"ema9":11.983978,"ema20":11.985522,"ema_stack":false,"ema_warm":false,"hod":12.11,"dist_to_hod_pct":-1.269199,"dist_to_hod_atr":0.870935,"atr":0.176477,"spread_atr":0.906634,"own_change_pct":-0.4158,"rel_strength_pct":{"SPY":-0.373922,"IWM":-0.172611}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.146647},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2b98b5a9a7fd","ts":"2026-09-09T13:40:25+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.7624,"target":12.1,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":16.4,"room_to_5d_high_atr":1.66},"price":11.97,"vwap":11.9364,"ext_from_open_pct":0.59,"max_ext_allowed_pct":4.0,"volume_pace":9.908,"trend":"flat","recent_slope_pct":0.071,"volatility":"high"},"price":11.97,"volume":{"bars":10,"last_bar_volume":20044.0,"baseline_avg":33843.444444,"bar_rvol":0.592257,"raw_accel":1.369026,"smooth_accel":16.102888,"accel_momentum":16.170283,"rvol_3bar":[2.473375,0.017821,0.592257],"trend_3bar":"MIXED","projected_rvol":0.143035},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":10776.0,"sell_vol":6641.0,"unclassified_vol":0.0,"imbalance":0.237412,"bid":11.94,"ask":12.0,"spread_pct":0.501253,"quote_size_imbalance":null,"quote_age_s":0.299147},"context":{"vwap":11.936277,"price_vs_vwap_pct":0.282526,"ema9":11.983978,"ema20":11.985522,"ema_stack":false,"ema_warm":false,"hod":12.11,"dist_to_hod_pct":-1.156069,"dist_to_hod_atr":0.793305,"atr":0.176477,"spread_atr":0.339988,"own_change_pct":-0.4158,"rel_strength_pct":{"SPY":-0.373922,"IWM":-0.172611}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.140609},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8b7ac8948898","ts":"2026-09-09T13:40:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.8271,"target":14.17,"target_label":"premarket_high","reward_risk":0.38,"pos_in_5d_range_pct":4.5,"room_to_5d_high_atr":4.79},"price":14.075,"vwap":13.9757,"ext_from_open_pct":-0.35,"max_ext_allowed_pct":4.0,"volume_pace":1.251,"trend":"flat","recent_slope_pct":0.2363,"volatility":"high"},"price":14.075,"volume":{"bars":10,"last_bar_volume":107223.0,"baseline_avg":210579.666667,"bar_rvol":0.50918,"raw_accel":0.74117,"smooth_accel":-0.306767,"accel_momentum":0.1864,"rvol_3bar":[0.351431,0.268673,0.50918],"trend_3bar":"MIXED","projected_rvol":0.987491},"flow":{"window_s":30,"trades":439,"trade_rate":14.633333,"buy_vol":65661.0,"sell_vol":26352.0,"unclassified_vol":0.0,"imbalance":0.427211,"bid":14.07,"ask":14.08,"spread_pct":0.071048,"quote_size_imbalance":null,"quote_age_s":0.717102},"context":{"vwap":13.973239,"price_vs_vwap_pct":0.728254,"ema9":13.942041,"ema20":13.941942,"ema_stack":true,"ema_warm":false,"hod":14.1553,"dist_to_hod_pct":-0.567279,"dist_to_hod_atr":0.464772,"atr":0.172773,"spread_atr":0.057879,"own_change_pct":-0.071429,"rel_strength_pct":{"SPY":-0.02955,"IWM":0.17176}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.217528},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"67531748b599","ts":"2026-09-09T13:40:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.58 below VWAP $5.58","plan":{"state":"PASS","setup":"","stop":5.5165,"target":5.69,"target_label":"prev_day_high","reward_risk":1.73,"pos_in_5d_range_pct":78.0,"room_to_5d_high_atr":0.43},"price":5.58,"vwap":5.5835,"ext_from_open_pct":0.18,"max_ext_allowed_pct":3.0,"volume_pace":1.38,"trend":"flat","recent_slope_pct":-0.061,"volatility":"medium"},"price":5.58,"volume":{"bars":10,"last_bar_volume":90783.0,"baseline_avg":71780.0,"bar_rvol":1.264739,"raw_accel":1.021218,"smooth_accel":-0.060669,"accel_momentum":0.167753,"rvol_3bar":[0.304931,0.597766,1.264739],"trend_3bar":"ACCELERATING","projected_rvol":3.902458},"flow":{"window_s":30,"trades":110,"trade_rate":3.666667,"buy_vol":108729.0,"sell_vol":9106.0,"unclassified_vol":0.0,"imbalance":0.845445,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":3.004582},"context":{"vwap":5.583821,"price_vs_vwap_pct":-0.068428,"ema9":5.587489,"ema20":5.580488,"ema_stack":false,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.711744,"dist_to_hod_atr":1.031474,"atr":0.038779,"spread_atr":0.257868,"own_change_pct":-0.4873,"rel_strength_pct":{"SPY":-0.445422,"IWM":-0.244111}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.069268},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8903c461ca47","ts":"2026-09-09T13:40:30+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.5215,"target":5.69,"target_label":"prev_day_high","reward_risk":1.65,"pos_in_5d_range_pct":79.0,"room_to_5d_high_atr":0.41},"price":5.585,"vwap":5.5837,"ext_from_open_pct":0.27,"max_ext_allowed_pct":3.0,"volume_pace":1.624,"trend":"flat","recent_slope_pct":-0.0431,"volatility":"medium"},"price":5.585,"volume":{"bars":10,"last_bar_volume":90783.0,"baseline_avg":71780.0,"bar_rvol":1.264739,"raw_accel":1.021218,"smooth_accel":-0.060669,"accel_momentum":0.167753,"rvol_3bar":[0.304931,0.597766,1.264739],"trend_3bar":"ACCELERATING","projected_rvol":7.683422},"flow":{"window_s":30,"trades":172,"trade_rate":5.733333,"buy_vol":178023.0,"sell_vol":97735.0,"unclassified_vol":0.0,"imbalance":0.291154,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":0.145564},"context":{"vwap":5.583821,"price_vs_vwap_pct":0.021116,"ema9":5.587489,"ema20":5.580488,"ema_stack":false,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.622776,"dist_to_hod_atr":0.902539,"atr":0.038779,"spread_atr":0.257868,"own_change_pct":-0.4873,"rel_strength_pct":{"SPY":-0.445422,"IWM":-0.244111}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.368234},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6f8bef10a883","ts":"2026-09-09T13:40:35+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":13.8221,"target":14.17,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":4.4,"room_to_5d_high_atr":4.8},"price":14.07,"vwap":13.9763,"ext_from_open_pct":-0.39,"max_ext_allowed_pct":3.0,"volume_pace":1.24,"trend":"flat","recent_slope_pct":0.2292,"volatility":"high"},"price":14.07,"volume":{"bars":10,"last_bar_volume":107223.0,"baseline_avg":210579.666667,"bar_rvol":0.50918,"raw_accel":0.74117,"smooth_accel":-0.306767,"accel_momentum":0.1864,"rvol_3bar":[0.351431,0.268673,0.50918],"trend_3bar":"MIXED","projected_rvol":0.836076},"flow":{"window_s":30,"trades":277,"trade_rate":9.233333,"buy_vol":47258.0,"sell_vol":20554.0,"unclassified_vol":0.0,"imbalance":0.393795,"bid":14.07,"ask":14.08,"spread_pct":0.071048,"quote_size_imbalance":null,"quote_age_s":0.34012},"context":{"vwap":13.973239,"price_vs_vwap_pct":0.692471,"ema9":13.942041,"ema20":13.941942,"ema_stack":true,"ema_warm":false,"hod":14.1553,"dist_to_hod_pct":-0.602601,"dist_to_hod_atr":0.493712,"atr":0.172773,"spread_atr":0.057879,"own_change_pct":-0.071429,"rel_strength_pct":{"SPY":-0.02955,"IWM":0.17176}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.200512},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4224acdeb7d1","ts":"2026-09-09T13:40:35+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.3716,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.252,"trend":"flat","recent_slope_pct":0.0369,"volatility":"medium"},"price":5.375,"volume":{"bars":10,"last_bar_volume":15106.0,"baseline_avg":63335.0,"bar_rvol":0.23851,"raw_accel":-0.670886,"smooth_accel":-0.500863,"accel_momentum":-0.052249,"rvol_3bar":[0.047168,0.700593,0.23851],"trend_3bar":"MIXED","projected_rvol":0.662193},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":21694.0,"sell_vol":2635.0,"unclassified_vol":0.0,"imbalance":0.783386,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.024045},"context":{"vwap":5.371713,"price_vs_vwap_pct":0.0612,"ema9":5.367615,"ema20":5.370042,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.653139,"atr":0.018067,"spread_atr":0.553508,"own_change_pct":-0.301194,"rel_strength_pct":{"SPY":-0.259315,"IWM":-0.058005}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.186845},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e84a592227c7","ts":"2026-09-09T13:40:45+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3127,"target":5.49,"target_label":"premarket_high","reward_risk":2.39,"pos_in_5d_range_pct":43.1,"room_to_5d_high_atr":0.98},"price":5.365,"vwap":5.3713,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.297,"trend":"flat","recent_slope_pct":-0.0004,"volatility":"medium"},"price":5.365,"volume":{"bars":10,"last_bar_volume":15106.0,"baseline_avg":63335.0,"bar_rvol":0.23851,"raw_accel":-0.670886,"smooth_accel":-0.500863,"accel_momentum":-0.052249,"rvol_3bar":[0.047168,0.700593,0.23851],"trend_3bar":"MIXED","projected_rvol":1.186937},"flow":{"window_s":30,"trades":88,"trade_rate":2.933333,"buy_vol":27422.0,"sell_vol":28369.0,"unclassified_vol":0.0,"imbalance":-0.016974,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.008999},"context":{"vwap":5.371713,"price_vs_vwap_pct":-0.124961,"ema9":5.367615,"ema20":5.370042,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.404693,"dist_to_hod_atr":1.206647,"atr":0.018067,"spread_atr":0.553508,"own_change_pct":-0.301194,"rel_strength_pct":{"SPY":-0.259315,"IWM":-0.058005}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.004048},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"239b7592f0e8","ts":"2026-09-09T13:40:50+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.23 below VWAP $8.24","plan":{"state":"PASS","setup":"","stop":7.8043,"target":9.25,"target_label":"range_20d_high","reward_risk":2.36,"pos_in_5d_range_pct":61.0,"room_to_5d_high_atr":0.5},"price":8.235,"vwap":8.2441,"ext_from_open_pct":2.81,"max_ext_allowed_pct":4.0,"volume_pace":6.949,"trend":"flat","recent_slope_pct":0.0774,"volatility":"high"},"price":8.235,"volume":{"bars":10,"last_bar_volume":17929.0,"baseline_avg":44216.888889,"bar_rvol":0.405479,"raw_accel":-0.669054,"smooth_accel":0.326322,"accel_momentum":0.358086,"rvol_3bar":[0.554945,1.260701,0.405479],"trend_3bar":"MIXED","projected_rvol":0.297823},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":622.0,"sell_vol":2815.0,"unclassified_vol":0.0,"imbalance":-0.638056,"bid":8.22,"ask":8.27,"spread_pct":0.606428,"quote_size_imbalance":null,"quote_age_s":0.454045},"context":{"vwap":8.243724,"price_vs_vwap_pct":-0.105827,"ema9":8.230115,"ema20":8.156638,"ema_stack":true,"ema_warm":false,"hod":8.43,"dist_to_hod_pct":-2.313167,"dist_to_hod_atr":1.095934,"atr":0.17793,"spread_atr":0.281009,"own_change_pct":0.849515,"rel_strength_pct":{"SPY":0.891393,"IWM":1.092704}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.258718},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fbe80b0ff5ee","ts":"2026-09-09T13:40:50+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8271,"target":14.17,"target_label":"premarket_high","reward_risk":0.38,"pos_in_5d_range_pct":4.5,"room_to_5d_high_atr":4.79},"price":14.075,"vwap":13.9773,"ext_from_open_pct":-0.35,"max_ext_allowed_pct":3.0,"volume_pace":1.231,"trend":"flat","recent_slope_pct":0.2363,"volatility":"high"},"price":14.075,"volume":{"bars":10,"last_bar_volume":107223.0,"baseline_avg":210579.666667,"bar_rvol":0.50918,"raw_accel":0.74117,"smooth_accel":-0.306767,"accel_momentum":0.1864,"rvol_3bar":[0.351431,0.268673,0.50918],"trend_3bar":"MIXED","projected_rvol":0.770718},"flow":{"window_s":30,"trades":180,"trade_rate":6.0,"buy_vol":15530.0,"sell_vol":37927.0,"unclassified_vol":0.0,"imbalance":-0.418972,"bid":14.07,"ask":14.08,"spread_pct":0.071048,"quote_size_imbalance":null,"quote_age_s":0.185741},"context":{"vwap":13.973239,"price_vs_vwap_pct":0.728254,"ema9":13.942041,"ema20":13.941942,"ema_stack":true,"ema_warm":false,"hod":14.1553,"dist_to_hod_pct":-0.567279,"dist_to_hod_atr":0.464772,"atr":0.172773,"spread_atr":0.057879,"own_change_pct":-0.071429,"rel_strength_pct":{"SPY":-0.02955,"IWM":0.17176}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.213332},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d54ff320a8ac","ts":"2026-09-09T13:41:00+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.3277,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.38,"vwap":5.3719,"ext_from_open_pct":0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.3,"trend":"flat","recent_slope_pct":0.0555,"volatility":"medium"},"price":5.38,"volume":{"bars":10,"last_bar_volume":15106.0,"baseline_avg":63335.0,"bar_rvol":0.23851,"raw_accel":-0.670886,"smooth_accel":-0.500863,"accel_momentum":-0.052249,"rvol_3bar":[0.047168,0.700593,0.23851],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":95,"trade_rate":3.166667,"buy_vol":43454.0,"sell_vol":27129.0,"unclassified_vol":0.0,"imbalance":0.231288,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.004996},"context":{"vwap":5.371713,"price_vs_vwap_pct":0.15428,"ema9":5.367615,"ema20":5.370042,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.126234,"dist_to_hod_atr":0.376385,"atr":0.018067,"spread_atr":0.553508,"own_change_pct":-0.301194,"rel_strength_pct":{"SPY":-0.27894,"IWM":-0.20243}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.055164},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"69398bcba22c","ts":"2026-09-09T13:41:05+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.89","plan":{"state":"PASS","setup":"","stop":5.8165,"target":6.02,"target_label":"prev_day_high","reward_risk":2.48,"pos_in_5d_range_pct":22.5,"room_to_5d_high_atr":1.7},"price":5.875,"vwap":5.8875,"ext_from_open_pct":0.51,"max_ext_allowed_pct":3.0,"volume_pace":0.877,"trend":"flat","recent_slope_pct":-0.1272,"volatility":"medium"},"price":5.875,"volume":{"bars":11,"last_bar_volume":100841.0,"baseline_avg":96386.9,"bar_rvol":1.046211,"raw_accel":3.184843,"smooth_accel":0.442437,"accel_momentum":0.645678,"rvol_3bar":[1.147506,0.202004,1.046211],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":233,"trade_rate":7.766667,"buy_vol":11517.0,"sell_vol":70020.0,"unclassified_vol":0.0,"imbalance":-0.717502,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.142997},"context":{"vwap":5.887716,"price_vs_vwap_pct":-0.215969,"ema9":5.89703,"ema20":5.894959,"ema_stack":false,"ema_warm":false,"hod":5.93,"dist_to_hod_pct":-0.927487,"dist_to_hod_atr":1.318479,"atr":0.041715,"spread_atr":0.239723,"own_change_pct":-0.169492,"rel_strength_pct":{"SPY":-0.147238,"IWM":-0.070728}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.750659},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"50b3f04ee8a6","ts":"2026-09-09T13:41:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.8341,"target":14.17,"target_label":"premarket_high","reward_risk":0.35,"pos_in_5d_range_pct":4.7,"room_to_5d_high_atr":4.79},"price":14.082,"vwap":13.9801,"ext_from_open_pct":-0.3,"max_ext_allowed_pct":4.0,"volume_pace":1.236,"trend":"flat","recent_slope_pct":0.4065,"volatility":"high"},"price":14.082,"volume":{"bars":11,"last_bar_volume":181616.0,"baseline_avg":200244.0,"bar_rvol":0.906973,"raw_accel":0.693816,"smooth_accel":0.224949,"accel_momentum":0.531717,"rvol_3bar":[0.268673,0.50918,0.906973],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":193,"trade_rate":6.433333,"buy_vol":60180.0,"sell_vol":31313.0,"unclassified_vol":0.0,"imbalance":0.31551,"bid":14.08,"ask":14.09,"spread_pct":0.070998,"quote_size_imbalance":null,"quote_age_s":0.471787},"context":{"vwap":13.979678,"price_vs_vwap_pct":0.731935,"ema9":13.973633,"ema20":13.956995,"ema_stack":true,"ema_warm":false,"hod":14.1553,"dist_to_hod_pct":-0.517827,"dist_to_hod_atr":0.426296,"atr":0.171946,"spread_atr":0.058158,"own_change_pct":1.075269,"rel_strength_pct":{"SPY":1.097523,"IWM":1.174033}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.28616},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ac356ce6d132","ts":"2026-09-09T13:41:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":5.526,"target":5.69,"target_label":"prev_day_high","reward_risk":1.58,"pos_in_5d_range_pct":79.9,"room_to_5d_high_atr":0.4},"price":5.5895,"vwap":5.5839,"ext_from_open_pct":0.35,"max_ext_allowed_pct":4.0,"volume_pace":1.556,"trend":"flat","recent_slope_pct":-0.0208,"volatility":"medium"},"price":5.5895,"volume":{"bars":11,"last_bar_volume":286985.0,"baseline_avg":73680.3,"bar_rvol":3.895003,"raw_accel":2.16122,"smooth_accel":2.270351,"accel_momentum":2.331019,"rvol_3bar":[0.597766,1.264739,3.895003],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":2461.0,"sell_vol":6333.0,"unclassified_vol":0.0,"imbalance":-0.4403,"bid":5.58,"ask":5.59,"spread_pct":0.179051,"quote_size_imbalance":null,"quote_age_s":0.555669},"context":{"vwap":5.583937,"price_vs_vwap_pct":0.099634,"ema9":5.587512,"ema20":5.581166,"ema_stack":true,"ema_warm":false,"hod":5.62,"dist_to_hod_pct":-0.542705,"dist_to_hod_atr":0.822367,"atr":0.037088,"spread_atr":0.269628,"own_change_pct":-0.132261,"rel_strength_pct":{"SPY":-0.110007,"IWM":-0.033497}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.714971},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6c0ddd6e3a4a","ts":"2026-09-09T13:41:05+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":5.3277,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.38,"vwap":5.3719,"ext_from_open_pct":0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.293,"trend":"flat","recent_slope_pct":0.1024,"volatility":"medium"},"price":5.38,"volume":{"bars":11,"last_bar_volume":72563.0,"baseline_avg":58512.1,"bar_rvol":1.240137,"raw_accel":3.803588,"smooth_accel":0.623374,"accel_momentum":1.124237,"rvol_3bar":[0.700593,0.23851,1.240137],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":22661.0,"sell_vol":27134.0,"unclassified_vol":0.0,"imbalance":-0.089828,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.156951},"context":{"vwap":5.371891,"price_vs_vwap_pct":0.150946,"ema9":5.370092,"ema20":5.370991,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.126234,"dist_to_hod_atr":0.37353,"atr":0.018205,"spread_atr":0.549309,"own_change_pct":0.111649,"rel_strength_pct":{"SPY":0.133903,"IWM":0.210412}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.111399},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"37ef1166b9e7","ts":"2026-09-09T13:41:10+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.88 below VWAP $11.94","plan":{"state":"PASS","setup":"","stop":11.6724,"target":12.1,"target_label":"premarket_high","reward_risk":1.06,"pos_in_5d_range_pct":10.9,"room_to_5d_high_atr":1.77},"price":11.88,"vwap":11.9364,"ext_from_open_pct":-0.17,"max_ext_allowed_pct":4.0,"volume_pace":9.308,"trend":"flat","recent_slope_pct":-0.2315,"volatility":"high"},"price":11.88,"volume":{"bars":11,"last_bar_volume":3450.0,"baseline_avg":32463.5,"bar_rvol":0.106273,"raw_accel":-0.827879,"smooth_accel":-0.710998,"accel_momentum":-16.813886,"rvol_3bar":[0.017821,0.592257,0.106273],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":522.0,"sell_vol":1782.0,"unclassified_vol":0.0,"imbalance":-0.546875,"bid":11.84,"ask":11.92,"spread_pct":0.673401,"quote_size_imbalance":null,"quote_age_s":2.162362},"context":{"vwap":11.936449,"price_vs_vwap_pct":-0.472915,"ema9":11.979782,"ema20":11.983377,"ema_stack":false,"ema_warm":false,"hod":12.11,"dist_to_hod_pct":-1.899257,"dist_to_hod_atr":1.370679,"atr":0.1678,"spread_atr":0.476758,"own_change_pct":-0.47421,"rel_strength_pct":{"SPY":-0.451956,"IWM":-0.375446}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.058118},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"46dfcb820b21","ts":"2026-09-09T13:42:15+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.73,"target":14.06,"target_label":"premarket_high","reward_risk":0.89,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.905,"vwap":13.892,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":2.224,"trend":"flat","recent_slope_pct":0.1382,"volatility":"medium"},"price":13.905,"volume":{"bars":12,"last_bar_volume":43184.0,"baseline_avg":121055.454545,"bar_rvol":0.356729,"raw_accel":-0.159975,"smooth_accel":-0.576343,"accel_momentum":-0.286907,"rvol_3bar":[0.283636,0.401562,0.356729],"trend_3bar":"MIXED","projected_rvol":0.255222},"flow":{"window_s":30,"trades":151,"trade_rate":5.033333,"buy_vol":17305.0,"sell_vol":7523.0,"unclassified_vol":0.0,"imbalance":0.393991,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.177666},"context":{"vwap":13.892066,"price_vs_vwap_pct":0.093101,"ema9":13.857782,"ema20":13.883189,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.277955,"dist_to_hod_atr":1.418521,"atr":0.126893,"spread_atr":0.078807,"own_change_pct":-0.359195,"rel_strength_pct":{"SPY":-0.368634,"IWM":-0.287626}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.140548},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"64e7eb9cf538","ts":"2026-09-09T13:42:15+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.3719,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.177,"trend":"flat","recent_slope_pct":0.0961,"volatility":"medium"},"price":5.375,"volume":{"bars":12,"last_bar_volume":4356.0,"baseline_avg":59789.454545,"bar_rvol":0.072856,"raw_accel":-0.939969,"smooth_accel":0.04562,"accel_momentum":-0.577755,"rvol_3bar":[0.23851,1.240137,0.072856],"trend_3bar":"MIXED","projected_rvol":0.098011},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":100.0,"sell_vol":1624.0,"unclassified_vol":0.0,"imbalance":-0.883991,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":3.330208},"context":{"vwap":5.371909,"price_vs_vwap_pct":0.057537,"ema9":5.370874,"ema20":5.371277,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.669203,"atr":0.017633,"spread_atr":0.567121,"own_change_pct":0.190164,"rel_strength_pct":{"SPY":0.180725,"IWM":0.261733}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.064404},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1b6113652dcb","ts":"2026-09-09T13:42:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.89 below VWAP $13.89","plan":{"state":"PASS","setup":"","stop":13.73,"target":14.06,"target_label":"premarket_high","reward_risk":1.06,"pos_in_5d_range_pct":27.5,"room_to_5d_high_atr":2.35},"price":13.89,"vwap":13.8919,"ext_from_open_pct":-0.86,"max_ext_allowed_pct":3.0,"volume_pace":2.214,"trend":"flat","recent_slope_pct":0.1166,"volatility":"medium"},"price":13.89,"volume":{"bars":12,"last_bar_volume":43184.0,"baseline_avg":121055.454545,"bar_rvol":0.356729,"raw_accel":-0.159975,"smooth_accel":-0.576343,"accel_momentum":-0.286907,"rvol_3bar":[0.283636,0.401562,0.356729],"trend_3bar":"MIXED","projected_rvol":0.263507},"flow":{"window_s":30,"trades":125,"trade_rate":4.166667,"buy_vol":9332.0,"sell_vol":5863.0,"unclassified_vol":0.0,"imbalance":0.228299,"bid":13.88,"ask":13.9,"spread_pct":0.143988,"quote_size_imbalance":null,"quote_age_s":0.583065},"context":{"vwap":13.892066,"price_vs_vwap_pct":-0.014874,"ema9":13.857782,"ema20":13.883189,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.384452,"dist_to_hod_atr":1.536731,"atr":0.126893,"spread_atr":0.157613,"own_change_pct":-0.359195,"rel_strength_pct":{"SPY":-0.368634,"IWM":-0.287626}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.081441},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fa82b212189e","ts":"2026-09-09T13:42:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 10.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.3276,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.3799,"vwap":5.3719,"ext_from_open_pct":0.18,"max_ext_allowed_pct":4.0,"volume_pace":1.166,"trend":"flat","recent_slope_pct":0.1143,"volatility":"medium"},"price":5.3799,"volume":{"bars":12,"last_bar_volume":4356.0,"baseline_avg":59789.454545,"bar_rvol":0.072856,"raw_accel":-0.939969,"smooth_accel":0.04562,"accel_momentum":-0.577755,"rvol_3bar":[0.23851,1.240137,0.072856],"trend_3bar":"MIXED","projected_rvol":0.155185},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":200.0,"sell_vol":3666.0,"unclassified_vol":0.0,"imbalance":-0.896534,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.589083},"context":{"vwap":5.371909,"price_vs_vwap_pct":0.148752,"ema9":5.370874,"ema20":5.371277,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.128091,"dist_to_hod_atr":0.391313,"atr":0.017633,"spread_atr":0.567121,"own_change_pct":0.190164,"rel_strength_pct":{"SPY":0.180725,"IWM":0.261733}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.065318},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"da44b694108a","ts":"2026-09-09T13:42:30+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.3719,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.158,"trend":"flat","recent_slope_pct":0.0961,"volatility":"medium"},"price":5.375,"volume":{"bars":12,"last_bar_volume":4356.0,"baseline_avg":59789.454545,"bar_rvol":0.072856,"raw_accel":-0.939969,"smooth_accel":0.04562,"accel_momentum":-0.577755,"rvol_3bar":[0.23851,1.240137,0.072856],"trend_3bar":"MIXED","projected_rvol":0.129989},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":200.0,"sell_vol":3686.0,"unclassified_vol":0.0,"imbalance":-0.897066,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.004927},"context":{"vwap":5.371909,"price_vs_vwap_pct":0.057537,"ema9":5.370874,"ema20":5.371277,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.669203,"atr":0.017633,"spread_atr":0.567121,"own_change_pct":0.190164,"rel_strength_pct":{"SPY":0.180725,"IWM":0.261733}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.065356},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2f2e6377b0af","ts":"2026-09-09T13:42:50+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3177,"target":5.49,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":44.4,"room_to_5d_high_atr":0.96},"price":5.37,"vwap":5.3719,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":1.135,"trend":"flat","recent_slope_pct":0.0775,"volatility":"medium"},"price":5.37,"volume":{"bars":12,"last_bar_volume":4356.0,"baseline_avg":59789.454545,"bar_rvol":0.072856,"raw_accel":-0.939969,"smooth_accel":0.04562,"accel_momentum":-0.577755,"rvol_3bar":[0.23851,1.240137,0.072856],"trend_3bar":"MIXED","projected_rvol":0.159359},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":2549.0,"sell_vol":1626.0,"unclassified_vol":0.0,"imbalance":0.221078,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.10289},"context":{"vwap":5.371909,"price_vs_vwap_pct":-0.03554,"ema9":5.370874,"ema20":5.371277,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.311873,"dist_to_hod_atr":0.952763,"atr":0.017633,"spread_atr":0.567121,"own_change_pct":0.190164,"rel_strength_pct":{"SPY":0.180725,"IWM":0.261733}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.016107},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4e5f2a88a3f2","ts":"2026-09-09T13:42:55+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.372,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.142,"trend":"flat","recent_slope_pct":0.0961,"volatility":"medium"},"price":5.375,"volume":{"bars":12,"last_bar_volume":4356.0,"baseline_avg":59789.454545,"bar_rvol":0.072856,"raw_accel":-0.939969,"smooth_accel":0.04562,"accel_momentum":-0.577755,"rvol_3bar":[0.23851,1.240137,0.072856],"trend_3bar":"MIXED","projected_rvol":0.305435},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":11249.0,"sell_vol":1625.0,"unclassified_vol":0.0,"imbalance":0.747553,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.833432},"context":{"vwap":5.371909,"price_vs_vwap_pct":0.057537,"ema9":5.370874,"ema20":5.371277,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.669203,"atr":0.017633,"spread_atr":0.567121,"own_change_pct":0.190164,"rel_strength_pct":{"SPY":0.180725,"IWM":0.261733}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.054463},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6597fa7fac8c","ts":"2026-09-09T13:43:05+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3173,"target":5.49,"target_label":"premarket_high","reward_risk":2.3,"pos_in_5d_range_pct":44.3,"room_to_5d_high_atr":0.96},"price":5.3696,"vwap":5.372,"ext_from_open_pct":-0.01,"max_ext_allowed_pct":4.0,"volume_pace":1.128,"trend":"flat","recent_slope_pct":0.0175,"volatility":"medium"},"price":5.3696,"volume":{"bars":13,"last_bar_volume":16840.0,"baseline_avg":55170.0,"bar_rvol":0.305238,"raw_accel":0.220953,"smooth_accel":0.453335,"accel_momentum":0.407715,"rvol_3bar":[1.240137,0.072856,0.305238],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":11257.0,"sell_vol":764.0,"unclassified_vol":0.0,"imbalance":0.872889,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":3.845996},"context":{"vwap":5.371986,"price_vs_vwap_pct":-0.044413,"ema9":5.371699,"ema20":5.371632,"ema_stack":false,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.319299,"dist_to_hod_atr":1.006571,"atr":0.017088,"spread_atr":0.585216,"own_change_pct":0.186393,"rel_strength_pct":{"SPY":0.173301,"IWM":0.292055}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.266439},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"da6304379064","ts":"2026-09-09T13:43:10+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.2339,"target":12.73,"target_label":"prev_day_high","reward_risk":1.41,"pos_in_5d_range_pct":78.4,"room_to_5d_high_atr":0.35},"price":12.44,"vwap":12.3924,"ext_from_open_pct":1.06,"max_ext_allowed_pct":3.0,"volume_pace":1.576,"trend":"flat","recent_slope_pct":-0.2906,"volatility":"high"},"price":12.44,"volume":{"bars":13,"last_bar_volume":4356.0,"baseline_avg":6884.833333,"bar_rvol":0.632695,"raw_accel":1.53078,"smooth_accel":-0.502332,"accel_momentum":0.369364,"rvol_3bar":[0.031358,0.097112,0.632695],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":13.0,"sell_vol":3135.0,"unclassified_vol":0.0,"imbalance":-0.991741,"bid":12.44,"ask":12.54,"spread_pct":0.800641,"quote_size_imbalance":null,"quote_age_s":0.461297},"context":{"vwap":12.392442,"price_vs_vwap_pct":0.383768,"ema9":12.503384,"ema20":12.422234,"ema_stack":false,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-1.660079,"dist_to_hod_atr":0.964508,"atr":0.217728,"spread_atr":0.45929,"own_change_pct":0.319674,"rel_strength_pct":{"SPY":0.306581,"IWM":0.425335}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.627469},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"899adc7d2c9c","ts":"2026-09-09T13:43:10+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.372,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.123,"trend":"flat","recent_slope_pct":0.0376,"volatility":"medium"},"price":5.375,"volume":{"bars":13,"last_bar_volume":16840.0,"baseline_avg":55170.0,"bar_rvol":0.305238,"raw_accel":0.220953,"smooth_accel":0.453335,"accel_momentum":0.407715,"rvol_3bar":[1.240137,0.072856,0.305238],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":12157.0,"sell_vol":764.0,"unclassified_vol":0.0,"imbalance":0.881743,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.03665},"context":{"vwap":5.371986,"price_vs_vwap_pct":0.056109,"ema9":5.371699,"ema20":5.371632,"ema_stack":true,"ema_warm":false,"hod":5.3868,"dist_to_hod_pct":-0.219054,"dist_to_hod_atr":0.690554,"atr":0.017088,"spread_atr":0.585216,"own_change_pct":0.186393,"rel_strength_pct":{"SPY":0.173301,"IWM":0.292055}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.269142},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e01ae6a04a9c","ts":"2026-09-09T13:44:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":5.232,"target":5.48,"target_label":"premarket_high","reward_risk":2.09,"pos_in_5d_range_pct":4.2,"room_to_5d_high_atr":2.26},"price":5.3123,"vwap":5.303,"ext_from_open_pct":-1.07,"max_ext_allowed_pct":4.0,"volume_pace":3.419,"trend":"flat","recent_slope_pct":0.0085,"volatility":"high"},"price":5.3123,"volume":{"bars":14,"last_bar_volume":23946.0,"baseline_avg":199273.923077,"bar_rvol":0.120166,"raw_accel":-0.519335,"smooth_accel":-0.385479,"accel_momentum":-0.206969,"rvol_3bar":[0.550309,0.174099,0.120166],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":12339.0,"sell_vol":1499.0,"unclassified_vol":0.0,"imbalance":0.78335,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.314259},"context":{"vwap":5.302975,"price_vs_vwap_pct":0.175851,"ema9":5.300813,"ema20":5.302468,"ema_stack":false,"ema_warm":false,"hod":5.4,"dist_to_hod_pct":-1.624074,"dist_to_hod_atr":1.650944,"atr":0.053121,"spread_atr":0.188249,"own_change_pct":0.784634,"rel_strength_pct":{"SPY":0.811645,"IWM":0.907392}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.094132},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e43b1dcbc834","ts":"2026-09-09T13:44:20+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.3694,"target":12.73,"target_label":"prev_day_high","reward_risk":0.75,"pos_in_5d_range_pct":88.5,"room_to_5d_high_atr":0.19},"price":12.5755,"vwap":12.3937,"ext_from_open_pct":2.16,"max_ext_allowed_pct":4.0,"volume_pace":1.461,"trend":"flat","recent_slope_pct":-0.0072,"volatility":"high"},"price":12.5755,"volume":{"bars":14,"last_bar_volume":143.0,"baseline_avg":6690.307692,"bar_rvol":0.021374,"raw_accel":-0.967172,"smooth_accel":-0.496869,"accel_momentum":0.005463,"rvol_3bar":[0.097112,0.632695,0.021374],"trend_3bar":"MIXED","projected_rvol":0.278911},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":8.0,"sell_vol":614.0,"unclassified_vol":0.0,"imbalance":-0.974277,"bid":12.44,"ask":12.54,"spread_pct":0.800641,"quote_size_imbalance":null,"quote_age_s":4.736837},"context":{"vwap":12.392624,"price_vs_vwap_pct":1.475686,"ema9":12.508707,"ema20":12.432498,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.588933,"dist_to_hod_atr":0.355917,"atr":0.209318,"spread_atr":0.477741,"own_change_pct":-0.628113,"rel_strength_pct":{"SPY":-0.601102,"IWM":-0.505355}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.020824},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"65df54d10bc6","ts":"2026-09-09T13:45:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 780.0s, plan says PASS; stop 14.29, target 14.45 (clear air (typical 60-min move)), R:R 0.00; R:R 0.00 < 2.0 at 14.45; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":14.2913,"target":14.45,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":175.7,"room_to_5d_high_atr":-2.52},"price":14.45,"vwap":14.2706,"ext_from_open_pct":2.35,"max_ext_allowed_pct":5.0,"volume_pace":10.967,"trend":"positive","recent_slope_pct":0.1595,"volatility":"medium"},"price":14.45,"volume":{"bars":15,"last_bar_volume":25136.0,"baseline_avg":39928.285714,"bar_rvol":0.629529,"raw_accel":-0.61388,"smooth_accel":1.305966,"accel_momentum":0.016389,"rvol_3bar":[0.636161,1.713489,0.629529],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":4462.0,"sell_vol":808.0,"unclassified_vol":0.0,"imbalance":0.693359,"bid":14.44,"ask":14.45,"spread_pct":0.069228,"quote_size_imbalance":null,"quote_age_s":0.932515},"context":{"vwap":14.270394,"price_vs_vwap_pct":1.25859,"ema9":14.373781,"ema20":14.307326,"ema_stack":true,"ema_warm":false,"hod":14.45,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.072796,"spread_atr":0.137369,"own_change_pct":0.626741,"rel_strength_pct":{"SPY":0.633287,"IWM":0.625036}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.436489},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2aff26528905","ts":"2026-09-09T13:45:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 255.0s, plan says WATCH; stop 13.86, target 15.30 (prev_day_high), R:R 2.79; breakout: 1-min close > 14.28 on >= 299238 sh","plan":{"state":"WATCH","setup":"","stop":13.86,"target":15.3,"target_label":"prev_day_high","reward_risk":2.79,"pos_in_5d_range_pct":7.8,"room_to_5d_high_atr":4.63},"price":14.24,"vwap":14.0347,"ext_from_open_pct":0.81,"max_ext_allowed_pct":3.0,"volume_pace":1.246,"trend":"flat","recent_slope_pct":0.1443,"volatility":"high"},"price":14.24,"volume":{"bars":15,"last_bar_volume":194779.0,"baseline_avg":199828.642857,"bar_rvol":0.97473,"raw_accel":-0.330148,"smooth_accel":0.933818,"accel_momentum":0.182934,"rvol_3bar":[1.256664,1.507936,0.97473],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":414,"trade_rate":13.8,"buy_vol":46258.0,"sell_vol":48813.0,"unclassified_vol":0.0,"imbalance":-0.026875,"bid":14.24,"ask":14.25,"spread_pct":0.0702,"quote_size_imbalance":null,"quote_age_s":0.206927},"context":{"vwap":14.033396,"price_vs_vwap_pct":1.472235,"ema9":14.109416,"ema20":14.037293,"ema_stack":true,"ema_warm":false,"hod":14.265,"dist_to_hod_pct":-0.175254,"dist_to_hod_atr":0.149735,"atr":0.166962,"spread_atr":0.059894,"own_change_pct":1.608292,"rel_strength_pct":{"SPY":1.614838,"IWM":1.606587}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.026196},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f926670248cc","ts":"2026-09-09T13:45:20+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":7.7798,"target":8.11,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":74.7,"room_to_5d_high_atr":0.5},"price":7.89,"vwap":7.88,"ext_from_open_pct":-0.13,"max_ext_allowed_pct":3.0,"volume_pace":1.624,"trend":"flat","recent_slope_pct":0.1834,"volatility":"medium"},"price":7.89,"volume":{"bars":15,"last_bar_volume":6234.0,"baseline_avg":2863.5,"bar_rvol":2.177056,"raw_accel":5.0,"smooth_accel":0.156316,"accel_momentum":0.192679,"rvol_3bar":[0.135181,0.34589,2.177056],"trend_3bar":"ACCELERATING","projected_rvol":1.15034},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":933.0,"sell_vol":179.0,"unclassified_vol":0.0,"imbalance":0.678058,"bid":7.88,"ask":7.9,"spread_pct":0.253485,"quote_size_imbalance":null,"quote_age_s":4.497592},"context":{"vwap":7.880187,"price_vs_vwap_pct":0.124529,"ema9":7.859326,"ema20":7.875103,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-1.003764,"dist_to_hod_atr":1.014285,"atr":0.078873,"spread_atr":0.253571,"own_change_pct":-0.26616,"rel_strength_pct":{"SPY":-0.259613,"IWM":-0.267864}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.476169},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"548f323fb76c","ts":"2026-09-09T13:45:25+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 275.0s, plan says PASS; stop 13.86, target 15.30 (prev_day_high), R:R 3.53; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":13.86,"target":15.3,"target_label":"prev_day_high","reward_risk":3.53,"pos_in_5d_range_pct":6.6,"room_to_5d_high_atr":4.69},"price":14.1781,"vwap":14.0346,"ext_from_open_pct":0.38,"max_ext_allowed_pct":3.0,"volume_pace":1.248,"trend":"flat","recent_slope_pct":0.0572,"volatility":"high"},"price":14.1781,"volume":{"bars":15,"last_bar_volume":194779.0,"baseline_avg":199828.642857,"bar_rvol":0.97473,"raw_accel":-0.330148,"smooth_accel":0.933818,"accel_momentum":0.182934,"rvol_3bar":[1.256664,1.507936,0.97473],"trend_3bar":"MIXED","projected_rvol":1.10628},"flow":{"window_s":30,"trades":521,"trade_rate":17.366667,"buy_vol":48106.0,"sell_vol":45837.0,"unclassified_vol":0.0,"imbalance":0.024153,"bid":14.2,"ask":14.21,"spread_pct":0.070398,"quote_size_imbalance":null,"quote_age_s":0.454094},"context":{"vwap":14.033396,"price_vs_vwap_pct":1.031144,"ema9":14.109416,"ema20":14.037293,"ema_stack":true,"ema_warm":false,"hod":14.265,"dist_to_hod_pct":-0.609183,"dist_to_hod_atr":0.520479,"atr":0.166962,"spread_atr":0.059894,"own_change_pct":1.608292,"rel_strength_pct":{"SPY":1.614838,"IWM":1.606587}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.023543},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4906e93feecc","ts":"2026-09-09T13:45:30+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":7.7748,"target":8.11,"target_label":"prev_day_high","reward_risk":2.04,"pos_in_5d_range_pct":74.1,"room_to_5d_high_atr":0.51},"price":7.885,"vwap":7.88,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.608,"trend":"flat","recent_slope_pct":0.1707,"volatility":"medium"},"price":7.885,"volume":{"bars":15,"last_bar_volume":6234.0,"baseline_avg":2863.5,"bar_rvol":2.177056,"raw_accel":5.0,"smooth_accel":0.156316,"accel_momentum":0.192679,"rvol_3bar":[0.135181,0.34589,2.177056],"trend_3bar":"ACCELERATING","projected_rvol":0.802514},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":970.0,"sell_vol":179.0,"unclassified_vol":0.0,"imbalance":0.688425,"bid":7.88,"ask":7.9,"spread_pct":0.253485,"quote_size_imbalance":null,"quote_age_s":14.497592},"context":{"vwap":7.880187,"price_vs_vwap_pct":0.061079,"ema9":7.859326,"ema20":7.875103,"ema_stack":false,"ema_warm":false,"hod":7.97,"dist_to_hod_pct":-1.066499,"dist_to_hod_atr":1.077678,"atr":0.078873,"spread_atr":0.253571,"own_change_pct":-0.26616,"rel_strength_pct":{"SPY":-0.259613,"IWM":-0.267864}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.498739},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d5d1b0352b60","ts":"2026-09-09T13:45:30+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 280.0s, plan says WATCH; stop 13.86, target 15.30 (prev_day_high), R:R 3.24; breakout: 1-min close > 14.28 on >= 299238 sh","plan":{"state":"WATCH","setup":"","stop":13.86,"target":15.3,"target_label":"prev_day_high","reward_risk":3.24,"pos_in_5d_range_pct":7.0,"room_to_5d_high_atr":4.67},"price":14.1999,"vwap":14.0356,"ext_from_open_pct":0.53,"max_ext_allowed_pct":3.0,"volume_pace":1.264,"trend":"flat","recent_slope_pct":0.0879,"volatility":"high"},"price":14.1999,"volume":{"bars":15,"last_bar_volume":194779.0,"baseline_avg":199828.642857,"bar_rvol":0.97473,"raw_accel":-0.330148,"smooth_accel":0.933818,"accel_momentum":0.182934,"rvol_3bar":[1.256664,1.507936,0.97473],"trend_3bar":"MIXED","projected_rvol":1.488015},"flow":{"window_s":30,"trades":759,"trade_rate":25.3,"buy_vol":86639.0,"sell_vol":62035.0,"unclassified_vol":0.0,"imbalance":0.16549,"bid":14.19,"ask":14.2,"spread_pct":0.070447,"quote_size_imbalance":null,"quote_age_s":0.006533},"context":{"vwap":14.033396,"price_vs_vwap_pct":1.186488,"ema9":14.109416,"ema20":14.037293,"ema_stack":true,"ema_warm":false,"hod":14.265,"dist_to_hod_pct":-0.456362,"dist_to_hod_atr":0.38991,"atr":0.166962,"spread_atr":0.059894,"own_change_pct":1.608292,"rel_strength_pct":{"SPY":1.614838,"IWM":1.606587}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.161308},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ea3f6d0d3f0f","ts":"2026-09-09T13:45:40+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"held 80.0s, plan says WATCH; stop 12.40, target 12.73 (prev_day_high), R:R 0.58; R:R 0.58 < 2.0 at 12.61; breakout: 1-min close > 12.66 on >= 9210 sh","plan":{"state":"WATCH","setup":"","stop":12.4039,"target":12.73,"target_label":"prev_day_high","reward_risk":0.58,"pos_in_5d_range_pct":91.0,"room_to_5d_high_atr":0.15},"price":12.61,"vwap":12.4028,"ext_from_open_pct":2.44,"max_ext_allowed_pct":3.0,"volume_pace":1.41,"trend":"flat","recent_slope_pct":0.1713,"volatility":"high"},"price":12.61,"volume":{"bars":15,"last_bar_volume":4986.0,"baseline_avg":6222.642857,"bar_rvol":0.801267,"raw_accel":2.205069,"smooth_accel":5.163093,"accel_momentum":5.659962,"rvol_3bar":[0.632695,0.021374,0.801267],"trend_3bar":"MIXED","projected_rvol":0.119563},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":295.0,"sell_vol":200.0,"unclassified_vol":0.0,"imbalance":0.191919,"bid":12.56,"ask":12.61,"spread_pct":0.397298,"quote_size_imbalance":null,"quote_age_s":11.72625},"context":{"vwap":12.401775,"price_vs_vwap_pct":1.678994,"ema9":12.523965,"ema20":12.447022,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.316206,"dist_to_hod_atr":0.197104,"atr":0.202939,"spread_atr":0.24638,"own_change_pct":0.023844,"rel_strength_pct":{"SPY":0.03039,"IWM":0.022139}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.153779},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a04c171bf086","ts":"2026-09-09T13:46:00+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"held 100.0s, plan says PASS; stop 12.38, target 12.73 (prev_day_high), R:R 0.68; R:R 0.68 < 2.0 at 12.59; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.3839,"target":12.73,"target_label":"prev_day_high","reward_risk":0.68,"pos_in_5d_range_pct":89.6,"room_to_5d_high_atr":0.17},"price":12.59,"vwap":12.4121,"ext_from_open_pct":2.27,"max_ext_allowed_pct":3.0,"volume_pace":1.453,"trend":"flat","recent_slope_pct":0.1395,"volatility":"high"},"price":12.59,"volume":{"bars":15,"last_bar_volume":4986.0,"baseline_avg":6222.642857,"bar_rvol":0.801267,"raw_accel":2.205069,"smooth_accel":5.163093,"accel_momentum":5.659962,"rvol_3bar":[0.632695,0.021374,0.801267],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":2103.0,"sell_vol":2772.0,"unclassified_vol":0.0,"imbalance":-0.137231,"bid":12.56,"ask":12.61,"spread_pct":0.397298,"quote_size_imbalance":null,"quote_age_s":1.462218},"context":{"vwap":12.401775,"price_vs_vwap_pct":1.517727,"ema9":12.523965,"ema20":12.447022,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.474308,"dist_to_hod_atr":0.295656,"atr":0.202939,"spread_atr":0.24638,"own_change_pct":0.023844,"rel_strength_pct":{"SPY":0.051327,"IWM":0.088956}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.109959},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"97f41b9f9b7c","ts":"2026-09-09T13:46:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 840.0s, plan says WATCH; stop 14.29, target 14.43 (clear air (typical 60-min move)), R:R 0.00; R:R 0.00 < 2.0 at 14.43; breakout: 1-min close > 14.48 on >= 57084 sh","plan":{"state":"WATCH","setup":"","stop":14.2913,"target":14.43,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":174.3,"room_to_5d_high_atr":-2.47},"price":14.43,"vwap":14.2775,"ext_from_open_pct":2.21,"max_ext_allowed_pct":4.0,"volume_pace":10.712,"trend":"positive","recent_slope_pct":0.0589,"volatility":"medium"},"price":14.43,"volume":{"bars":16,"last_bar_volume":24766.0,"baseline_avg":38942.133333,"bar_rvol":0.635969,"raw_accel":-0.01472,"smooth_accel":1.369982,"accel_momentum":0.064016,"rvol_3bar":[1.713489,0.629529,0.635969],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":1098.0,"sell_vol":8760.0,"unclassified_vol":0.0,"imbalance":-0.777237,"bid":14.42,"ask":14.44,"spread_pct":0.1386,"quote_size_imbalance":null,"quote_age_s":5.004925},"context":{"vwap":14.277428,"price_vs_vwap_pct":1.068622,"ema9":14.385025,"ema20":14.31901,"ema_stack":true,"ema_warm":false,"hod":14.47,"dist_to_hod_pct":-0.276434,"dist_to_hod_atr":0.567748,"atr":0.070454,"spread_atr":0.283874,"own_change_pct":0.500763,"rel_strength_pct":{"SPY":0.528246,"IWM":0.565875}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.494299},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d44c9fefe839","ts":"2026-09-09T13:46:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"held 105.0s, plan says WATCH; stop 12.40, target 12.73 (prev_day_high), R:R 0.61; R:R 0.61 < 2.0 at 12.60; breakout: 1-min close > 12.66 on >= 9134 sh","plan":{"state":"WATCH","setup":"","stop":12.3982,"target":12.73,"target_label":"prev_day_high","reward_risk":0.61,"pos_in_5d_range_pct":90.6,"room_to_5d_high_atr":0.15},"price":12.6043,"vwap":12.4121,"ext_from_open_pct":2.39,"max_ext_allowed_pct":3.0,"volume_pace":1.445,"trend":"flat","recent_slope_pct":0.2298,"volatility":"high"},"price":12.6043,"volume":{"bars":16,"last_bar_volume":5321.0,"baseline_avg":6140.2,"bar_rvol":0.866584,"raw_accel":0.067188,"smooth_accel":0.958763,"accel_momentum":-4.20433,"rvol_3bar":[0.021374,0.801267,0.866584],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":2112.0,"sell_vol":2772.0,"unclassified_vol":0.0,"imbalance":-0.135135,"bid":12.56,"ask":12.61,"spread_pct":0.397298,"quote_size_imbalance":null,"quote_age_s":3.725303},"context":{"vwap":12.412055,"price_vs_vwap_pct":1.548855,"ema9":12.537172,"ema20":12.460639,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.361265,"dist_to_hod_atr":0.238892,"atr":0.1913,"spread_atr":0.261369,"own_change_pct":0.159109,"rel_strength_pct":{"SPY":0.186592,"IWM":0.224221}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.117106},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5baeaf97939c","ts":"2026-09-09T13:46:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"held 80.0s, plan says PASS; stop 5.24, target 5.48 (premarket_high), R:R 1.29; R:R 1.29 < 2.0 at 5.34; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":1.29,"pos_in_5d_range_pct":8.6,"room_to_5d_high_atr":2.16},"price":5.345,"vwap":5.3063,"ext_from_open_pct":-0.47,"max_ext_allowed_pct":4.0,"volume_pace":3.293,"trend":"flat","recent_slope_pct":0.1786,"volatility":"high"},"price":5.345,"volume":{"bars":16,"last_bar_volume":224721.0,"baseline_avg":175960.333333,"bar_rvol":1.277112,"raw_accel":4.108447,"smooth_accel":0.162504,"accel_momentum":0.879425,"rvol_3bar":[0.120166,0.133322,1.277112],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":107,"trade_rate":3.566667,"buy_vol":19254.0,"sell_vol":149886.0,"unclassified_vol":0.0,"imbalance":-0.772331,"bid":5.34,"ask":5.35,"spread_pct":0.187091,"quote_size_imbalance":null,"quote_age_s":2.480986},"context":{"vwap":5.306173,"price_vs_vwap_pct":0.731733,"ema9":5.31252,"ema20":5.307984,"ema_stack":true,"ema_warm":false,"hod":5.4,"dist_to_hod_pct":-1.018519,"dist_to_hod_atr":1.100699,"atr":0.049968,"spread_atr":0.200127,"own_change_pct":0.564972,"rel_strength_pct":{"SPY":0.592455,"IWM":0.630084}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.986352},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"aa017d67e298","ts":"2026-09-09T13:46:05+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"held 175.0s, plan says WATCH; stop 5.34, target 5.49 (premarket_high), R:R 1.91; R:R 1.91 < 2.0 at 5.39; breakout: 1-min close > 5.40 on >= 74184 sh","plan":{"state":"WATCH","setup":"","stop":5.3377,"target":5.49,"target_label":"premarket_high","reward_risk":1.91,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":0.86},"price":5.39,"vwap":5.3734,"ext_from_open_pct":0.37,"max_ext_allowed_pct":3.0,"volume_pace":1.07,"trend":"flat","recent_slope_pct":0.065,"volatility":"medium"},"price":5.39,"volume":{"bars":16,"last_bar_volume":30065.0,"baseline_avg":50749.066667,"bar_rvol":0.592425,"raw_accel":1.369699,"smooth_accel":0.199042,"accel_momentum":0.121118,"rvol_3bar":[1.455587,0.117635,0.592425],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":14286.0,"sell_vol":274.0,"unclassified_vol":0.0,"imbalance":0.962363,"bid":5.38,"ask":5.39,"spread_pct":0.185701,"quote_size_imbalance":null,"quote_age_s":0.846331},"context":{"vwap":5.373441,"price_vs_vwap_pct":0.30817,"ema9":5.379142,"ema20":5.37555,"ema_stack":true,"ema_warm":false,"hod":5.39,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.016631,"spread_atr":0.601281,"own_change_pct":0.185874,"rel_strength_pct":{"SPY":0.213357,"IWM":0.250986}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.570127},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"af5d1f53a8ed","ts":"2026-09-09T13:46:10+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"held 180.0s, plan says PASS; stop 5.33, target 5.49 (premarket_high), R:R 2.10; target 0.11 away > ~0.10 reachable in 369 min","plan":{"state":"PASS","setup":"","stop":5.3277,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.38,"vwap":5.3734,"ext_from_open_pct":0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.064,"trend":"flat","recent_slope_pct":0.0279,"volatility":"medium"},"price":5.38,"volume":{"bars":16,"last_bar_volume":30065.0,"baseline_avg":50749.066667,"bar_rvol":0.592425,"raw_accel":1.369699,"smooth_accel":0.199042,"accel_momentum":0.121118,"rvol_3bar":[1.455587,0.117635,0.592425],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":14187.0,"sell_vol":359.0,"unclassified_vol":0.0,"imbalance":0.950639,"bid":5.38,"ask":5.39,"spread_pct":0.185701,"quote_size_imbalance":null,"quote_age_s":1.706262},"context":{"vwap":5.373441,"price_vs_vwap_pct":0.122069,"ema9":5.379142,"ema20":5.37555,"ema_stack":true,"ema_warm":false,"hod":5.39,"dist_to_hod_pct":-0.185529,"dist_to_hod_atr":0.601281,"atr":0.016631,"spread_atr":0.601281,"own_change_pct":0.185874,"rel_strength_pct":{"SPY":0.213357,"IWM":0.250986}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.563182},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c96c53726daf","ts":"2026-09-09T13:46:10+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.68,"target":10.865,"target_label":"prev_day_high","reward_risk":2.36,"pos_in_5d_range_pct":55.9,"room_to_5d_high_atr":0.8},"price":10.735,"vwap":10.7179,"ext_from_open_pct":0.23,"max_ext_allowed_pct":3.0,"volume_pace":0.911,"trend":"flat","recent_slope_pct":0.0653,"volatility":"low"},"price":10.735,"volume":{"bars":16,"last_bar_volume":43506.0,"baseline_avg":82803.6,"bar_rvol":0.525412,"raw_accel":-0.194602,"smooth_accel":0.634407,"accel_momentum":0.834529,"rvol_3bar":[0.114907,0.636556,0.525412],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":203,"trade_rate":6.766667,"buy_vol":73423.0,"sell_vol":73218.0,"unclassified_vol":0.0,"imbalance":0.001398,"bid":10.73,"ask":10.74,"spread_pct":0.093153,"quote_size_imbalance":null,"quote_age_s":1.201957},"context":{"vwap":10.716958,"price_vs_vwap_pct":0.16835,"ema9":10.710632,"ema20":10.712073,"ema_stack":false,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.232342,"dist_to_hod_atr":0.793083,"atr":0.031523,"spread_atr":0.317233,"own_change_pct":0.059765,"rel_strength_pct":{"SPY":0.087248,"IWM":0.124877}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.000735},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1b38b2b18347","ts":"2026-09-09T13:46:15+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"held 185.0s, plan says WATCH; stop 5.34, target 5.49 (premarket_high), R:R 1.91; R:R 1.91 < 2.0 at 5.39; breakout: 1-min close > 5.40 on >= 74184 sh","plan":{"state":"WATCH","setup":"","stop":5.3377,"target":5.49,"target_label":"premarket_high","reward_risk":1.91,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":0.86},"price":5.39,"vwap":5.3734,"ext_from_open_pct":0.37,"max_ext_allowed_pct":3.0,"volume_pace":1.059,"trend":"flat","recent_slope_pct":0.065,"volatility":"medium"},"price":5.39,"volume":{"bars":16,"last_bar_volume":30065.0,"baseline_avg":50749.066667,"bar_rvol":0.592425,"raw_accel":1.369699,"smooth_accel":0.199042,"accel_momentum":0.121118,"rvol_3bar":[1.455587,0.117635,0.592425],"trend_3bar":"MIXED","projected_rvol":0.040198},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":14357.0,"sell_vol":444.0,"unclassified_vol":0.0,"imbalance":0.940004,"bid":5.38,"ask":5.39,"spread_pct":0.185701,"quote_size_imbalance":null,"quote_age_s":0.340429},"context":{"vwap":5.373441,"price_vs_vwap_pct":0.30817,"ema9":5.379142,"ema20":5.37555,"ema_stack":true,"ema_warm":false,"hod":5.39,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.016631,"spread_atr":0.601281,"own_change_pct":0.185874,"rel_strength_pct":{"SPY":0.213357,"IWM":0.250986}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.556882},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f354587a3eff","ts":"2026-09-09T13:46:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"held 195.0s, plan says PASS; stop 5.33, target 5.49 (premarket_high), R:R 2.10; target 0.11 away > ~0.10 reachable in 369 min","plan":{"state":"PASS","setup":"","stop":5.3277,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.38,"vwap":5.3735,"ext_from_open_pct":0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.049,"trend":"flat","recent_slope_pct":0.0279,"volatility":"medium"},"price":5.38,"volume":{"bars":16,"last_bar_volume":30065.0,"baseline_avg":50749.066667,"bar_rvol":0.592425,"raw_accel":1.369699,"smooth_accel":0.199042,"accel_momentum":0.121118,"rvol_3bar":[1.455587,0.117635,0.592425],"trend_3bar":"MIXED","projected_rvol":0.053345},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":524.0,"sell_vol":689.0,"unclassified_vol":0.0,"imbalance":-0.136026,"bid":5.38,"ask":5.39,"spread_pct":0.185701,"quote_size_imbalance":null,"quote_age_s":0.216278},"context":{"vwap":5.373441,"price_vs_vwap_pct":0.122069,"ema9":5.379142,"ema20":5.37555,"ema_stack":true,"ema_warm":false,"hod":5.39,"dist_to_hod_pct":-0.185529,"dist_to_hod_atr":0.601281,"atr":0.016631,"spread_atr":0.601281,"own_change_pct":0.185874,"rel_strength_pct":{"SPY":0.213357,"IWM":0.250986}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.080585},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"41f6fcfab7b1","ts":"2026-09-09T13:46:50+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"held 150.0s, plan says PASS; stop 12.39, target 12.73 (prev_day_high), R:R 0.63; R:R 0.63 < 2.0 at 12.60; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.3939,"target":12.73,"target_label":"prev_day_high","reward_risk":0.63,"pos_in_5d_range_pct":90.3,"room_to_5d_high_atr":0.16},"price":12.6,"vwap":12.4251,"ext_from_open_pct":2.36,"max_ext_allowed_pct":3.0,"volume_pace":1.478,"trend":"flat","recent_slope_pct":0.2229,"volatility":"high"},"price":12.6,"volume":{"bars":16,"last_bar_volume":5321.0,"baseline_avg":6140.2,"bar_rvol":0.866584,"raw_accel":0.067188,"smooth_accel":0.958763,"accel_momentum":-4.20433,"rvol_3bar":[0.021374,0.801267,0.866584],"trend_3bar":"ACCELERATING","projected_rvol":1.343018},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":30.0,"sell_vol":140.0,"unclassified_vol":0.0,"imbalance":-0.647059,"bid":12.56,"ask":12.64,"spread_pct":0.634921,"quote_size_imbalance":null,"quote_age_s":20.180092},"context":{"vwap":12.412055,"price_vs_vwap_pct":1.514212,"ema9":12.537172,"ema20":12.460639,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.395257,"dist_to_hod_atr":0.261369,"atr":0.1913,"spread_atr":0.418191,"own_change_pct":0.159109,"rel_strength_pct":{"SPY":0.186592,"IWM":0.224221}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.560731},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"056a5f3b93f6","ts":"2026-09-09T13:47:05+00:00","symbol":"IRD","event":"REJECT","bot":{"state":"REJECT","reason":"extended +27.2% above open $5.30 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":6.15,"target":6.7426,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":254.2,"room_to_5d_high_atr":-5.32},"price":6.7426,"vwap":6.2641,"ext_from_open_pct":27.22,"max_ext_allowed_pct":4.0,"volume_pace":91.569,"trend":"flat","recent_slope_pct":1.9188,"volatility":"medium"},"price":6.7426,"volume":{"bars":17,"last_bar_volume":891333.0,"baseline_avg":504845.4375,"bar_rvol":1.765556,"raw_accel":0.724442,"smooth_accel":0.269105,"accel_momentum":0.648204,"rvol_3bar":[0.587836,1.025472,1.765556],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":3043,"trade_rate":101.433333,"buy_vol":179002.0,"sell_vol":170490.0,"unclassified_vol":0.0,"imbalance":0.024355,"bid":6.72,"ask":6.75,"spread_pct":0.445434,"quote_size_imbalance":null,"quote_age_s":0.070767},"context":{"vwap":6.258065,"price_vs_vwap_pct":7.742563,"ema9":6.385821,"ema20":6.172046,"ema_stack":true,"ema_warm":false,"hod":6.67,"dist_to_hod_pct":1.088456,"dist_to_hod_atr":-0.292107,"atr":0.248539,"spread_atr":0.120705,"own_change_pct":5.348119,"rel_strength_pct":{"SPY":5.367753,"IWM":5.41974}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.043001},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"246b1eed03b9","ts":"2026-09-09T13:47:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"held 165.0s, plan says WATCH; stop 12.42, target 12.73 (prev_day_high), R:R 0.49; R:R 0.49 < 2.0 at 12.63; breakout: 1-min close > 12.66 on >= 9203 sh","plan":{"state":"WATCH","setup":"","stop":12.4225,"target":12.73,"target_label":"prev_day_high","reward_risk":0.49,"pos_in_5d_range_pct":92.4,"room_to_5d_high_atr":0.12},"price":12.6286,"vwap":12.4251,"ext_from_open_pct":2.59,"max_ext_allowed_pct":3.0,"volume_pace":1.457,"trend":"flat","recent_slope_pct":0.1686,"volatility":"high"},"price":12.6286,"volume":{"bars":17,"last_bar_volume":6872.0,"baseline_avg":6089.0,"bar_rvol":1.128593,"raw_accel":0.291487,"smooth_accel":2.289736,"accel_momentum":1.330973,"rvol_3bar":[0.801267,0.866584,1.128593],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":2.0,"sell_vol":40.0,"unclassified_vol":0.0,"imbalance":-0.904762,"bid":12.56,"ask":12.64,"spread_pct":0.634921,"quote_size_imbalance":null,"quote_age_s":0.457584},"context":{"vwap":12.425071,"price_vs_vwap_pct":1.638048,"ema9":12.549738,"ema20":12.473911,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.16917,"dist_to_hod_atr":0.118621,"atr":0.180407,"spread_atr":0.443441,"own_change_pct":0.398406,"rel_strength_pct":{"SPY":0.418041,"IWM":0.470027}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.021108},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a2314054281f","ts":"2026-09-09T13:47:15+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.7445,"target":14.06,"target_label":"premarket_high","reward_risk":1.17,"pos_in_5d_range_pct":27.5,"room_to_5d_high_atr":2.35},"price":13.89,"vwap":13.8853,"ext_from_open_pct":-0.86,"max_ext_allowed_pct":3.0,"volume_pace":1.848,"trend":"flat","recent_slope_pct":0.1069,"volatility":"medium"},"price":13.89,"volume":{"bars":17,"last_bar_volume":17769.0,"baseline_avg":99370.1875,"bar_rvol":0.178816,"raw_accel":-0.680178,"smooth_accel":-0.174749,"accel_momentum":-0.474122,"rvol_3bar":[0.486192,0.543147,0.178816],"trend_3bar":"MIXED","projected_rvol":0.39211},"flow":{"window_s":30,"trades":99,"trade_rate":3.3,"buy_vol":6533.0,"sell_vol":5701.0,"unclassified_vol":0.0,"imbalance":0.068007,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.043342},"context":{"vwap":13.885351,"price_vs_vwap_pct":0.033481,"ema9":13.854892,"ema20":13.870643,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.384452,"dist_to_hod_atr":1.813062,"atr":0.107553,"spread_atr":0.092978,"own_change_pct":0.023071,"rel_strength_pct":{"SPY":0.042706,"IWM":0.094692}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.012161},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"38e0cf0a1182","ts":"2026-09-09T13:48:00+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.86 below VWAP $13.88","plan":{"state":"PASS","setup":"","stop":13.71,"target":13.9555,"target_label":"ceiling","reward_risk":0.69,"pos_in_5d_range_pct":25.7,"room_to_5d_high_atr":2.41},"price":13.8555,"vwap":13.8849,"ext_from_open_pct":-1.1,"max_ext_allowed_pct":3.0,"volume_pace":1.826,"trend":"flat","recent_slope_pct":0.0572,"volatility":"medium"},"price":13.8555,"volume":{"bars":17,"last_bar_volume":17769.0,"baseline_avg":99370.1875,"bar_rvol":0.178816,"raw_accel":-0.680178,"smooth_accel":-0.174749,"accel_momentum":-0.474122,"rvol_3bar":[0.486192,0.543147,0.178816],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":9393.0,"sell_vol":14218.0,"unclassified_vol":0.0,"imbalance":-0.204354,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.694967},"context":{"vwap":13.885351,"price_vs_vwap_pct":-0.214983,"ema9":13.854892,"ema20":13.870643,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.629393,"dist_to_hod_atr":2.133834,"atr":0.107553,"spread_atr":0.092978,"own_change_pct":0.023071,"rel_strength_pct":{"SPY":0.047944,"IWM":0.091312}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.036542},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0bcb08588b98","ts":"2026-09-09T13:48:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.7595,"target":14.06,"target_label":"premarket_high","reward_risk":1.07,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.905,"vwap":13.8849,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":1.818,"trend":"flat","recent_slope_pct":0.0869,"volatility":"medium"},"price":13.905,"volume":{"bars":18,"last_bar_volume":60373.0,"baseline_avg":94570.117647,"bar_rvol":0.638394,"raw_accel":1.553576,"smooth_accel":-0.162117,"accel_momentum":0.012632,"rvol_3bar":[0.543147,0.178816,0.638394],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":9066.0,"sell_vol":13687.0,"unclassified_vol":0.0,"imbalance":-0.203094,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.048062},"context":{"vwap":13.884856,"price_vs_vwap_pct":0.14508,"ema9":13.855014,"ema20":13.8692,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.277955,"dist_to_hod_atr":1.681471,"atr":0.107049,"spread_atr":0.093415,"own_change_pct":0.07584,"rel_strength_pct":{"SPY":0.100713,"IWM":0.14408}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.129654},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7b99910e6e37","ts":"2026-09-09T13:48:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 435.0s, plan says PASS; stop 13.75, target 15.30 (prev_day_high), R:R 2.20; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.2,"pos_in_5d_range_pct":7.7,"room_to_5d_high_atr":4.63},"price":14.235,"vwap":14.0676,"ext_from_open_pct":0.78,"max_ext_allowed_pct":3.0,"volume_pace":1.297,"trend":"flat","recent_slope_pct":0.052,"volatility":"high"},"price":14.235,"volume":{"bars":18,"last_bar_volume":190893.0,"baseline_avg":209490.0,"bar_rvol":0.911227,"raw_accel":-0.464929,"smooth_accel":0.050679,"accel_momentum":-0.194101,"rvol_3bar":[1.063642,1.781267,0.911227],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":325,"trade_rate":10.833333,"buy_vol":23137.0,"sell_vol":29418.0,"unclassified_vol":0.0,"imbalance":-0.119513,"bid":14.23,"ask":14.24,"spread_pct":0.070249,"quote_size_imbalance":null,"quote_age_s":0.212006},"context":{"vwap":14.067201,"price_vs_vwap_pct":1.192836,"ema9":14.173117,"ema20":14.089518,"ema_stack":true,"ema_warm":false,"hod":14.3099,"dist_to_hod_pct":-0.523414,"dist_to_hod_atr":0.414387,"atr":0.180749,"spread_atr":0.055325,"own_change_pct":0.274455,"rel_strength_pct":{"SPY":0.299328,"IWM":0.342695}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.108903},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3a50a928df3f","ts":"2026-09-09T13:48:05+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6743,"target":10.865,"target_label":"prev_day_high","reward_risk":3.68,"pos_in_5d_range_pct":49.2,"room_to_5d_high_atr":0.92},"price":10.715,"vwap":10.7183,"ext_from_open_pct":0.05,"max_ext_allowed_pct":3.0,"volume_pace":0.902,"trend":"flat","recent_slope_pct":0.0046,"volatility":"low"},"price":10.715,"volume":{"bars":18,"last_bar_volume":51885.0,"baseline_avg":89262.176471,"bar_rvol":0.581265,"raw_accel":-0.776258,"smooth_accel":2.825469,"accel_momentum":-1.237873,"rvol_3bar":[0.525412,2.886176,0.581265],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":125,"trade_rate":4.166667,"buy_vol":12106.0,"sell_vol":35214.0,"unclassified_vol":0.0,"imbalance":-0.488335,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.189046},"context":{"vwap":10.718289,"price_vs_vwap_pct":-0.030684,"ema9":10.714784,"ema20":10.713932,"ema_stack":true,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.418216,"dist_to_hod_atr":1.484172,"atr":0.03032,"spread_atr":0.329816,"own_change_pct":0.139187,"rel_strength_pct":{"SPY":0.16406,"IWM":0.207428}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.283852},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d04457acb975","ts":"2026-09-09T13:48:10+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6782,"target":10.865,"target_label":"prev_day_high","reward_risk":3.59,"pos_in_5d_range_pct":50.5,"room_to_5d_high_atr":0.9},"price":10.7189,"vwap":10.7183,"ext_from_open_pct":0.08,"max_ext_allowed_pct":3.0,"volume_pace":0.9,"trend":"flat","recent_slope_pct":0.0118,"volatility":"low"},"price":10.7189,"volume":{"bars":18,"last_bar_volume":51885.0,"baseline_avg":89262.176471,"bar_rvol":0.581265,"raw_accel":-0.776258,"smooth_accel":2.825469,"accel_momentum":-1.237873,"rvol_3bar":[0.525412,2.886176,0.581265],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":121,"trade_rate":4.033333,"buy_vol":15109.0,"sell_vol":35159.0,"unclassified_vol":0.0,"imbalance":-0.398862,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.836507},"context":{"vwap":10.718289,"price_vs_vwap_pct":0.005703,"ema9":10.714784,"ema20":10.713932,"ema_stack":true,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.38197,"dist_to_hod_atr":1.355544,"atr":0.03032,"spread_atr":0.329816,"own_change_pct":0.139187,"rel_strength_pct":{"SPY":0.16406,"IWM":0.207428}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.231845},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"388ad1ffe5aa","ts":"2026-09-09T13:48:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":13.7395,"target":13.9555,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.885,"vwap":13.8849,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":1.804,"trend":"flat","recent_slope_pct":0.0581,"volatility":"medium"},"price":13.885,"volume":{"bars":18,"last_bar_volume":60373.0,"baseline_avg":94570.117647,"bar_rvol":0.638394,"raw_accel":1.553576,"smooth_accel":-0.162117,"accel_momentum":0.012632,"rvol_3bar":[0.543147,0.178816,0.638394],"trend_3bar":"MIXED","projected_rvol":0.331405},"flow":{"window_s":30,"trades":144,"trade_rate":4.8,"buy_vol":4566.0,"sell_vol":13686.0,"unclassified_vol":0.0,"imbalance":-0.499671,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.478153},"context":{"vwap":13.884856,"price_vs_vwap_pct":0.001038,"ema9":13.855014,"ema20":13.8692,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.41995,"dist_to_hod_atr":1.868302,"atr":0.107049,"spread_atr":0.093415,"own_change_pct":0.07584,"rel_strength_pct":{"SPY":0.100713,"IWM":0.14408}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.318987},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"da0e6546da15","ts":"2026-09-09T13:48:20+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 450.0s, plan says WATCH; stop 13.75, target 15.30 (prev_day_high), R:R 2.09; breakout: 1-min close > 14.32 on >= 312685 sh","plan":{"state":"WATCH","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.09,"pos_in_5d_range_pct":8.1,"room_to_5d_high_atr":4.62},"price":14.2515,"vwap":14.0697,"ext_from_open_pct":0.9,"max_ext_allowed_pct":3.0,"volume_pace":1.296,"trend":"flat","recent_slope_pct":0.0752,"volatility":"high"},"price":14.2515,"volume":{"bars":18,"last_bar_volume":190893.0,"baseline_avg":209490.0,"bar_rvol":0.911227,"raw_accel":-0.464929,"smooth_accel":0.050679,"accel_momentum":-0.194101,"rvol_3bar":[1.063642,1.781267,0.911227],"trend_3bar":"MIXED","projected_rvol":0.808048},"flow":{"window_s":30,"trades":276,"trade_rate":9.2,"buy_vol":31420.0,"sell_vol":39339.0,"unclassified_vol":0.0,"imbalance":-0.111915,"bid":14.19,"ask":14.2,"spread_pct":0.070447,"quote_size_imbalance":null,"quote_age_s":0.385779},"context":{"vwap":14.067201,"price_vs_vwap_pct":1.31013,"ema9":14.173117,"ema20":14.089518,"ema_stack":true,"ema_warm":false,"hod":14.3099,"dist_to_hod_pct":-0.408109,"dist_to_hod_atr":0.3231,"atr":0.180749,"spread_atr":0.055325,"own_change_pct":0.274455,"rel_strength_pct":{"SPY":0.299328,"IWM":0.342695}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.10198},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dff7b4b82eda","ts":"2026-09-09T13:48:20+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.72 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6754,"target":10.865,"target_label":"prev_day_high","reward_risk":3.66,"pos_in_5d_range_pct":49.5,"room_to_5d_high_atr":0.91},"price":10.7161,"vwap":10.7183,"ext_from_open_pct":0.06,"max_ext_allowed_pct":4.0,"volume_pace":0.892,"trend":"flat","recent_slope_pct":0.0066,"volatility":"low"},"price":10.7161,"volume":{"bars":18,"last_bar_volume":51885.0,"baseline_avg":89262.176471,"bar_rvol":0.581265,"raw_accel":-0.776258,"smooth_accel":2.825469,"accel_momentum":-1.237873,"rvol_3bar":[0.525412,2.886176,0.581265],"trend_3bar":"MIXED","projected_rvol":0.145426},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":14898.0,"sell_vol":14085.0,"unclassified_vol":0.0,"imbalance":0.028051,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.464902},"context":{"vwap":10.718289,"price_vs_vwap_pct":-0.020421,"ema9":10.714784,"ema20":10.713932,"ema_stack":true,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.407993,"dist_to_hod_atr":1.447892,"atr":0.03032,"spread_atr":0.329816,"own_change_pct":0.139187,"rel_strength_pct":{"SPY":0.16406,"IWM":0.207428}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.016305},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cbbed44465b5","ts":"2026-09-09T13:48:25+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 455.0s, plan says PASS; stop 13.75, target 15.30 (prev_day_high), R:R 2.65; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.65,"pos_in_5d_range_pct":6.5,"room_to_5d_high_atr":4.69},"price":14.175,"vwap":14.0701,"ext_from_open_pct":0.35,"max_ext_allowed_pct":3.0,"volume_pace":1.298,"trend":"flat","recent_slope_pct":-0.0323,"volatility":"high"},"price":14.175,"volume":{"bars":18,"last_bar_volume":190893.0,"baseline_avg":209490.0,"bar_rvol":0.911227,"raw_accel":-0.464929,"smooth_accel":0.050679,"accel_momentum":-0.194101,"rvol_3bar":[1.063642,1.781267,0.911227],"trend_3bar":"MIXED","projected_rvol":0.93782},"flow":{"window_s":30,"trades":305,"trade_rate":10.166667,"buy_vol":32008.0,"sell_vol":53546.0,"unclassified_vol":0.0,"imbalance":-0.251747,"bid":14.17,"ask":14.18,"spread_pct":0.070547,"quote_size_imbalance":null,"quote_age_s":0.325215},"context":{"vwap":14.067201,"price_vs_vwap_pct":0.766312,"ema9":14.173117,"ema20":14.089518,"ema_stack":true,"ema_warm":false,"hod":14.3099,"dist_to_hod_pct":-0.942704,"dist_to_hod_atr":0.746339,"atr":0.180749,"spread_atr":0.055325,"own_change_pct":0.274455,"rel_strength_pct":{"SPY":0.299328,"IWM":0.342695}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.229399},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a44378dfb9f6","ts":"2026-09-09T13:48:25+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6787,"target":10.865,"target_label":"prev_day_high","reward_risk":3.58,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":0.89},"price":10.7194,"vwap":10.7183,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":0.888,"trend":"flat","recent_slope_pct":0.0128,"volatility":"low"},"price":10.7194,"volume":{"bars":18,"last_bar_volume":51885.0,"baseline_avg":89262.176471,"bar_rvol":0.581265,"raw_accel":-0.776258,"smooth_accel":2.825469,"accel_momentum":-1.237873,"rvol_3bar":[0.525412,2.886176,0.581265],"trend_3bar":"MIXED","projected_rvol":0.119325},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":8963.0,"sell_vol":802.0,"unclassified_vol":0.0,"imbalance":0.83574,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":5.464902},"context":{"vwap":10.718289,"price_vs_vwap_pct":0.010368,"ema9":10.714784,"ema20":10.713932,"ema_stack":true,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.377323,"dist_to_hod_atr":1.339053,"atr":0.03032,"spread_atr":0.329816,"own_change_pct":0.139187,"rel_strength_pct":{"SPY":0.16406,"IWM":0.207428}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.485787},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"952c22c91ff0","ts":"2026-09-09T13:48:30+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.72 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6754,"target":10.865,"target_label":"prev_day_high","reward_risk":3.66,"pos_in_5d_range_pct":49.5,"room_to_5d_high_atr":0.91},"price":10.7161,"vwap":10.7183,"ext_from_open_pct":0.06,"max_ext_allowed_pct":4.0,"volume_pace":0.889,"trend":"flat","recent_slope_pct":0.0066,"volatility":"low"},"price":10.7161,"volume":{"bars":18,"last_bar_volume":51885.0,"baseline_avg":89262.176471,"bar_rvol":0.581265,"raw_accel":-0.776258,"smooth_accel":2.825469,"accel_momentum":-1.237873,"rvol_3bar":[0.525412,2.886176,0.581265],"trend_3bar":"MIXED","projected_rvol":0.302368},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":12641.0,"sell_vol":854.0,"unclassified_vol":0.0,"imbalance":0.873435,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.561116},"context":{"vwap":10.718289,"price_vs_vwap_pct":-0.020421,"ema9":10.714784,"ema20":10.713932,"ema_stack":true,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.407993,"dist_to_hod_atr":1.447892,"atr":0.03032,"spread_atr":0.329816,"own_change_pct":0.139187,"rel_strength_pct":{"SPY":0.16406,"IWM":0.207428}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.507697},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"47f5ba8471e6","ts":"2026-09-09T13:48:35+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6793,"target":10.865,"target_label":"prev_day_high","reward_risk":3.56,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":0.89},"price":10.72,"vwap":10.7183,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":0.885,"trend":"flat","recent_slope_pct":0.0139,"volatility":"low"},"price":10.72,"volume":{"bars":18,"last_bar_volume":51885.0,"baseline_avg":89262.176471,"bar_rvol":0.581265,"raw_accel":-0.776258,"smooth_accel":2.825469,"accel_momentum":-1.237873,"rvol_3bar":[0.525412,2.886176,0.581265],"trend_3bar":"MIXED","projected_rvol":0.275919},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":12891.0,"sell_vol":766.0,"unclassified_vol":0.0,"imbalance":0.887823,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.484428},"context":{"vwap":10.718289,"price_vs_vwap_pct":0.015966,"ema9":10.714784,"ema20":10.713932,"ema_stack":true,"ema_warm":false,"hod":10.76,"dist_to_hod_pct":-0.371747,"dist_to_hod_atr":1.319264,"atr":0.03032,"spread_atr":0.329816,"own_change_pct":0.139187,"rel_strength_pct":{"SPY":0.16406,"IWM":0.207428}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.516061},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"61dde3a5f7cb","ts":"2026-09-09T13:48:45+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.7495,"target":14.06,"target_label":"premarket_high","reward_risk":1.13,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.895,"vwap":13.8849,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":1.776,"trend":"flat","recent_slope_pct":0.0725,"volatility":"medium"},"price":13.895,"volume":{"bars":18,"last_bar_volume":60373.0,"baseline_avg":94570.117647,"bar_rvol":0.638394,"raw_accel":1.553576,"smooth_accel":-0.162117,"accel_momentum":0.012632,"rvol_3bar":[0.543147,0.178816,0.638394],"trend_3bar":"MIXED","projected_rvol":0.307765},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":5114.0,"sell_vol":10251.0,"unclassified_vol":0.0,"imbalance":-0.334331,"bid":13.89,"ask":13.9,"spread_pct":0.071968,"quote_size_imbalance":null,"quote_age_s":1.499674},"context":{"vwap":13.884856,"price_vs_vwap_pct":0.073059,"ema9":13.855014,"ema20":13.8692,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.348953,"dist_to_hod_atr":1.774887,"atr":0.107049,"spread_atr":0.093415,"own_change_pct":0.07584,"rel_strength_pct":{"SPY":0.100713,"IWM":0.14408}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.213435},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4ea04adec459","ts":"2026-09-09T13:48:45+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3177,"target":5.49,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":44.4,"room_to_5d_high_atr":0.96},"price":5.37,"vwap":5.3737,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.97,"trend":"flat","recent_slope_pct":-0.0639,"volatility":"medium"},"price":5.37,"volume":{"bars":18,"last_bar_volume":5012.0,"baseline_avg":47216.941176,"bar_rvol":0.106148,"raw_accel":-0.575407,"smooth_accel":-0.531594,"accel_momentum":-0.023267,"rvol_3bar":[0.592425,0.230244,0.106148],"trend_3bar":"DECELERATING","projected_rvol":0.811206},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":2829.0,"sell_vol":23765.0,"unclassified_vol":0.0,"imbalance":-0.787245,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":3.847629},"context":{"vwap":5.373652,"price_vs_vwap_pct":-0.067968,"ema9":5.380467,"ema20":5.376842,"ema_stack":false,"ema_warm":false,"hod":5.39,"dist_to_hod_pct":-0.371058,"dist_to_hod_atr":1.272452,"atr":0.015718,"spread_atr":0.636226,"own_change_pct":0.186047,"rel_strength_pct":{"SPY":0.21092,"IWM":0.254287}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.083565},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"92806d48dbda","ts":"2026-09-09T13:48:50+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":13.7395,"target":13.9555,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.885,"vwap":13.8849,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":1.773,"trend":"flat","recent_slope_pct":0.0581,"volatility":"medium"},"price":13.885,"volume":{"bars":18,"last_bar_volume":60373.0,"baseline_avg":94570.117647,"bar_rvol":0.638394,"raw_accel":1.553576,"smooth_accel":-0.162117,"accel_momentum":0.012632,"rvol_3bar":[0.543147,0.178816,0.638394],"trend_3bar":"MIXED","projected_rvol":0.330371},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":4120.0,"sell_vol":11469.0,"unclassified_vol":0.0,"imbalance":-0.471422,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.46863},"context":{"vwap":13.884856,"price_vs_vwap_pct":0.001038,"ema9":13.855014,"ema20":13.8692,"ema_stack":false,"ema_warm":false,"hod":14.085,"dist_to_hod_pct":-1.41995,"dist_to_hod_atr":1.868302,"atr":0.107049,"spread_atr":0.093415,"own_change_pct":0.07584,"rel_strength_pct":{"SPY":0.100713,"IWM":0.14408}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.300953},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a8e10a1b977e","ts":"2026-09-09T13:49:05+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.73,"pos_in_5d_range_pct":6.3,"room_to_5d_high_atr":4.7},"price":14.165,"vwap":14.0727,"ext_from_open_pct":0.28,"max_ext_allowed_pct":3.0,"volume_pace":1.279,"trend":"flat","recent_slope_pct":-0.108,"volatility":"high"},"price":14.165,"volume":{"bars":19,"last_bar_volume":133321.0,"baseline_avg":208456.833333,"bar_rvol":0.639562,"raw_accel":-0.301593,"smooth_accel":-0.024035,"accel_momentum":-0.074714,"rvol_3bar":[1.781267,0.911227,0.639562],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":295,"trade_rate":9.833333,"buy_vol":34397.0,"sell_vol":21914.0,"unclassified_vol":0.0,"imbalance":0.22168,"bid":14.16,"ask":14.17,"spread_pct":0.070597,"quote_size_imbalance":null,"quote_age_s":0.174624},"context":{"vwap":14.07203,"price_vs_vwap_pct":0.660671,"ema9":14.177514,"ema20":14.099573,"ema_stack":false,"ema_warm":false,"hod":14.3099,"dist_to_hod_pct":-1.012586,"dist_to_hod_atr":0.825159,"atr":0.175603,"spread_atr":0.056947,"own_change_pct":-0.210193,"rel_strength_pct":{"SPY":-0.225896,"IWM":-0.186294}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.141778},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"0e9a88c0f279","ts":"2026-09-09T13:49:25+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.74,"target":12.47,"target_label":"range_20d_high","reward_risk":1.39,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.045,"vwap":11.973,"ext_from_open_pct":-0.12,"max_ext_allowed_pct":3.0,"volume_pace":1.33,"trend":"flat","recent_slope_pct":0.343,"volatility":"high"},"price":12.045,"volume":{"bars":19,"last_bar_volume":218807.0,"baseline_avg":179032.333333,"bar_rvol":1.222165,"raw_accel":0.701084,"smooth_accel":-0.296594,"accel_momentum":0.139161,"rvol_3bar":[0.647962,0.706758,1.222165],"trend_3bar":"ACCELERATING","projected_rvol":1.32692},"flow":{"window_s":30,"trades":545,"trade_rate":18.166667,"buy_vol":62171.0,"sell_vol":39784.0,"unclassified_vol":0.0,"imbalance":0.219577,"bid":12.04,"ask":12.05,"spread_pct":0.083022,"quote_size_imbalance":null,"quote_age_s":0.277603},"context":{"vwap":11.972141,"price_vs_vwap_pct":0.608571,"ema9":11.924655,"ema20":11.955097,"ema_stack":false,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.864198,"dist_to_hod_atr":0.914896,"atr":0.114767,"spread_atr":0.087133,"own_change_pct":1.970581,"rel_strength_pct":{"SPY":1.954879,"IWM":1.99448}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.26836},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"edb705c3b063","ts":"2026-09-09T13:49:30+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":11.74,"target":12.05,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":98.6,"room_to_5d_high_atr":0.03},"price":12.03,"vwap":11.973,"ext_from_open_pct":-0.25,"max_ext_allowed_pct":3.0,"volume_pace":1.329,"trend":"flat","recent_slope_pct":0.318,"volatility":"high"},"price":12.03,"volume":{"bars":19,"last_bar_volume":218807.0,"baseline_avg":179032.333333,"bar_rvol":1.222165,"raw_accel":0.701084,"smooth_accel":-0.296594,"accel_momentum":0.139161,"rvol_3bar":[0.647962,0.706758,1.222165],"trend_3bar":"ACCELERATING","projected_rvol":1.239106},"flow":{"window_s":30,"trades":558,"trade_rate":18.6,"buy_vol":62029.0,"sell_vol":48891.0,"unclassified_vol":0.0,"imbalance":0.118446,"bid":12.02,"ask":12.03,"spread_pct":0.08316,"quote_size_imbalance":null,"quote_age_s":0.125452},"context":{"vwap":11.972141,"price_vs_vwap_pct":0.48328,"ema9":11.924655,"ema20":11.955097,"ema_stack":false,"ema_warm":false,"hod":12.15,"dist_to_hod_pct":-0.987654,"dist_to_hod_atr":1.045596,"atr":0.114767,"spread_atr":0.087133,"own_change_pct":1.970581,"rel_strength_pct":{"SPY":1.954879,"IWM":1.99448}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.14476},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55b0f381711d","ts":"2026-09-09T13:49:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.43,"target":12.73,"target_label":"prev_day_high","reward_risk":0.18,"pos_in_5d_range_pct":96.6,"room_to_5d_high_atr":0.05},"price":12.685,"vwap":12.4959,"ext_from_open_pct":3.05,"max_ext_allowed_pct":3.0,"volume_pace":1.838,"trend":"flat","recent_slope_pct":0.1664,"volatility":"high"},"price":12.685,"volume":{"bars":19,"last_bar_volume":8566.0,"baseline_avg":5956.222222,"bar_rvol":1.43816,"raw_accel":1.937586,"smooth_accel":0.756364,"accel_momentum":0.163427,"rvol_3bar":[1.128593,0.475301,1.43816],"trend_3bar":"MIXED","projected_rvol":10.0853},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":17810.0,"sell_vol":17226.0,"unclassified_vol":0.0,"imbalance":0.016669,"bid":12.64,"ask":12.71,"spread_pct":0.552268,"quote_size_imbalance":null,"quote_age_s":3.76373},"context":{"vwap":12.443815,"price_vs_vwap_pct":1.93819,"ema9":12.571832,"ema20":12.498689,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":0.27668,"dist_to_hod_atr":-0.214651,"atr":0.163055,"spread_atr":0.429302,"own_change_pct":0.718276,"rel_strength_pct":{"SPY":0.702573,"IWM":0.742175}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.023972},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5fa2c01100f4","ts":"2026-09-09T13:49:40+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.43,"target":12.73,"target_label":"prev_day_high","reward_risk":0.43,"pos_in_5d_range_pct":93.3,"room_to_5d_high_atr":0.11},"price":12.64,"vwap":12.4925,"ext_from_open_pct":2.68,"max_ext_allowed_pct":3.0,"volume_pace":1.83,"trend":"flat","recent_slope_pct":0.0952,"volatility":"high"},"price":12.64,"volume":{"bars":19,"last_bar_volume":8566.0,"baseline_avg":5956.222222,"bar_rvol":1.43816,"raw_accel":1.937586,"smooth_accel":0.756364,"accel_momentum":0.163427,"rvol_3bar":[1.128593,0.475301,1.43816],"trend_3bar":"MIXED","projected_rvol":8.837481},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":17758.0,"sell_vol":17227.0,"unclassified_vol":0.0,"imbalance":0.015178,"bid":12.65,"ask":12.73,"spread_pct":0.630418,"quote_size_imbalance":null,"quote_age_s":0.08103},"context":{"vwap":12.443815,"price_vs_vwap_pct":1.576564,"ema9":12.571832,"ema20":12.498689,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":-0.079051,"dist_to_hod_atr":0.061329,"atr":0.163055,"spread_atr":0.490631,"own_change_pct":0.718276,"rel_strength_pct":{"SPY":0.702573,"IWM":0.742175}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.021828},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9b9132e78423","ts":"2026-09-09T13:49:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.43,"target":12.73,"target_label":"prev_day_high","reward_risk":0.13,"pos_in_5d_range_pct":97.4,"room_to_5d_high_atr":0.04},"price":12.695,"vwap":12.4988,"ext_from_open_pct":3.13,"max_ext_allowed_pct":3.0,"volume_pace":1.836,"trend":"flat","recent_slope_pct":0.1822,"volatility":"high"},"price":12.695,"volume":{"bars":19,"last_bar_volume":8566.0,"baseline_avg":5956.222222,"bar_rvol":1.43816,"raw_accel":1.937586,"smooth_accel":0.756364,"accel_momentum":0.163427,"rvol_3bar":[1.128593,0.475301,1.43816],"trend_3bar":"MIXED","projected_rvol":8.10178},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":18858.0,"sell_vol":17227.0,"unclassified_vol":0.0,"imbalance":0.045199,"bid":12.66,"ask":12.73,"spread_pct":0.551398,"quote_size_imbalance":null,"quote_age_s":0.376877},"context":{"vwap":12.443815,"price_vs_vwap_pct":2.018551,"ema9":12.571832,"ema20":12.498689,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":0.355731,"dist_to_hod_atr":-0.27598,"atr":0.163055,"spread_atr":0.429302,"own_change_pct":0.718276,"rel_strength_pct":{"SPY":0.702573,"IWM":0.742175}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.065003},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8cb097c71a64","ts":"2026-09-09T13:49:55+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.43,"target":12.73,"target_label":"prev_day_high","reward_risk":0.11,"pos_in_5d_range_pct":97.8,"room_to_5d_high_atr":0.04},"price":12.7,"vwap":12.4996,"ext_from_open_pct":3.17,"max_ext_allowed_pct":4.0,"volume_pace":1.821,"trend":"flat","recent_slope_pct":0.1901,"volatility":"high"},"price":12.7,"volume":{"bars":19,"last_bar_volume":8566.0,"baseline_avg":5956.222222,"bar_rvol":1.43816,"raw_accel":1.937586,"smooth_accel":0.756364,"accel_momentum":0.163427,"rvol_3bar":[1.128593,0.475301,1.43816],"trend_3bar":"MIXED","projected_rvol":6.634773},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":18891.0,"sell_vol":17227.0,"unclassified_vol":0.0,"imbalance":0.046071,"bid":12.66,"ask":12.73,"spread_pct":0.551398,"quote_size_imbalance":null,"quote_age_s":2.455826},"context":{"vwap":12.443815,"price_vs_vwap_pct":2.058732,"ema9":12.571832,"ema20":12.498689,"ema_stack":true,"ema_warm":false,"hod":12.65,"dist_to_hod_pct":0.395257,"dist_to_hod_atr":-0.306645,"atr":0.163055,"spread_atr":0.429302,"own_change_pct":0.718276,"rel_strength_pct":{"SPY":0.702573,"IWM":0.742175}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.066258},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5fb3c5a16b55","ts":"2026-09-09T13:50:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.7595,"target":14.06,"target_label":"premarket_high","reward_risk":1.07,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.905,"vwap":13.8844,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":4.0,"volume_pace":1.705,"trend":"flat","recent_slope_pct":0.0483,"volatility":"medium"},"price":13.905,"volume":{"bars":20,"last_bar_volume":27688.0,"baseline_avg":89711.789474,"bar_rvol":0.308633,"raw_accel":-0.240572,"smooth_accel":-0.002443,"accel_momentum":0.34278,"rvol_3bar":[0.638394,0.393427,0.308633],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":137,"trade_rate":4.566667,"buy_vol":11210.0,"sell_vol":4218.0,"unclassified_vol":0.0,"imbalance":0.453202,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.433412},"context":{"vwap":13.884371,"price_vs_vwap_pct":0.14858,"ema9":13.855789,"ema20":13.866996,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.277955,"dist_to_hod_atr":1.813332,"atr":0.099265,"spread_atr":0.100741,"own_change_pct":0.100397,"rel_strength_pct":{"SPY":0.084685,"IWM":0.240186}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.139873},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"27a232386736","ts":"2026-09-09T13:50:10+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.37,"target":12.74,"target_label":"premarket_high","reward_risk":1.47,"pos_in_5d_range_pct":28.4,"room_to_5d_high_atr":1.5},"price":12.5196,"vwap":12.5071,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":4.0,"volume_pace":9.689,"trend":"flat","recent_slope_pct":0.1273,"volatility":"medium"},"price":12.5196,"volume":{"bars":20,"last_bar_volume":12680.0,"baseline_avg":79604.789474,"bar_rvol":0.159287,"raw_accel":-0.81345,"smooth_accel":-0.309216,"accel_momentum":0.037567,"rvol_3bar":[1.102301,0.846979,0.159287],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":12030.0,"sell_vol":7415.0,"unclassified_vol":0.0,"imbalance":0.237336,"bid":12.51,"ask":12.52,"spread_pct":0.079904,"quote_size_imbalance":null,"quote_age_s":2.31841},"context":{"vwap":12.507155,"price_vs_vwap_pct":0.099507,"ema9":12.481369,"ema20":12.501507,"ema_stack":false,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.884013,"dist_to_hod_atr":1.51371,"atr":0.158815,"spread_atr":0.062966,"own_change_pct":0.563154,"rel_strength_pct":{"SPY":0.547442,"IWM":0.702942}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.037805},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"046c1305252e","ts":"2026-09-09T13:50:10+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"held 325.0s, plan says WATCH; stop 5.24, target 5.48 (premarket_high), R:R 0.17; R:R 0.17 < 2.0 at 5.45; breakout: 1-min close > 5.46 on >= 286811 sh","plan":{"state":"WATCH","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":0.17,"pos_in_5d_range_pct":21.7,"room_to_5d_high_atr":1.85},"price":5.445,"vwap":5.3318,"ext_from_open_pct":1.4,"max_ext_allowed_pct":5.0,"volume_pace":3.492,"trend":"flat","recent_slope_pct":0.1869,"volatility":"medium"},"price":5.445,"volume":{"bars":20,"last_bar_volume":86817.0,"baseline_avg":196701.578947,"bar_rvol":0.441364,"raw_accel":0.638304,"smooth_accel":1.079249,"accel_momentum":-1.112694,"rvol_3bar":[3.826938,0.258895,0.441364],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":110,"trade_rate":3.666667,"buy_vol":36293.0,"sell_vol":4829.0,"unclassified_vol":0.0,"imbalance":0.765138,"bid":5.44,"ask":5.45,"spread_pct":0.183655,"quote_size_imbalance":null,"quote_age_s":0.769025},"context":{"vwap":5.331824,"price_vs_vwap_pct":2.122657,"ema9":5.382676,"ema20":5.348074,"ema_stack":true,"ema_warm":true,"hod":5.45,"dist_to_hod_pct":-0.091743,"dist_to_hod_atr":0.095146,"atr":0.052551,"spread_atr":0.190292,"own_change_pct":2.187793,"rel_strength_pct":{"SPY":2.172081,"IWM":2.327582}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.337704},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"50eacbb9f1ae","ts":"2026-09-09T13:50:10+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.88 below VWAP $13.88","plan":{"state":"PASS","setup":"","stop":13.7383,"target":13.9555,"target_label":"ceiling","reward_risk":0.49,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.8838,"vwap":13.8845,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":1.732,"trend":"flat","recent_slope_pct":0.0177,"volatility":"medium"},"price":13.8838,"volume":{"bars":20,"last_bar_volume":27688.0,"baseline_avg":89711.789474,"bar_rvol":0.308633,"raw_accel":-0.240572,"smooth_accel":-0.002443,"accel_momentum":0.34278,"rvol_3bar":[0.638394,0.393427,0.308633],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":160,"trade_rate":5.333333,"buy_vol":12345.0,"sell_vol":37309.0,"unclassified_vol":0.0,"imbalance":-0.502759,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.714767},"context":{"vwap":13.884371,"price_vs_vwap_pct":-0.00411,"ema9":13.855789,"ema20":13.866996,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.42847,"dist_to_hod_atr":2.026902,"atr":0.099265,"spread_atr":0.100741,"own_change_pct":0.100397,"rel_strength_pct":{"SPY":0.084685,"IWM":0.240186}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.155168},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"3ec89c5ba118","ts":"2026-09-09T13:50:15+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.7645,"target":14.06,"target_label":"premarket_high","reward_risk":1.03,"pos_in_5d_range_pct":28.6,"room_to_5d_high_atr":2.32},"price":13.91,"vwap":13.8848,"ext_from_open_pct":-0.71,"max_ext_allowed_pct":3.0,"volume_pace":1.729,"trend":"flat","recent_slope_pct":0.0555,"volatility":"medium"},"price":13.91,"volume":{"bars":20,"last_bar_volume":27688.0,"baseline_avg":89711.789474,"bar_rvol":0.308633,"raw_accel":-0.240572,"smooth_accel":-0.002443,"accel_momentum":0.34278,"rvol_3bar":[0.638394,0.393427,0.308633],"trend_3bar":"DECELERATING","projected_rvol":1.974367},"flow":{"window_s":30,"trades":127,"trade_rate":4.233333,"buy_vol":11077.0,"sell_vol":37264.0,"unclassified_vol":0.0,"imbalance":-0.541714,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.183291},"context":{"vwap":13.884371,"price_vs_vwap_pct":0.184592,"ema9":13.855789,"ema20":13.866996,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.242457,"dist_to_hod_atr":1.762962,"atr":0.099265,"spread_atr":0.100741,"own_change_pct":0.100397,"rel_strength_pct":{"SPY":0.084685,"IWM":0.240186}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.167191},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"8d5f2ed0ac37","ts":"2026-09-09T13:50:20+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.7224,"target":12.05,"target_label":"premarket_high","reward_risk":0.3,"pos_in_5d_range_pct":95.9,"room_to_5d_high_atr":0.08},"price":11.975,"vwap":11.9721,"ext_from_open_pct":-0.7,"max_ext_allowed_pct":3.0,"volume_pace":1.326,"trend":"flat","recent_slope_pct":0.1467,"volatility":"high"},"price":11.975,"volume":{"bars":20,"last_bar_volume":206344.0,"baseline_avg":181125.736842,"bar_rvol":1.139231,"raw_accel":-0.056959,"smooth_accel":-0.057612,"accel_momentum":0.238981,"rvol_3bar":[0.706758,1.222165,1.139231],"trend_3bar":"MIXED","projected_rvol":0.805877},"flow":{"window_s":30,"trades":355,"trade_rate":11.833333,"buy_vol":39299.0,"sell_vol":32186.0,"unclassified_vol":0.0,"imbalance":0.099503,"bid":11.97,"ask":11.98,"spread_pct":0.083507,"quote_size_imbalance":null,"quote_age_s":0.038634},"context":{"vwap":11.972063,"price_vs_vwap_pct":0.024529,"ema9":11.929784,"ema20":11.95464,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.440329,"dist_to_hod_atr":1.493928,"atr":0.117141,"spread_atr":0.085367,"own_change_pct":0.846414,"rel_strength_pct":{"SPY":0.830702,"IWM":0.986202}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.113357},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7251b8711fd2","ts":"2026-09-09T13:50:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.50 below VWAP $12.51","plan":{"state":"PASS","setup":"","stop":12.37,"target":12.74,"target_label":"premarket_high","reward_risk":1.85,"pos_in_5d_range_pct":26.1,"room_to_5d_high_atr":1.55},"price":12.5,"vwap":12.507,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":4.0,"volume_pace":9.657,"trend":"flat","recent_slope_pct":0.096,"volatility":"medium"},"price":12.5,"volume":{"bars":20,"last_bar_volume":12680.0,"baseline_avg":79604.789474,"bar_rvol":0.159287,"raw_accel":-0.81345,"smooth_accel":-0.309216,"accel_momentum":0.037567,"rvol_3bar":[1.102301,0.846979,0.159287],"trend_3bar":"DECELERATING","projected_rvol":0.791334},"flow":{"window_s":30,"trades":157,"trade_rate":5.233333,"buy_vol":13308.0,"sell_vol":9031.0,"unclassified_vol":0.0,"imbalance":0.191459,"bid":12.5,"ask":12.51,"spread_pct":0.079968,"quote_size_imbalance":null,"quote_age_s":0.456923},"context":{"vwap":12.507155,"price_vs_vwap_pct":-0.057203,"ema9":12.481369,"ema20":12.501507,"ema_stack":false,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-2.037618,"dist_to_hod_atr":1.637124,"atr":0.158815,"spread_atr":0.062966,"own_change_pct":0.563154,"rel_strength_pct":{"SPY":0.547442,"IWM":0.702942}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.030497},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1ba0de3a970b","ts":"2026-09-09T13:50:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.17,"pos_in_5d_range_pct":7.8,"room_to_5d_high_atr":4.63},"price":14.2383,"vwap":14.0764,"ext_from_open_pct":0.8,"max_ext_allowed_pct":3.0,"volume_pace":1.234,"trend":"flat","recent_slope_pct":-0.0877,"volatility":"high"},"price":14.2383,"volume":{"bars":20,"last_bar_volume":97660.0,"baseline_avg":204502.315789,"bar_rvol":0.47755,"raw_accel":-0.267482,"smooth_accel":-0.447613,"accel_momentum":-0.423578,"rvol_3bar":[0.911227,0.639562,0.47755],"trend_3bar":"DECELERATING","projected_rvol":0.648486},"flow":{"window_s":30,"trades":280,"trade_rate":9.333333,"buy_vol":35110.0,"sell_vol":27257.0,"unclassified_vol":0.0,"imbalance":0.125916,"bid":14.17,"ask":14.18,"spread_pct":0.070547,"quote_size_imbalance":null,"quote_age_s":0.000316},"context":{"vwap":14.074576,"price_vs_vwap_pct":1.16326,"ema9":14.171011,"ema20":14.1039,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-0.500353,"dist_to_hod_atr":0.420217,"atr":0.170388,"spread_atr":0.05869,"own_change_pct":-0.492438,"rel_strength_pct":{"SPY":-0.50815,"IWM":-0.352649}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.060131},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"3d6afd2d2dbb","ts":"2026-09-09T13:50:30+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.96 below VWAP $11.97","plan":{"state":"PASS","setup":"","stop":11.7032,"target":12.05,"target_label":"premarket_high","reward_risk":0.37,"pos_in_5d_range_pct":95.0,"room_to_5d_high_atr":0.1},"price":11.9558,"vwap":11.972,"ext_from_open_pct":-0.86,"max_ext_allowed_pct":3.0,"volume_pace":1.321,"trend":"flat","recent_slope_pct":0.1146,"volatility":"high"},"price":11.9558,"volume":{"bars":20,"last_bar_volume":206344.0,"baseline_avg":181125.736842,"bar_rvol":1.139231,"raw_accel":-0.056959,"smooth_accel":-0.057612,"accel_momentum":0.238981,"rvol_3bar":[0.706758,1.222165,1.139231],"trend_3bar":"MIXED","projected_rvol":0.709485},"flow":{"window_s":30,"trades":322,"trade_rate":10.733333,"buy_vol":37453.0,"sell_vol":26800.0,"unclassified_vol":0.0,"imbalance":0.165798,"bid":11.95,"ask":11.97,"spread_pct":0.167224,"quote_size_imbalance":null,"quote_age_s":0.068184},"context":{"vwap":11.972063,"price_vs_vwap_pct":-0.135844,"ema9":11.929784,"ema20":11.95464,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.598354,"dist_to_hod_atr":1.657833,"atr":0.117141,"spread_atr":0.170735,"own_change_pct":0.846414,"rel_strength_pct":{"SPY":0.830702,"IWM":0.986202}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.188882},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c87888d6d928","ts":"2026-09-09T13:50:30+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.73,"pos_in_5d_range_pct":6.3,"room_to_5d_high_atr":4.7},"price":14.165,"vwap":14.0766,"ext_from_open_pct":0.28,"max_ext_allowed_pct":3.0,"volume_pace":1.235,"trend":"flat","recent_slope_pct":-0.191,"volatility":"high"},"price":14.165,"volume":{"bars":20,"last_bar_volume":97660.0,"baseline_avg":204502.315789,"bar_rvol":0.47755,"raw_accel":-0.267482,"smooth_accel":-0.447613,"accel_momentum":-0.423578,"rvol_3bar":[0.911227,0.639562,0.47755],"trend_3bar":"DECELERATING","projected_rvol":0.749938},"flow":{"window_s":30,"trades":281,"trade_rate":9.366667,"buy_vol":44873.0,"sell_vol":31809.0,"unclassified_vol":0.0,"imbalance":0.170366,"bid":14.16,"ask":14.17,"spread_pct":0.070597,"quote_size_imbalance":null,"quote_age_s":0.006355},"context":{"vwap":14.074576,"price_vs_vwap_pct":0.642463,"ema9":14.171011,"ema20":14.1039,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.012586,"dist_to_hod_atr":0.850411,"atr":0.170388,"spread_atr":0.05869,"own_change_pct":-0.492438,"rel_strength_pct":{"SPY":-0.50815,"IWM":-0.352649}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.081358},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"f28ae7e62c6d","ts":"2026-09-09T13:50:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.4889,"target":12.73,"target_label":"prev_day_high","reward_risk":0.17,"pos_in_5d_range_pct":97.4,"room_to_5d_high_atr":0.04},"price":12.695,"vwap":12.5019,"ext_from_open_pct":3.13,"max_ext_allowed_pct":3.0,"volume_pace":1.754,"trend":"flat","recent_slope_pct":0.2294,"volatility":"high"},"price":12.695,"volume":{"bars":20,"last_bar_volume":36225.0,"baseline_avg":6093.578947,"bar_rvol":5.944782,"raw_accel":3.228928,"smooth_accel":1.777053,"accel_momentum":1.02069,"rvol_3bar":[0.475301,1.43816,5.944782],"trend_3bar":"ACCELERATING","projected_rvol":0.320636},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":599.0,"sell_vol":783.0,"unclassified_vol":0.0,"imbalance":-0.13314,"bid":12.66,"ask":12.73,"spread_pct":0.551398,"quote_size_imbalance":null,"quote_age_s":11.12665},"context":{"vwap":12.499649,"price_vs_vwap_pct":1.562848,"ema9":12.597466,"ema20":12.517862,"ema_stack":true,"ema_warm":true,"hod":12.7,"dist_to_hod_pct":-0.03937,"dist_to_hod_atr":0.031822,"atr":0.157123,"spread_atr":0.445512,"own_change_pct":0.913786,"rel_strength_pct":{"SPY":0.898074,"IWM":1.053575}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.791491},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a957fcd6e218","ts":"2026-09-09T13:51:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.5139,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.72,"vwap":12.5019,"ext_from_open_pct":3.33,"max_ext_allowed_pct":3.0,"volume_pace":1.741,"trend":"flat","recent_slope_pct":0.2487,"volatility":"high"},"price":12.72,"volume":{"bars":21,"last_bar_volume":1791.0,"baseline_avg":7600.15,"bar_rvol":0.235653,"raw_accel":-0.950559,"smooth_accel":2.083063,"accel_momentum":0.30601,"rvol_3bar":[1.43816,5.944782,0.235653],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":360.0,"sell_vol":522.0,"unclassified_vol":0.0,"imbalance":-0.183673,"bid":12.66,"ask":12.73,"spread_pct":0.551398,"quote_size_imbalance":null,"quote_age_s":0.18174},"context":{"vwap":12.501886,"price_vs_vwap_pct":1.744652,"ema9":12.616973,"ema20":12.534732,"ema_stack":true,"ema_warm":true,"hod":12.72,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.150185,"spread_atr":0.466091,"own_change_pct":0.833995,"rel_strength_pct":{"SPY":0.818122,"IWM":0.993982}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.043283},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7ce03df34cf9","ts":"2026-09-09T13:51:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":13.7595,"target":14.06,"target_label":"premarket_high","reward_risk":1.07,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.905,"vwap":13.8848,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":1.678,"trend":"flat","recent_slope_pct":0.1093,"volatility":"medium"},"price":13.905,"volume":{"bars":21,"last_bar_volume":62129.0,"baseline_avg":86610.6,"bar_rvol":0.717337,"raw_accel":1.243896,"smooth_accel":-0.055534,"accel_momentum":-0.053091,"rvol_3bar":[0.393427,0.308633,0.717337],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":178,"trade_rate":5.933333,"buy_vol":800.0,"sell_vol":11072.0,"unclassified_vol":0.0,"imbalance":-0.865229,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.483689},"context":{"vwap":13.884816,"price_vs_vwap_pct":0.145368,"ema9":13.866171,"ema20":13.870872,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.277955,"dist_to_hod_atr":1.864675,"atr":0.096532,"spread_atr":0.103593,"own_change_pct":0.380368,"rel_strength_pct":{"SPY":0.364494,"IWM":0.540355}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.620661},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"070edb9fce32","ts":"2026-09-09T13:51:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.75,"target":15.3,"target_label":"prev_day_high","reward_risk":2.3,"pos_in_5d_range_pct":7.4,"room_to_5d_high_atr":4.65},"price":14.2191,"vwap":14.0783,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":1.222,"trend":"flat","recent_slope_pct":-0.0704,"volatility":"high"},"price":14.2191,"volume":{"bars":21,"last_bar_volume":143204.0,"baseline_avg":199160.2,"bar_rvol":0.719039,"raw_accel":0.466353,"smooth_accel":-0.50755,"accel_momentum":-0.059937,"rvol_3bar":[0.639562,0.47755,0.719039],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":131,"trade_rate":4.366667,"buy_vol":32214.0,"sell_vol":15815.0,"unclassified_vol":0.0,"imbalance":0.34144,"bid":14.15,"ask":14.16,"spread_pct":0.070646,"quote_size_imbalance":null,"quote_age_s":1.63702},"context":{"vwap":14.078173,"price_vs_vwap_pct":1.001029,"ema9":14.167809,"ema20":14.108766,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-0.634526,"dist_to_hod_atr":0.54984,"atr":0.165139,"spread_atr":0.060555,"own_change_pct":-0.422089,"rel_strength_pct":{"SPY":-0.437963,"IWM":-0.262102}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.245508},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9b096fc4dd6c","ts":"2026-09-09T13:51:15+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.4889,"target":12.73,"target_label":"prev_day_high","reward_risk":0.17,"pos_in_5d_range_pct":97.4,"room_to_5d_high_atr":0.04},"price":12.695,"vwap":12.502,"ext_from_open_pct":3.13,"max_ext_allowed_pct":4.0,"volume_pace":1.728,"trend":"flat","recent_slope_pct":0.2093,"volatility":"high"},"price":12.695,"volume":{"bars":21,"last_bar_volume":1791.0,"baseline_avg":7600.15,"bar_rvol":0.235653,"raw_accel":-0.950559,"smooth_accel":2.083063,"accel_momentum":0.30601,"rvol_3bar":[1.43816,5.944782,0.235653],"trend_3bar":"MIXED","projected_rvol":0.047894},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":360.0,"sell_vol":68.0,"unclassified_vol":0.0,"imbalance":0.682243,"bid":12.66,"ask":12.73,"spread_pct":0.551398,"quote_size_imbalance":null,"quote_age_s":10.18174},"context":{"vwap":12.501886,"price_vs_vwap_pct":1.544683,"ema9":12.616973,"ema20":12.534732,"ema_stack":true,"ema_warm":true,"hod":12.72,"dist_to_hod_pct":-0.196541,"dist_to_hod_atr":0.166461,"atr":0.150185,"spread_atr":0.466091,"own_change_pct":0.833995,"rel_strength_pct":{"SPY":0.818122,"IWM":0.993982}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.160773},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"603859abe76f","ts":"2026-09-09T13:51:30+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.75,"target":14.17,"target_label":"premarket_high","reward_risk":0.09,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":4.73},"price":14.135,"vwap":14.0795,"ext_from_open_pct":0.07,"max_ext_allowed_pct":3.0,"volume_pace":1.216,"trend":"flat","recent_slope_pct":-0.1891,"volatility":"high"},"price":14.135,"volume":{"bars":21,"last_bar_volume":143204.0,"baseline_avg":199160.2,"bar_rvol":0.719039,"raw_accel":0.466353,"smooth_accel":-0.50755,"accel_momentum":-0.059937,"rvol_3bar":[0.639562,0.47755,0.719039],"trend_3bar":"MIXED","projected_rvol":0.649306},"flow":{"window_s":30,"trades":308,"trade_rate":10.266667,"buy_vol":28512.0,"sell_vol":36146.0,"unclassified_vol":0.0,"imbalance":-0.118067,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.006308},"context":{"vwap":14.078173,"price_vs_vwap_pct":0.40365,"ema9":14.167809,"ema20":14.108766,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.222231,"dist_to_hod_atr":1.059108,"atr":0.165139,"spread_atr":0.060555,"own_change_pct":-0.422089,"rel_strength_pct":{"SPY":-0.437963,"IWM":-0.262102}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.084895},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"61bc10e0eb34","ts":"2026-09-09T13:51:55+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7185,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.812,"trend":"flat","recent_slope_pct":-0.0195,"volatility":"low"},"price":10.71,"volume":{"bars":21,"last_bar_volume":22339.0,"baseline_avg":81545.8,"bar_rvol":0.273944,"raw_accel":0.095777,"smooth_accel":-0.743611,"accel_momentum":-0.088031,"rvol_3bar":[0.491365,0.220785,0.273944],"trend_3bar":"MIXED","projected_rvol":0.803863},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":3810.0,"sell_vol":13941.0,"unclassified_vol":0.0,"imbalance":-0.570728,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.886494},"context":{"vwap":10.718571,"price_vs_vwap_pct":-0.079968,"ema9":10.72071,"ema20":10.71732,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":1.859761,"atr":0.026885,"spread_atr":0.371952,"own_change_pct":0.093327,"rel_strength_pct":{"SPY":0.077453,"IWM":0.253314}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.156348},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"68d54ad75f6c","ts":"2026-09-09T13:52:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.4% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.5234,"target":12.85,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":100.0,"room_to_5d_high_atr":0.0},"price":12.7295,"vwap":12.5094,"ext_from_open_pct":3.41,"max_ext_allowed_pct":3.0,"volume_pace":1.72,"trend":"positive","recent_slope_pct":0.1922,"volatility":"high"},"price":12.7295,"volume":{"bars":22,"last_bar_volume":4524.0,"baseline_avg":5544.85,"bar_rvol":0.815892,"raw_accel":1.525963,"smooth_accel":1.317751,"accel_momentum":-0.765312,"rvol_3bar":[5.944782,0.235653,0.815892],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":3754.0,"sell_vol":1370.0,"unclassified_vol":0.0,"imbalance":0.465262,"bid":12.68,"ask":12.73,"spread_pct":0.393546,"quote_size_imbalance":null,"quote_age_s":1.084695},"context":{"vwap":12.508201,"price_vs_vwap_pct":1.76923,"ema9":12.638578,"ema20":12.552853,"ema_stack":true,"ema_warm":true,"hod":12.7487,"dist_to_hod_pct":-0.150604,"dist_to_hod_atr":0.133991,"atr":0.143294,"spread_atr":0.348934,"own_change_pct":0.992063,"rel_strength_pct":{"SPY":1.035267,"IWM":1.084214}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.379603},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d085332af203","ts":"2026-09-09T13:52:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.86 below VWAP $13.88","plan":{"state":"PASS","setup":"","stop":13.7144,"target":13.9555,"target_label":"ceiling","reward_risk":0.66,"pos_in_5d_range_pct":25.9,"room_to_5d_high_atr":2.41},"price":13.8599,"vwap":13.885,"ext_from_open_pct":-1.07,"max_ext_allowed_pct":3.0,"volume_pace":1.633,"trend":"flat","recent_slope_pct":0.0348,"volatility":"medium"},"price":13.8599,"volume":{"bars":22,"last_bar_volume":29815.0,"baseline_avg":67376.9,"bar_rvol":0.442511,"raw_accel":-0.520111,"smooth_accel":0.0439,"accel_momentum":0.099435,"rvol_3bar":[0.308633,0.717337,0.442511],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":173,"trade_rate":5.766667,"buy_vol":6489.0,"sell_vol":17597.0,"unclassified_vol":0.0,"imbalance":-0.461181,"bid":13.85,"ask":13.86,"spread_pct":0.072176,"quote_size_imbalance":null,"quote_age_s":0.123147},"context":{"vwap":13.885025,"price_vs_vwap_pct":-0.18095,"ema9":13.872417,"ema20":13.873399,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.598154,"dist_to_hod_atr":2.396665,"atr":0.093922,"spread_atr":0.106471,"own_change_pct":0.174437,"rel_strength_pct":{"SPY":0.217641,"IWM":0.266587}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.204077},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"296dd214033f","ts":"2026-09-09T13:52:05+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6818,"target":10.865,"target_label":"prev_day_high","reward_risk":3.5,"pos_in_5d_range_pct":51.7,"room_to_5d_high_atr":0.87},"price":10.7225,"vwap":10.7185,"ext_from_open_pct":0.12,"max_ext_allowed_pct":3.0,"volume_pace":0.807,"trend":"flat","recent_slope_pct":-0.0254,"volatility":"low"},"price":10.7225,"volume":{"bars":22,"last_bar_volume":61802.0,"baseline_avg":55711.7,"bar_rvol":1.109318,"raw_accel":1.766552,"smooth_accel":-0.685033,"accel_momentum":0.058578,"rvol_3bar":[0.220785,0.273944,1.109318],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":4878.0,"sell_vol":12719.0,"unclassified_vol":0.0,"imbalance":-0.445587,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.640062},"context":{"vwap":10.718503,"price_vs_vwap_pct":0.037293,"ema9":10.718568,"ema20":10.716622,"ema_stack":true,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.348513,"dist_to_hod_atr":1.420811,"atr":0.026393,"spread_atr":0.378883,"own_change_pct":-0.13986,"rel_strength_pct":{"SPY":-0.096656,"IWM":-0.04771}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.494298},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dbf4cc4d30f5","ts":"2026-09-09T13:52:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.7461,"target":14.06,"target_label":"premarket_high","reward_risk":1.16,"pos_in_5d_range_pct":27.6,"room_to_5d_high_atr":2.35},"price":13.8916,"vwap":13.885,"ext_from_open_pct":-0.85,"max_ext_allowed_pct":3.0,"volume_pace":1.623,"trend":"flat","recent_slope_pct":0.0805,"volatility":"medium"},"price":13.8916,"volume":{"bars":22,"last_bar_volume":29815.0,"baseline_avg":67376.9,"bar_rvol":0.442511,"raw_accel":-0.520111,"smooth_accel":0.0439,"accel_momentum":0.099435,"rvol_3bar":[0.308633,0.717337,0.442511],"trend_3bar":"MIXED","projected_rvol":0.512639},"flow":{"window_s":30,"trades":173,"trade_rate":5.766667,"buy_vol":3057.0,"sell_vol":16440.0,"unclassified_vol":0.0,"imbalance":-0.686413,"bid":13.85,"ask":13.86,"spread_pct":0.072176,"quote_size_imbalance":null,"quote_age_s":0.407029},"context":{"vwap":13.885025,"price_vs_vwap_pct":0.047354,"ema9":13.872417,"ema20":13.873399,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.373092,"dist_to_hod_atr":2.059151,"atr":0.093922,"spread_atr":0.106471,"own_change_pct":0.174437,"rel_strength_pct":{"SPY":0.217641,"IWM":0.266587}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.303745},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5372d53b81ec","ts":"2026-09-09T13:52:15+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7185,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.801,"trend":"flat","recent_slope_pct":-0.0487,"volatility":"low"},"price":10.71,"volume":{"bars":22,"last_bar_volume":61802.0,"baseline_avg":55711.7,"bar_rvol":1.109318,"raw_accel":1.766552,"smooth_accel":-0.685033,"accel_momentum":0.058578,"rvol_3bar":[0.220785,0.273944,1.109318],"trend_3bar":"ACCELERATING","projected_rvol":0.057726},"flow":{"window_s":30,"trades":42,"trade_rate":1.4,"buy_vol":2366.0,"sell_vol":1973.0,"unclassified_vol":0.0,"imbalance":0.090574,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.163245},"context":{"vwap":10.718503,"price_vs_vwap_pct":-0.079328,"ema9":10.718568,"ema20":10.716622,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":1.894415,"atr":0.026393,"spread_atr":0.378883,"own_change_pct":-0.13986,"rel_strength_pct":{"SPY":-0.096656,"IWM":-0.04771}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.100475},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"66ec966be2fe","ts":"2026-09-09T13:52:25+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.86 below VWAP $13.88","plan":{"state":"PASS","setup":"","stop":13.7145,"target":13.9555,"target_label":"ceiling","reward_risk":0.66,"pos_in_5d_range_pct":25.9,"room_to_5d_high_atr":2.4},"price":13.86,"vwap":13.8849,"ext_from_open_pct":-1.07,"max_ext_allowed_pct":4.0,"volume_pace":1.614,"trend":"flat","recent_slope_pct":0.035,"volatility":"medium"},"price":13.86,"volume":{"bars":22,"last_bar_volume":29815.0,"baseline_avg":67376.9,"bar_rvol":0.442511,"raw_accel":-0.520111,"smooth_accel":0.0439,"accel_momentum":0.099435,"rvol_3bar":[0.308633,0.717337,0.442511],"trend_3bar":"MIXED","projected_rvol":0.403509},"flow":{"window_s":30,"trades":150,"trade_rate":5.0,"buy_vol":3019.0,"sell_vol":14104.0,"unclassified_vol":0.0,"imbalance":-0.647375,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.454177},"context":{"vwap":13.885025,"price_vs_vwap_pct":-0.180229,"ema9":13.872417,"ema20":13.873399,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.597444,"dist_to_hod_atr":2.3956,"atr":0.093922,"spread_atr":0.106471,"own_change_pct":0.174437,"rel_strength_pct":{"SPY":0.217641,"IWM":0.266587}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.28647},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0c4ae6ec4902","ts":"2026-09-09T13:52:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.389,"target":14.5003,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":179.1,"room_to_5d_high_atr":-2.63},"price":14.5003,"vwap":14.3827,"ext_from_open_pct":2.71,"max_ext_allowed_pct":4.0,"volume_pace":13.649,"trend":"positive","recent_slope_pct":-0.0793,"volatility":"medium"},"price":14.5003,"volume":{"bars":22,"last_bar_volume":21451.0,"baseline_avg":44717.1,"bar_rvol":0.479705,"raw_accel":-0.395201,"smooth_accel":-0.815612,"accel_momentum":-3.324707,"rvol_3bar":[0.312071,0.692826,0.479705],"trend_3bar":"MIXED","projected_rvol":0.216204},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":1040.0,"sell_vol":3794.0,"unclassified_vol":0.0,"imbalance":-0.569715,"bid":14.49,"ask":14.5,"spread_pct":0.068989,"quote_size_imbalance":null,"quote_age_s":0.004625},"context":{"vwap":14.38217,"price_vs_vwap_pct":0.821362,"ema9":14.479682,"ema20":14.405191,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-0.750856,"dist_to_hod_atr":1.499831,"atr":0.073142,"spread_atr":0.136721,"own_change_pct":0.201727,"rel_strength_pct":{"SPY":0.244931,"IWM":0.293877}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.273295},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"627629d15185","ts":"2026-09-09T13:52:45+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.5355,"target":12.85,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":100.9,"room_to_5d_high_atr":-0.01},"price":12.7416,"vwap":12.5097,"ext_from_open_pct":3.51,"max_ext_allowed_pct":4.0,"volume_pace":1.672,"trend":"positive","recent_slope_pct":0.2112,"volatility":"high"},"price":12.7416,"volume":{"bars":22,"last_bar_volume":4524.0,"baseline_avg":5544.85,"bar_rvol":0.815892,"raw_accel":1.525963,"smooth_accel":1.317751,"accel_momentum":-0.765312,"rvol_3bar":[5.944782,0.235653,0.815892],"trend_3bar":"MIXED","projected_rvol":0.255853},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":40.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.69,"ask":12.75,"spread_pct":0.471698,"quote_size_imbalance":null,"quote_age_s":6.239012},"context":{"vwap":12.508201,"price_vs_vwap_pct":1.865967,"ema9":12.638578,"ema20":12.552853,"ema_stack":true,"ema_warm":true,"hod":12.7487,"dist_to_hod_pct":-0.055692,"dist_to_hod_atr":0.049549,"atr":0.143294,"spread_atr":0.418721,"own_change_pct":0.992063,"rel_strength_pct":{"SPY":1.035267,"IWM":1.084214}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.815892},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8d0a68154221","ts":"2026-09-09T13:52:45+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6812,"target":10.865,"target_label":"prev_day_high","reward_risk":3.51,"pos_in_5d_range_pct":51.5,"room_to_5d_high_atr":0.88},"price":10.7219,"vwap":10.7185,"ext_from_open_pct":0.11,"max_ext_allowed_pct":3.0,"volume_pace":0.785,"trend":"flat","recent_slope_pct":-0.0265,"volatility":"low"},"price":10.7219,"volume":{"bars":22,"last_bar_volume":61802.0,"baseline_avg":55711.7,"bar_rvol":1.109318,"raw_accel":1.766552,"smooth_accel":-0.685033,"accel_momentum":0.058578,"rvol_3bar":[0.220785,0.273944,1.109318],"trend_3bar":"ACCELERATING","projected_rvol":0.075723},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":1192.0,"sell_vol":1168.0,"unclassified_vol":0.0,"imbalance":0.010169,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":3.975001},"context":{"vwap":10.718503,"price_vs_vwap_pct":0.031695,"ema9":10.718568,"ema20":10.716622,"ema_stack":true,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.354089,"dist_to_hod_atr":1.443544,"atr":0.026393,"spread_atr":0.378883,"own_change_pct":-0.13986,"rel_strength_pct":{"SPY":-0.096656,"IWM":-0.04771}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.011281},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d6ce725fe708","ts":"2026-09-09T13:52:50+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6743,"target":10.865,"target_label":"prev_day_high","reward_risk":3.68,"pos_in_5d_range_pct":49.2,"room_to_5d_high_atr":0.92},"price":10.715,"vwap":10.7185,"ext_from_open_pct":0.05,"max_ext_allowed_pct":3.0,"volume_pace":0.782,"trend":"flat","recent_slope_pct":-0.0394,"volatility":"low"},"price":10.715,"volume":{"bars":22,"last_bar_volume":61802.0,"baseline_avg":55711.7,"bar_rvol":1.109318,"raw_accel":1.766552,"smooth_accel":-0.685033,"accel_momentum":0.058578,"rvol_3bar":[0.220785,0.273944,1.109318],"trend_3bar":"ACCELERATING","projected_rvol":0.070391},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":861.0,"sell_vol":921.0,"unclassified_vol":0.0,"imbalance":-0.03367,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.426451},"context":{"vwap":10.718503,"price_vs_vwap_pct":-0.03268,"ema9":10.718568,"ema20":10.716622,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.418216,"dist_to_hod_atr":1.704974,"atr":0.026393,"spread_atr":0.378883,"own_change_pct":-0.13986,"rel_strength_pct":{"SPY":-0.096656,"IWM":-0.04771}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.037351},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"616c6d873dda","ts":"2026-09-09T13:53:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"held 20.0s, plan says WATCH; stop 12.51, target 12.85 (premarket_high), R:R 0.63; R:R 0.63 < 2.0 at 12.72; breakout: 1-min close > 12.76 on >= 10401 sh","plan":{"state":"WATCH","setup":"","stop":12.5139,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.72,"vwap":12.5097,"ext_from_open_pct":3.33,"max_ext_allowed_pct":4.0,"volume_pace":1.649,"trend":"positive","recent_slope_pct":0.0354,"volatility":"high"},"price":12.72,"volume":{"bars":23,"last_bar_volume":1169.0,"baseline_avg":5659.1,"bar_rvol":0.20657,"raw_accel":-0.7416,"smooth_accel":-0.843126,"accel_momentum":-2.160877,"rvol_3bar":[0.235653,0.815892,0.20657],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":44.0,"sell_vol":105.0,"unclassified_vol":0.0,"imbalance":-0.409396,"bid":12.69,"ask":12.75,"spread_pct":0.471698,"quote_size_imbalance":null,"quote_age_s":5.438059},"context":{"vwap":12.509709,"price_vs_vwap_pct":1.681025,"ema9":12.650862,"ema20":12.566867,"ema_stack":true,"ema_warm":true,"hod":12.7487,"dist_to_hod_pct":-0.225121,"dist_to_hod_atr":0.210983,"atr":0.13603,"spread_atr":0.44108,"own_change_pct":0.793651,"rel_strength_pct":{"SPY":0.810673,"IWM":0.807308}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.084569},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d70c77659284","ts":"2026-09-09T13:53:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":13.7407,"target":14.06,"target_label":"premarket_high","reward_risk":1.19,"pos_in_5d_range_pct":27.3,"room_to_5d_high_atr":2.36},"price":13.8862,"vwap":13.8849,"ext_from_open_pct":-0.88,"max_ext_allowed_pct":4.0,"volume_pace":1.575,"trend":"flat","recent_slope_pct":0.0035,"volatility":"medium"},"price":13.8862,"volume":{"bars":23,"last_bar_volume":19951.0,"baseline_avg":62157.1,"bar_rvol":0.320977,"raw_accel":-0.33084,"smooth_accel":-0.101389,"accel_momentum":-0.145289,"rvol_3bar":[0.717337,0.442511,0.320977],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":5267.0,"sell_vol":2742.0,"unclassified_vol":0.0,"imbalance":0.31527,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":1.914627},"context":{"vwap":13.884861,"price_vs_vwap_pct":0.009642,"ema9":13.869513,"ema20":13.871923,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.411431,"dist_to_hod_atr":2.186695,"atr":0.090913,"spread_atr":0.109995,"own_change_pct":0.017322,"rel_strength_pct":{"SPY":0.034344,"IWM":0.030979}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.101195},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"aeb58eeb96d8","ts":"2026-09-09T13:53:10+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.88","plan":{"state":"PASS","setup":"","stop":13.7195,"target":13.9555,"target_label":"ceiling","reward_risk":0.62,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8849,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":1.57,"trend":"flat","recent_slope_pct":-0.0271,"volatility":"medium"},"price":13.865,"volume":{"bars":23,"last_bar_volume":19951.0,"baseline_avg":62157.1,"bar_rvol":0.320977,"raw_accel":-0.33084,"smooth_accel":-0.101389,"accel_momentum":-0.145289,"rvol_3bar":[0.717337,0.442511,0.320977],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":4872.0,"sell_vol":1846.0,"unclassified_vol":0.0,"imbalance":0.450432,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.159913},"context":{"vwap":13.884861,"price_vs_vwap_pct":-0.143043,"ema9":13.869513,"ema20":13.871923,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":2.419884,"atr":0.090913,"spread_atr":0.109995,"own_change_pct":0.017322,"rel_strength_pct":{"SPY":0.034344,"IWM":0.030979}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.144578},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"3b5f727ede01","ts":"2026-09-09T13:53:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.4939,"target":12.85,"target_label":"premarket_high","reward_risk":0.73,"pos_in_5d_range_pct":97.8,"room_to_5d_high_atr":0.04},"price":12.7,"vwap":12.5116,"ext_from_open_pct":3.17,"max_ext_allowed_pct":3.0,"volume_pace":1.652,"trend":"positive","recent_slope_pct":0.0039,"volatility":"high"},"price":12.7,"volume":{"bars":23,"last_bar_volume":1169.0,"baseline_avg":5659.1,"bar_rvol":0.20657,"raw_accel":-0.7416,"smooth_accel":-0.843126,"accel_momentum":-2.160877,"rvol_3bar":[0.235653,0.815892,0.20657],"trend_3bar":"MIXED","projected_rvol":1.042569},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":625.0,"sell_vol":955.0,"unclassified_vol":0.0,"imbalance":-0.208861,"bid":12.69,"ask":12.75,"spread_pct":0.471698,"quote_size_imbalance":null,"quote_age_s":1.236069},"context":{"vwap":12.509709,"price_vs_vwap_pct":1.52115,"ema9":12.650862,"ema20":12.566867,"ema_stack":true,"ema_warm":true,"hod":12.7487,"dist_to_hod_pct":-0.382,"dist_to_hod_atr":0.35801,"atr":0.13603,"spread_atr":0.44108,"own_change_pct":0.793651,"rel_strength_pct":{"SPY":0.810673,"IWM":0.807308}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.043144},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"87da3cc77dc9","ts":"2026-09-09T13:53:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3276,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.3799,"vwap":5.3731,"ext_from_open_pct":0.18,"max_ext_allowed_pct":4.0,"volume_pace":0.996,"trend":"flat","recent_slope_pct":0.065,"volatility":"medium"},"price":5.3799,"volume":{"bars":23,"last_bar_volume":74512.0,"baseline_avg":33726.0,"bar_rvol":2.209334,"raw_accel":7.837336,"smooth_accel":2.1031,"accel_momentum":0.412195,"rvol_3bar":[2.304429,0.100091,2.209334],"trend_3bar":"MIXED","projected_rvol":2.539406},"flow":{"window_s":30,"trades":105,"trade_rate":3.5,"buy_vol":26735.0,"sell_vol":47376.0,"unclassified_vol":0.0,"imbalance":-0.278515,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.892075},"context":{"vwap":5.373049,"price_vs_vwap_pct":0.127506,"ema9":5.373882,"ema20":5.374268,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.187384,"dist_to_hod_atr":0.64695,"atr":0.015612,"spread_atr":0.640545,"own_change_pct":-0.276695,"rel_strength_pct":{"SPY":-0.259672,"IWM":-0.263037}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.615332},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9c6719abceac","ts":"2026-09-09T13:53:35+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3178,"target":5.49,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":44.5,"room_to_5d_high_atr":0.96},"price":5.3701,"vwap":5.373,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.989,"trend":"flat","recent_slope_pct":0.0285,"volatility":"medium"},"price":5.3701,"volume":{"bars":23,"last_bar_volume":74512.0,"baseline_avg":33726.0,"bar_rvol":2.209334,"raw_accel":7.837336,"smooth_accel":2.1031,"accel_momentum":0.412195,"rvol_3bar":[2.304429,0.100091,2.209334],"trend_3bar":"MIXED","projected_rvol":1.816199},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":22197.0,"sell_vol":7979.0,"unclassified_vol":0.0,"imbalance":0.471169,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":2.577655},"context":{"vwap":5.373049,"price_vs_vwap_pct":-0.054886,"ema9":5.373882,"ema20":5.374268,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.369202,"dist_to_hod_atr":1.274684,"atr":0.015612,"spread_atr":0.640545,"own_change_pct":-0.276695,"rel_strength_pct":{"SPY":-0.259672,"IWM":-0.263037}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.04097},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8e97a34416eb","ts":"2026-09-09T13:53:40+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3277,"target":5.49,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":0.91},"price":5.38,"vwap":5.3731,"ext_from_open_pct":0.19,"max_ext_allowed_pct":3.0,"volume_pace":0.987,"trend":"flat","recent_slope_pct":0.0653,"volatility":"medium"},"price":5.38,"volume":{"bars":23,"last_bar_volume":74512.0,"baseline_avg":33726.0,"bar_rvol":2.209334,"raw_accel":7.837336,"smooth_accel":2.1031,"accel_momentum":0.412195,"rvol_3bar":[2.304429,0.100091,2.209334],"trend_3bar":"MIXED","projected_rvol":1.670966},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":1154.0,"sell_vol":738.0,"unclassified_vol":0.0,"imbalance":0.219873,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.544395},"context":{"vwap":5.373049,"price_vs_vwap_pct":0.129367,"ema9":5.373882,"ema20":5.374268,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.185529,"dist_to_hod_atr":0.640545,"atr":0.015612,"spread_atr":0.640545,"own_change_pct":-0.276695,"rel_strength_pct":{"SPY":-0.259672,"IWM":-0.263037}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.485773},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ce201649175a","ts":"2026-09-09T13:53:45+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.91,"target":11.98,"target_label":"range_20d_high","reward_risk":0.72,"pos_in_5d_range_pct":129.7,"room_to_5d_high_atr":-0.6},"price":11.533,"vwap":11.3317,"ext_from_open_pct":-1.43,"max_ext_allowed_pct":5.0,"volume_pace":4.957,"trend":"flat","recent_slope_pct":0.1404,"volatility":"medium"},"price":11.533,"volume":{"bars":23,"last_bar_volume":566.0,"baseline_avg":5042.25,"bar_rvol":0.112251,"raw_accel":-0.798433,"smooth_accel":0.573026,"accel_momentum":-3.79724,"rvol_3bar":[0.463197,0.545693,0.112251],"trend_3bar":"MIXED","projected_rvol":0.00476},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":16.0,"sell_vol":2.0,"unclassified_vol":0.0,"imbalance":0.777778,"bid":11.45,"ask":11.56,"spread_pct":0.956106,"quote_size_imbalance":null,"quote_age_s":0.941938},"context":{"vwap":11.331662,"price_vs_vwap_pct":1.776772,"ema9":11.343259,"ema20":11.29204,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-1.595563,"dist_to_hod_atr":0.736711,"atr":0.253831,"spread_atr":0.43336,"own_change_pct":1.515152,"rel_strength_pct":{"SPY":1.532174,"IWM":1.528809}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.087307},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9dab1008a0c1","ts":"2026-09-09T13:53:45+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":13.743,"target":14.06,"target_label":"premarket_high","reward_risk":1.18,"pos_in_5d_range_pct":27.4,"room_to_5d_high_atr":2.36},"price":13.8885,"vwap":13.8848,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":4.0,"volume_pace":1.537,"trend":"flat","recent_slope_pct":0.0068,"volatility":"medium"},"price":13.8885,"volume":{"bars":23,"last_bar_volume":19951.0,"baseline_avg":62157.1,"bar_rvol":0.320977,"raw_accel":-0.33084,"smooth_accel":-0.101389,"accel_momentum":-0.145289,"rvol_3bar":[0.717337,0.442511,0.320977],"trend_3bar":"DECELERATING","projected_rvol":0.178944},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":5982.0,"sell_vol":176.0,"unclassified_vol":0.0,"imbalance":0.942839,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":1.886481},"context":{"vwap":13.884861,"price_vs_vwap_pct":0.026206,"ema9":13.869513,"ema20":13.871923,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.395101,"dist_to_hod_atr":2.161396,"atr":0.090913,"spread_atr":0.109995,"own_change_pct":0.017322,"rel_strength_pct":{"SPY":0.034344,"IWM":0.030979}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.30263},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"8991d668e17d","ts":"2026-09-09T13:53:50+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.86 below VWAP $13.88","plan":{"state":"PASS","setup":"","stop":13.7095,"target":13.9555,"target_label":"ceiling","reward_risk":0.69,"pos_in_5d_range_pct":25.7,"room_to_5d_high_atr":2.41},"price":13.855,"vwap":13.8847,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":3.0,"volume_pace":1.537,"trend":"flat","recent_slope_pct":-0.0415,"volatility":"medium"},"price":13.855,"volume":{"bars":23,"last_bar_volume":19951.0,"baseline_avg":62157.1,"bar_rvol":0.320977,"raw_accel":-0.33084,"smooth_accel":-0.101389,"accel_momentum":-0.145289,"rvol_3bar":[0.717337,0.442511,0.320977],"trend_3bar":"DECELERATING","projected_rvol":0.290747},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":6038.0,"sell_vol":6636.0,"unclassified_vol":0.0,"imbalance":-0.047183,"bid":13.85,"ask":13.86,"spread_pct":0.072176,"quote_size_imbalance":null,"quote_age_s":0.387423},"context":{"vwap":13.884861,"price_vs_vwap_pct":-0.215064,"ema9":13.869513,"ema20":13.871923,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.632943,"dist_to_hod_atr":2.529878,"atr":0.090913,"spread_atr":0.109995,"own_change_pct":0.017322,"rel_strength_pct":{"SPY":0.034344,"IWM":0.030979}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.015145},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"863c24973e0c","ts":"2026-09-09T13:54:00+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5189,"target":12.85,"target_label":"premarket_high","reward_risk":0.61,"pos_in_5d_range_pct":99.6,"room_to_5d_high_atr":0.01},"price":12.725,"vwap":12.5143,"ext_from_open_pct":3.37,"max_ext_allowed_pct":4.0,"volume_pace":1.621,"trend":"positive","recent_slope_pct":0.0433,"volatility":"high"},"price":12.725,"volume":{"bars":23,"last_bar_volume":1169.0,"baseline_avg":5659.1,"bar_rvol":0.20657,"raw_accel":-0.7416,"smooth_accel":-0.843126,"accel_momentum":-2.160877,"rvol_3bar":[0.235653,0.815892,0.20657],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":31.0,"sell_vol":2026.0,"unclassified_vol":0.0,"imbalance":-0.969859,"bid":12.7,"ask":12.75,"spread_pct":0.392927,"quote_size_imbalance":null,"quote_age_s":2.870589},"context":{"vwap":12.509709,"price_vs_vwap_pct":1.720994,"ema9":12.650862,"ema20":12.566867,"ema_stack":true,"ema_warm":true,"hod":12.7487,"dist_to_hod_pct":-0.185901,"dist_to_hod_atr":0.174227,"atr":0.13603,"spread_atr":0.367567,"own_change_pct":0.793651,"rel_strength_pct":{"SPY":0.760914,"IWM":0.783406}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.200344},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1cacb1daec91","ts":"2026-09-09T13:54:00+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3178,"target":5.49,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":44.5,"room_to_5d_high_atr":0.96},"price":5.3701,"vwap":5.373,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":0.978,"trend":"flat","recent_slope_pct":0.0285,"volatility":"medium"},"price":5.3701,"volume":{"bars":23,"last_bar_volume":74512.0,"baseline_avg":33726.0,"bar_rvol":2.209334,"raw_accel":7.837336,"smooth_accel":2.1031,"accel_momentum":0.412195,"rvol_3bar":[2.304429,0.100091,2.209334],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":6129.0,"sell_vol":1137.0,"unclassified_vol":0.0,"imbalance":0.687036,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.00439},"context":{"vwap":5.373049,"price_vs_vwap_pct":-0.054886,"ema9":5.373882,"ema20":5.374268,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.369202,"dist_to_hod_atr":1.274684,"atr":0.015612,"spread_atr":0.640545,"own_change_pct":-0.276695,"rel_strength_pct":{"SPY":-0.309431,"IWM":-0.286939}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.517891},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"75d300041248","ts":"2026-09-09T13:54:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.4% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5239,"target":12.85,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":100.0,"room_to_5d_high_atr":0.0},"price":12.73,"vwap":12.5146,"ext_from_open_pct":3.41,"max_ext_allowed_pct":3.0,"volume_pace":1.606,"trend":"positive","recent_slope_pct":0.0551,"volatility":"high"},"price":12.73,"volume":{"bars":24,"last_bar_volume":3549.0,"baseline_avg":5406.6,"bar_rvol":0.65642,"raw_accel":1.62568,"smooth_accel":-0.801597,"accel_momentum":0.041529,"rvol_3bar":[0.815892,0.20657,0.65642],"trend_3bar":"MIXED","projected_rvol":0.145748},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":202.0,"sell_vol":26.0,"unclassified_vol":0.0,"imbalance":0.77193,"bid":12.71,"ask":12.75,"spread_pct":0.314218,"quote_size_imbalance":null,"quote_age_s":0.228729},"context":{"vwap":12.514323,"price_vs_vwap_pct":1.723445,"ema9":12.66569,"ema20":12.581927,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.156863,"dist_to_hod_atr":0.15314,"atr":0.130599,"spread_atr":0.306281,"own_change_pct":0.832013,"rel_strength_pct":{"SPY":0.799276,"IWM":0.821768}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.50671},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f3e178465860","ts":"2026-09-09T13:54:15+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.04% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":10.91,"target":11.98,"target_label":"range_20d_high","reward_risk":0.81,"pos_in_5d_range_pct":126.4,"room_to_5d_high_atr":-0.54},"price":11.5,"vwap":11.3321,"ext_from_open_pct":-1.71,"max_ext_allowed_pct":4.0,"volume_pace":4.868,"trend":"flat","recent_slope_pct":0.0078,"volatility":"medium"},"price":11.5,"volume":{"bars":24,"last_bar_volume":30.0,"baseline_avg":5035.55,"bar_rvol":0.005958,"raw_accel":-0.976169,"smooth_accel":-0.493302,"accel_momentum":-1.066328,"rvol_3bar":[0.545693,0.112251,0.005958],"trend_3bar":"DECELERATING","projected_rvol":0.326479},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":63.0,"sell_vol":360.0,"unclassified_vol":0.0,"imbalance":-0.702128,"bid":11.44,"ask":11.56,"spread_pct":1.043478,"quote_size_imbalance":null,"quote_age_s":2.828784},"context":{"vwap":11.331692,"price_vs_vwap_pct":1.485282,"ema9":11.375607,"ema20":11.312322,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-1.877133,"dist_to_hod_atr":0.894621,"atr":0.245914,"spread_atr":0.487975,"own_change_pct":1.994681,"rel_strength_pct":{"SPY":1.961944,"IWM":1.984436}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.004183},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"9f494ae461ba","ts":"2026-09-09T13:54:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.4363,"target":12.73,"target_label":"prev_day_high","reward_risk":0.43,"pos_in_5d_range_pct":93.5,"room_to_5d_high_atr":0.11},"price":12.6424,"vwap":12.5146,"ext_from_open_pct":2.7,"max_ext_allowed_pct":3.0,"volume_pace":1.601,"trend":"flat","recent_slope_pct":-0.0829,"volatility":"high"},"price":12.6424,"volume":{"bars":24,"last_bar_volume":3549.0,"baseline_avg":5406.6,"bar_rvol":0.65642,"raw_accel":1.62568,"smooth_accel":-0.801597,"accel_momentum":0.041529,"rvol_3bar":[0.815892,0.20657,0.65642],"trend_3bar":"MIXED","projected_rvol":0.134835},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":242.0,"sell_vol":27.0,"unclassified_vol":0.0,"imbalance":0.799257,"bid":12.71,"ask":12.75,"spread_pct":0.314218,"quote_size_imbalance":null,"quote_age_s":5.228729},"context":{"vwap":12.514323,"price_vs_vwap_pct":1.023447,"ema9":12.66569,"ema20":12.581927,"ema_stack":false,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.843922,"dist_to_hod_atr":0.823896,"atr":0.130599,"spread_atr":0.306281,"own_change_pct":0.832013,"rel_strength_pct":{"SPY":0.799276,"IWM":0.821768}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.524648},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0a697deeb578","ts":"2026-09-09T13:54:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.5423,"target":12.85,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":101.4,"room_to_5d_high_atr":-0.02},"price":12.7484,"vwap":12.5146,"ext_from_open_pct":3.56,"max_ext_allowed_pct":4.0,"volume_pace":1.579,"trend":"positive","recent_slope_pct":0.084,"volatility":"high"},"price":12.7484,"volume":{"bars":24,"last_bar_volume":3549.0,"baseline_avg":5406.6,"bar_rvol":0.65642,"raw_accel":1.62568,"smooth_accel":-0.801597,"accel_momentum":0.041529,"rvol_3bar":[0.815892,0.20657,0.65642],"trend_3bar":"MIXED","projected_rvol":0.067972},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":244.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.991837,"bid":12.71,"ask":12.75,"spread_pct":0.314218,"quote_size_imbalance":null,"quote_age_s":25.228729},"context":{"vwap":12.514323,"price_vs_vwap_pct":1.870476,"ema9":12.66569,"ema20":12.581927,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.012549,"dist_to_hod_atr":0.012251,"atr":0.130599,"spread_atr":0.306281,"own_change_pct":0.832013,"rel_strength_pct":{"SPY":0.799276,"IWM":0.821768}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.651061},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f521d4431945","ts":"2026-09-09T13:54:55+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.91,"target":11.98,"target_label":"range_20d_high","reward_risk":0.75,"pos_in_5d_range_pct":128.4,"room_to_5d_high_atr":-0.58},"price":11.52,"vwap":11.3328,"ext_from_open_pct":-1.54,"max_ext_allowed_pct":4.0,"volume_pace":4.757,"trend":"flat","recent_slope_pct":0.0427,"volatility":"medium"},"price":11.52,"volume":{"bars":24,"last_bar_volume":30.0,"baseline_avg":5035.55,"bar_rvol":0.005958,"raw_accel":-0.976169,"smooth_accel":-0.493302,"accel_momentum":-1.066328,"rvol_3bar":[0.545693,0.112251,0.005958],"trend_3bar":"DECELERATING","projected_rvol":0.240255},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":35.0,"sell_vol":663.0,"unclassified_vol":0.0,"imbalance":-0.899713,"bid":11.5,"ask":11.56,"spread_pct":0.520382,"quote_size_imbalance":null,"quote_age_s":0.521854},"context":{"vwap":11.331692,"price_vs_vwap_pct":1.661778,"ema9":11.375607,"ema20":11.312322,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-1.706485,"dist_to_hod_atr":0.813291,"atr":0.245914,"spread_atr":0.243987,"own_change_pct":1.994681,"rel_strength_pct":{"SPY":1.961944,"IWM":1.984436}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.00536},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e42921343d8a","ts":"2026-09-09T13:55:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5439,"target":12.85,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":101.5,"room_to_5d_high_atr":-0.02},"price":12.75,"vwap":12.5156,"ext_from_open_pct":3.57,"max_ext_allowed_pct":4.0,"volume_pace":1.56,"trend":"positive","recent_slope_pct":0.0707,"volatility":"high"},"price":12.75,"volume":{"bars":25,"last_bar_volume":497.0,"baseline_avg":5266.15,"bar_rvol":0.094376,"raw_accel":-0.859961,"smooth_accel":-0.877409,"accel_momentum":-0.075812,"rvol_3bar":[0.20657,0.65642,0.094376],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":730.0,"sell_vol":5.0,"unclassified_vol":0.0,"imbalance":0.986395,"bid":12.75,"ask":12.78,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":0.236446},"context":{"vwap":12.514918,"price_vs_vwap_pct":1.878414,"ema9":12.680552,"ema20":12.596982,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.128842,"spread_atr":0.232843,"own_change_pct":0.314961,"rel_strength_pct":{"SPY":0.326088,"IWM":0.256918}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.093092},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b928152e81d0","ts":"2026-09-09T13:55:10+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5339,"target":12.85,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":100.7,"room_to_5d_high_atr":-0.01},"price":12.74,"vwap":12.5177,"ext_from_open_pct":3.49,"max_ext_allowed_pct":3.0,"volume_pace":1.57,"trend":"positive","recent_slope_pct":0.055,"volatility":"high"},"price":12.74,"volume":{"bars":25,"last_bar_volume":497.0,"baseline_avg":5266.15,"bar_rvol":0.094376,"raw_accel":-0.859961,"smooth_accel":-0.877409,"accel_momentum":-0.075812,"rvol_3bar":[0.20657,0.65642,0.094376],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":958.0,"sell_vol":1377.0,"unclassified_vol":0.0,"imbalance":-0.179443,"bid":12.7,"ask":12.76,"spread_pct":0.471328,"quote_size_imbalance":null,"quote_age_s":0.208399},"context":{"vwap":12.514918,"price_vs_vwap_pct":1.798509,"ema9":12.680552,"ema20":12.596982,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.078431,"dist_to_hod_atr":0.077614,"atr":0.128842,"spread_atr":0.465687,"own_change_pct":0.314961,"rel_strength_pct":{"SPY":0.326088,"IWM":0.256918}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.016935},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"abca3bd498ea","ts":"2026-09-09T13:55:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.3087,"target":14.42,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":173.6,"room_to_5d_high_atr":-2.45},"price":14.42,"vwap":14.3873,"ext_from_open_pct":2.14,"max_ext_allowed_pct":4.0,"volume_pace":12.515,"trend":"flat","recent_slope_pct":-0.1508,"volatility":"medium"},"price":14.42,"volume":{"bars":25,"last_bar_volume":14944.0,"baseline_avg":38535.55,"bar_rvol":0.387798,"raw_accel":0.551191,"smooth_accel":-0.589949,"accel_momentum":0.310998,"rvol_3bar":[0.245551,0.120848,0.387798],"trend_3bar":"MIXED","projected_rvol":1.010411},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":1065.0,"sell_vol":25555.0,"unclassified_vol":0.0,"imbalance":-0.919985,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":0.303919},"context":{"vwap":14.385353,"price_vs_vwap_pct":0.240851,"ema9":14.482957,"ema20":14.42676,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.300479,"dist_to_hod_atr":2.581116,"atr":0.073612,"spread_atr":0.135848,"own_change_pct":-0.481431,"rel_strength_pct":{"SPY":-0.470303,"IWM":-0.539473}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.356768},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1f31a90f4666","ts":"2026-09-09T13:56:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.3476,"target":14.4589,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":176.3,"room_to_5d_high_atr":-2.54},"price":14.4589,"vwap":14.3871,"ext_from_open_pct":2.41,"max_ext_allowed_pct":4.0,"volume_pace":12.443,"trend":"flat","recent_slope_pct":-0.1325,"volatility":"medium"},"price":14.4589,"volume":{"bars":26,"last_bar_volume":36414.0,"baseline_avg":37970.45,"bar_rvol":0.959009,"raw_accel":1.436697,"smooth_accel":-0.163853,"accel_momentum":0.426096,"rvol_3bar":[0.120848,0.387798,0.959009],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":1067.0,"sell_vol":26255.0,"unclassified_vol":0.0,"imbalance":-0.921894,"bid":14.41,"ask":14.43,"spread_pct":0.138696,"quote_size_imbalance":null,"quote_age_s":2.09068},"context":{"vwap":14.387098,"price_vs_vwap_pct":0.499074,"ema9":14.468466,"ema20":14.425211,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.034223,"dist_to_hod_atr":2.0215,"atr":0.074746,"spread_atr":0.267571,"own_change_pct":-0.887238,"rel_strength_pct":{"SPY":-0.9329,"IWM":-0.996573}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.884105},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"536d87f56dca","ts":"2026-09-09T13:56:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5139,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.72,"vwap":12.5214,"ext_from_open_pct":3.33,"max_ext_allowed_pct":4.0,"volume_pace":1.546,"trend":"positive","recent_slope_pct":0.0197,"volatility":"high"},"price":12.72,"volume":{"bars":26,"last_bar_volume":3624.0,"baseline_avg":4861.45,"bar_rvol":0.745457,"raw_accel":1.981826,"smooth_accel":0.024853,"accel_momentum":0.902263,"rvol_3bar":[0.65642,0.094376,0.745457],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":803.0,"sell_vol":1000.0,"unclassified_vol":0.0,"imbalance":-0.109262,"bid":12.69,"ask":12.73,"spread_pct":0.314713,"quote_size_imbalance":null,"quote_age_s":1.798207},"context":{"vwap":12.519364,"price_vs_vwap_pct":1.602603,"ema9":12.686442,"ema20":12.607745,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.235294,"dist_to_hod_atr":0.243486,"atr":0.12321,"spread_atr":0.324648,"own_change_pct":0.118157,"rel_strength_pct":{"SPY":0.072495,"IWM":0.008822}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.08145},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"03d46a2ebd8d","ts":"2026-09-09T13:56:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.2901,"target":14.4014,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":172.4,"room_to_5d_high_atr":-2.41},"price":14.4014,"vwap":14.3872,"ext_from_open_pct":2.01,"max_ext_allowed_pct":4.0,"volume_pace":12.344,"trend":"flat","recent_slope_pct":-0.2122,"volatility":"medium"},"price":14.4014,"volume":{"bars":26,"last_bar_volume":36414.0,"baseline_avg":37970.45,"bar_rvol":0.959009,"raw_accel":1.436697,"smooth_accel":-0.163853,"accel_momentum":0.426096,"rvol_3bar":[0.120848,0.387798,0.959009],"trend_3bar":"ACCELERATING","projected_rvol":0.142532},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":374.0,"sell_vol":2200.0,"unclassified_vol":0.0,"imbalance":-0.709402,"bid":14.4,"ask":14.42,"spread_pct":0.138793,"quote_size_imbalance":null,"quote_age_s":0.29552},"context":{"vwap":14.387098,"price_vs_vwap_pct":0.099411,"ema9":14.468466,"ema20":14.425211,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.427789,"dist_to_hod_atr":2.790767,"atr":0.074746,"spread_atr":0.267571,"own_change_pct":-0.887238,"rel_strength_pct":{"SPY":-0.9329,"IWM":-0.996573}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.680323},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"db0b79cdca93","ts":"2026-09-09T13:56:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.3454,"target":14.4567,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":176.1,"room_to_5d_high_atr":-2.53},"price":14.4567,"vwap":14.3872,"ext_from_open_pct":2.4,"max_ext_allowed_pct":4.0,"volume_pace":12.313,"trend":"flat","recent_slope_pct":-0.1355,"volatility":"medium"},"price":14.4567,"volume":{"bars":26,"last_bar_volume":36414.0,"baseline_avg":37970.45,"bar_rvol":0.959009,"raw_accel":1.436697,"smooth_accel":-0.163853,"accel_momentum":0.426096,"rvol_3bar":[0.120848,0.387798,0.959009],"trend_3bar":"ACCELERATING","projected_rvol":0.159787},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":1094.0,"sell_vol":2156.0,"unclassified_vol":0.0,"imbalance":-0.326769,"bid":14.4,"ask":14.41,"spread_pct":0.06942,"quote_size_imbalance":null,"quote_age_s":1.301849},"context":{"vwap":14.387098,"price_vs_vwap_pct":0.483783,"ema9":14.468466,"ema20":14.425211,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.049281,"dist_to_hod_atr":2.050933,"atr":0.074746,"spread_atr":0.133786,"own_change_pct":-0.887238,"rel_strength_pct":{"SPY":-0.9329,"IWM":-0.996573}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.313375},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"612af5bf1ee8","ts":"2026-09-09T13:56:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.2987,"target":14.41,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":173.0,"room_to_5d_high_atr":-2.43},"price":14.41,"vwap":14.3873,"ext_from_open_pct":2.07,"max_ext_allowed_pct":4.0,"volume_pace":12.306,"trend":"flat","recent_slope_pct":-0.2002,"volatility":"medium"},"price":14.41,"volume":{"bars":26,"last_bar_volume":36414.0,"baseline_avg":37970.45,"bar_rvol":0.959009,"raw_accel":1.436697,"smooth_accel":-0.163853,"accel_momentum":0.426096,"rvol_3bar":[0.120848,0.387798,0.959009],"trend_3bar":"ACCELERATING","projected_rvol":0.291859},"flow":{"window_s":30,"trades":42,"trade_rate":1.4,"buy_vol":3191.0,"sell_vol":2350.0,"unclassified_vol":0.0,"imbalance":0.151778,"bid":14.4,"ask":14.41,"spread_pct":0.06942,"quote_size_imbalance":null,"quote_age_s":0.004438},"context":{"vwap":14.387098,"price_vs_vwap_pct":0.159187,"ema9":14.468466,"ema20":14.425211,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.368925,"dist_to_hod_atr":2.675712,"atr":0.074746,"spread_atr":0.133786,"own_change_pct":-0.887238,"rel_strength_pct":{"SPY":-0.9329,"IWM":-0.996573}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.145556},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b948062d9758","ts":"2026-09-09T13:56:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.38 below VWAP $14.39","plan":{"state":"PASS","setup":"","stop":14.2687,"target":14.38,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":170.9,"room_to_5d_high_atr":-2.36},"price":14.38,"vwap":14.3873,"ext_from_open_pct":1.86,"max_ext_allowed_pct":4.0,"volume_pace":12.268,"trend":"flat","recent_slope_pct":-0.2418,"volatility":"medium"},"price":14.38,"volume":{"bars":26,"last_bar_volume":36414.0,"baseline_avg":37970.45,"bar_rvol":0.959009,"raw_accel":1.436697,"smooth_accel":-0.163853,"accel_momentum":0.426096,"rvol_3bar":[0.120848,0.387798,0.959009],"trend_3bar":"ACCELERATING","projected_rvol":0.364112},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":3754.0,"sell_vol":5383.0,"unclassified_vol":0.0,"imbalance":-0.178286,"bid":14.37,"ask":14.38,"spread_pct":0.069565,"quote_size_imbalance":null,"quote_age_s":0.028003},"context":{"vwap":14.387098,"price_vs_vwap_pct":-0.049334,"ema9":14.468466,"ema20":14.425211,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.574264,"dist_to_hod_atr":3.077069,"atr":0.074746,"spread_atr":0.133786,"own_change_pct":-0.887238,"rel_strength_pct":{"SPY":-0.9329,"IWM":-0.996573}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.170978},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0b5edc41d783","ts":"2026-09-09T13:56:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5039,"target":12.85,"target_label":"premarket_high","reward_risk":0.68,"pos_in_5d_range_pct":98.5,"room_to_5d_high_atr":0.02},"price":12.71,"vwap":12.5214,"ext_from_open_pct":3.25,"max_ext_allowed_pct":3.0,"volume_pace":1.502,"trend":"flat","recent_slope_pct":0.0039,"volatility":"high"},"price":12.71,"volume":{"bars":26,"last_bar_volume":3624.0,"baseline_avg":4861.45,"bar_rvol":0.745457,"raw_accel":1.981826,"smooth_accel":0.024853,"accel_momentum":0.902263,"rvol_3bar":[0.65642,0.094376,0.745457],"trend_3bar":"MIXED","projected_rvol":0.447521},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":0.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":12.69,"ask":12.73,"spread_pct":0.314713,"quote_size_imbalance":null,"quote_age_s":2.628768},"context":{"vwap":12.519364,"price_vs_vwap_pct":1.522727,"ema9":12.686442,"ema20":12.607745,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.313725,"dist_to_hod_atr":0.324648,"atr":0.12321,"spread_atr":0.324648,"own_change_pct":0.118157,"rel_strength_pct":{"SPY":0.072495,"IWM":0.008822}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.745457},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f62e85a240db","ts":"2026-09-09T13:57:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"held 740.0s, plan says PASS; stop 5.24, target 5.48 (premarket_high), R:R 0.37; R:R 0.37 < 2.0 at 5.42; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":0.37,"pos_in_5d_range_pct":17.8,"room_to_5d_high_atr":1.94},"price":5.415,"vwap":5.3449,"ext_from_open_pct":0.84,"max_ext_allowed_pct":3.0,"volume_pace":2.978,"trend":"flat","recent_slope_pct":-0.081,"volatility":"medium"},"price":5.415,"volume":{"bars":27,"last_bar_volume":37603.0,"baseline_avg":114461.1,"bar_rvol":0.328522,"raw_accel":0.314088,"smooth_accel":-0.595317,"accel_momentum":-0.088382,"rvol_3bar":[0.265138,0.147939,0.328522],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":170,"trade_rate":5.666667,"buy_vol":2706.0,"sell_vol":102321.0,"unclassified_vol":0.0,"imbalance":-0.94847,"bid":5.41,"ask":5.42,"spread_pct":0.184672,"quote_size_imbalance":null,"quote_age_s":1.601654},"context":{"vwap":5.3432,"price_vs_vwap_pct":1.343762,"ema9":5.424328,"ema20":5.392737,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-0.824176,"dist_to_hod_atr":1.106188,"atr":0.04068,"spread_atr":0.245819,"own_change_pct":-0.209466,"rel_strength_pct":{"SPY":-0.253999,"IWM":-0.274373}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.311593},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f4daef42ef51","ts":"2026-09-09T13:57:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.12% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.325,"target":11.98,"target_label":"range_20d_high","reward_risk":1.52,"pos_in_5d_range_pct":134.8,"room_to_5d_high_atr":-0.71},"price":11.585,"vwap":11.354,"ext_from_open_pct":-0.98,"max_ext_allowed_pct":4.0,"volume_pace":4.771,"trend":"flat","recent_slope_pct":0.1991,"volatility":"medium"},"price":11.585,"volume":{"bars":27,"last_bar_volume":11847.0,"baseline_avg":4623.5,"bar_rvol":2.562345,"raw_accel":3.331627,"smooth_accel":3.610165,"accel_momentum":4.059048,"rvol_3bar":[0.232075,0.569477,2.562345],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":10291.0,"sell_vol":2343.0,"unclassified_vol":0.0,"imbalance":0.629096,"bid":11.52,"ask":11.65,"spread_pct":1.122141,"quote_size_imbalance":null,"quote_age_s":2.616376},"context":{"vwap":11.352761,"price_vs_vwap_pct":2.045662,"ema9":11.467351,"ema20":11.37674,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-1.151877,"dist_to_hod_atr":0.635555,"atr":0.212413,"spread_atr":0.612016,"own_change_pct":0.816965,"rel_strength_pct":{"SPY":0.772433,"IWM":0.752059}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.611961},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e7f6264e51f9","ts":"2026-09-09T13:57:15+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"held 750.0s, plan says WATCH; stop 5.24, target 5.48 (premarket_high), R:R 0.30; R:R 0.30 < 2.0 at 5.42; breakout: 1-min close > 5.47 on >= 237822 sh","plan":{"state":"WATCH","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":0.3,"pos_in_5d_range_pct":19.1,"room_to_5d_high_atr":1.91},"price":5.425,"vwap":5.3452,"ext_from_open_pct":1.02,"max_ext_allowed_pct":3.0,"volume_pace":2.968,"trend":"flat","recent_slope_pct":-0.0442,"volatility":"medium"},"price":5.425,"volume":{"bars":27,"last_bar_volume":37603.0,"baseline_avg":114461.1,"bar_rvol":0.328522,"raw_accel":0.314088,"smooth_accel":-0.595317,"accel_momentum":-0.088382,"rvol_3bar":[0.265138,0.147939,0.328522],"trend_3bar":"MIXED","projected_rvol":3.924058},"flow":{"window_s":30,"trades":204,"trade_rate":6.8,"buy_vol":14879.0,"sell_vol":101715.0,"unclassified_vol":0.0,"imbalance":-0.744772,"bid":5.42,"ask":5.43,"spread_pct":0.184332,"quote_size_imbalance":null,"quote_age_s":0.762509},"context":{"vwap":5.3432,"price_vs_vwap_pct":1.530915,"ema9":5.424328,"ema20":5.392737,"ema_stack":true,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-0.641026,"dist_to_hod_atr":0.860368,"atr":0.04068,"spread_atr":0.245819,"own_change_pct":-0.209466,"rel_strength_pct":{"SPY":-0.253999,"IWM":-0.274373}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.244674},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d904dc6cbc4f","ts":"2026-09-09T13:57:35+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.35,"target":11.98,"target_label":"range_20d_high","reward_risk":1.38,"pos_in_5d_range_pct":137.8,"room_to_5d_high_atr":-0.77},"price":11.615,"vwap":11.3554,"ext_from_open_pct":-0.73,"max_ext_allowed_pct":5.0,"volume_pace":4.723,"trend":"flat","recent_slope_pct":0.2509,"volatility":"medium"},"price":11.615,"volume":{"bars":27,"last_bar_volume":11847.0,"baseline_avg":4623.5,"bar_rvol":2.562345,"raw_accel":3.331627,"smooth_accel":3.610165,"accel_momentum":4.059048,"rvol_3bar":[0.232075,0.569477,2.562345],"trend_3bar":"ACCELERATING","projected_rvol":0.688903},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":512.0,"sell_vol":521.0,"unclassified_vol":0.0,"imbalance":-0.008712,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":2.236777},"context":{"vwap":11.352761,"price_vs_vwap_pct":2.309915,"ema9":11.467351,"ema20":11.37674,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-0.895904,"dist_to_hod_atr":0.494321,"atr":0.212413,"spread_atr":0.329547,"own_change_pct":0.816965,"rel_strength_pct":{"SPY":0.772433,"IWM":0.752059}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.022324},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"017fddb05eca","ts":"2026-09-09T13:58:05+00:00","symbol":"IRD","event":"REJECT","bot":{"state":"REJECT","reason":"extended +29.8% above open $5.30 (max 4%: volume pace strong, buying normal)","plan":{"state":"PASS","setup":"","stop":6.66,"target":6.88,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":265.3,"room_to_5d_high_atr":-5.7},"price":6.88,"vwap":6.5282,"ext_from_open_pct":29.81,"max_ext_allowed_pct":4.0,"volume_pace":97.562,"trend":"flat","recent_slope_pct":-0.0291,"volatility":"medium"},"price":6.88,"volume":{"bars":28,"last_bar_volume":629310.0,"baseline_avg":561144.7,"bar_rvol":1.121475,"raw_accel":0.575213,"smooth_accel":0.332466,"accel_momentum":0.07174,"rvol_3bar":[0.849286,0.713955,1.121475],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":1399,"trade_rate":46.633333,"buy_vol":86570.0,"sell_vol":112114.0,"unclassified_vol":0.0,"imbalance":-0.128566,"bid":6.89,"ask":6.91,"spread_pct":0.289855,"quote_size_imbalance":null,"quote_age_s":0.004364},"context":{"vwap":6.52726,"price_vs_vwap_pct":5.4041,"ema9":6.838956,"ema20":6.645474,"ema_stack":true,"ema_warm":true,"hod":7.07,"dist_to_hod_pct":-2.687412,"dist_to_hod_atr":0.85449,"atr":0.222355,"spread_atr":0.089946,"own_change_pct":-0.126846,"rel_strength_pct":{"SPY":-0.167445,"IWM":-0.15758}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.144184},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ce4793cbba27","ts":"2026-09-09T13:58:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.3165,"target":14.4278,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":174.2,"room_to_5d_high_atr":-2.47},"price":14.4278,"vwap":14.3871,"ext_from_open_pct":2.19,"max_ext_allowed_pct":5.0,"volume_pace":11.718,"trend":"flat","recent_slope_pct":-0.1077,"volatility":"medium"},"price":14.4278,"volume":{"bars":28,"last_bar_volume":13226.0,"baseline_avg":38633.4,"bar_rvol":0.342346,"raw_accel":0.108169,"smooth_accel":1.044051,"accel_momentum":0.316198,"rvol_3bar":[0.959009,0.30783,0.342346],"trend_3bar":"MIXED","projected_rvol":0.287875},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":3437.0,"sell_vol":1217.0,"unclassified_vol":0.0,"imbalance":0.477009,"bid":14.34,"ask":14.35,"spread_pct":0.069711,"quote_size_imbalance":null,"quote_age_s":0.068766},"context":{"vwap":14.387089,"price_vs_vwap_pct":0.282972,"ema9":14.427778,"ema20":14.41275,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.247091,"dist_to_hod_atr":2.326727,"atr":0.078307,"spread_atr":0.127702,"own_change_pct":-1.241047,"rel_strength_pct":{"SPY":-1.281646,"IWM":-1.27178}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.163302},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dd3e64412efd","ts":"2026-09-09T13:58:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.34 below VWAP $14.39","plan":{"state":"PASS","setup":"","stop":14.2287,"target":14.34,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":168.2,"room_to_5d_high_atr":-2.27},"price":14.34,"vwap":14.387,"ext_from_open_pct":1.57,"max_ext_allowed_pct":5.0,"volume_pace":11.63,"trend":"flat","recent_slope_pct":-0.2299,"volatility":"medium"},"price":14.34,"volume":{"bars":28,"last_bar_volume":13226.0,"baseline_avg":38633.4,"bar_rvol":0.342346,"raw_accel":0.108169,"smooth_accel":1.044051,"accel_momentum":0.316198,"rvol_3bar":[0.959009,0.30783,0.342346],"trend_3bar":"MIXED","projected_rvol":0.235211},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":3204.0,"sell_vol":841.0,"unclassified_vol":0.0,"imbalance":0.584178,"bid":14.34,"ask":14.35,"spread_pct":0.069711,"quote_size_imbalance":null,"quote_age_s":2.003806},"context":{"vwap":14.387089,"price_vs_vwap_pct":-0.327297,"ema9":14.427778,"ema20":14.41275,"ema_stack":false,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.848049,"dist_to_hod_atr":3.447949,"atr":0.078307,"spread_atr":0.127702,"own_change_pct":-1.241047,"rel_strength_pct":{"SPY":-1.281646,"IWM":-1.27178}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.199991},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b28649347f1d","ts":"2026-09-09T13:59:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.11% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.35,"target":11.98,"target_label":"range_20d_high","reward_risk":0.73,"pos_in_5d_range_pct":147.8,"room_to_5d_high_atr":-0.97},"price":11.715,"vwap":11.3621,"ext_from_open_pct":0.13,"max_ext_allowed_pct":5.0,"volume_pace":4.581,"trend":"flat","recent_slope_pct":0.3439,"volatility":"medium"},"price":11.715,"volume":{"bars":29,"last_bar_volume":3912.0,"baseline_avg":5280.55,"bar_rvol":0.740832,"raw_accel":0.961886,"smooth_accel":3.580237,"accel_momentum":-5.130366,"rvol_3bar":[2.562345,0.383218,0.740832],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":1657.0,"sell_vol":306.0,"unclassified_vol":0.0,"imbalance":0.688232,"bid":11.65,"ask":11.78,"spread_pct":1.109688,"quote_size_imbalance":null,"quote_age_s":1.94833},"context":{"vwap":11.361913,"price_vs_vwap_pct":3.107639,"ema9":11.532864,"ema20":11.426057,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-0.042662,"dist_to_hod_atr":0.025636,"atr":0.195034,"spread_atr":0.666549,"own_change_pct":1.34724,"rel_strength_pct":{"SPY":1.33415,"IWM":1.371143}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.509864},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d8edf28a2040","ts":"2026-09-09T13:59:05+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.3722,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":0.937,"trend":"flat","recent_slope_pct":0.0651,"volatility":"medium"},"price":5.375,"volume":{"bars":29,"last_bar_volume":12822.0,"baseline_avg":35771.75,"bar_rvol":0.358439,"raw_accel":-0.552648,"smooth_accel":-0.623769,"accel_momentum":0.045491,"rvol_3bar":[0.489147,0.830444,0.358439],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":8822.0,"sell_vol":1516.0,"unclassified_vol":0.0,"imbalance":0.706713,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.683023},"context":{"vwap":5.372199,"price_vs_vwap_pct":0.052144,"ema9":5.372461,"ema20":5.372677,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.278293,"dist_to_hod_atr":1.013154,"atr":0.014805,"spread_atr":0.675436,"own_change_pct":0.184354,"rel_strength_pct":{"SPY":0.171264,"IWM":0.208256}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.253314},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7719d1cf6ead","ts":"2026-09-09T13:59:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.11% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.35,"target":11.72,"target_label":"ceiling","reward_risk":0.21,"pos_in_5d_range_pct":141.9,"room_to_5d_high_atr":-0.85},"price":11.6557,"vwap":11.3621,"ext_from_open_pct":-0.38,"max_ext_allowed_pct":5.0,"volume_pace":4.569,"trend":"flat","recent_slope_pct":0.2422,"volatility":"medium"},"price":11.6557,"volume":{"bars":29,"last_bar_volume":3912.0,"baseline_avg":5280.55,"bar_rvol":0.740832,"raw_accel":0.961886,"smooth_accel":3.580237,"accel_momentum":-5.130366,"rvol_3bar":[2.562345,0.383218,0.740832],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":1665.0,"sell_vol":31.0,"unclassified_vol":0.0,"imbalance":0.963443,"bid":11.65,"ask":11.78,"spread_pct":1.109688,"quote_size_imbalance":null,"quote_age_s":2.476716},"context":{"vwap":11.361913,"price_vs_vwap_pct":2.58572,"ema9":11.532864,"ema20":11.426057,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-0.548635,"dist_to_hod_atr":0.329685,"atr":0.195034,"spread_atr":0.666549,"own_change_pct":1.34724,"rel_strength_pct":{"SPY":1.33415,"IWM":1.371143}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.71375},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d37fad862a68","ts":"2026-09-09T13:59:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.35,"target":11.72,"target_label":"ceiling","reward_risk":0.21,"pos_in_5d_range_pct":141.9,"room_to_5d_high_atr":-0.85},"price":11.6557,"vwap":11.3621,"ext_from_open_pct":-0.38,"max_ext_allowed_pct":5.0,"volume_pace":4.556,"trend":"flat","recent_slope_pct":0.2422,"volatility":"medium"},"price":11.6557,"volume":{"bars":29,"last_bar_volume":3912.0,"baseline_avg":5280.55,"bar_rvol":0.740832,"raw_accel":0.961886,"smooth_accel":3.580237,"accel_momentum":-5.130366,"rvol_3bar":[2.562345,0.383218,0.740832],"trend_3bar":"MIXED","projected_rvol":0.100747},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":1363.0,"sell_vol":31.0,"unclassified_vol":0.0,"imbalance":0.955524,"bid":11.7,"ask":11.78,"spread_pct":0.681431,"quote_size_imbalance":null,"quote_age_s":0.972362},"context":{"vwap":11.361913,"price_vs_vwap_pct":2.58572,"ema9":11.532864,"ema20":11.426057,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":-0.548635,"dist_to_hod_atr":0.329685,"atr":0.195034,"spread_atr":0.410184,"own_change_pct":1.34724,"rel_strength_pct":{"SPY":1.33415,"IWM":1.371143}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.707882},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"61ffaa2e2769","ts":"2026-09-09T13:59:15+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":0.29,"pos_in_5d_range_pct":19.1,"room_to_5d_high_atr":1.91},"price":5.4255,"vwap":5.3486,"ext_from_open_pct":1.03,"max_ext_allowed_pct":3.0,"volume_pace":2.887,"trend":"flat","recent_slope_pct":-0.0287,"volatility":"medium"},"price":5.4255,"volume":{"bars":29,"last_bar_volume":115812.0,"baseline_avg":115793.25,"bar_rvol":1.000162,"raw_accel":-0.317533,"smooth_accel":1.334904,"accel_momentum":1.11239,"rvol_3bar":[0.328522,1.534311,1.000162],"trend_3bar":"MIXED","projected_rvol":0.689298},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":3857.0,"sell_vol":16407.0,"unclassified_vol":0.0,"imbalance":-0.619325,"bid":5.41,"ask":5.42,"spread_pct":0.184672,"quote_size_imbalance":null,"quote_age_s":0.125177},"context":{"vwap":5.348295,"price_vs_vwap_pct":1.443544,"ema9":5.42457,"ema20":5.39859,"ema_stack":true,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-0.631868,"dist_to_hod_atr":0.912555,"atr":0.037806,"spread_atr":0.264509,"own_change_pct":-0.183993,"rel_strength_pct":{"SPY":-0.197083,"IWM":-0.16009}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.619425},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"88dcacb1709b","ts":"2026-09-09T13:59:20+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 5.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.35,"target":11.98,"target_label":"range_20d_high","reward_risk":0.51,"pos_in_5d_range_pct":152.9,"room_to_5d_high_atr":-1.08},"price":11.767,"vwap":11.3622,"ext_from_open_pct":0.57,"max_ext_allowed_pct":4.0,"volume_pace":4.543,"trend":"flat","recent_slope_pct":0.4329,"volatility":"medium"},"price":11.767,"volume":{"bars":29,"last_bar_volume":3912.0,"baseline_avg":5280.55,"bar_rvol":0.740832,"raw_accel":0.961886,"smooth_accel":3.580237,"accel_momentum":-5.130366,"rvol_3bar":[2.562345,0.383218,0.740832],"trend_3bar":"MIXED","projected_rvol":0.092604},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":1293.0,"sell_vol":31.0,"unclassified_vol":0.0,"imbalance":0.953172,"bid":11.7,"ask":11.78,"spread_pct":0.681431,"quote_size_imbalance":null,"quote_age_s":5.972362},"context":{"vwap":11.361913,"price_vs_vwap_pct":3.565308,"ema9":11.532864,"ema20":11.426057,"ema_stack":true,"ema_warm":true,"hod":11.72,"dist_to_hod_pct":0.401024,"dist_to_hod_atr":-0.240983,"atr":0.195034,"spread_atr":0.410184,"own_change_pct":1.34724,"rel_strength_pct":{"SPY":1.33415,"IWM":1.371143}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.70614},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9b46a81c9dee","ts":"2026-09-09T13:59:20+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":0.41,"pos_in_5d_range_pct":17.1,"room_to_5d_high_atr":1.96},"price":5.41,"vwap":5.3486,"ext_from_open_pct":0.74,"max_ext_allowed_pct":3.0,"volume_pace":2.881,"trend":"flat","recent_slope_pct":-0.0859,"volatility":"medium"},"price":5.41,"volume":{"bars":29,"last_bar_volume":115812.0,"baseline_avg":115793.25,"bar_rvol":1.000162,"raw_accel":-0.317533,"smooth_accel":1.334904,"accel_momentum":1.11239,"rvol_3bar":[0.328522,1.534311,1.000162],"trend_3bar":"MIXED","projected_rvol":0.597496},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":3657.0,"sell_vol":19514.0,"unclassified_vol":0.0,"imbalance":-0.684347,"bid":5.41,"ask":5.42,"spread_pct":0.184672,"quote_size_imbalance":null,"quote_age_s":1.678977},"context":{"vwap":5.348295,"price_vs_vwap_pct":1.153732,"ema9":5.42457,"ema20":5.39859,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-0.915751,"dist_to_hod_atr":1.322543,"atr":0.037806,"spread_atr":0.264509,"own_change_pct":-0.183993,"rel_strength_pct":{"SPY":-0.197083,"IWM":-0.16009}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.684458},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d0bd8c196f44","ts":"2026-09-09T13:59:30+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5027,"target":12.85,"target_label":"premarket_high","reward_risk":0.69,"pos_in_5d_range_pct":98.4,"room_to_5d_high_atr":0.03},"price":12.7088,"vwap":12.5269,"ext_from_open_pct":3.24,"max_ext_allowed_pct":4.0,"volume_pace":1.409,"trend":"positive","recent_slope_pct":-0.0176,"volatility":"high"},"price":12.7088,"volume":{"bars":29,"last_bar_volume":721.0,"baseline_avg":5088.35,"bar_rvol":0.141696,"raw_accel":-0.832831,"smooth_accel":-0.107301,"accel_momentum":-0.976908,"rvol_3bar":[0.369725,0.879746,0.141696],"trend_3bar":"MIXED","projected_rvol":0.055028},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":140.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.69,"ask":12.72,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":2.164824},"context":{"vwap":12.526801,"price_vs_vwap_pct":1.452878,"ema9":12.693938,"ema20":12.632362,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.323137,"dist_to_hod_atr":0.398184,"atr":0.10347,"spread_atr":0.28994,"own_change_pct":-0.275049,"rel_strength_pct":{"SPY":-0.288139,"IWM":-0.251147}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.141696},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"653ff7c6f2a0","ts":"2026-09-09T14:00:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.24,"target":5.48,"target_label":"premarket_high","reward_risk":0.55,"pos_in_5d_range_pct":15.1,"room_to_5d_high_atr":2.01},"price":5.395,"vwap":5.349,"ext_from_open_pct":0.47,"max_ext_allowed_pct":3.0,"volume_pace":2.832,"trend":"flat","recent_slope_pct":-0.1884,"volatility":"medium"},"price":5.395,"volume":{"bars":30,"last_bar_volume":55395.0,"baseline_avg":115810.2,"bar_rvol":0.478326,"raw_accel":-0.521682,"smooth_accel":2.830758,"accel_momentum":1.495854,"rvol_3bar":[1.534311,1.000162,0.478326],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":7170.0,"sell_vol":24266.0,"unclassified_vol":0.0,"imbalance":-0.543835,"bid":5.39,"ask":5.4,"spread_pct":0.185357,"quote_size_imbalance":null,"quote_age_s":0.168106},"context":{"vwap":5.348975,"price_vs_vwap_pct":0.860452,"ema9":5.418656,"ema20":5.398248,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.190476,"dist_to_hod_atr":1.712209,"atr":0.037963,"spread_atr":0.263417,"own_change_pct":-0.735971,"rel_strength_pct":{"SPY":-0.777213,"IWM":-0.643839}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.26013},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"f3d7d06680c4","ts":"2026-09-09T14:00:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 55.0s, plan says PASS; stop 11.35, target 11.72 (ceiling), R:R 0.21; R:R 0.21 < 2.0 at 11.66; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":11.35,"target":11.72,"target_label":"ceiling","reward_risk":0.21,"pos_in_5d_range_pct":141.8,"room_to_5d_high_atr":-0.85},"price":11.6551,"vwap":11.3678,"ext_from_open_pct":-0.38,"max_ext_allowed_pct":4.0,"volume_pace":4.491,"trend":"flat","recent_slope_pct":0.141,"volatility":"medium"},"price":11.6551,"volume":{"bars":30,"last_bar_volume":2914.0,"baseline_avg":3470.7,"bar_rvol":0.8396,"raw_accel":-0.255112,"smooth_accel":-0.437966,"accel_momentum":-4.018203,"rvol_3bar":[0.383218,0.740832,0.8396],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":585.0,"sell_vol":1561.0,"unclassified_vol":0.0,"imbalance":-0.4548,"bid":11.63,"ask":11.72,"spread_pct":0.770878,"quote_size_imbalance":null,"quote_age_s":20.047603},"context":{"vwap":11.367242,"price_vs_vwap_pct":2.532351,"ema9":11.564292,"ema20":11.451194,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-1.060272,"dist_to_hod_atr":0.657431,"atr":0.189982,"spread_atr":0.473729,"own_change_pct":1.387684,"rel_strength_pct":{"SPY":1.346442,"IWM":1.479816}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.38185},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"05153145590d","ts":"2026-09-09T14:00:15+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3177,"target":5.49,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":44.4,"room_to_5d_high_atr":0.96},"price":5.37,"vwap":5.3724,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.937,"trend":"flat","recent_slope_pct":0.0115,"volatility":"medium"},"price":5.37,"volume":{"bars":30,"last_bar_volume":51339.0,"baseline_avg":34117.9,"bar_rvol":1.504753,"raw_accel":3.003978,"smooth_accel":-0.291124,"accel_momentum":0.332645,"rvol_3bar":[0.830444,0.358439,1.504753],"trend_3bar":"MIXED","projected_rvol":0.088868},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":77.0,"sell_vol":1285.0,"unclassified_vol":0.0,"imbalance":-0.886931,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.023127},"context":{"vwap":5.372375,"price_vs_vwap_pct":-0.044201,"ema9":5.372969,"ema20":5.372898,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.371058,"dist_to_hod_atr":1.417949,"atr":0.014105,"spread_atr":0.708974,"own_change_pct":0.279851,"rel_strength_pct":{"SPY":0.238609,"IWM":0.371982}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.334612},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"523c65c19fb8","ts":"2026-09-09T14:00:20+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3227,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.8,"room_to_5d_high_atr":0.93},"price":5.375,"vwap":5.3724,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":0.0301,"volatility":"medium"},"price":5.375,"volume":{"bars":30,"last_bar_volume":51339.0,"baseline_avg":34117.9,"bar_rvol":1.504753,"raw_accel":3.003978,"smooth_accel":-0.291124,"accel_momentum":0.332645,"rvol_3bar":[0.830444,0.358439,1.504753],"trend_3bar":"MIXED","projected_rvol":0.067794},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":15.0,"sell_vol":1059.0,"unclassified_vol":0.0,"imbalance":-0.972067,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.451987},"context":{"vwap":5.372375,"price_vs_vwap_pct":0.048867,"ema9":5.372969,"ema20":5.372898,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.278293,"dist_to_hod_atr":1.063462,"atr":0.014105,"spread_atr":0.708974,"own_change_pct":0.279851,"rel_strength_pct":{"SPY":0.238609,"IWM":0.371982}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.46272},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8961ef371604","ts":"2026-09-09T14:00:25+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 70.0s, plan says WATCH; stop 11.35, target 11.98 (range_20d_high), R:R 0.76; R:R 0.76 < 2.0 at 11.71; breakout: 1-min close > 11.73 on >= 9478 sh","plan":{"state":"WATCH","setup":"","stop":11.35,"target":11.98,"target_label":"range_20d_high","reward_risk":0.76,"pos_in_5d_range_pct":147.0,"room_to_5d_high_atr":-0.95},"price":11.7072,"vwap":11.3678,"ext_from_open_pct":0.06,"max_ext_allowed_pct":4.0,"volume_pace":4.454,"trend":"flat","recent_slope_pct":0.2302,"volatility":"medium"},"price":11.7072,"volume":{"bars":30,"last_bar_volume":2914.0,"baseline_avg":3470.7,"bar_rvol":0.8396,"raw_accel":-0.255112,"smooth_accel":-0.437966,"accel_momentum":-4.018203,"rvol_3bar":[0.383218,0.740832,0.8396],"trend_3bar":"ACCELERATING","projected_rvol":0.236494},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":237.0,"sell_vol":105.0,"unclassified_vol":0.0,"imbalance":0.385965,"bid":11.63,"ask":11.72,"spread_pct":0.770878,"quote_size_imbalance":null,"quote_age_s":35.047603},"context":{"vwap":11.367242,"price_vs_vwap_pct":2.990686,"ema9":11.564292,"ema20":11.451194,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-0.617997,"dist_to_hod_atr":0.383194,"atr":0.189982,"spread_atr":0.473729,"own_change_pct":1.387684,"rel_strength_pct":{"SPY":1.346442,"IWM":1.479816}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.324056},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cb0b0e5cf42c","ts":"2026-09-09T14:00:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.4989,"target":12.85,"target_label":"premarket_high","reward_risk":0.7,"pos_in_5d_range_pct":98.1,"room_to_5d_high_atr":0.03},"price":12.705,"vwap":12.528,"ext_from_open_pct":3.21,"max_ext_allowed_pct":3.0,"volume_pace":1.366,"trend":"positive","recent_slope_pct":-0.0088,"volatility":"high"},"price":12.705,"volume":{"bars":30,"last_bar_volume":140.0,"baseline_avg":4646.25,"bar_rvol":0.030132,"raw_accel":-0.879473,"smooth_accel":-0.128075,"accel_momentum":-0.020774,"rvol_3bar":[0.879746,0.141696,0.030132],"trend_3bar":"DECELERATING","projected_rvol":0.369699},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":1.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.0,"bid":12.69,"ask":12.72,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":15.849338},"context":{"vwap":12.526946,"price_vs_vwap_pct":1.421367,"ema9":12.69691,"ema20":12.639642,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.352941,"dist_to_hod_atr":0.461908,"atr":0.097422,"spread_atr":0.307939,"own_change_pct":-0.244898,"rel_strength_pct":{"SPY":-0.28614,"IWM":-0.152767}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.0},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"056f79e0df9c","ts":"2026-09-09T14:00:40+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5136,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.2,"room_to_5d_high_atr":0.01},"price":12.7197,"vwap":12.528,"ext_from_open_pct":3.33,"max_ext_allowed_pct":4.0,"volume_pace":1.363,"trend":"positive","recent_slope_pct":0.0143,"volatility":"high"},"price":12.7197,"volume":{"bars":30,"last_bar_volume":140.0,"baseline_avg":4646.25,"bar_rvol":0.030132,"raw_accel":-0.879473,"smooth_accel":-0.128075,"accel_momentum":-0.020774,"rvol_3bar":[0.879746,0.141696,0.030132],"trend_3bar":"DECELERATING","projected_rvol":0.327684},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":3.0,"sell_vol":12.0,"unclassified_vol":0.0,"imbalance":-0.6,"bid":12.69,"ask":12.72,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":20.849338},"context":{"vwap":12.526946,"price_vs_vwap_pct":1.538714,"ema9":12.69691,"ema20":12.639642,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":-0.237647,"dist_to_hod_atr":0.311018,"atr":0.097422,"spread_atr":0.307939,"own_change_pct":-0.244898,"rel_strength_pct":{"SPY":-0.28614,"IWM":-0.152767}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.018079},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7196f74c517b","ts":"2026-09-09T14:00:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 85.0s, plan says PASS; stop 11.35, target 11.72 (ceiling), R:R 0.68; R:R 0.68 < 2.0 at 11.57; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":11.35,"target":11.72,"target_label":"ceiling","reward_risk":0.68,"pos_in_5d_range_pct":133.3,"room_to_5d_high_atr":-0.68},"price":11.57,"vwap":11.3689,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":4.0,"volume_pace":4.439,"trend":"flat","recent_slope_pct":-0.0052,"volatility":"medium"},"price":11.57,"volume":{"bars":30,"last_bar_volume":2914.0,"baseline_avg":3470.7,"bar_rvol":0.8396,"raw_accel":-0.255112,"smooth_accel":-0.437966,"accel_momentum":-4.018203,"rvol_3bar":[0.383218,0.740832,0.8396],"trend_3bar":"ACCELERATING","projected_rvol":0.539372},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":6.0,"sell_vol":906.0,"unclassified_vol":0.0,"imbalance":-0.986842,"bid":11.63,"ask":11.72,"spread_pct":0.770878,"quote_size_imbalance":null,"quote_age_s":50.047603},"context":{"vwap":11.367242,"price_vs_vwap_pct":1.783709,"ema9":11.564292,"ema20":11.451194,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-1.782683,"dist_to_hod_atr":1.105368,"atr":0.189982,"spread_atr":0.473729,"own_change_pct":1.387684,"rel_strength_pct":{"SPY":1.346442,"IWM":1.479816}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.828553},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2775340ba83f","ts":"2026-09-09T14:00:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.63% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.27,"target":11.72,"target_label":"ceiling","reward_risk":0.18,"pos_in_5d_range_pct":141.3,"room_to_5d_high_atr":-0.84},"price":11.65,"vwap":11.3704,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":4.423,"trend":"flat","recent_slope_pct":0.1322,"volatility":"medium"},"price":11.65,"volume":{"bars":30,"last_bar_volume":2914.0,"baseline_avg":3470.7,"bar_rvol":0.8396,"raw_accel":-0.255112,"smooth_accel":-0.437966,"accel_momentum":-4.018203,"rvol_3bar":[0.383218,0.740832,0.8396],"trend_3bar":"ACCELERATING","projected_rvol":0.659757},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":709.0,"sell_vol":1048.0,"unclassified_vol":0.0,"imbalance":-0.192943,"bid":11.56,"ask":11.75,"spread_pct":1.630202,"quote_size_imbalance":null,"quote_age_s":1.220618},"context":{"vwap":11.367242,"price_vs_vwap_pct":2.487485,"ema9":11.564292,"ema20":11.451194,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-1.103565,"dist_to_hod_atr":0.684275,"atr":0.189982,"spread_atr":1.000095,"own_change_pct":1.387684,"rel_strength_pct":{"SPY":1.346442,"IWM":1.479816}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.161995},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dfd97431b091","ts":"2026-09-09T14:01:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5489,"target":12.85,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":101.9,"room_to_5d_high_atr":-0.03},"price":12.755,"vwap":12.5394,"ext_from_open_pct":3.61,"max_ext_allowed_pct":3.0,"volume_pace":1.399,"trend":"positive","recent_slope_pct":0.0826,"volatility":"high"},"price":12.755,"volume":{"bars":31,"last_bar_volume":1030.0,"baseline_avg":4625.25,"bar_rvol":0.222691,"raw_accel":-0.109237,"smooth_accel":-0.806051,"accel_momentum":-0.677976,"rvol_3bar":[0.141696,0.030132,0.222691],"trend_3bar":"MIXED","projected_rvol":4.120858},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":3143.0,"sell_vol":6387.0,"unclassified_vol":0.0,"imbalance":-0.340399,"bid":12.73,"ask":12.78,"spread_pct":0.392003,"quote_size_imbalance":null,"quote_age_s":5.676666},"context":{"vwap":12.528001,"price_vs_vwap_pct":1.811929,"ema9":12.698528,"ema20":12.645866,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":0.039216,"dist_to_hod_atr":-0.054172,"atr":0.092299,"spread_atr":0.541718,"own_change_pct":-0.039339,"rel_strength_pct":{"SPY":-0.030177,"IWM":0.033016}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.075804},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0419bb25c5d8","ts":"2026-09-09T14:01:35+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5727,"target":12.85,"target_label":"premarket_high","reward_risk":0.35,"pos_in_5d_range_pct":103.6,"room_to_5d_high_atr":-0.06},"price":12.7788,"vwap":12.5398,"ext_from_open_pct":3.81,"max_ext_allowed_pct":4.0,"volume_pace":1.396,"trend":"positive","recent_slope_pct":0.12,"volatility":"high"},"price":12.7788,"volume":{"bars":31,"last_bar_volume":1030.0,"baseline_avg":4625.25,"bar_rvol":0.222691,"raw_accel":-0.109237,"smooth_accel":-0.806051,"accel_momentum":-0.677976,"rvol_3bar":[0.141696,0.030132,0.222691],"trend_3bar":"MIXED","projected_rvol":3.541801},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":3144.0,"sell_vol":6412.0,"unclassified_vol":0.0,"imbalance":-0.341984,"bid":12.73,"ask":12.78,"spread_pct":0.392003,"quote_size_imbalance":null,"quote_age_s":10.676666},"context":{"vwap":12.528001,"price_vs_vwap_pct":2.001904,"ema9":12.698528,"ema20":12.645866,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":0.225882,"dist_to_hod_atr":-0.312029,"atr":0.092299,"spread_atr":0.541718,"own_change_pct":-0.039339,"rel_strength_pct":{"SPY":-0.030177,"IWM":0.033016}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.076157},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2eb376e90e69","ts":"2026-09-09T14:01:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5439,"target":12.85,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":101.5,"room_to_5d_high_atr":-0.02},"price":12.75,"vwap":12.5399,"ext_from_open_pct":3.57,"max_ext_allowed_pct":3.0,"volume_pace":1.396,"trend":"positive","recent_slope_pct":0.0747,"volatility":"high"},"price":12.75,"volume":{"bars":31,"last_bar_volume":1030.0,"baseline_avg":4625.25,"bar_rvol":0.222691,"raw_accel":-0.109237,"smooth_accel":-0.806051,"accel_momentum":-0.677976,"rvol_3bar":[0.141696,0.030132,0.222691],"trend_3bar":"MIXED","projected_rvol":3.261229},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":303.0,"sell_vol":905.0,"unclassified_vol":0.0,"imbalance":-0.498344,"bid":12.73,"ask":12.78,"spread_pct":0.392003,"quote_size_imbalance":null,"quote_age_s":4.778},"context":{"vwap":12.528001,"price_vs_vwap_pct":1.772019,"ema9":12.698528,"ema20":12.645866,"ema_stack":true,"ema_warm":true,"hod":12.75,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.092299,"spread_atr":0.541718,"own_change_pct":-0.039339,"rel_strength_pct":{"SPY":-0.030177,"IWM":0.033016}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.110977},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0721513f997d","ts":"2026-09-09T14:01:50+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.35,"target":11.98,"target_label":"range_20d_high","reward_risk":2.32,"pos_in_5d_range_pct":130.3,"room_to_5d_high_atr":-0.62},"price":11.54,"vwap":11.3713,"ext_from_open_pct":-1.37,"max_ext_allowed_pct":4.0,"volume_pace":4.314,"trend":"flat","recent_slope_pct":-0.1956,"volatility":"medium"},"price":11.54,"volume":{"bars":31,"last_bar_volume":2102.0,"baseline_avg":3035.25,"bar_rvol":0.692529,"raw_accel":-0.278655,"smooth_accel":-0.46139,"accel_momentum":-0.023424,"rvol_3bar":[0.740832,0.8396,0.692529],"trend_3bar":"MIXED","projected_rvol":0.330912},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":69.0,"sell_vol":613.0,"unclassified_vol":0.0,"imbalance":-0.797654,"bid":11.51,"ask":11.57,"spread_pct":0.519931,"quote_size_imbalance":null,"quote_age_s":3.831354},"context":{"vwap":11.370286,"price_vs_vwap_pct":1.492611,"ema9":11.576333,"ema20":11.4677,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.037351,"dist_to_hod_atr":1.263269,"atr":0.189983,"spread_atr":0.315817,"own_change_pct":0.68861,"rel_strength_pct":{"SPY":0.697772,"IWM":0.760965}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.552399},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fd780d91440b","ts":"2026-09-09T14:01:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.04% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.3,"target":11.98,"target_label":"range_20d_high","reward_risk":1.83,"pos_in_5d_range_pct":130.3,"room_to_5d_high_atr":-0.62},"price":11.54,"vwap":11.3717,"ext_from_open_pct":-1.37,"max_ext_allowed_pct":4.0,"volume_pace":4.313,"trend":"flat","recent_slope_pct":-0.1956,"volatility":"medium"},"price":11.54,"volume":{"bars":31,"last_bar_volume":2102.0,"baseline_avg":3035.25,"bar_rvol":0.692529,"raw_accel":-0.278655,"smooth_accel":-0.46139,"accel_momentum":-0.023424,"rvol_3bar":[0.740832,0.8396,0.692529],"trend_3bar":"MIXED","projected_rvol":0.458611},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":164.0,"sell_vol":956.0,"unclassified_vol":0.0,"imbalance":-0.707143,"bid":11.49,"ask":11.61,"spread_pct":1.038961,"quote_size_imbalance":null,"quote_age_s":0.368445},"context":{"vwap":11.370286,"price_vs_vwap_pct":1.492611,"ema9":11.576333,"ema20":11.4677,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.037351,"dist_to_hod_atr":1.263269,"atr":0.189983,"spread_atr":0.631634,"own_change_pct":0.68861,"rel_strength_pct":{"SPY":0.697772,"IWM":0.760965}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.489717},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6b71c96c5379","ts":"2026-09-09T14:02:05+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.8265,"target":5.93,"target_label":"ceiling","reward_risk":0.77,"pos_in_5d_range_pct":24.4,"room_to_5d_high_atr":1.65},"price":5.885,"vwap":5.8798,"ext_from_open_pct":0.68,"max_ext_allowed_pct":3.0,"volume_pace":0.678,"trend":"flat","recent_slope_pct":0.1021,"volatility":"medium"},"price":5.885,"volume":{"bars":32,"last_bar_volume":143967.0,"baseline_avg":60976.65,"bar_rvol":2.361019,"raw_accel":-0.513535,"smooth_accel":5.779364,"accel_momentum":3.000477,"rvol_3bar":[1.821817,5.777755,2.361019],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":268,"trade_rate":8.933333,"buy_vol":93385.0,"sell_vol":69237.0,"unclassified_vol":0.0,"imbalance":0.148492,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":0.111558},"context":{"vwap":5.87977,"price_vs_vwap_pct":0.088952,"ema9":5.872574,"ema20":5.872946,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.758853,"dist_to_hod_atr":1.414196,"atr":0.03182,"spread_atr":0.314266,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.371117,"IWM":0.364903}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.350591},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"02c646d0c1e7","ts":"2026-09-09T14:02:10+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5639,"target":12.85,"target_label":"premarket_high","reward_risk":0.39,"pos_in_5d_range_pct":103.0,"room_to_5d_high_atr":-0.05},"price":12.77,"vwap":12.5437,"ext_from_open_pct":3.74,"max_ext_allowed_pct":4.0,"volume_pace":1.396,"trend":"positive","recent_slope_pct":0.1733,"volatility":"high"},"price":12.77,"volume":{"bars":32,"last_bar_volume":12566.0,"baseline_avg":4663.95,"bar_rvol":2.694283,"raw_accel":9.777131,"smooth_accel":1.006134,"accel_momentum":1.812185,"rvol_3bar":[0.030132,0.222691,2.694283],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":1434.0,"sell_vol":1596.0,"unclassified_vol":0.0,"imbalance":-0.053465,"bid":12.71,"ask":12.77,"spread_pct":0.470958,"quote_size_imbalance":null,"quote_age_s":13.16709},"context":{"vwap":12.54307,"price_vs_vwap_pct":1.809204,"ema9":12.712703,"ema20":12.657632,"ema_stack":true,"ema_warm":true,"hod":12.78,"dist_to_hod_pct":-0.078247,"dist_to_hod_atr":0.109814,"atr":0.091063,"spread_atr":0.658882,"own_change_pct":0.467349,"rel_strength_pct":{"SPY":0.49746,"IWM":0.491246}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.144051},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a7789182ebb7","ts":"2026-09-09T14:02:15+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8167,"target":5.93,"target_label":"ceiling","reward_risk":0.94,"pos_in_5d_range_pct":22.5,"room_to_5d_high_atr":1.7},"price":5.8752,"vwap":5.8798,"ext_from_open_pct":0.52,"max_ext_allowed_pct":3.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.0688,"volatility":"medium"},"price":5.8752,"volume":{"bars":32,"last_bar_volume":143967.0,"baseline_avg":60976.65,"bar_rvol":2.361019,"raw_accel":-0.513535,"smooth_accel":5.779364,"accel_momentum":3.000477,"rvol_3bar":[1.821817,5.777755,2.361019],"trend_3bar":"MIXED","projected_rvol":3.181021},"flow":{"window_s":30,"trades":332,"trade_rate":11.066667,"buy_vol":93750.0,"sell_vol":76797.0,"unclassified_vol":0.0,"imbalance":0.099404,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.331741},"context":{"vwap":5.87977,"price_vs_vwap_pct":-0.077721,"ema9":5.872574,"ema20":5.872946,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.924115,"dist_to_hod_atr":1.722176,"atr":0.03182,"spread_atr":0.314266,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.371117,"IWM":0.364903}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.234694},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"256e22a1062b","ts":"2026-09-09T14:02:25+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.8215,"target":5.93,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.67},"price":5.88,"vwap":5.8798,"ext_from_open_pct":0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.0851,"volatility":"medium"},"price":5.88,"volume":{"bars":32,"last_bar_volume":143967.0,"baseline_avg":60976.65,"bar_rvol":2.361019,"raw_accel":-0.513535,"smooth_accel":5.779364,"accel_momentum":3.000477,"rvol_3bar":[1.821817,5.777755,2.361019],"trend_3bar":"MIXED","projected_rvol":2.934907},"flow":{"window_s":30,"trades":200,"trade_rate":6.666667,"buy_vol":57872.0,"sell_vol":43919.0,"unclassified_vol":0.0,"imbalance":0.137075,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":1.29955},"context":{"vwap":5.87977,"price_vs_vwap_pct":0.003915,"ema9":5.872574,"ema20":5.872946,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.84317,"dist_to_hod_atr":1.571328,"atr":0.03182,"spread_atr":0.314266,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.371117,"IWM":0.364903}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.323637},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"236432cd34e0","ts":"2026-09-09T14:02:35+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8204,"target":5.93,"target_label":"ceiling","reward_risk":0.87,"pos_in_5d_range_pct":23.2,"room_to_5d_high_atr":1.68},"price":5.8789,"vwap":5.8798,"ext_from_open_pct":0.58,"max_ext_allowed_pct":3.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":0.0814,"volatility":"medium"},"price":5.8789,"volume":{"bars":32,"last_bar_volume":143967.0,"baseline_avg":60976.65,"bar_rvol":2.361019,"raw_accel":-0.513535,"smooth_accel":5.779364,"accel_momentum":3.000477,"rvol_3bar":[1.821817,5.777755,2.361019],"trend_3bar":"MIXED","projected_rvol":2.832831},"flow":{"window_s":30,"trades":126,"trade_rate":4.2,"buy_vol":35777.0,"sell_vol":34399.0,"unclassified_vol":0.0,"imbalance":0.019636,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.132286},"context":{"vwap":5.87977,"price_vs_vwap_pct":-0.014793,"ema9":5.872574,"ema20":5.872946,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.86172,"dist_to_hod_atr":1.605898,"atr":0.03182,"spread_atr":0.314266,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.371117,"IWM":0.364903}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.046362},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"de0457ace21a","ts":"2026-09-09T14:02:45+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.8215,"target":5.93,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.67},"price":5.88,"vwap":5.8798,"ext_from_open_pct":0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.685,"trend":"flat","recent_slope_pct":0.0851,"volatility":"medium"},"price":5.88,"volume":{"bars":32,"last_bar_volume":143967.0,"baseline_avg":60976.65,"bar_rvol":2.361019,"raw_accel":-0.513535,"smooth_accel":5.779364,"accel_momentum":3.000477,"rvol_3bar":[1.821817,5.777755,2.361019],"trend_3bar":"MIXED","projected_rvol":2.341705},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":37299.0,"sell_vol":21301.0,"unclassified_vol":0.0,"imbalance":0.273003,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.005328},"context":{"vwap":5.87977,"price_vs_vwap_pct":0.003915,"ema9":5.872574,"ema20":5.872946,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.84317,"dist_to_hod_atr":1.571328,"atr":0.03182,"spread_atr":0.314266,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.371117,"IWM":0.364903}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.644566},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"15a5d4f83958","ts":"2026-09-09T14:02:50+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8165,"target":5.93,"target_label":"ceiling","reward_risk":0.94,"pos_in_5d_range_pct":22.5,"room_to_5d_high_atr":1.7},"price":5.875,"vwap":5.8797,"ext_from_open_pct":0.51,"max_ext_allowed_pct":4.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0681,"volatility":"medium"},"price":5.875,"volume":{"bars":32,"last_bar_volume":143967.0,"baseline_avg":60976.65,"bar_rvol":2.361019,"raw_accel":-0.513535,"smooth_accel":5.779364,"accel_momentum":3.000477,"rvol_3bar":[1.821817,5.777755,2.361019],"trend_3bar":"MIXED","projected_rvol":2.205894},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":42285.0,"sell_vol":21211.0,"unclassified_vol":0.0,"imbalance":0.331895,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.050638},"context":{"vwap":5.87977,"price_vs_vwap_pct":-0.081123,"ema9":5.872574,"ema20":5.872946,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.927487,"dist_to_hod_atr":1.728461,"atr":0.03182,"spread_atr":0.314266,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.371117,"IWM":0.364903}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.78361},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c40991e2d121","ts":"2026-09-09T14:03:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5339,"target":12.85,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":100.7,"room_to_5d_high_atr":-0.01},"price":12.74,"vwap":12.5452,"ext_from_open_pct":3.49,"max_ext_allowed_pct":3.0,"volume_pace":1.372,"trend":"positive","recent_slope_pct":0.1262,"volatility":"high"},"price":12.74,"volume":{"bars":32,"last_bar_volume":12566.0,"baseline_avg":4663.95,"bar_rvol":2.694283,"raw_accel":9.777131,"smooth_accel":1.006134,"accel_momentum":1.812185,"rvol_3bar":[0.030132,0.222691,2.694283],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":24.0,"sell_vol":114.0,"unclassified_vol":0.0,"imbalance":-0.652174,"bid":12.71,"ask":12.77,"spread_pct":0.470958,"quote_size_imbalance":null,"quote_age_s":1.542715},"context":{"vwap":12.54307,"price_vs_vwap_pct":1.570029,"ema9":12.712703,"ema20":12.657632,"ema_stack":true,"ema_warm":true,"hod":12.78,"dist_to_hod_pct":-0.312989,"dist_to_hod_atr":0.439255,"atr":0.091063,"spread_atr":0.658882,"own_change_pct":0.467349,"rel_strength_pct":{"SPY":0.505313,"IWM":0.481004}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.757141},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e80a17c3ee6c","ts":"2026-09-09T14:03:10+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5639,"target":12.85,"target_label":"premarket_high","reward_risk":0.39,"pos_in_5d_range_pct":103.0,"room_to_5d_high_atr":-0.05},"price":12.77,"vwap":12.5459,"ext_from_open_pct":3.74,"max_ext_allowed_pct":4.0,"volume_pace":1.369,"trend":"positive","recent_slope_pct":0.1236,"volatility":"high"},"price":12.77,"volume":{"bars":33,"last_bar_volume":1952.0,"baseline_avg":5256.1,"bar_rvol":0.371378,"raw_accel":-0.84466,"smooth_accel":2.005025,"accel_momentum":0.998891,"rvol_3bar":[0.222691,2.694283,0.371378],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":400.0,"sell_vol":370.0,"unclassified_vol":0.0,"imbalance":0.038961,"bid":12.71,"ask":12.77,"spread_pct":0.470958,"quote_size_imbalance":null,"quote_age_s":0.917701},"context":{"vwap":12.5452,"price_vs_vwap_pct":1.791924,"ema9":12.718162,"ema20":12.665476,"ema_stack":true,"ema_warm":true,"hod":12.78,"dist_to_hod_pct":-0.078247,"dist_to_hod_atr":0.115338,"atr":0.086702,"spread_atr":0.692028,"own_change_pct":0.236035,"rel_strength_pct":{"SPY":0.273999,"IWM":0.24969}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.014469},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b6c475f7b1ef","ts":"2026-09-09T14:03:15+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3177,"target":5.49,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":44.4,"room_to_5d_high_atr":0.96},"price":5.37,"vwap":5.3731,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.982,"trend":"flat","recent_slope_pct":-0.0186,"volatility":"medium"},"price":5.37,"volume":{"bars":33,"last_bar_volume":142800.0,"baseline_avg":34669.0,"bar_rvol":4.118954,"raw_accel":1.856571,"smooth_accel":1.095472,"accel_momentum":0.345502,"rvol_3bar":[0.047816,1.543506,4.118954],"trend_3bar":"ACCELERATING","projected_rvol":0.480545},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":5425.0,"sell_vol":4471.0,"unclassified_vol":0.0,"imbalance":0.096403,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.070959},"context":{"vwap":5.373087,"price_vs_vwap_pct":-0.057451,"ema9":5.37476,"ema20":5.373874,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.371058,"dist_to_hod_atr":1.460607,"atr":0.013693,"spread_atr":0.730303,"own_change_pct":-0.070648,"rel_strength_pct":{"SPY":-0.032683,"IWM":-0.056993}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.397078},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"01b613163e2f","ts":"2026-09-09T14:03:25+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.3268,"target":5.46,"target_label":"ceiling","reward_risk":0.66,"pos_in_5d_range_pct":16.7,"room_to_5d_high_atr":1.97},"price":5.4071,"vwap":5.3505,"ext_from_open_pct":0.69,"max_ext_allowed_pct":3.0,"volume_pace":2.627,"trend":"flat","recent_slope_pct":-0.0015,"volatility":"medium"},"price":5.4071,"volume":{"bars":33,"last_bar_volume":55606.0,"baseline_avg":107058.45,"bar_rvol":0.519399,"raw_accel":1.077594,"smooth_accel":-0.622784,"accel_momentum":-0.020118,"rvol_3bar":[0.536494,0.108334,0.519399],"trend_3bar":"MIXED","projected_rvol":0.397174},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":5634.0,"sell_vol":13479.0,"unclassified_vol":0.0,"imbalance":-0.410454,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.826668},"context":{"vwap":5.350309,"price_vs_vwap_pct":1.061455,"ema9":5.4074,"ema20":5.397855,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-0.968864,"dist_to_hod_atr":1.388518,"atr":0.038098,"spread_atr":0.26248,"own_change_pct":-0.921659,"rel_strength_pct":{"SPY":-0.883694,"IWM":-0.908004}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.213189},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5fbe4cf78a5e","ts":"2026-09-09T14:03:25+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.8214,"target":5.93,"target_label":"ceiling","reward_risk":0.86,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.68},"price":5.8799,"vwap":5.8797,"ext_from_open_pct":0.6,"max_ext_allowed_pct":4.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.0361,"volatility":"medium"},"price":5.8799,"volume":{"bars":33,"last_bar_volume":121651.0,"baseline_avg":66225.9,"bar_rvol":1.83691,"raw_accel":-0.155008,"smooth_accel":2.576197,"accel_momentum":-3.203167,"rvol_3bar":[5.777755,2.361019,1.83691],"trend_3bar":"DECELERATING","projected_rvol":0.486879},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":13749.0,"sell_vol":643.0,"unclassified_vol":0.0,"imbalance":0.910645,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.52654},"context":{"vwap":5.879724,"price_vs_vwap_pct":0.003001,"ema9":5.873339,"ema20":5.873275,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.844857,"dist_to_hod_atr":1.617386,"atr":0.030976,"spread_atr":0.322832,"own_change_pct":0.109029,"rel_strength_pct":{"SPY":0.146994,"IWM":0.122684}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.672772},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1fbe6970828c","ts":"2026-09-09T14:03:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3228,"target":5.49,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":45.9,"room_to_5d_high_atr":0.93},"price":5.3751,"vwap":5.3731,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.978,"trend":"flat","recent_slope_pct":0.0004,"volatility":"medium"},"price":5.3751,"volume":{"bars":33,"last_bar_volume":142800.0,"baseline_avg":34669.0,"bar_rvol":4.118954,"raw_accel":1.856571,"smooth_accel":1.095472,"accel_momentum":0.345502,"rvol_3bar":[0.047816,1.543506,4.118954],"trend_3bar":"ACCELERATING","projected_rvol":0.399089},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":225.0,"sell_vol":5799.0,"unclassified_vol":0.0,"imbalance":-0.925299,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.028918},"context":{"vwap":5.373087,"price_vs_vwap_pct":0.037466,"ema9":5.37476,"ema20":5.373874,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.276438,"dist_to_hod_atr":1.088152,"atr":0.013693,"spread_atr":0.730303,"own_change_pct":-0.070648,"rel_strength_pct":{"SPY":-0.032683,"IWM":-0.056993}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.811263},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c604d29defe1","ts":"2026-09-09T14:03:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5339,"target":12.85,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":100.7,"room_to_5d_high_atr":-0.01},"price":12.74,"vwap":12.5459,"ext_from_open_pct":3.49,"max_ext_allowed_pct":3.0,"volume_pace":1.356,"trend":"positive","recent_slope_pct":0.0765,"volatility":"high"},"price":12.74,"volume":{"bars":33,"last_bar_volume":1952.0,"baseline_avg":5256.1,"bar_rvol":0.371378,"raw_accel":-0.84466,"smooth_accel":2.005025,"accel_momentum":0.998891,"rvol_3bar":[0.222691,2.694283,0.371378],"trend_3bar":"MIXED","projected_rvol":0.254942},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":413.0,"sell_vol":257.0,"unclassified_vol":0.0,"imbalance":0.232836,"bid":12.71,"ask":12.77,"spread_pct":0.470958,"quote_size_imbalance":null,"quote_age_s":13.495902},"context":{"vwap":12.5452,"price_vs_vwap_pct":1.552788,"ema9":12.718162,"ema20":12.665476,"ema_stack":true,"ema_warm":true,"hod":12.78,"dist_to_hod_pct":-0.312989,"dist_to_hod_atr":0.461352,"atr":0.086702,"spread_atr":0.692028,"own_change_pct":0.236035,"rel_strength_pct":{"SPY":0.273999,"IWM":0.24969}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.08647},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c5a54979ca85","ts":"2026-09-09T14:03:35+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8165,"target":5.93,"target_label":"ceiling","reward_risk":0.94,"pos_in_5d_range_pct":22.5,"room_to_5d_high_atr":1.7},"price":5.875,"vwap":5.8797,"ext_from_open_pct":0.51,"max_ext_allowed_pct":4.0,"volume_pace":0.676,"trend":"flat","recent_slope_pct":0.0194,"volatility":"medium"},"price":5.875,"volume":{"bars":33,"last_bar_volume":121651.0,"baseline_avg":66225.9,"bar_rvol":1.83691,"raw_accel":-0.155008,"smooth_accel":2.576197,"accel_momentum":-3.203167,"rvol_3bar":[5.777755,2.361019,1.83691],"trend_3bar":"DECELERATING","projected_rvol":0.459389},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":14276.0,"sell_vol":628.0,"unclassified_vol":0.0,"imbalance":0.915727,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":1.92596},"context":{"vwap":5.879724,"price_vs_vwap_pct":-0.080336,"ema9":5.873339,"ema20":5.873275,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.927487,"dist_to_hod_atr":1.775573,"atr":0.030976,"spread_atr":0.322832,"own_change_pct":0.109029,"rel_strength_pct":{"SPY":0.146994,"IWM":0.122684}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.682108},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"82eeeb97939a","ts":"2026-09-09T14:03:35+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3127,"target":5.49,"target_label":"premarket_high","reward_risk":2.39,"pos_in_5d_range_pct":43.1,"room_to_5d_high_atr":0.98},"price":5.365,"vwap":5.373,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.993,"trend":"flat","recent_slope_pct":-0.0372,"volatility":"medium"},"price":5.365,"volume":{"bars":33,"last_bar_volume":142800.0,"baseline_avg":34669.0,"bar_rvol":4.118954,"raw_accel":1.856571,"smooth_accel":1.095472,"accel_momentum":0.345502,"rvol_3bar":[0.047816,1.543506,4.118954],"trend_3bar":"ACCELERATING","projected_rvol":1.780792},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":18106.0,"sell_vol":17908.0,"unclassified_vol":0.0,"imbalance":0.005498,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.010893},"context":{"vwap":5.373087,"price_vs_vwap_pct":-0.150508,"ema9":5.37476,"ema20":5.373874,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.463822,"dist_to_hod_atr":1.825759,"atr":0.013693,"spread_atr":0.730303,"own_change_pct":-0.070648,"rel_strength_pct":{"SPY":-0.032683,"IWM":-0.056993}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.022645},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d57a85fce18f","ts":"2026-09-09T14:03:40+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.8215,"target":5.93,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.67},"price":5.88,"vwap":5.8797,"ext_from_open_pct":0.6,"max_ext_allowed_pct":4.0,"volume_pace":0.675,"trend":"flat","recent_slope_pct":0.0364,"volatility":"medium"},"price":5.88,"volume":{"bars":33,"last_bar_volume":121651.0,"baseline_avg":66225.9,"bar_rvol":1.83691,"raw_accel":-0.155008,"smooth_accel":2.576197,"accel_momentum":-3.203167,"rvol_3bar":[5.777755,2.361019,1.83691],"trend_3bar":"DECELERATING","projected_rvol":0.462191},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":16175.0,"sell_vol":683.0,"unclassified_vol":0.0,"imbalance":0.91897,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.21452},"context":{"vwap":5.879724,"price_vs_vwap_pct":0.004702,"ema9":5.873339,"ema20":5.873275,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.84317,"dist_to_hod_atr":1.614158,"atr":0.030976,"spread_atr":0.322832,"own_change_pct":0.109029,"rel_strength_pct":{"SPY":0.146994,"IWM":0.122684}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.688065},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"595e8fc148b8","ts":"2026-09-09T14:04:00+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.575,"target":12.85,"target_label":"premarket_high","reward_risk":0.25,"pos_in_5d_range_pct":104.9,"room_to_5d_high_atr":-0.08},"price":12.795,"vwap":12.5535,"ext_from_open_pct":3.94,"max_ext_allowed_pct":4.0,"volume_pace":1.382,"trend":"positive","recent_slope_pct":0.1627,"volatility":"high"},"price":12.795,"volume":{"bars":33,"last_bar_volume":1952.0,"baseline_avg":5256.1,"bar_rvol":0.371378,"raw_accel":-0.84466,"smooth_accel":2.005025,"accel_momentum":0.998891,"rvol_3bar":[0.222691,2.694283,0.371378],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":5867.0,"sell_vol":661.0,"unclassified_vol":0.0,"imbalance":0.797488,"bid":12.74,"ask":12.85,"spread_pct":0.859711,"quote_size_imbalance":null,"quote_age_s":1.216265},"context":{"vwap":12.5452,"price_vs_vwap_pct":1.991203,"ema9":12.718162,"ema20":12.665476,"ema_stack":true,"ema_warm":true,"hod":12.78,"dist_to_hod_pct":0.117371,"dist_to_hod_atr":-0.173007,"atr":0.086702,"spread_atr":1.268718,"own_change_pct":0.236035,"rel_strength_pct":{"SPY":0.262212,"IWM":0.140403}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.296169},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"11cb54eb7f38","ts":"2026-09-09T14:04:00+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.9279,"target":11.13,"target_label":"range_20d_high","reward_risk":1.0,"pos_in_5d_range_pct":112.8,"room_to_5d_high_atr":-0.42},"price":11.0287,"vwap":11.0087,"ext_from_open_pct":0.26,"max_ext_allowed_pct":3.0,"volume_pace":1.499,"trend":"flat","recent_slope_pct":0.0447,"volatility":"medium"},"price":11.0287,"volume":{"bars":33,"last_bar_volume":251799.0,"baseline_avg":335253.85,"bar_rvol":0.75107,"raw_accel":-0.5098,"smooth_accel":0.247179,"accel_momentum":-0.008328,"rvol_3bar":[1.217501,1.534453,0.75107],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":371,"trade_rate":12.366667,"buy_vol":114834.0,"sell_vol":173317.0,"unclassified_vol":0.0,"imbalance":-0.20296,"bid":11.02,"ask":11.03,"spread_pct":0.090703,"quote_size_imbalance":null,"quote_age_s":0.005343},"context":{"vwap":11.008277,"price_vs_vwap_pct":0.185527,"ema9":11.001201,"ema20":10.996424,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.132228,"dist_to_hod_atr":2.242156,"atr":0.05633,"spread_atr":0.177526,"own_change_pct":0.318616,"rel_strength_pct":{"SPY":0.344794,"IWM":0.222985}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":1,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.152437},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fcef33fa7592","ts":"2026-09-09T14:04:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 5.0s / 18s","plan":{"state":"WATCH","setup":"","stop":10.9285,"target":11.13,"target_label":"range_20d_high","reward_risk":1.0,"pos_in_5d_range_pct":112.8,"room_to_5d_high_atr":-0.42},"price":11.0293,"vwap":11.0087,"ext_from_open_pct":0.27,"max_ext_allowed_pct":3.0,"volume_pace":1.498,"trend":"flat","recent_slope_pct":0.0884,"volatility":"medium"},"price":11.0293,"volume":{"bars":34,"last_bar_volume":390557.0,"baseline_avg":321098.3,"bar_rvol":1.216316,"raw_accel":0.551067,"smooth_accel":0.095942,"accel_momentum":-0.151236,"rvol_3bar":[1.534453,0.75107,1.216316],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":236,"trade_rate":7.866667,"buy_vol":96222.0,"sell_vol":134257.0,"unclassified_vol":0.0,"imbalance":-0.165026,"bid":11.02,"ask":11.03,"spread_pct":0.090703,"quote_size_imbalance":null,"quote_age_s":0.06182},"context":{"vwap":11.008669,"price_vs_vwap_pct":0.187403,"ema9":11.006701,"ema20":10.999498,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.126849,"dist_to_hod_atr":2.281939,"atr":0.055085,"spread_atr":0.181538,"own_change_pct":0.352138,"rel_strength_pct":{"SPY":0.378316,"IWM":0.256507}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.200724},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3b52973df1e4","ts":"2026-09-09T14:04:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.595,"target":12.85,"target_label":"premarket_high","reward_risk":0.16,"pos_in_5d_range_pct":106.3,"room_to_5d_high_atr":-0.1},"price":12.815,"vwap":12.5537,"ext_from_open_pct":4.1,"max_ext_allowed_pct":4.0,"volume_pace":1.37,"trend":"positive","recent_slope_pct":0.1924,"volatility":"high"},"price":12.815,"volume":{"bars":34,"last_bar_volume":7198.0,"baseline_avg":5135.9,"bar_rvol":1.401507,"raw_accel":2.6875,"smooth_accel":10.483871,"accel_momentum":8.478846,"rvol_3bar":[2.694283,0.371378,1.401507],"trend_3bar":"MIXED","projected_rvol":0.127923},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":6065.0,"sell_vol":661.0,"unclassified_vol":0.0,"imbalance":0.803449,"bid":12.74,"ask":12.85,"spread_pct":0.859711,"quote_size_imbalance":null,"quote_age_s":17.436139},"context":{"vwap":12.553479,"price_vs_vwap_pct":2.083256,"ema9":12.73353,"ema20":12.677812,"ema_stack":true,"ema_warm":true,"hod":12.81,"dist_to_hod_pct":0.039032,"dist_to_hod_atr":-0.057044,"atr":0.087652,"spread_atr":1.254969,"own_change_pct":0.827423,"rel_strength_pct":{"SPY":0.8536,"IWM":0.731791}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.12604},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5a1f6aa1c317","ts":"2026-09-09T14:04:20+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.24,"target":5.46,"target_label":"ceiling","reward_risk":0.66,"pos_in_5d_range_pct":12.1,"room_to_5d_high_atr":2.08},"price":5.3723,"vwap":5.3506,"ext_from_open_pct":0.04,"max_ext_allowed_pct":3.0,"volume_pace":2.57,"trend":"flat","recent_slope_pct":-0.1823,"volatility":"medium"},"price":5.3723,"volume":{"bars":34,"last_bar_volume":37937.0,"baseline_avg":107986.4,"bar_rvol":0.351313,"raw_accel":-0.317753,"smooth_accel":-0.544258,"accel_momentum":0.078526,"rvol_3bar":[0.108334,0.519399,0.351313],"trend_3bar":"MIXED","projected_rvol":0.128683},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":4350.0,"sell_vol":3823.0,"unclassified_vol":0.0,"imbalance":0.064481,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":2.97365},"context":{"vwap":5.350571,"price_vs_vwap_pct":0.406105,"ema9":5.40092,"ema20":5.395679,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.606227,"dist_to_hod_atr":2.271701,"atr":0.038605,"spread_atr":0.259031,"own_change_pct":-0.921659,"rel_strength_pct":{"SPY":-0.895482,"IWM":-1.017291}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.022653},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f6d66a9c8f96","ts":"2026-09-09T14:04:25+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"held 45.0s, plan says PASS; stop 5.84, target 6.02 (prev_day_high), R:R 2.14; target 0.12 away > ~0.10 reachable in 351 min","plan":{"state":"PASS","setup":"","stop":5.8365,"target":6.02,"target_label":"prev_day_high","reward_risk":2.14,"pos_in_5d_range_pct":26.4,"room_to_5d_high_atr":1.61},"price":5.895,"vwap":5.8802,"ext_from_open_pct":0.86,"max_ext_allowed_pct":3.0,"volume_pace":0.699,"trend":"flat","recent_slope_pct":0.034,"volatility":"medium"},"price":5.895,"volume":{"bars":34,"last_bar_volume":82244.0,"baseline_avg":71132.0,"bar_rvol":1.156217,"raw_accel":-0.323935,"smooth_accel":-0.128366,"accel_momentum":-2.704563,"rvol_3bar":[2.361019,1.83691,1.156217],"trend_3bar":"DECELERATING","projected_rvol":2.9668},"flow":{"window_s":30,"trades":182,"trade_rate":6.066667,"buy_vol":59019.0,"sell_vol":28912.0,"unclassified_vol":0.0,"imbalance":0.342393,"bid":5.89,"ask":5.9,"spread_pct":0.169635,"quote_size_imbalance":null,"quote_age_s":0.025991},"context":{"vwap":5.879784,"price_vs_vwap_pct":0.25878,"ema9":5.875671,"ema20":5.874391,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.590219,"dist_to_hod_atr":1.159251,"atr":0.030192,"spread_atr":0.331214,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.367183,"IWM":0.245374}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.395881},"shadow":{"decision":"FAIL","failed":["vas","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"3ee4bc15cb86","ts":"2026-09-09T14:04:45+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.3218,"target":5.49,"target_label":"premarket_high","reward_risk":2.22,"pos_in_5d_range_pct":45.6,"room_to_5d_high_atr":0.94},"price":5.3741,"vwap":5.3729,"ext_from_open_pct":0.08,"max_ext_allowed_pct":4.0,"volume_pace":0.987,"trend":"flat","recent_slope_pct":-0.022,"volatility":"medium"},"price":5.3741,"volume":{"bars":34,"last_bar_volume":45310.0,"baseline_avg":40967.0,"bar_rvol":1.106012,"raw_accel":-0.682703,"smooth_accel":2.614202,"accel_momentum":1.51873,"rvol_3bar":[1.543506,4.118954,1.106012],"trend_3bar":"MIXED","projected_rvol":1.112961},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":31445.0,"sell_vol":211.0,"unclassified_vol":0.0,"imbalance":0.986669,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.882025},"context":{"vwap":5.372948,"price_vs_vwap_pct":0.021434,"ema9":5.373808,"ema20":5.373505,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.294991,"dist_to_hod_atr":1.152722,"atr":0.013793,"spread_atr":0.724982,"own_change_pct":-0.185874,"rel_strength_pct":{"SPY":-0.159696,"IWM":-0.281505}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.091268},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e3b5e3426431","ts":"2026-09-09T14:04:50+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.37 below VWAP $5.37","plan":{"state":"PASS","setup":"","stop":5.3175,"target":5.49,"target_label":"premarket_high","reward_risk":2.3,"pos_in_5d_range_pct":44.4,"room_to_5d_high_atr":0.96},"price":5.3698,"vwap":5.3728,"ext_from_open_pct":-0.0,"max_ext_allowed_pct":4.0,"volume_pace":0.988,"trend":"flat","recent_slope_pct":-0.038,"volatility":"medium"},"price":5.3698,"volume":{"bars":34,"last_bar_volume":45310.0,"baseline_avg":40967.0,"bar_rvol":1.106012,"raw_accel":-0.682703,"smooth_accel":2.614202,"accel_momentum":1.51873,"rvol_3bar":[1.543506,4.118954,1.106012],"trend_3bar":"MIXED","projected_rvol":1.151317},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":33135.0,"sell_vol":3610.0,"unclassified_vol":0.0,"imbalance":0.803511,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.06926},"context":{"vwap":5.372948,"price_vs_vwap_pct":-0.058596,"ema9":5.373808,"ema20":5.373505,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-0.374768,"dist_to_hod_atr":1.464464,"atr":0.013793,"spread_atr":0.724982,"own_change_pct":-0.185874,"rel_strength_pct":{"SPY":-0.159696,"IWM":-0.281505}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.888693},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b909bd65b0f6","ts":"2026-09-09T14:05:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.29,"target":11.75,"target_label":"ceiling","reward_risk":1.56,"pos_in_5d_range_pct":123.4,"room_to_5d_high_atr":-0.48},"price":11.47,"vwap":11.3729,"ext_from_open_pct":-1.97,"max_ext_allowed_pct":4.0,"volume_pace":3.96,"trend":"flat","recent_slope_pct":-0.091,"volatility":"medium"},"price":11.47,"volume":{"bars":35,"last_bar_volume":626.0,"baseline_avg":2617.4,"bar_rvol":0.239169,"raw_accel":-0.210593,"smooth_accel":-0.717827,"accel_momentum":0.01022,"rvol_3bar":[0.126965,0.296465,0.239169],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":0.0,"sell_vol":18.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":11.46,"ask":11.55,"spread_pct":0.782269,"quote_size_imbalance":null,"quote_age_s":8.721641},"context":{"vwap":11.372875,"price_vs_vwap_pct":0.854004,"ema9":11.528833,"ema20":11.477341,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.631579,"dist_to_hod_atr":1.718651,"atr":0.180374,"spread_atr":0.498963,"own_change_pct":-1.68349,"rel_strength_pct":{"SPY":-1.649463,"IWM":-1.826938}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.239169},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"73f39ecca414","ts":"2026-09-09T14:05:05+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"held 85.0s, plan says WATCH; stop 5.83, target 5.93 (ceiling), R:R 0.68; R:R 0.68 < 2.0 at 5.89; pullback: buy 5.85-5.87 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":5.8315,"target":5.93,"target_label":"ceiling","reward_risk":0.68,"pos_in_5d_range_pct":25.4,"room_to_5d_high_atr":1.63},"price":5.89,"vwap":5.8804,"ext_from_open_pct":0.77,"max_ext_allowed_pct":3.0,"volume_pace":0.699,"trend":"flat","recent_slope_pct":0.0532,"volatility":"medium"},"price":5.89,"volume":{"bars":35,"last_bar_volume":122611.0,"baseline_avg":73083.4,"bar_rvol":1.677686,"raw_accel":0.49082,"smooth_accel":-0.380684,"accel_momentum":-0.252317,"rvol_3bar":[1.83691,1.156217,1.677686],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":148,"trade_rate":4.933333,"buy_vol":13461.0,"sell_vol":21632.0,"unclassified_vol":0.0,"imbalance":-0.232838,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":0.101734},"context":{"vwap":5.880353,"price_vs_vwap_pct":0.164051,"ema9":5.880077,"ema20":5.876611,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.674536,"dist_to_hod_atr":1.357592,"atr":0.029464,"spread_atr":0.339398,"own_change_pct":0.557545,"rel_strength_pct":{"SPY":0.591572,"IWM":0.414097}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.39063},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a1c6e9c689dc","ts":"2026-09-09T14:05:15+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.01 below VWAP $11.01","plan":{"state":"PASS","setup":"","stop":10.9071,"target":11.13,"target_label":"range_20d_high","reward_risk":1.21,"pos_in_5d_range_pct":111.2,"room_to_5d_high_atr":-0.37},"price":11.0079,"vwap":11.0089,"ext_from_open_pct":0.07,"max_ext_allowed_pct":3.0,"volume_pace":1.476,"trend":"flat","recent_slope_pct":0.0224,"volatility":"medium"},"price":11.0079,"volume":{"bars":35,"last_bar_volume":221713.0,"baseline_avg":326177.9,"bar_rvol":0.67973,"raw_accel":-0.432316,"smooth_accel":-0.335531,"accel_momentum":-0.431473,"rvol_3bar":[0.75107,1.216316,0.67973],"trend_3bar":"MIXED","projected_rvol":1.020964},"flow":{"window_s":30,"trades":148,"trade_rate":4.933333,"buy_vol":66806.0,"sell_vol":32997.0,"unclassified_vol":0.0,"imbalance":0.338757,"bid":11.03,"ask":11.04,"spread_pct":0.090621,"quote_size_imbalance":null,"quote_age_s":0.027017},"context":{"vwap":11.008862,"price_vs_vwap_pct":-0.008738,"ema9":11.011101,"ema20":11.002279,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.318691,"dist_to_hod_atr":2.785225,"atr":0.052814,"spread_atr":0.189342,"own_change_pct":0.109834,"rel_strength_pct":{"SPY":0.143861,"IWM":-0.033613}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.230264},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8f9515b27032","ts":"2026-09-09T14:05:15+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6843,"target":10.865,"target_label":"prev_day_high","reward_risk":3.44,"pos_in_5d_range_pct":52.5,"room_to_5d_high_atr":0.86},"price":10.725,"vwap":10.7151,"ext_from_open_pct":0.14,"max_ext_allowed_pct":3.0,"volume_pace":0.772,"trend":"flat","recent_slope_pct":0.055,"volatility":"low"},"price":10.725,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":6.30236},"flow":{"window_s":30,"trades":232,"trade_rate":7.733333,"buy_vol":63995.0,"sell_vol":41948.0,"unclassified_vol":0.0,"imbalance":0.208102,"bid":10.72,"ask":10.73,"spread_pct":0.09324,"quote_size_imbalance":null,"quote_age_s":0.237162},"context":{"vwap":10.714872,"price_vs_vwap_pct":0.094527,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.325279,"dist_to_hod_atr":1.830105,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.070442,"IWM":-0.107033}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.12942},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3fe4ab0b1255","ts":"2026-09-09T14:05:20+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":10.9342,"target":11.13,"target_label":"range_20d_high","reward_risk":0.94,"pos_in_5d_range_pct":113.3,"room_to_5d_high_atr":-0.43},"price":11.035,"vwap":11.009,"ext_from_open_pct":0.32,"max_ext_allowed_pct":3.0,"volume_pace":1.473,"trend":"flat","recent_slope_pct":0.0716,"volatility":"medium"},"price":11.035,"volume":{"bars":35,"last_bar_volume":221713.0,"baseline_avg":326177.9,"bar_rvol":0.67973,"raw_accel":-0.432316,"smooth_accel":-0.335531,"accel_momentum":-0.431473,"rvol_3bar":[0.75107,1.216316,0.67973],"trend_3bar":"MIXED","projected_rvol":0.886716},"flow":{"window_s":30,"trades":155,"trade_rate":5.166667,"buy_vol":66955.0,"sell_vol":44262.0,"unclassified_vol":0.0,"imbalance":0.204043,"bid":11.03,"ask":11.04,"spread_pct":0.090621,"quote_size_imbalance":null,"quote_age_s":0.007919},"context":{"vwap":11.008862,"price_vs_vwap_pct":0.237428,"ema9":11.011101,"ema20":11.002279,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.075751,"dist_to_hod_atr":2.272108,"atr":0.052814,"spread_atr":0.189342,"own_change_pct":0.109834,"rel_strength_pct":{"SPY":0.143861,"IWM":-0.033613}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.138694},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a759fc29afac","ts":"2026-09-09T14:05:20+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8215,"target":5.93,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.67},"price":5.88,"vwap":5.8804,"ext_from_open_pct":0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.697,"trend":"flat","recent_slope_pct":0.0192,"volatility":"medium"},"price":5.88,"volume":{"bars":35,"last_bar_volume":122611.0,"baseline_avg":73083.4,"bar_rvol":1.677686,"raw_accel":0.49082,"smooth_accel":-0.380684,"accel_momentum":-0.252317,"rvol_3bar":[1.83691,1.156217,1.677686],"trend_3bar":"MIXED","projected_rvol":1.155981},"flow":{"window_s":30,"trades":145,"trade_rate":4.833333,"buy_vol":10283.0,"sell_vol":19044.0,"unclassified_vol":0.0,"imbalance":-0.298735,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":1.564507},"context":{"vwap":5.880353,"price_vs_vwap_pct":-0.006007,"ema9":5.880077,"ema20":5.876611,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.84317,"dist_to_hod_atr":1.696991,"atr":0.029464,"spread_atr":0.339398,"own_change_pct":0.557545,"rel_strength_pct":{"SPY":0.591572,"IWM":0.414097}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.501183},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2092725d0c07","ts":"2026-09-09T14:05:25+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.8247,"target":5.93,"target_label":"ceiling","reward_risk":0.8,"pos_in_5d_range_pct":24.1,"room_to_5d_high_atr":1.66},"price":5.8832,"vwap":5.8804,"ext_from_open_pct":0.65,"max_ext_allowed_pct":3.0,"volume_pace":0.696,"trend":"flat","recent_slope_pct":0.0301,"volatility":"medium"},"price":5.8832,"volume":{"bars":35,"last_bar_volume":122611.0,"baseline_avg":73083.4,"bar_rvol":1.677686,"raw_accel":0.49082,"smooth_accel":-0.380684,"accel_momentum":-0.252317,"rvol_3bar":[1.83691,1.156217,1.677686],"trend_3bar":"MIXED","projected_rvol":1.027965},"flow":{"window_s":30,"trades":163,"trade_rate":5.433333,"buy_vol":12029.0,"sell_vol":20340.0,"unclassified_vol":0.0,"imbalance":-0.256758,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":2.586678},"context":{"vwap":5.880353,"price_vs_vwap_pct":0.048412,"ema9":5.880077,"ema20":5.876611,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.789207,"dist_to_hod_atr":1.588383,"atr":0.029464,"spread_atr":0.339398,"own_change_pct":0.557545,"rel_strength_pct":{"SPY":0.591572,"IWM":0.414097}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.430759},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7579782dbd69","ts":"2026-09-09T14:05:35+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6743,"target":10.865,"target_label":"prev_day_high","reward_risk":3.68,"pos_in_5d_range_pct":49.2,"room_to_5d_high_atr":0.92},"price":10.715,"vwap":10.715,"ext_from_open_pct":0.05,"max_ext_allowed_pct":3.0,"volume_pace":0.774,"trend":"flat","recent_slope_pct":0.0363,"volatility":"low"},"price":10.715,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":3.536928},"flow":{"window_s":30,"trades":235,"trade_rate":7.833333,"buy_vol":66109.0,"sell_vol":60409.0,"unclassified_vol":0.0,"imbalance":0.045053,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":2.561378},"context":{"vwap":10.714872,"price_vs_vwap_pct":0.001199,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.418216,"dist_to_hod_atr":2.352992,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.070442,"IWM":-0.107033}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.028019},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"772d5ebb051f","ts":"2026-09-09T14:05:40+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":10.6793,"target":10.865,"target_label":"prev_day_high","reward_risk":3.56,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":0.89},"price":10.72,"vwap":10.7151,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.772,"trend":"flat","recent_slope_pct":0.0457,"volatility":"low"},"price":10.72,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":3.097768},"flow":{"window_s":30,"trades":226,"trade_rate":7.533333,"buy_vol":65974.0,"sell_vol":60214.0,"unclassified_vol":0.0,"imbalance":0.045646,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":2.400542},"context":{"vwap":10.714872,"price_vs_vwap_pct":0.047863,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.371747,"dist_to_hod_atr":2.091548,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.070442,"IWM":-0.107033}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.028388},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3d3bac268425","ts":"2026-09-09T14:05:45+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.71","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7149,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.77,"trend":"flat","recent_slope_pct":0.027,"volatility":"low"},"price":10.71,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":2.762384},"flow":{"window_s":30,"trades":107,"trade_rate":3.566667,"buy_vol":9792.0,"sell_vol":22189.0,"unclassified_vol":0.0,"imbalance":-0.387636,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.444768},"context":{"vwap":10.714872,"price_vs_vwap_pct":-0.045466,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":2.614435,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.070442,"IWM":-0.107033}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.241073},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"985234be0f8a","ts":"2026-09-09T14:05:50+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":10.6793,"target":10.865,"target_label":"prev_day_high","reward_risk":3.56,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":0.89},"price":10.72,"vwap":10.7151,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.769,"trend":"flat","recent_slope_pct":0.0457,"volatility":"low"},"price":10.72,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":2.517034},"flow":{"window_s":30,"trades":109,"trade_rate":3.633333,"buy_vol":11348.0,"sell_vol":21911.0,"unclassified_vol":0.0,"imbalance":-0.317598,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.31304},"context":{"vwap":10.714872,"price_vs_vwap_pct":0.047863,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.371747,"dist_to_hod_atr":2.091548,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.070442,"IWM":-0.107033}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.197516},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"924703c36723","ts":"2026-09-09T14:05:55+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.71","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7149,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":0.771,"trend":"flat","recent_slope_pct":0.027,"volatility":"low"},"price":10.71,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":2.536499},"flow":{"window_s":30,"trades":120,"trade_rate":4.0,"buy_vol":25595.0,"sell_vol":21400.0,"unclassified_vol":0.0,"imbalance":0.089265,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.318412},"context":{"vwap":10.714872,"price_vs_vwap_pct":-0.045466,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":2.614435,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.070442,"IWM":-0.107033}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.055514},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0b1cd1b6f4b9","ts":"2026-09-09T14:06:00+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.24,"target":11.75,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":124.4,"room_to_5d_high_atr":-0.5},"price":11.48,"vwap":11.3733,"ext_from_open_pct":-1.88,"max_ext_allowed_pct":4.0,"volume_pace":3.873,"trend":"flat","recent_slope_pct":-0.0736,"volatility":"medium"},"price":11.48,"volume":{"bars":35,"last_bar_volume":626.0,"baseline_avg":2617.4,"bar_rvol":0.239169,"raw_accel":-0.210593,"smooth_accel":-0.717827,"accel_momentum":0.01022,"rvol_3bar":[0.126965,0.296465,0.239169],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":88.0,"sell_vol":604.0,"unclassified_vol":0.0,"imbalance":-0.745665,"bid":11.42,"ask":11.54,"spread_pct":1.045296,"quote_size_imbalance":null,"quote_age_s":0.885248},"context":{"vwap":11.372875,"price_vs_vwap_pct":0.941932,"ema9":11.528833,"ema20":11.477341,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.546689,"dist_to_hod_atr":1.66321,"atr":0.180374,"spread_atr":0.665284,"own_change_pct":-1.68349,"rel_strength_pct":{"SPY":-1.68349,"IWM":-1.844699}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.17834},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"54cb5aebe93a","ts":"2026-09-09T14:06:00+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":10.6793,"target":10.865,"target_label":"prev_day_high","reward_risk":3.56,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":0.89},"price":10.72,"vwap":10.7151,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":0.77,"trend":"flat","recent_slope_pct":0.0457,"volatility":"low"},"price":10.72,"volume":{"bars":35,"last_bar_volume":40083.0,"baseline_avg":64452.05,"bar_rvol":0.621904,"raw_accel":-0.311218,"smooth_accel":0.34346,"accel_momentum":0.934587,"rvol_3bar":[0.550495,0.937663,0.621904],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":24605.0,"sell_vol":20829.0,"unclassified_vol":0.0,"imbalance":0.08311,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.476998},"context":{"vwap":10.714872,"price_vs_vwap_pct":0.047863,"ema9":10.708713,"ema20":10.710526,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.371747,"dist_to_hod_atr":2.091548,"atr":0.019125,"spread_atr":0.522887,"own_change_pct":0.036415,"rel_strength_pct":{"SPY":0.036415,"IWM":-0.124794}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.051686},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0de82e3f14a5","ts":"2026-09-09T14:06:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.24,"target":11.75,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":124.4,"room_to_5d_high_atr":-0.5},"price":11.48,"vwap":11.3734,"ext_from_open_pct":-1.88,"max_ext_allowed_pct":4.0,"volume_pace":3.867,"trend":"flat","recent_slope_pct":0.0436,"volatility":"medium"},"price":11.48,"volume":{"bars":36,"last_bar_volume":696.0,"baseline_avg":2153.4,"bar_rvol":0.32321,"raw_accel":0.111821,"smooth_accel":-0.434038,"accel_momentum":0.283789,"rvol_3bar":[0.296465,0.239169,0.32321],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":59.0,"sell_vol":704.0,"unclassified_vol":0.0,"imbalance":-0.845347,"bid":11.42,"ask":11.54,"spread_pct":1.045296,"quote_size_imbalance":null,"quote_age_s":5.885248},"context":{"vwap":11.373328,"price_vs_vwap_pct":0.937914,"ema9":11.519067,"ema20":11.477595,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.546689,"dist_to_hod_atr":1.732057,"atr":0.173204,"spread_atr":0.692823,"own_change_pct":-1.243064,"rel_strength_pct":{"SPY":-1.243064,"IWM":-1.404273}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.273225},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"55f86e25f82b","ts":"2026-09-09T14:06:05+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7151,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":0.768,"trend":"flat","recent_slope_pct":0.0187,"volatility":"low"},"price":10.71,"volume":{"bars":36,"last_bar_volume":149899.0,"baseline_avg":63755.3,"bar_rvol":2.351161,"raw_accel":2.739715,"smooth_accel":1.312184,"accel_momentum":0.968725,"rvol_3bar":[0.937663,0.621904,2.351161],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":16417.0,"sell_vol":1515.0,"unclassified_vol":0.0,"imbalance":0.831028,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.109655},"context":{"vwap":10.715135,"price_vs_vwap_pct":-0.047927,"ema9":10.710971,"ema20":10.711429,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":2.593364,"atr":0.01928,"spread_atr":0.518673,"own_change_pct":0.140121,"rel_strength_pct":{"SPY":0.140121,"IWM":-0.021087}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.953882},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a1fa3eec1703","ts":"2026-09-09T14:06:10+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.6339,"target":14.35,"target_label":"range_20d_high","reward_risk":7.33,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.13},"price":12.84,"vwap":12.5633,"ext_from_open_pct":4.31,"max_ext_allowed_pct":4.0,"volume_pace":1.345,"trend":"flat","recent_slope_pct":0.1835,"volatility":"high"},"price":12.84,"volume":{"bars":36,"last_bar_volume":2355.0,"baseline_avg":5295.3,"bar_rvol":0.444734,"raw_accel":0.778936,"smooth_accel":-0.313609,"accel_momentum":-0.061207,"rvol_3bar":[1.401507,0.203875,0.444734],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":3929.0,"sell_vol":601.0,"unclassified_vol":0.0,"imbalance":0.734658,"bid":12.84,"ask":12.89,"spread_pct":0.388651,"quote_size_imbalance":null,"quote_age_s":1.045026},"context":{"vwap":12.558154,"price_vs_vwap_pct":2.244324,"ema9":12.769059,"ema20":12.70585,"ema_stack":true,"ema_warm":true,"hod":12.86,"dist_to_hod_pct":-0.155521,"dist_to_hod_atr":0.232747,"atr":0.08593,"spread_atr":0.581868,"own_change_pct":0.983865,"rel_strength_pct":{"SPY":0.983865,"IWM":0.822656}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.326727},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"81b175889dea","ts":"2026-09-09T14:06:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.25,"target":11.75,"target_label":"ceiling","reward_risk":1.78,"pos_in_5d_range_pct":119.4,"room_to_5d_high_atr":-0.39},"price":11.43,"vwap":11.3734,"ext_from_open_pct":-2.31,"max_ext_allowed_pct":4.0,"volume_pace":3.859,"trend":"flat","recent_slope_pct":-0.0436,"volatility":"medium"},"price":11.43,"volume":{"bars":36,"last_bar_volume":696.0,"baseline_avg":2153.4,"bar_rvol":0.32321,"raw_accel":0.111821,"smooth_accel":-0.434038,"accel_momentum":0.283789,"rvol_3bar":[0.296465,0.239169,0.32321],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":127.0,"sell_vol":717.0,"unclassified_vol":0.0,"imbalance":-0.699052,"bid":11.42,"ask":11.51,"spread_pct":0.784998,"quote_size_imbalance":null,"quote_age_s":2.108029},"context":{"vwap":11.373328,"price_vs_vwap_pct":0.498289,"ema9":11.519067,"ema20":11.477595,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.971138,"dist_to_hod_atr":2.020733,"atr":0.173204,"spread_atr":0.519617,"own_change_pct":-1.243064,"rel_strength_pct":{"SPY":-1.243064,"IWM":-1.404273}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.225941},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"066357af0791","ts":"2026-09-09T14:06:15+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6754,"target":10.865,"target_label":"prev_day_high","reward_risk":3.66,"pos_in_5d_range_pct":49.5,"room_to_5d_high_atr":0.91},"price":10.7161,"vwap":10.7151,"ext_from_open_pct":0.06,"max_ext_allowed_pct":3.0,"volume_pace":0.765,"trend":"flat","recent_slope_pct":0.0301,"volatility":"low"},"price":10.7161,"volume":{"bars":36,"last_bar_volume":149899.0,"baseline_avg":63755.3,"bar_rvol":2.351161,"raw_accel":2.739715,"smooth_accel":1.312184,"accel_momentum":0.968725,"rvol_3bar":[0.937663,0.621904,2.351161],"trend_3bar":"MIXED","projected_rvol":0.154968},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":16596.0,"sell_vol":2242.0,"unclassified_vol":0.0,"imbalance":0.76197,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.149833},"context":{"vwap":10.715135,"price_vs_vwap_pct":0.009002,"ema9":10.710971,"ema20":10.711429,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.407993,"dist_to_hod_atr":2.276974,"atr":0.01928,"spread_atr":0.518673,"own_change_pct":0.140121,"rel_strength_pct":{"SPY":0.140121,"IWM":-0.021087}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.791516},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a341d27814a4","ts":"2026-09-09T14:06:20+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7151,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.764,"trend":"flat","recent_slope_pct":0.0187,"volatility":"low"},"price":10.71,"volume":{"bars":36,"last_bar_volume":149899.0,"baseline_avg":63755.3,"bar_rvol":2.351161,"raw_accel":2.739715,"smooth_accel":1.312184,"accel_momentum":0.968725,"rvol_3bar":[0.937663,0.621904,2.351161],"trend_3bar":"MIXED","projected_rvol":0.193396},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":16012.0,"sell_vol":2807.0,"unclassified_vol":0.0,"imbalance":0.701684,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":3.207925},"context":{"vwap":10.715135,"price_vs_vwap_pct":-0.047927,"ema9":10.710971,"ema20":10.711429,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":2.593364,"atr":0.01928,"spread_atr":0.518673,"own_change_pct":0.140121,"rel_strength_pct":{"SPY":0.140121,"IWM":-0.021087}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.649773},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"58a94a00ab63","ts":"2026-09-09T14:06:25+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.208,"target":11.75,"target_label":"ceiling","reward_risk":1.26,"pos_in_5d_range_pct":121.2,"room_to_5d_high_atr":-0.43},"price":11.448,"vwap":11.3736,"ext_from_open_pct":-2.15,"max_ext_allowed_pct":4.0,"volume_pace":3.843,"trend":"flat","recent_slope_pct":-0.0122,"volatility":"medium"},"price":11.448,"volume":{"bars":36,"last_bar_volume":696.0,"baseline_avg":2153.4,"bar_rvol":0.32321,"raw_accel":0.111821,"smooth_accel":-0.434038,"accel_momentum":0.283789,"rvol_3bar":[0.296465,0.239169,0.32321],"trend_3bar":"MIXED","projected_rvol":0.816941},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":173.0,"sell_vol":560.0,"unclassified_vol":0.0,"imbalance":-0.527967,"bid":11.35,"ask":11.47,"spread_pct":1.051709,"quote_size_imbalance":null,"quote_age_s":3.193768},"context":{"vwap":11.373328,"price_vs_vwap_pct":0.656554,"ema9":11.519067,"ema20":11.477595,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.818336,"dist_to_hod_atr":1.916809,"atr":0.173204,"spread_atr":0.692823,"own_change_pct":-1.243064,"rel_strength_pct":{"SPY":-1.243064,"IWM":-1.404273}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.170644},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d9e1672a6ae6","ts":"2026-09-09T14:06:25+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.87 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8092,"target":5.93,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":21.0,"room_to_5d_high_atr":1.73},"price":5.8677,"vwap":5.8804,"ext_from_open_pct":0.39,"max_ext_allowed_pct":3.0,"volume_pace":0.698,"trend":"flat","recent_slope_pct":-0.0318,"volatility":"medium"},"price":5.8677,"volume":{"bars":36,"last_bar_volume":64107.0,"baseline_avg":73331.9,"bar_rvol":0.874203,"raw_accel":-0.477151,"smooth_accel":-0.521048,"accel_momentum":-0.140364,"rvol_3bar":[1.156217,1.677686,0.874203],"trend_3bar":"MIXED","projected_rvol":1.744725},"flow":{"window_s":30,"trades":206,"trade_rate":6.866667,"buy_vol":24152.0,"sell_vol":29158.0,"unclassified_vol":0.0,"imbalance":-0.093904,"bid":5.86,"ask":5.87,"spread_pct":0.170503,"quote_size_imbalance":null,"quote_age_s":0.224637},"context":{"vwap":5.880487,"price_vs_vwap_pct":-0.217447,"ema9":5.880802,"ema20":5.877286,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-1.05059,"dist_to_hod_atr":2.176522,"atr":0.028624,"spread_atr":0.349362,"own_change_pct":-0.02209,"rel_strength_pct":{"SPY":-0.02209,"IWM":-0.183299}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.082091},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4e2c876199d3","ts":"2026-09-09T14:06:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.6239,"target":12.85,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":107.5,"room_to_5d_high_atr":-0.12},"price":12.83,"vwap":12.5711,"ext_from_open_pct":4.22,"max_ext_allowed_pct":3.0,"volume_pace":1.368,"trend":"flat","recent_slope_pct":0.1679,"volatility":"high"},"price":12.83,"volume":{"bars":36,"last_bar_volume":2355.0,"baseline_avg":5295.3,"bar_rvol":0.444734,"raw_accel":0.778936,"smooth_accel":-0.313609,"accel_momentum":-0.061207,"rvol_3bar":[1.401507,0.203875,0.444734],"trend_3bar":"MIXED","projected_rvol":2.812872},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":4698.0,"sell_vol":1731.0,"unclassified_vol":0.0,"imbalance":0.461503,"bid":12.8,"ask":12.86,"spread_pct":0.467654,"quote_size_imbalance":null,"quote_age_s":0.019797},"context":{"vwap":12.558154,"price_vs_vwap_pct":2.164694,"ema9":12.769059,"ema20":12.70585,"ema_stack":true,"ema_warm":true,"hod":12.86,"dist_to_hod_pct":-0.233281,"dist_to_hod_atr":0.349121,"atr":0.08593,"spread_atr":0.698241,"own_change_pct":0.983865,"rel_strength_pct":{"SPY":0.983865,"IWM":0.822656}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.205246},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5a6051698ec7","ts":"2026-09-09T14:06:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.6339,"target":14.35,"target_label":"range_20d_high","reward_risk":7.33,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.13},"price":12.84,"vwap":12.5719,"ext_from_open_pct":4.31,"max_ext_allowed_pct":3.0,"volume_pace":1.368,"trend":"flat","recent_slope_pct":0.1835,"volatility":"high"},"price":12.84,"volume":{"bars":36,"last_bar_volume":2355.0,"baseline_avg":5295.3,"bar_rvol":0.444734,"raw_accel":0.778936,"smooth_accel":-0.313609,"accel_momentum":-0.061207,"rvol_3bar":[1.401507,0.203875,0.444734],"trend_3bar":"MIXED","projected_rvol":2.618423},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":799.0,"sell_vol":1683.0,"unclassified_vol":0.0,"imbalance":-0.356164,"bid":12.82,"ask":12.85,"spread_pct":0.233736,"quote_size_imbalance":null,"quote_age_s":0.993469},"context":{"vwap":12.558154,"price_vs_vwap_pct":2.244324,"ema9":12.769059,"ema20":12.70585,"ema_stack":true,"ema_warm":true,"hod":12.86,"dist_to_hod_pct":-0.155521,"dist_to_hod_atr":0.232747,"atr":0.08593,"spread_atr":0.349121,"own_change_pct":0.983865,"rel_strength_pct":{"SPY":0.983865,"IWM":0.822656}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.158398},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2b554ff496f4","ts":"2026-09-09T14:06:50+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":8.0656,"target":8.4,"target_label":"prev_day_high","reward_risk":1.8,"pos_in_5d_range_pct":18.8,"room_to_5d_high_atr":1.71},"price":8.185,"vwap":8.1816,"ext_from_open_pct":-4.27,"max_ext_allowed_pct":4.0,"volume_pace":2.629,"trend":"flat","recent_slope_pct":0.1165,"volatility":"medium"},"price":8.185,"volume":{"bars":36,"last_bar_volume":2728.0,"baseline_avg":4533.45,"bar_rvol":0.601749,"raw_accel":-0.068942,"smooth_accel":-0.215854,"accel_momentum":0.272483,"rvol_3bar":[0.123148,0.642939,0.601749],"trend_3bar":"MIXED","projected_rvol":0.438871},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":1240.0,"sell_vol":417.0,"unclassified_vol":0.0,"imbalance":0.496681,"bid":8.18,"ask":8.19,"spread_pct":0.122175,"quote_size_imbalance":null,"quote_age_s":7.7972},"context":{"vwap":8.181593,"price_vs_vwap_pct":0.041637,"ema9":8.129521,"ema20":8.109724,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.776765,"dist_to_hod_atr":6.116751,"atr":0.097274,"spread_atr":0.102803,"own_change_pct":0.430769,"rel_strength_pct":{"SPY":0.430769,"IWM":0.26956}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.298877},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7df117bb8b30","ts":"2026-09-09T14:06:50+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.37 below VWAP $11.37","plan":{"state":"PASS","setup":"","stop":11.1315,"target":11.75,"target_label":"ceiling","reward_risk":1.58,"pos_in_5d_range_pct":113.6,"room_to_5d_high_atr":-0.28},"price":11.3715,"vwap":11.3735,"ext_from_open_pct":-2.81,"max_ext_allowed_pct":5.0,"volume_pace":3.805,"trend":"flat","recent_slope_pct":-0.1457,"volatility":"medium"},"price":11.3715,"volume":{"bars":36,"last_bar_volume":696.0,"baseline_avg":2153.4,"bar_rvol":0.32321,"raw_accel":0.111821,"smooth_accel":-0.434038,"accel_momentum":0.283789,"rvol_3bar":[0.296465,0.239169,0.32321],"trend_3bar":"MIXED","projected_rvol":0.581778},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":38.0,"sell_vol":656.0,"unclassified_vol":0.0,"imbalance":-0.89049,"bid":11.35,"ask":11.47,"spread_pct":1.051709,"quote_size_imbalance":null,"quote_age_s":28.193768},"context":{"vwap":11.373328,"price_vs_vwap_pct":-0.016073,"ema9":11.519067,"ema20":11.477595,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.467742,"dist_to_hod_atr":2.358484,"atr":0.173204,"spread_atr":0.692823,"own_change_pct":-1.243064,"rel_strength_pct":{"SPY":-1.243064,"IWM":-1.404273}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.287815},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ecd73203eefb","ts":"2026-09-09T14:06:50+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6754,"target":10.865,"target_label":"prev_day_high","reward_risk":3.66,"pos_in_5d_range_pct":49.5,"room_to_5d_high_atr":0.91},"price":10.7161,"vwap":10.7151,"ext_from_open_pct":0.06,"max_ext_allowed_pct":3.0,"volume_pace":0.762,"trend":"flat","recent_slope_pct":0.0301,"volatility":"low"},"price":10.7161,"volume":{"bars":36,"last_bar_volume":149899.0,"baseline_avg":63755.3,"bar_rvol":2.351161,"raw_accel":2.739715,"smooth_accel":1.312184,"accel_momentum":0.968725,"rvol_3bar":[0.937663,0.621904,2.351161],"trend_3bar":"MIXED","projected_rvol":0.645612},"flow":{"window_s":30,"trades":89,"trade_rate":2.966667,"buy_vol":5936.0,"sell_vol":24255.0,"unclassified_vol":0.0,"imbalance":-0.60677,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.222662},"context":{"vwap":10.715135,"price_vs_vwap_pct":0.009002,"ema9":10.710971,"ema20":10.711429,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.407993,"dist_to_hod_atr":2.276974,"atr":0.01928,"spread_atr":0.518673,"own_change_pct":0.140121,"rel_strength_pct":{"SPY":0.140121,"IWM":-0.021087}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.426615},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"eafb91e8619c","ts":"2026-09-09T14:06:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.6289,"target":12.85,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":107.8,"room_to_5d_high_atr":-0.13},"price":12.835,"vwap":12.5718,"ext_from_open_pct":4.26,"max_ext_allowed_pct":3.0,"volume_pace":1.362,"trend":"flat","recent_slope_pct":0.1757,"volatility":"high"},"price":12.835,"volume":{"bars":36,"last_bar_volume":2355.0,"baseline_avg":5295.3,"bar_rvol":0.444734,"raw_accel":0.778936,"smooth_accel":-0.313609,"accel_momentum":-0.061207,"rvol_3bar":[1.401507,0.203875,0.444734],"trend_3bar":"MIXED","projected_rvol":2.146672},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":750.0,"sell_vol":1701.0,"unclassified_vol":0.0,"imbalance":-0.388005,"bid":12.82,"ask":12.85,"spread_pct":0.233736,"quote_size_imbalance":null,"quote_age_s":9.685388},"context":{"vwap":12.558154,"price_vs_vwap_pct":2.204509,"ema9":12.769059,"ema20":12.70585,"ema_stack":true,"ema_warm":true,"hod":12.86,"dist_to_hod_pct":-0.194401,"dist_to_hod_atr":0.290934,"atr":0.08593,"spread_atr":0.349121,"own_change_pct":0.983865,"rel_strength_pct":{"SPY":0.983865,"IWM":0.822656}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.172559},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"368e7b1973a5","ts":"2026-09-09T14:06:55+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6738,"target":10.865,"target_label":"prev_day_high","reward_risk":3.7,"pos_in_5d_range_pct":49.0,"room_to_5d_high_atr":0.92},"price":10.7145,"vwap":10.7151,"ext_from_open_pct":0.04,"max_ext_allowed_pct":3.0,"volume_pace":0.761,"trend":"flat","recent_slope_pct":0.0271,"volatility":"low"},"price":10.7145,"volume":{"bars":36,"last_bar_volume":149899.0,"baseline_avg":63755.3,"bar_rvol":2.351161,"raw_accel":2.739715,"smooth_accel":1.312184,"accel_momentum":0.968725,"rvol_3bar":[0.937663,0.621904,2.351161],"trend_3bar":"MIXED","projected_rvol":0.642633},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":7508.0,"sell_vol":13460.0,"unclassified_vol":0.0,"imbalance":-0.283861,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.536978},"context":{"vwap":10.715135,"price_vs_vwap_pct":-0.005931,"ema9":10.710971,"ema20":10.711429,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.422862,"dist_to_hod_atr":2.359962,"atr":0.01928,"spread_atr":0.518673,"own_change_pct":0.140121,"rel_strength_pct":{"SPY":0.140121,"IWM":-0.021087}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.667403},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"89952545f33e","ts":"2026-09-09T14:07:00+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.2085,"target":11.75,"target_label":"ceiling","reward_risk":1.26,"pos_in_5d_range_pct":121.2,"room_to_5d_high_atr":-0.43},"price":11.4485,"vwap":11.3736,"ext_from_open_pct":-2.15,"max_ext_allowed_pct":5.0,"volume_pace":3.788,"trend":"flat","recent_slope_pct":-0.0113,"volatility":"medium"},"price":11.4485,"volume":{"bars":36,"last_bar_volume":696.0,"baseline_avg":2153.4,"bar_rvol":0.32321,"raw_accel":0.111821,"smooth_accel":-0.434038,"accel_momentum":0.283789,"rvol_3bar":[0.296465,0.239169,0.32321],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":2.0,"sell_vol":310.0,"unclassified_vol":0.0,"imbalance":-0.987179,"bid":11.35,"ask":11.47,"spread_pct":1.051709,"quote_size_imbalance":null,"quote_age_s":38.193768},"context":{"vwap":11.373328,"price_vs_vwap_pct":0.66095,"ema9":11.519067,"ema20":11.477595,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.814092,"dist_to_hod_atr":1.913923,"atr":0.173204,"spread_atr":0.692823,"own_change_pct":-1.243064,"rel_strength_pct":{"SPY":-1.282352,"IWM":-1.29087}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.319066},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6a6d210ad54e","ts":"2026-09-09T14:07:05+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.17 below VWAP $8.18","plan":{"state":"PASS","setup":"","stop":8.0656,"target":8.4,"target_label":"prev_day_high","reward_risk":2.2,"pos_in_5d_range_pct":16.7,"room_to_5d_high_atr":1.76},"price":8.17,"vwap":8.1815,"ext_from_open_pct":-4.44,"max_ext_allowed_pct":3.0,"volume_pace":2.621,"trend":"flat","recent_slope_pct":0.1164,"volatility":"medium"},"price":8.17,"volume":{"bars":37,"last_bar_volume":1658.0,"baseline_avg":4276.45,"bar_rvol":0.387705,"raw_accel":-0.392229,"smooth_accel":1.054479,"accel_momentum":1.270333,"rvol_3bar":[0.642939,0.601749,0.387705],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":313.0,"sell_vol":877.0,"unclassified_vol":0.0,"imbalance":-0.47395,"bid":8.16,"ask":8.17,"spread_pct":0.122474,"quote_size_imbalance":null,"quote_age_s":2.747491},"context":{"vwap":8.181553,"price_vs_vwap_pct":-0.141213,"ema9":8.140616,"ema20":8.116893,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.947608,"dist_to_hod_atr":6.596834,"atr":0.092469,"spread_atr":0.108145,"own_change_pct":0.306373,"rel_strength_pct":{"SPY":0.267085,"IWM":0.258567}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.183753},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f4b4aae20036","ts":"2026-09-09T14:07:15+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.99 below VWAP $11.01","plan":{"state":"PASS","setup":"","stop":10.8942,"target":11.13,"target_label":"range_20d_high","reward_risk":1.34,"pos_in_5d_range_pct":110.2,"room_to_5d_high_atr":-0.33},"price":10.995,"vwap":11.0101,"ext_from_open_pct":-0.05,"max_ext_allowed_pct":3.0,"volume_pace":1.473,"trend":"flat","recent_slope_pct":-0.0736,"volatility":"medium"},"price":10.995,"volume":{"bars":37,"last_bar_volume":515667.0,"baseline_avg":322829.55,"bar_rvol":1.597335,"raw_accel":0.600143,"smooth_accel":-0.083371,"accel_momentum":0.119095,"rvol_3bar":[0.67973,0.994954,1.597335],"trend_3bar":"ACCELERATING","projected_rvol":1.042792},"flow":{"window_s":30,"trades":351,"trade_rate":11.7,"buy_vol":75400.0,"sell_vol":115546.0,"unclassified_vol":0.0,"imbalance":-0.210248,"bid":10.99,"ask":11.0,"spread_pct":0.09095,"quote_size_imbalance":null,"quote_age_s":0.423226},"context":{"vwap":11.010096,"price_vs_vwap_pct":-0.137109,"ema9":11.01916,"ema20":11.008172,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.434334,"dist_to_hod_atr":3.023253,"atr":0.052923,"spread_atr":0.188953,"own_change_pct":0.137274,"rel_strength_pct":{"SPY":0.097986,"IWM":0.089468}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.335836},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0f9f8ed050e0","ts":"2026-09-09T14:07:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.6339,"target":14.35,"target_label":"range_20d_high","reward_risk":7.33,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.13},"price":12.84,"vwap":12.5724,"ext_from_open_pct":4.31,"max_ext_allowed_pct":3.0,"volume_pace":1.35,"trend":"flat","recent_slope_pct":0.0663,"volatility":"high"},"price":12.84,"volume":{"bars":37,"last_bar_volume":10438.0,"baseline_avg":5147.0,"bar_rvol":2.027977,"raw_accel":3.432272,"smooth_accel":-0.359366,"accel_momentum":-0.045757,"rvol_3bar":[0.203875,0.444734,2.027977],"trend_3bar":"ACCELERATING","projected_rvol":0.287935},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":178.0,"sell_vol":355.0,"unclassified_vol":0.0,"imbalance":-0.332083,"bid":12.81,"ask":12.84,"spread_pct":0.233918,"quote_size_imbalance":null,"quote_age_s":2.470512},"context":{"vwap":12.571775,"price_vs_vwap_pct":2.133549,"ema9":12.781247,"ema20":12.717674,"ema_stack":true,"ema_warm":true,"hod":12.89,"dist_to_hod_pct":-0.387898,"dist_to_hod_atr":0.570315,"atr":0.087671,"spread_atr":0.342189,"own_change_pct":0.474572,"rel_strength_pct":{"SPY":0.435284,"IWM":0.426766}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.673456},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a2b99ff8bf1d","ts":"2026-09-09T14:07:25+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6793,"target":10.865,"target_label":"prev_day_high","reward_risk":3.56,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":0.89},"price":10.72,"vwap":10.7151,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.755,"trend":"flat","recent_slope_pct":0.015,"volatility":"low"},"price":10.72,"volume":{"bars":37,"last_bar_volume":39404.0,"baseline_avg":69074.95,"bar_rvol":0.570453,"raw_accel":-0.73713,"smooth_accel":0.746279,"accel_momentum":-0.565905,"rvol_3bar":[0.621904,2.351161,0.570453],"trend_3bar":"MIXED","projected_rvol":0.41263},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":9280.0,"sell_vol":4443.0,"unclassified_vol":0.0,"imbalance":0.352474,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.701762},"context":{"vwap":10.715099,"price_vs_vwap_pct":0.045739,"ema9":10.710776,"ema20":10.711293,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.371747,"dist_to_hod_atr":2.126531,"atr":0.01881,"spread_atr":0.531633,"own_change_pct":0.093458,"rel_strength_pct":{"SPY":0.05417,"IWM":0.045652}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.20107},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"141b4c1b5829","ts":"2026-09-09T14:07:30+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6693,"target":10.865,"target_label":"prev_day_high","reward_risk":3.81,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":0.95},"price":10.71,"vwap":10.7151,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.753,"trend":"flat","recent_slope_pct":-0.0036,"volatility":"low"},"price":10.71,"volume":{"bars":37,"last_bar_volume":39404.0,"baseline_avg":69074.95,"bar_rvol":0.570453,"raw_accel":-0.73713,"smooth_accel":0.746279,"accel_momentum":-0.565905,"rvol_3bar":[0.621904,2.351161,0.570453],"trend_3bar":"MIXED","projected_rvol":0.365284},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":8739.0,"sell_vol":3877.0,"unclassified_vol":0.0,"imbalance":0.385384,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":6.701762},"context":{"vwap":10.715099,"price_vs_vwap_pct":-0.047587,"ema9":10.710776,"ema20":10.711293,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.464684,"dist_to_hod_atr":2.658164,"atr":0.01881,"spread_atr":0.531633,"own_change_pct":0.093458,"rel_strength_pct":{"SPY":0.05417,"IWM":0.045652}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.219843},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8fdc1268a410","ts":"2026-09-09T14:07:40+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6792,"target":10.865,"target_label":"prev_day_high","reward_risk":3.56,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":0.89},"price":10.7199,"vwap":10.7151,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.751,"trend":"flat","recent_slope_pct":0.0148,"volatility":"low"},"price":10.7199,"volume":{"bars":37,"last_bar_volume":39404.0,"baseline_avg":69074.95,"bar_rvol":0.570453,"raw_accel":-0.73713,"smooth_accel":0.746279,"accel_momentum":-0.565905,"rvol_3bar":[0.621904,2.351161,0.570453],"trend_3bar":"MIXED","projected_rvol":0.348339},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":7500.0,"sell_vol":3479.0,"unclassified_vol":0.0,"imbalance":0.366245,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":1.38912},"context":{"vwap":10.715099,"price_vs_vwap_pct":0.044806,"ema9":10.710776,"ema20":10.711293,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.372677,"dist_to_hod_atr":2.131847,"atr":0.01881,"spread_atr":0.531633,"own_change_pct":0.093458,"rel_strength_pct":{"SPY":0.05417,"IWM":0.045652}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.208925},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6c95b59763b2","ts":"2026-09-09T14:07:45+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6743,"target":10.865,"target_label":"prev_day_high","reward_risk":3.68,"pos_in_5d_range_pct":49.2,"room_to_5d_high_atr":0.92},"price":10.715,"vwap":10.7151,"ext_from_open_pct":0.05,"max_ext_allowed_pct":3.0,"volume_pace":0.75,"trend":"flat","recent_slope_pct":0.0057,"volatility":"low"},"price":10.715,"volume":{"bars":37,"last_bar_volume":39404.0,"baseline_avg":69074.95,"bar_rvol":0.570453,"raw_accel":-0.73713,"smooth_accel":0.746279,"accel_momentum":-0.565905,"rvol_3bar":[0.621904,2.351161,0.570453],"trend_3bar":"MIXED","projected_rvol":0.359957},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":6998.0,"sell_vol":3704.0,"unclassified_vol":0.0,"imbalance":0.307793,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.143913},"context":{"vwap":10.715099,"price_vs_vwap_pct":-0.000924,"ema9":10.710776,"ema20":10.711293,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.418216,"dist_to_hod_atr":2.392347,"atr":0.01881,"spread_atr":0.531633,"own_change_pct":0.093458,"rel_strength_pct":{"SPY":0.05417,"IWM":0.045652}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.175581},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ac46b0bebe1b","ts":"2026-09-09T14:07:50+00:00","symbol":"AGNC","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.6754,"target":10.865,"target_label":"prev_day_high","reward_risk":3.66,"pos_in_5d_range_pct":49.5,"room_to_5d_high_atr":0.91},"price":10.7161,"vwap":10.7151,"ext_from_open_pct":0.06,"max_ext_allowed_pct":3.0,"volume_pace":0.748,"trend":"flat","recent_slope_pct":0.0077,"volatility":"low"},"price":10.7161,"volume":{"bars":37,"last_bar_volume":39404.0,"baseline_avg":69074.95,"bar_rvol":0.570453,"raw_accel":-0.73713,"smooth_accel":0.746279,"accel_momentum":-0.565905,"rvol_3bar":[0.621904,2.351161,0.570453],"trend_3bar":"MIXED","projected_rvol":0.329294},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":5482.0,"sell_vol":3962.0,"unclassified_vol":0.0,"imbalance":0.160949,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":3.256645},"context":{"vwap":10.715099,"price_vs_vwap_pct":0.009342,"ema9":10.710776,"ema20":10.711293,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.407993,"dist_to_hod_atr":2.333868,"atr":0.01881,"spread_atr":0.531633,"own_change_pct":0.093458,"rel_strength_pct":{"SPY":0.05417,"IWM":0.045652}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.091814},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9ae17e42bc49","ts":"2026-09-09T14:07:55+00:00","symbol":"AGNC","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.71 below VWAP $10.72","plan":{"state":"PASS","setup":"","stop":10.6743,"target":10.865,"target_label":"prev_day_high","reward_risk":3.68,"pos_in_5d_range_pct":49.2,"room_to_5d_high_atr":0.92},"price":10.715,"vwap":10.7151,"ext_from_open_pct":0.05,"max_ext_allowed_pct":3.0,"volume_pace":0.748,"trend":"flat","recent_slope_pct":0.0057,"volatility":"low"},"price":10.715,"volume":{"bars":37,"last_bar_volume":39404.0,"baseline_avg":69074.95,"bar_rvol":0.570453,"raw_accel":-0.73713,"smooth_accel":0.746279,"accel_momentum":-0.565905,"rvol_3bar":[0.621904,2.351161,0.570453],"trend_3bar":"MIXED","projected_rvol":0.393975},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":5685.0,"sell_vol":7385.0,"unclassified_vol":0.0,"imbalance":-0.130069,"bid":10.71,"ask":10.72,"spread_pct":0.093327,"quote_size_imbalance":null,"quote_age_s":0.063537},"context":{"vwap":10.715099,"price_vs_vwap_pct":-0.000924,"ema9":10.710776,"ema20":10.711293,"ema_stack":false,"ema_warm":true,"hod":10.76,"dist_to_hod_pct":-0.418216,"dist_to_hod_atr":2.392347,"atr":0.01881,"spread_atr":0.531633,"own_change_pct":0.093458,"rel_strength_pct":{"SPY":0.05417,"IWM":0.045652}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.074198},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7036a48323e7","ts":"2026-09-09T14:08:35+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.8215,"target":5.93,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.67},"price":5.88,"vwap":5.8782,"ext_from_open_pct":0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.855,"trend":"flat","recent_slope_pct":-0.1007,"volatility":"medium"},"price":5.88,"volume":{"bars":38,"last_bar_volume":81952.0,"baseline_avg":72195.65,"bar_rvol":1.135138,"raw_accel":0.245755,"smooth_accel":-0.351179,"accel_momentum":-0.07705,"rvol_3bar":[0.874203,0.9308,1.135138],"trend_3bar":"ACCELERATING","projected_rvol":18.131492},"flow":{"window_s":30,"trades":846,"trade_rate":28.2,"buy_vol":220510.0,"sell_vol":161955.0,"unclassified_vol":0.0,"imbalance":0.153099,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":1.1509},"context":{"vwap":5.879848,"price_vs_vwap_pct":0.002588,"ema9":5.874093,"ema20":5.874572,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.84317,"dist_to_hod_atr":1.720809,"atr":0.029056,"spread_atr":0.344162,"own_change_pct":-0.280784,"rel_strength_pct":{"SPY":-0.338407,"IWM":-0.273956}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.173788},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"48f87f360e67","ts":"2026-09-09T14:08:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.6139,"target":12.85,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":106.7,"room_to_5d_high_atr":-0.11},"price":12.82,"vwap":12.5772,"ext_from_open_pct":4.14,"max_ext_allowed_pct":3.0,"volume_pace":1.327,"trend":"flat","recent_slope_pct":-0.0078,"volatility":"high"},"price":12.82,"volume":{"bars":38,"last_bar_volume":1864.0,"baseline_avg":5325.3,"bar_rvol":0.350027,"raw_accel":-0.821422,"smooth_accel":0.427305,"accel_momentum":0.786672,"rvol_3bar":[0.444734,2.027977,0.350027],"trend_3bar":"MIXED","projected_rvol":0.678835},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":1522.0,"sell_vol":438.0,"unclassified_vol":0.0,"imbalance":0.553061,"bid":12.82,"ask":12.86,"spread_pct":0.311526,"quote_size_imbalance":null,"quote_age_s":12.665263},"context":{"vwap":12.574272,"price_vs_vwap_pct":1.954212,"ema9":12.794998,"ema20":12.730277,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.620155,"dist_to_hod_atr":0.918243,"atr":0.087123,"spread_atr":0.459121,"own_change_pct":0.863422,"rel_strength_pct":{"SPY":0.805799,"IWM":0.870251}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.193586},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"87afd755174c","ts":"2026-09-09T14:08:45+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.87 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8148,"target":5.93,"target_label":"ceiling","reward_risk":0.97,"pos_in_5d_range_pct":22.1,"room_to_5d_high_atr":1.7},"price":5.8733,"vwap":5.8779,"ext_from_open_pct":0.48,"max_ext_allowed_pct":3.0,"volume_pace":0.867,"trend":"flat","recent_slope_pct":-0.1236,"volatility":"medium"},"price":5.8733,"volume":{"bars":38,"last_bar_volume":81952.0,"baseline_avg":72195.65,"bar_rvol":1.135138,"raw_accel":0.245755,"smooth_accel":-0.351179,"accel_momentum":-0.07705,"rvol_3bar":[0.874203,0.9308,1.135138],"trend_3bar":"ACCELERATING","projected_rvol":15.358469},"flow":{"window_s":30,"trades":789,"trade_rate":26.3,"buy_vol":143149.0,"sell_vol":172055.0,"unclassified_vol":0.0,"imbalance":-0.091706,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":3.926802},"context":{"vwap":5.879848,"price_vs_vwap_pct":-0.111361,"ema9":5.874093,"ema20":5.874572,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.956155,"dist_to_hod_atr":1.951397,"atr":0.029056,"spread_atr":0.344162,"own_change_pct":-0.280784,"rel_strength_pct":{"SPY":-0.338407,"IWM":-0.273956}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.104099},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e87e31f3686a","ts":"2026-09-09T14:08:55+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.18,"target":11.75,"target_label":"ceiling","reward_risk":1.59,"pos_in_5d_range_pct":116.4,"room_to_5d_high_atr":-0.33},"price":11.4,"vwap":11.3739,"ext_from_open_pct":-2.56,"max_ext_allowed_pct":4.0,"volume_pace":3.621,"trend":"flat","recent_slope_pct":-0.224,"volatility":"medium"},"price":11.4,"volume":{"bars":38,"last_bar_volume":351.0,"baseline_avg":2147.2,"bar_rvol":0.163469,"raw_accel":-0.664115,"smooth_accel":0.177928,"accel_momentum":0.203051,"rvol_3bar":[0.32321,0.494909,0.163469],"trend_3bar":"MIXED","projected_rvol":0.367836},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":388.0,"sell_vol":300.0,"unclassified_vol":0.0,"imbalance":0.127907,"bid":11.35,"ask":11.46,"spread_pct":0.964489,"quote_size_imbalance":null,"quote_age_s":3.049468},"context":{"vwap":11.373745,"price_vs_vwap_pct":0.230835,"ema9":11.485963,"ema20":11.46865,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.225806,"dist_to_hod_atr":2.366784,"atr":0.160555,"spread_atr":0.685122,"own_change_pct":-0.262238,"rel_strength_pct":{"SPY":-0.319861,"IWM":-0.255409}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.020909},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2989366f8248","ts":"2026-09-09T14:08:55+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.8315,"target":5.93,"target_label":"ceiling","reward_risk":0.68,"pos_in_5d_range_pct":25.4,"room_to_5d_high_atr":1.63},"price":5.89,"vwap":5.8799,"ext_from_open_pct":0.77,"max_ext_allowed_pct":3.0,"volume_pace":0.88,"trend":"flat","recent_slope_pct":-0.0667,"volatility":"medium"},"price":5.89,"volume":{"bars":38,"last_bar_volume":81952.0,"baseline_avg":72195.65,"bar_rvol":1.135138,"raw_accel":0.245755,"smooth_accel":-0.351179,"accel_momentum":-0.07705,"rvol_3bar":[0.874203,0.9308,1.135138],"trend_3bar":"ACCELERATING","projected_rvol":13.685252},"flow":{"window_s":30,"trades":628,"trade_rate":20.933333,"buy_vol":78661.0,"sell_vol":154163.0,"unclassified_vol":0.0,"imbalance":-0.324288,"bid":5.89,"ask":5.9,"spread_pct":0.169635,"quote_size_imbalance":null,"quote_age_s":0.037478},"context":{"vwap":5.879848,"price_vs_vwap_pct":0.17266,"ema9":5.874093,"ema20":5.874572,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.674536,"dist_to_hod_atr":1.376647,"atr":0.029056,"spread_atr":0.344162,"own_change_pct":-0.280784,"rel_strength_pct":{"SPY":-0.338407,"IWM":-0.273956}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.368111},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"eef699dbaf5a","ts":"2026-09-09T14:09:00+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.88 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8175,"target":5.93,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":22.7,"room_to_5d_high_atr":1.69},"price":5.876,"vwap":5.879,"ext_from_open_pct":0.53,"max_ext_allowed_pct":3.0,"volume_pace":0.896,"trend":"flat","recent_slope_pct":-0.1144,"volatility":"medium"},"price":5.876,"volume":{"bars":38,"last_bar_volume":81952.0,"baseline_avg":72195.65,"bar_rvol":1.135138,"raw_accel":0.245755,"smooth_accel":-0.351179,"accel_momentum":-0.07705,"rvol_3bar":[0.874203,0.9308,1.135138],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":560,"trade_rate":18.666667,"buy_vol":94328.0,"sell_vol":145569.0,"unclassified_vol":0.0,"imbalance":-0.213596,"bid":5.89,"ask":5.9,"spread_pct":0.169635,"quote_size_imbalance":null,"quote_age_s":0.004662},"context":{"vwap":5.879848,"price_vs_vwap_pct":-0.065441,"ema9":5.874093,"ema20":5.874572,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.910624,"dist_to_hod_atr":1.858474,"atr":0.029056,"spread_atr":0.344162,"own_change_pct":-0.280784,"rel_strength_pct":{"SPY":-0.322679,"IWM":-0.24325}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.242461},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"60ecffdc5396","ts":"2026-09-09T14:09:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.6422,"target":14.35,"target_label":"range_20d_high","reward_risk":7.29,"pos_in_5d_range_pct":108.8,"room_to_5d_high_atr":-0.14},"price":12.8483,"vwap":12.5794,"ext_from_open_pct":4.37,"max_ext_allowed_pct":3.0,"volume_pace":1.318,"trend":"flat","recent_slope_pct":0.0207,"volatility":"high"},"price":12.8483,"volume":{"bars":39,"last_bar_volume":3645.0,"baseline_avg":5272.7,"bar_rvol":0.691297,"raw_accel":0.955472,"smooth_accel":0.494284,"accel_momentum":0.066979,"rvol_3bar":[2.027977,0.350027,0.691297],"trend_3bar":"MIXED","projected_rvol":0.430899},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":628.0,"sell_vol":1175.0,"unclassified_vol":0.0,"imbalance":-0.303383,"bid":12.8,"ask":12.84,"spread_pct":0.312012,"quote_size_imbalance":null,"quote_age_s":0.134821},"context":{"vwap":12.578722,"price_vs_vwap_pct":2.143129,"ema9":12.799998,"ema20":12.738822,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.400775,"dist_to_hod_atr":0.609465,"atr":0.084828,"spread_atr":0.47154,"own_change_pct":0.195389,"rel_strength_pct":{"SPY":0.153494,"IWM":0.232923}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.209728},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"421a53f22c52","ts":"2026-09-09T14:09:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.6139,"target":12.85,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":106.7,"room_to_5d_high_atr":-0.11},"price":12.82,"vwap":12.5795,"ext_from_open_pct":4.14,"max_ext_allowed_pct":3.0,"volume_pace":1.316,"trend":"flat","recent_slope_pct":-0.0234,"volatility":"high"},"price":12.82,"volume":{"bars":39,"last_bar_volume":3645.0,"baseline_avg":5272.7,"bar_rvol":0.691297,"raw_accel":0.955472,"smooth_accel":0.494284,"accel_momentum":0.066979,"rvol_3bar":[2.027977,0.350027,0.691297],"trend_3bar":"MIXED","projected_rvol":0.377226},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":628.0,"sell_vol":1270.0,"unclassified_vol":0.0,"imbalance":-0.338251,"bid":12.8,"ask":12.84,"spread_pct":0.312012,"quote_size_imbalance":null,"quote_age_s":2.953864},"context":{"vwap":12.578722,"price_vs_vwap_pct":1.918146,"ema9":12.799998,"ema20":12.738822,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.620155,"dist_to_hod_atr":0.94308,"atr":0.084828,"spread_atr":0.47154,"own_change_pct":0.195389,"rel_strength_pct":{"SPY":0.153494,"IWM":0.232923}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.233832},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"51e9de4d57dc","ts":"2026-09-09T14:09:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.6335,"target":14.35,"target_label":"range_20d_high","reward_risk":7.33,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.13},"price":12.8396,"vwap":12.5797,"ext_from_open_pct":4.3,"max_ext_allowed_pct":4.0,"volume_pace":1.306,"trend":"flat","recent_slope_pct":0.0072,"volatility":"high"},"price":12.8396,"volume":{"bars":39,"last_bar_volume":3645.0,"baseline_avg":5272.7,"bar_rvol":0.691297,"raw_accel":0.955472,"smooth_accel":0.494284,"accel_momentum":0.066979,"rvol_3bar":[2.027977,0.350027,0.691297],"trend_3bar":"MIXED","projected_rvol":0.230717},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":588.0,"sell_vol":170.0,"unclassified_vol":0.0,"imbalance":0.551451,"bid":12.8,"ask":12.84,"spread_pct":0.312012,"quote_size_imbalance":null,"quote_age_s":1.543636},"context":{"vwap":12.578722,"price_vs_vwap_pct":2.073965,"ema9":12.799998,"ema20":12.738822,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.468217,"dist_to_hod_atr":0.712025,"atr":0.084828,"spread_atr":0.47154,"own_change_pct":0.195389,"rel_strength_pct":{"SPY":0.153494,"IWM":0.232923}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.381216},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7d3e984d1308","ts":"2026-09-09T14:09:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.36 below VWAP $11.37","plan":{"state":"PASS","setup":"","stop":10.91,"target":11.75,"target_label":"ceiling","reward_risk":0.87,"pos_in_5d_range_pct":112.4,"room_to_5d_high_atr":-0.25},"price":11.3599,"vwap":11.3739,"ext_from_open_pct":-2.91,"max_ext_allowed_pct":4.0,"volume_pace":3.551,"trend":"flat","recent_slope_pct":-0.2429,"volatility":"medium"},"price":11.3599,"volume":{"bars":39,"last_bar_volume":734.0,"baseline_avg":2094.15,"bar_rvol":0.3505,"raw_accel":0.402001,"smooth_accel":0.007092,"accel_momentum":-0.170836,"rvol_3bar":[0.494909,0.163469,0.3505],"trend_3bar":"MIXED","projected_rvol":0.181458},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":0.0,"sell_vol":285.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":11.35,"ask":11.43,"spread_pct":0.702371,"quote_size_imbalance":null,"quote_age_s":0.929383},"context":{"vwap":11.373872,"price_vs_vwap_pct":-0.122842,"ema9":11.47103,"ema20":11.463188,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.566214,"dist_to_hod_atr":2.67419,"atr":0.157094,"spread_atr":0.509248,"own_change_pct":-0.857515,"rel_strength_pct":{"SPY":-0.89941,"IWM":-0.819982}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.3505},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6cd8bd8dd01b","ts":"2026-09-09T14:09:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.6046,"target":12.85,"target_label":"premarket_high","reward_risk":0.19,"pos_in_5d_range_pct":106.0,"room_to_5d_high_atr":-0.1},"price":12.8107,"vwap":12.5804,"ext_from_open_pct":4.07,"max_ext_allowed_pct":3.0,"volume_pace":1.305,"trend":"flat","recent_slope_pct":-0.0379,"volatility":"high"},"price":12.8107,"volume":{"bars":39,"last_bar_volume":3645.0,"baseline_avg":5272.7,"bar_rvol":0.691297,"raw_accel":0.955472,"smooth_accel":0.494284,"accel_momentum":0.066979,"rvol_3bar":[2.027977,0.350027,0.691297],"trend_3bar":"MIXED","projected_rvol":0.33865},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":73.0,"sell_vol":752.0,"unclassified_vol":0.0,"imbalance":-0.82303,"bid":12.8,"ask":12.84,"spread_pct":0.312012,"quote_size_imbalance":null,"quote_age_s":1.056076},"context":{"vwap":12.578722,"price_vs_vwap_pct":1.844212,"ema9":12.799998,"ema20":12.738822,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.692248,"dist_to_hod_atr":1.052713,"atr":0.084828,"spread_atr":0.47154,"own_change_pct":0.195389,"rel_strength_pct":{"SPY":0.153494,"IWM":0.232923}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.568958},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2aa1466e6d33","ts":"2026-09-09T14:09:50+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.2587,"target":11.75,"target_label":"ceiling","reward_risk":2.07,"pos_in_5d_range_pct":118.3,"room_to_5d_high_atr":-0.37},"price":11.4187,"vwap":11.3739,"ext_from_open_pct":-2.4,"max_ext_allowed_pct":4.0,"volume_pace":3.543,"trend":"flat","recent_slope_pct":-0.1398,"volatility":"medium"},"price":11.4187,"volume":{"bars":39,"last_bar_volume":734.0,"baseline_avg":2094.15,"bar_rvol":0.3505,"raw_accel":0.402001,"smooth_accel":0.007092,"accel_momentum":-0.170836,"rvol_3bar":[0.494909,0.163469,0.3505],"trend_3bar":"MIXED","projected_rvol":0.167896},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":8.0,"sell_vol":285.0,"unclassified_vol":0.0,"imbalance":-0.945392,"bid":11.35,"ask":11.43,"spread_pct":0.702371,"quote_size_imbalance":null,"quote_age_s":5.929383},"context":{"vwap":11.373872,"price_vs_vwap_pct":0.394132,"ema9":11.47103,"ema20":11.463188,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.067063,"dist_to_hod_atr":2.299892,"atr":0.157094,"spread_atr":0.509248,"own_change_pct":-0.857515,"rel_strength_pct":{"SPY":-0.89941,"IWM":-0.819982}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.33136},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2ab8b2ab4abb","ts":"2026-09-09T14:09:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.35 below VWAP $11.37","plan":{"state":"PASS","setup":"","stop":10.91,"target":11.75,"target_label":"ceiling","reward_risk":0.91,"pos_in_5d_range_pct":111.4,"room_to_5d_high_atr":-0.23},"price":11.35,"vwap":11.3739,"ext_from_open_pct":-2.99,"max_ext_allowed_pct":4.0,"volume_pace":3.536,"trend":"flat","recent_slope_pct":-0.2602,"volatility":"medium"},"price":11.35,"volume":{"bars":39,"last_bar_volume":734.0,"baseline_avg":2094.15,"bar_rvol":0.3505,"raw_accel":0.402001,"smooth_accel":0.007092,"accel_momentum":-0.170836,"rvol_3bar":[0.494909,0.163469,0.3505],"trend_3bar":"MIXED","projected_rvol":0.153154},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":8.0,"sell_vol":279.0,"unclassified_vol":0.0,"imbalance":-0.944251,"bid":11.34,"ask":11.43,"spread_pct":0.790514,"quote_size_imbalance":null,"quote_age_s":1.17492},"context":{"vwap":11.373872,"price_vs_vwap_pct":-0.209884,"ema9":11.47103,"ema20":11.463188,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.650255,"dist_to_hod_atr":2.737209,"atr":0.157094,"spread_atr":0.572904,"own_change_pct":-0.857515,"rel_strength_pct":{"SPY":-0.89941,"IWM":-0.819982}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.33096},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"78afe656e16a","ts":"2026-09-09T14:10:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.3463,"target":11.75,"target_label":"ceiling","reward_risk":2.26,"pos_in_5d_range_pct":123.4,"room_to_5d_high_atr":-0.48},"price":11.47,"vwap":11.3751,"ext_from_open_pct":-1.97,"max_ext_allowed_pct":5.0,"volume_pace":3.588,"trend":"flat","recent_slope_pct":-0.0138,"volatility":"medium"},"price":11.47,"volume":{"bars":40,"last_bar_volume":544.0,"baseline_avg":2129.55,"bar_rvol":0.255453,"raw_accel":-0.258856,"smooth_accel":-0.311787,"accel_momentum":-0.318879,"rvol_3bar":[0.163469,0.3505,0.255453],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":2934.0,"sell_vol":1081.0,"unclassified_vol":0.0,"imbalance":0.461519,"bid":11.37,"ask":11.43,"spread_pct":0.526316,"quote_size_imbalance":null,"quote_age_s":1.508144},"context":{"vwap":11.37387,"price_vs_vwap_pct":0.84518,"ema9":11.447064,"ema20":11.452523,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.631579,"dist_to_hod_atr":2.05597,"atr":0.15078,"spread_atr":0.39793,"own_change_pct":-1.235513,"rel_strength_pct":{"SPY":-1.265624,"IWM":-1.105913}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.117897},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"390522cddc2b","ts":"2026-09-09T14:10:05+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.84,"target":6.02,"target_label":"prev_day_high","reward_risk":1.57,"pos_in_5d_range_pct":29.3,"room_to_5d_high_atr":1.55},"price":5.91,"vwap":5.88,"ext_from_open_pct":1.11,"max_ext_allowed_pct":3.0,"volume_pace":0.924,"trend":"flat","recent_slope_pct":0.2212,"volatility":"medium"},"price":5.91,"volume":{"bars":40,"last_bar_volume":162503.0,"baseline_avg":120803.95,"bar_rvol":1.34518,"raw_accel":-0.834464,"smooth_accel":3.855903,"accel_momentum":0.656752,"rvol_3bar":[1.135138,13.577651,1.34518],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":400,"trade_rate":13.333333,"buy_vol":107377.0,"sell_vol":73607.0,"unclassified_vol":0.0,"imbalance":0.186591,"bid":5.9,"ask":5.91,"spread_pct":0.169348,"quote_size_imbalance":null,"quote_age_s":0.150593},"context":{"vwap":5.879586,"price_vs_vwap_pct":0.517288,"ema9":5.87958,"ema20":5.877117,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.337268,"dist_to_hod_atr":0.660981,"atr":0.030258,"spread_atr":0.33049,"own_change_pct":0.038998,"rel_strength_pct":{"SPY":0.008887,"IWM":0.168598}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.250999},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"65479d1dd407","ts":"2026-09-09T14:10:15+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.82,"target":14.17,"target_label":"premarket_high","reward_risk":0.28,"pos_in_5d_range_pct":4.9,"room_to_5d_high_atr":4.78},"price":14.0932,"vwap":14.0456,"ext_from_open_pct":-0.23,"max_ext_allowed_pct":3.0,"volume_pace":1.078,"trend":"flat","recent_slope_pct":0.1032,"volatility":"high"},"price":14.0932,"volume":{"bars":40,"last_bar_volume":49387.0,"baseline_avg":147277.35,"bar_rvol":0.335333,"raw_accel":-0.412395,"smooth_accel":-0.338678,"accel_momentum":-0.474913,"rvol_3bar":[0.809685,0.561289,0.335333],"trend_3bar":"DECELERATING","projected_rvol":2.026707},"flow":{"window_s":30,"trades":510,"trade_rate":17.0,"buy_vol":54391.0,"sell_vol":31119.0,"unclassified_vol":0.0,"imbalance":0.272155,"bid":14.09,"ask":14.1,"spread_pct":0.070947,"quote_size_imbalance":null,"quote_age_s":0.120025},"context":{"vwap":14.045357,"price_vs_vwap_pct":0.340633,"ema9":14.02642,"ema20":14.025041,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.514336,"dist_to_hod_atr":1.618273,"atr":0.133908,"spread_atr":0.074678,"own_change_pct":0.040621,"rel_strength_pct":{"SPY":0.01051,"IWM":0.170221}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.091263},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"4f8b8136d2ff","ts":"2026-09-09T14:10:30+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.04 below VWAP $14.05","plan":{"state":"PASS","setup":"","stop":13.7911,"target":14.17,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":3.8,"room_to_5d_high_atr":4.83},"price":14.039,"vwap":14.0455,"ext_from_open_pct":-0.61,"max_ext_allowed_pct":3.0,"volume_pace":1.077,"trend":"flat","recent_slope_pct":0.026,"volatility":"high"},"price":14.039,"volume":{"bars":40,"last_bar_volume":49387.0,"baseline_avg":147277.35,"bar_rvol":0.335333,"raw_accel":-0.412395,"smooth_accel":-0.338678,"accel_momentum":-0.474913,"rvol_3bar":[0.809685,0.561289,0.335333],"trend_3bar":"DECELERATING","projected_rvol":1.565618},"flow":{"window_s":30,"trades":578,"trade_rate":19.266667,"buy_vol":60855.0,"sell_vol":54435.0,"unclassified_vol":0.0,"imbalance":0.055686,"bid":14.08,"ask":14.09,"spread_pct":0.070998,"quote_size_imbalance":null,"quote_age_s":0.005607},"context":{"vwap":14.045357,"price_vs_vwap_pct":-0.045259,"ema9":14.02642,"ema20":14.025041,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.893095,"dist_to_hod_atr":2.023028,"atr":0.133908,"spread_atr":0.074678,"own_change_pct":0.040621,"rel_strength_pct":{"SPY":0.01051,"IWM":0.170221}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.018673},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"b367e164a4dd","ts":"2026-09-09T14:10:35+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.7,"target":14.06,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.885,"vwap":13.8648,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":4.0,"volume_pace":1.228,"trend":"flat","recent_slope_pct":0.0956,"volatility":"medium"},"price":13.885,"volume":{"bars":40,"last_bar_volume":24520.0,"baseline_avg":36782.1,"bar_rvol":0.666629,"raw_accel":0.218264,"smooth_accel":-0.258631,"accel_momentum":-0.795847,"rvol_3bar":[0.69753,0.535311,0.666629],"trend_3bar":"MIXED","projected_rvol":2.972284},"flow":{"window_s":30,"trades":160,"trade_rate":5.333333,"buy_vol":58678.0,"sell_vol":4449.0,"unclassified_vol":0.0,"imbalance":0.859046,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.828138},"context":{"vwap":13.864897,"price_vs_vwap_pct":0.144989,"ema9":13.824348,"ema20":13.825875,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.41995,"dist_to_hod_atr":2.585018,"atr":0.077369,"spread_atr":0.129251,"own_change_pct":0.321725,"rel_strength_pct":{"SPY":0.291614,"IWM":0.451325}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.572665},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"def27a4f1dcd","ts":"2026-09-09T14:10:35+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.82,"target":14.17,"target_label":"premarket_high","reward_risk":0.27,"pos_in_5d_range_pct":4.9,"room_to_5d_high_atr":4.77},"price":14.095,"vwap":14.0459,"ext_from_open_pct":-0.21,"max_ext_allowed_pct":3.0,"volume_pace":1.077,"trend":"flat","recent_slope_pct":0.1057,"volatility":"high"},"price":14.095,"volume":{"bars":40,"last_bar_volume":49387.0,"baseline_avg":147277.35,"bar_rvol":0.335333,"raw_accel":-0.412395,"smooth_accel":-0.338678,"accel_momentum":-0.474913,"rvol_3bar":[0.809685,0.561289,0.335333],"trend_3bar":"DECELERATING","projected_rvol":1.48947},"flow":{"window_s":30,"trades":567,"trade_rate":18.9,"buy_vol":58919.0,"sell_vol":62583.0,"unclassified_vol":0.0,"imbalance":-0.030156,"bid":14.09,"ask":14.1,"spread_pct":0.070947,"quote_size_imbalance":null,"quote_age_s":0.059941},"context":{"vwap":14.045357,"price_vs_vwap_pct":0.353449,"ema9":14.02642,"ema20":14.025041,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.501758,"dist_to_hod_atr":1.604831,"atr":0.133908,"spread_atr":0.074678,"own_change_pct":0.040621,"rel_strength_pct":{"SPY":0.01051,"IWM":0.170221}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.010112},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f00284812605","ts":"2026-09-09T14:10:40+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.46,"pos_in_5d_range_pct":26.7,"room_to_5d_high_atr":2.38},"price":13.875,"vwap":13.8647,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":4.0,"volume_pace":1.226,"trend":"flat","recent_slope_pct":0.0812,"volatility":"medium"},"price":13.875,"volume":{"bars":40,"last_bar_volume":24520.0,"baseline_avg":36782.1,"bar_rvol":0.666629,"raw_accel":0.218264,"smooth_accel":-0.258631,"accel_momentum":-0.795847,"rvol_3bar":[0.69753,0.535311,0.666629],"trend_3bar":"MIXED","projected_rvol":2.665549},"flow":{"window_s":30,"trades":172,"trade_rate":5.733333,"buy_vol":58389.0,"sell_vol":5316.0,"unclassified_vol":0.0,"imbalance":0.833106,"bid":13.87,"ask":13.88,"spread_pct":0.072072,"quote_size_imbalance":null,"quote_age_s":0.130672},"context":{"vwap":13.864897,"price_vs_vwap_pct":0.072864,"ema9":13.824348,"ema20":13.825875,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.490948,"dist_to_hod_atr":2.714269,"atr":0.077369,"spread_atr":0.129251,"own_change_pct":0.321725,"rel_strength_pct":{"SPY":0.291614,"IWM":0.451325}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.555372},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d9e3f2ffc3ef","ts":"2026-09-09T14:11:20+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.263,"target":11.75,"target_label":"ceiling","reward_risk":1.21,"pos_in_5d_range_pct":124.7,"room_to_5d_high_atr":-0.5},"price":11.483,"vwap":11.3752,"ext_from_open_pct":-1.85,"max_ext_allowed_pct":5.0,"volume_pace":3.487,"trend":"flat","recent_slope_pct":0.1617,"volatility":"medium"},"price":11.483,"volume":{"bars":41,"last_bar_volume":3928.0,"baseline_avg":2005.1,"bar_rvol":1.959005,"raw_accel":6.220588,"smooth_accel":1.488528,"accel_momentum":1.800315,"rvol_3bar":[0.3505,0.255453,1.959005],"trend_3bar":"MIXED","projected_rvol":0.001496},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":6.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":11.39,"ask":11.5,"spread_pct":0.961118,"quote_size_imbalance":null,"quote_age_s":24.483088},"context":{"vwap":11.375176,"price_vs_vwap_pct":0.947892,"ema9":11.447651,"ema20":11.452282,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.521222,"dist_to_hod_atr":1.987623,"atr":0.149425,"spread_atr":0.736157,"own_change_pct":-0.261324,"rel_strength_pct":{"SPY":-0.265578,"IWM":-0.145386}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.959005},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"483b30c7cac1","ts":"2026-09-09T14:11:30+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5834,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.271,"trend":"flat","recent_slope_pct":-0.1337,"volatility":"high"},"price":12.78,"volume":{"bars":41,"last_bar_volume":920.0,"baseline_avg":3388.6,"bar_rvol":0.271499,"raw_accel":-0.734411,"smooth_accel":-0.452207,"accel_momentum":-0.09719,"rvol_3bar":[0.691297,0.689127,0.271499],"trend_3bar":"DECELERATING","projected_rvol":0.259694},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":28.0,"sell_vol":412.0,"unclassified_vol":0.0,"imbalance":-0.872727,"bid":12.77,"ask":12.78,"spread_pct":0.078278,"quote_size_imbalance":null,"quote_age_s":0.411309},"context":{"vwap":12.582985,"price_vs_vwap_pct":1.565726,"ema9":12.792959,"ema20":12.746268,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.504422,"atr":0.079765,"spread_atr":0.125369,"own_change_pct":-0.321122,"rel_strength_pct":{"SPY":-0.325377,"IWM":-0.205184}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.236944},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"2a9817377d21","ts":"2026-09-09T14:11:30+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.1751,"target":11.75,"target_label":"ceiling","reward_risk":1.4,"pos_in_5d_range_pct":117.9,"room_to_5d_high_atr":-0.36},"price":11.4151,"vwap":11.3752,"ext_from_open_pct":-2.44,"max_ext_allowed_pct":4.0,"volume_pace":3.473,"trend":"flat","recent_slope_pct":0.0429,"volatility":"medium"},"price":11.4151,"volume":{"bars":41,"last_bar_volume":3928.0,"baseline_avg":2005.1,"bar_rvol":1.959005,"raw_accel":6.220588,"smooth_accel":1.488528,"accel_momentum":1.800315,"rvol_3bar":[0.3505,0.255453,1.959005],"trend_3bar":"MIXED","projected_rvol":0.006982},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":1.0,"sell_vol":6.0,"unclassified_vol":0.0,"imbalance":-0.714286,"bid":11.39,"ask":11.51,"spread_pct":1.048035,"quote_size_imbalance":null,"quote_age_s":0.33877},"context":{"vwap":11.375176,"price_vs_vwap_pct":0.350978,"ema9":11.447651,"ema20":11.452282,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.097623,"dist_to_hod_atr":2.442033,"atr":0.149425,"spread_atr":0.80308,"own_change_pct":-0.261324,"rel_strength_pct":{"SPY":-0.265578,"IWM":-0.145386}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.399289},"shadow":{"decision":"FAIL","failed":["imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"66ff2c7fcbe0","ts":"2026-09-09T14:11:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.5539,"target":12.85,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":102.2,"room_to_5d_high_atr":-0.04},"price":12.76,"vwap":12.5839,"ext_from_open_pct":3.66,"max_ext_allowed_pct":3.0,"volume_pace":1.272,"trend":"flat","recent_slope_pct":-0.165,"volatility":"high"},"price":12.76,"volume":{"bars":41,"last_bar_volume":920.0,"baseline_avg":3388.6,"bar_rvol":0.271499,"raw_accel":-0.734411,"smooth_accel":-0.452207,"accel_momentum":-0.09719,"rvol_3bar":[0.691297,0.689127,0.271499],"trend_3bar":"DECELERATING","projected_rvol":0.526134},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":128.0,"sell_vol":728.0,"unclassified_vol":0.0,"imbalance":-0.700935,"bid":12.76,"ask":12.77,"spread_pct":0.078339,"quote_size_imbalance":null,"quote_age_s":4.392099},"context":{"vwap":12.582985,"price_vs_vwap_pct":1.406781,"ema9":12.792959,"ema20":12.746268,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.085271,"dist_to_hod_atr":1.755159,"atr":0.079765,"spread_atr":0.125369,"own_change_pct":-0.321122,"rel_strength_pct":{"SPY":-0.325377,"IWM":-0.205184}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.190303},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"3d6dc61598eb","ts":"2026-09-09T14:12:20+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5639,"target":12.85,"target_label":"premarket_high","reward_risk":0.39,"pos_in_5d_range_pct":103.0,"room_to_5d_high_atr":-0.05},"price":12.77,"vwap":12.5847,"ext_from_open_pct":3.74,"max_ext_allowed_pct":4.0,"volume_pace":1.255,"trend":"flat","recent_slope_pct":-0.0821,"volatility":"high"},"price":12.77,"volume":{"bars":42,"last_bar_volume":1140.0,"baseline_avg":3345.05,"bar_rvol":0.340802,"raw_accel":0.23913,"smooth_accel":-0.653603,"accel_momentum":-0.201395,"rvol_3bar":[0.689127,0.271499,0.340802],"trend_3bar":"MIXED","projected_rvol":0.740796},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":726.0,"sell_vol":100.0,"unclassified_vol":0.0,"imbalance":0.757869,"bid":12.76,"ask":12.81,"spread_pct":0.391083,"quote_size_imbalance":null,"quote_age_s":0.758581},"context":{"vwap":12.583944,"price_vs_vwap_pct":1.478515,"ema9":12.787367,"ema20":12.748052,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.007752,"dist_to_hod_atr":1.683559,"atr":0.077217,"spread_atr":0.647523,"own_change_pct":-0.506625,"rel_strength_pct":{"SPY":-0.475207,"IWM":-0.441776}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.258283},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"481c4abbe252","ts":"2026-09-09T14:12:25+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":14.06,"target_label":"premarket_high","reward_risk":0.85,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.895,"vwap":13.8649,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":1.202,"trend":"flat","recent_slope_pct":0.1108,"volatility":"medium"},"price":13.895,"volume":{"bars":42,"last_bar_volume":45430.0,"baseline_avg":37105.9,"bar_rvol":1.224334,"raw_accel":-0.367032,"smooth_accel":0.295504,"accel_momentum":0.250066,"rvol_3bar":[0.666629,1.959742,1.224334],"trend_3bar":"MIXED","projected_rvol":0.352699},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":3421.0,"sell_vol":2510.0,"unclassified_vol":0.0,"imbalance":0.1536,"bid":13.89,"ask":13.9,"spread_pct":0.071968,"quote_size_imbalance":null,"quote_age_s":0.287382},"context":{"vwap":13.864881,"price_vs_vwap_pct":0.217236,"ema9":13.844494,"ema20":13.835629,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.348953,"dist_to_hod_atr":2.470751,"atr":0.0769,"spread_atr":0.13004,"own_change_pct":0.433839,"rel_strength_pct":{"SPY":0.465257,"IWM":0.498688}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.188057},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"49dba142ba2e","ts":"2026-09-09T14:12:30+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.84 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.697,"target":13.9555,"target_label":"ceiling","reward_risk":0.78,"pos_in_5d_range_pct":25.0,"room_to_5d_high_atr":2.43},"price":13.8425,"vwap":13.8649,"ext_from_open_pct":-1.2,"max_ext_allowed_pct":3.0,"volume_pace":1.2,"trend":"flat","recent_slope_pct":0.0351,"volatility":"medium"},"price":13.8425,"volume":{"bars":42,"last_bar_volume":45430.0,"baseline_avg":37105.9,"bar_rvol":1.224334,"raw_accel":-0.367032,"smooth_accel":0.295504,"accel_momentum":0.250066,"rvol_3bar":[0.666629,1.959742,1.224334],"trend_3bar":"MIXED","projected_rvol":0.333801},"flow":{"window_s":30,"trades":91,"trade_rate":3.033333,"buy_vol":3727.0,"sell_vol":2466.0,"unclassified_vol":0.0,"imbalance":0.203617,"bid":13.89,"ask":13.9,"spread_pct":0.071968,"quote_size_imbalance":null,"quote_age_s":0.885998},"context":{"vwap":13.864881,"price_vs_vwap_pct":-0.161419,"ema9":13.844494,"ema20":13.835629,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.72169,"dist_to_hod_atr":3.153458,"atr":0.0769,"spread_atr":0.13004,"own_change_pct":0.433839,"rel_strength_pct":{"SPY":0.465257,"IWM":0.498688}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.249295},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55bd0cba6738","ts":"2026-09-09T14:12:35+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":14.06,"target_label":"premarket_high","reward_risk":0.91,"pos_in_5d_range_pct":27.4,"room_to_5d_high_atr":2.36},"price":13.8881,"vwap":13.8649,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":3.0,"volume_pace":1.199,"trend":"flat","recent_slope_pct":0.1008,"volatility":"medium"},"price":13.8881,"volume":{"bars":42,"last_bar_volume":45430.0,"baseline_avg":37105.9,"bar_rvol":1.224334,"raw_accel":-0.367032,"smooth_accel":0.295504,"accel_momentum":0.250066,"rvol_3bar":[0.666629,1.959742,1.224334],"trend_3bar":"MIXED","projected_rvol":0.428041},"flow":{"window_s":30,"trades":105,"trade_rate":3.5,"buy_vol":4584.0,"sell_vol":4526.0,"unclassified_vol":0.0,"imbalance":0.006367,"bid":13.89,"ask":13.9,"spread_pct":0.071968,"quote_size_imbalance":null,"quote_age_s":0.25384},"context":{"vwap":13.864881,"price_vs_vwap_pct":0.16747,"ema9":13.844494,"ema20":13.835629,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.397941,"dist_to_hod_atr":2.560478,"atr":0.0769,"spread_atr":0.13004,"own_change_pct":0.433839,"rel_strength_pct":{"SPY":0.465257,"IWM":0.498688}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.007795},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1c4005adc508","ts":"2026-09-09T14:12:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.34,"target":11.75,"target_label":"ceiling","reward_risk":0.78,"pos_in_5d_range_pct":133.3,"room_to_5d_high_atr":-0.68},"price":11.5697,"vwap":11.3772,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":4.0,"volume_pace":3.425,"trend":"flat","recent_slope_pct":0.3631,"volatility":"medium"},"price":11.5697,"volume":{"bars":42,"last_bar_volume":112.0,"baseline_avg":2018.55,"bar_rvol":0.055485,"raw_accel":-0.971487,"smooth_accel":1.152113,"accel_momentum":-0.336415,"rvol_3bar":[0.255453,1.959005,0.055485],"trend_3bar":"MIXED","projected_rvol":1.99896},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":2191.0,"sell_vol":277.0,"unclassified_vol":0.0,"imbalance":0.775527,"bid":11.51,"ask":11.59,"spread_pct":0.692641,"quote_size_imbalance":null,"quote_age_s":0.710382},"context":{"vwap":11.375217,"price_vs_vwap_pct":1.709707,"ema9":11.448121,"ema20":11.452065,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-1.785229,"dist_to_hod_atr":1.427546,"atr":0.147316,"spread_atr":0.543051,"own_change_pct":0.013102,"rel_strength_pct":{"SPY":0.04452,"IWM":0.077951}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.04303},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0d1122fab68e","ts":"2026-09-09T14:12:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.7% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5639,"target":12.85,"target_label":"premarket_high","reward_risk":0.39,"pos_in_5d_range_pct":103.0,"room_to_5d_high_atr":-0.05},"price":12.77,"vwap":12.5847,"ext_from_open_pct":3.74,"max_ext_allowed_pct":3.0,"volume_pace":1.24,"trend":"flat","recent_slope_pct":-0.0821,"volatility":"high"},"price":12.77,"volume":{"bars":42,"last_bar_volume":1140.0,"baseline_avg":3345.05,"bar_rvol":0.340802,"raw_accel":0.23913,"smooth_accel":-0.653603,"accel_momentum":-0.201395,"rvol_3bar":[0.689127,0.271499,0.340802],"trend_3bar":"MIXED","projected_rvol":0.296677},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":0.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":12.77,"ask":12.83,"spread_pct":0.46875,"quote_size_imbalance":null,"quote_age_s":0.431858},"context":{"vwap":12.583944,"price_vs_vwap_pct":1.478515,"ema9":12.787367,"ema20":12.748052,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.007752,"dist_to_hod_atr":1.683559,"atr":0.077217,"spread_atr":0.777027,"own_change_pct":-0.506625,"rel_strength_pct":{"SPY":-0.475207,"IWM":-0.441776}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.340802},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c2f1a63812db","ts":"2026-09-09T14:12:50+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.04% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.2513,"target":11.75,"target_label":"ceiling","reward_risk":1.08,"pos_in_5d_range_pct":125.5,"room_to_5d_high_atr":-0.52},"price":11.4913,"vwap":11.3772,"ext_from_open_pct":-1.78,"max_ext_allowed_pct":4.0,"volume_pace":3.42,"trend":"flat","recent_slope_pct":0.2264,"volatility":"medium"},"price":11.4913,"volume":{"bars":42,"last_bar_volume":112.0,"baseline_avg":2018.55,"bar_rvol":0.055485,"raw_accel":-0.971487,"smooth_accel":1.152113,"accel_momentum":-0.336415,"rvol_3bar":[0.255453,1.959005,0.055485],"trend_3bar":"MIXED","projected_rvol":1.917812},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":1097.0,"sell_vol":713.0,"unclassified_vol":0.0,"imbalance":0.212155,"bid":11.44,"ask":11.56,"spread_pct":1.043478,"quote_size_imbalance":null,"quote_age_s":3.843403},"context":{"vwap":11.375217,"price_vs_vwap_pct":1.02049,"ema9":11.448121,"ema20":11.452065,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.450764,"dist_to_hod_atr":1.959736,"atr":0.147316,"spread_atr":0.814577,"own_change_pct":0.013102,"rel_strength_pct":{"SPY":0.04452,"IWM":0.077951}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.011771},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7e2d61de6ec0","ts":"2026-09-09T14:13:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5939,"target":12.85,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":105.2,"room_to_5d_high_atr":-0.08},"price":12.8,"vwap":12.5849,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":1.234,"trend":"flat","recent_slope_pct":0.0322,"volatility":"high"},"price":12.8,"volume":{"bars":43,"last_bar_volume":827.0,"baseline_avg":3175.85,"bar_rvol":0.260403,"raw_accel":-0.274561,"smooth_accel":-0.678257,"accel_momentum":-0.024654,"rvol_3bar":[0.271499,0.340802,0.260403],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":6.0,"sell_vol":201.0,"unclassified_vol":0.0,"imbalance":-0.942029,"bid":12.77,"ask":12.83,"spread_pct":0.46875,"quote_size_imbalance":null,"quote_age_s":15.431858},"context":{"vwap":12.584654,"price_vs_vwap_pct":1.711179,"ema9":12.783894,"ema20":12.750142,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.775194,"dist_to_hod_atr":1.360775,"atr":0.073488,"spread_atr":0.816465,"own_change_pct":-0.622568,"rel_strength_pct":{"SPY":-0.588538,"IWM":-0.571351}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.245307},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"629614c60fc0","ts":"2026-09-09T14:13:05+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.87 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8065,"target":5.93,"target_label":"ceiling","reward_risk":1.11,"pos_in_5d_range_pct":20.5,"room_to_5d_high_atr":1.74},"price":5.865,"vwap":5.883,"ext_from_open_pct":0.34,"max_ext_allowed_pct":3.0,"volume_pace":1.044,"trend":"flat","recent_slope_pct":-0.1357,"volatility":"medium"},"price":5.865,"volume":{"bars":43,"last_bar_volume":291379.0,"baseline_avg":145957.45,"bar_rvol":1.996328,"raw_accel":0.350671,"smooth_accel":-0.392974,"accel_momentum":0.062126,"rvol_3bar":[1.847467,1.588088,1.996328],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":587,"trade_rate":19.566667,"buy_vol":43041.0,"sell_vol":294708.0,"unclassified_vol":0.0,"imbalance":-0.74513,"bid":5.86,"ask":5.87,"spread_pct":0.170503,"quote_size_imbalance":null,"quote_age_s":0.246851},"context":{"vwap":5.883332,"price_vs_vwap_pct":-0.311586,"ema9":5.892449,"ema20":5.884689,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-1.096121,"dist_to_hod_atr":2.046808,"atr":0.031757,"spread_atr":0.314894,"own_change_pct":0.769638,"rel_strength_pct":{"SPY":0.803668,"IWM":0.820855}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.487525},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5bea835bcfdf","ts":"2026-09-09T14:13:15+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.67,"pos_in_5d_range_pct":25.5,"room_to_5d_high_atr":2.42},"price":13.8527,"vwap":13.865,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":1.192,"trend":"flat","recent_slope_pct":0.0268,"volatility":"medium"},"price":13.8527,"volume":{"bars":43,"last_bar_volume":30838.0,"baseline_avg":37886.65,"bar_rvol":0.813954,"raw_accel":-0.321197,"smooth_accel":1.05544,"accel_momentum":0.759935,"rvol_3bar":[1.959742,1.224334,0.813954],"trend_3bar":"DECELERATING","projected_rvol":0.24663},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":7705.0,"sell_vol":14940.0,"unclassified_vol":0.0,"imbalance":-0.319497,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.082618},"context":{"vwap":13.865029,"price_vs_vwap_pct":-0.088925,"ema9":13.853596,"ema20":13.840807,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.649272,"dist_to_hod_atr":3.07625,"atr":0.075514,"spread_atr":0.132426,"own_change_pct":0.487607,"rel_strength_pct":{"SPY":0.521638,"IWM":0.538825}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.260056},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"349aebd59d3b","ts":"2026-09-09T14:13:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.8% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5849,"ext_from_open_pct":3.82,"max_ext_allowed_pct":3.0,"volume_pace":1.227,"trend":"flat","recent_slope_pct":0.0009,"volatility":"high"},"price":12.78,"volume":{"bars":43,"last_bar_volume":827.0,"baseline_avg":3175.85,"bar_rvol":0.260403,"raw_accel":-0.274561,"smooth_accel":-0.678257,"accel_momentum":-0.024654,"rvol_3bar":[0.271499,0.340802,0.260403],"trend_3bar":"MIXED","projected_rvol":0.20404},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":6.0,"sell_vol":210.0,"unclassified_vol":0.0,"imbalance":-0.944444,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":0.902164},"context":{"vwap":12.584654,"price_vs_vwap_pct":1.552255,"ema9":12.783894,"ema20":12.750142,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.63293,"atr":0.073488,"spread_atr":0.408232,"own_change_pct":-0.622568,"rel_strength_pct":{"SPY":-0.588538,"IWM":-0.571351}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.245936},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"459527460232","ts":"2026-09-09T14:13:20+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.46,"pos_in_5d_range_pct":26.7,"room_to_5d_high_atr":2.38},"price":13.875,"vwap":13.865,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":3.0,"volume_pace":1.19,"trend":"flat","recent_slope_pct":0.059,"volatility":"medium"},"price":13.875,"volume":{"bars":43,"last_bar_volume":30838.0,"baseline_avg":37886.65,"bar_rvol":0.813954,"raw_accel":-0.321197,"smooth_accel":1.05544,"accel_momentum":0.759935,"rvol_3bar":[1.959742,1.224334,0.813954],"trend_3bar":"DECELERATING","projected_rvol":0.33558},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":7343.0,"sell_vol":16406.0,"unclassified_vol":0.0,"imbalance":-0.381616,"bid":13.87,"ask":13.88,"spread_pct":0.072072,"quote_size_imbalance":null,"quote_age_s":0.253981},"context":{"vwap":13.865029,"price_vs_vwap_pct":0.071911,"ema9":13.853596,"ema20":13.840807,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.490948,"dist_to_hod_atr":2.780941,"atr":0.075514,"spread_atr":0.132426,"own_change_pct":0.487607,"rel_strength_pct":{"SPY":0.521638,"IWM":0.538825}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.310618},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e9f59f4ad926","ts":"2026-09-09T14:13:35+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.8372,"target":6.02,"target_label":"prev_day_high","reward_risk":2.12,"pos_in_5d_range_pct":26.5,"room_to_5d_high_atr":1.61},"price":5.8957,"vwap":5.8833,"ext_from_open_pct":0.87,"max_ext_allowed_pct":3.0,"volume_pace":1.046,"trend":"flat","recent_slope_pct":-0.0315,"volatility":"medium"},"price":5.8957,"volume":{"bars":43,"last_bar_volume":291379.0,"baseline_avg":145957.45,"bar_rvol":1.996328,"raw_accel":0.350671,"smooth_accel":-0.392974,"accel_momentum":0.062126,"rvol_3bar":[1.847467,1.588088,1.996328],"trend_3bar":"MIXED","projected_rvol":3.50979},"flow":{"window_s":30,"trades":159,"trade_rate":5.3,"buy_vol":35527.0,"sell_vol":34639.0,"unclassified_vol":0.0,"imbalance":0.012656,"bid":5.86,"ask":5.87,"spread_pct":0.170503,"quote_size_imbalance":null,"quote_age_s":0.639798},"context":{"vwap":5.883332,"price_vs_vwap_pct":0.210227,"ema9":5.892449,"ema20":5.884689,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.578415,"dist_to_hod_atr":1.080085,"atr":0.031757,"spread_atr":0.314894,"own_change_pct":0.769638,"rel_strength_pct":{"SPY":0.803668,"IWM":0.820855}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.025265},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b5ebb7553ef7","ts":"2026-09-09T14:13:40+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.86 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8015,"target":5.93,"target_label":"ceiling","reward_risk":1.2,"pos_in_5d_range_pct":19.5,"room_to_5d_high_atr":1.76},"price":5.86,"vwap":5.8826,"ext_from_open_pct":0.26,"max_ext_allowed_pct":3.0,"volume_pace":1.045,"trend":"flat","recent_slope_pct":-0.1526,"volatility":"medium"},"price":5.86,"volume":{"bars":43,"last_bar_volume":291379.0,"baseline_avg":145957.45,"bar_rvol":1.996328,"raw_accel":0.350671,"smooth_accel":-0.392974,"accel_momentum":0.062126,"rvol_3bar":[1.847467,1.588088,1.996328],"trend_3bar":"MIXED","projected_rvol":3.123109},"flow":{"window_s":30,"trades":162,"trade_rate":5.4,"buy_vol":38885.0,"sell_vol":33687.0,"unclassified_vol":0.0,"imbalance":0.071625,"bid":5.86,"ask":5.87,"spread_pct":0.170503,"quote_size_imbalance":null,"quote_age_s":2.454894},"context":{"vwap":5.883332,"price_vs_vwap_pct":-0.396572,"ema9":5.892449,"ema20":5.884689,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-1.180438,"dist_to_hod_atr":2.204255,"atr":0.031757,"spread_atr":0.314894,"own_change_pct":0.769638,"rel_strength_pct":{"SPY":0.803668,"IWM":0.820855}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.142988},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e9fa79fbfa13","ts":"2026-09-09T14:13:45+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.8779,"target":12.1,"target_label":"premarket_high","reward_risk":1.9,"pos_in_5d_range_pct":-24.2,"room_to_5d_high_atr":2.47},"price":11.2999,"vwap":11.2343,"ext_from_open_pct":-5.04,"max_ext_allowed_pct":4.0,"volume_pace":11.616,"trend":"flat","recent_slope_pct":0.4008,"volatility":"high"},"price":11.2999,"volume":{"bars":43,"last_bar_volume":84.0,"baseline_avg":48648.6,"bar_rvol":0.001727,"raw_accel":-0.993093,"smooth_accel":-0.591529,"accel_momentum":0.066133,"rvol_3bar":[0.36641,0.02749,0.001727],"trend_3bar":"DECELERATING","projected_rvol":0.114125},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":424.0,"sell_vol":1438.0,"unclassified_vol":0.0,"imbalance":-0.544576,"bid":11.21,"ask":11.3,"spread_pct":0.799645,"quote_size_imbalance":null,"quote_age_s":15.004573},"context":{"vwap":11.234318,"price_vs_vwap_pct":0.583764,"ema9":11.125143,"ema20":11.115868,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-6.689513,"dist_to_hod_atr":3.305671,"atr":0.245064,"spread_atr":0.367251,"own_change_pct":1.216216,"rel_strength_pct":{"SPY":1.250247,"IWM":1.267433}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.00094},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"cd44433dded5","ts":"2026-09-09T14:13:50+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.21 below VWAP $11.23","plan":{"state":"PASS","setup":"","stop":10.8779,"target":12.1,"target_label":"premarket_high","reward_risk":2.63,"pos_in_5d_range_pct":-29.4,"room_to_5d_high_atr":2.57},"price":11.2146,"vwap":11.2343,"ext_from_open_pct":-5.76,"max_ext_allowed_pct":4.0,"volume_pace":11.596,"trend":"flat","recent_slope_pct":0.2489,"volatility":"high"},"price":11.2146,"volume":{"bars":43,"last_bar_volume":84.0,"baseline_avg":48648.6,"bar_rvol":0.001727,"raw_accel":-0.993093,"smooth_accel":-0.591529,"accel_momentum":0.066133,"rvol_3bar":[0.36641,0.02749,0.001727],"trend_3bar":"DECELERATING","projected_rvol":0.108459},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":424.0,"sell_vol":1571.0,"unclassified_vol":0.0,"imbalance":-0.574937,"bid":11.21,"ask":11.3,"spread_pct":0.799645,"quote_size_imbalance":null,"quote_age_s":20.004573},"context":{"vwap":11.234318,"price_vs_vwap_pct":-0.175516,"ema9":11.125143,"ema20":11.115868,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-7.393889,"dist_to_hod_atr":3.653744,"atr":0.245064,"spread_atr":0.367251,"own_change_pct":1.216216,"rel_strength_pct":{"SPY":1.250247,"IWM":1.267433}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.000993},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"0bae2badedf8","ts":"2026-09-09T14:13:55+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.8779,"target":12.1,"target_label":"premarket_high","reward_risk":2.0,"pos_in_5d_range_pct":-25.2,"room_to_5d_high_atr":2.49},"price":11.285,"vwap":11.2344,"ext_from_open_pct":-5.17,"max_ext_allowed_pct":5.0,"volume_pace":11.619,"trend":"flat","recent_slope_pct":0.3743,"volatility":"high"},"price":11.285,"volume":{"bars":43,"last_bar_volume":84.0,"baseline_avg":48648.6,"bar_rvol":0.001727,"raw_accel":-0.993093,"smooth_accel":-0.591529,"accel_momentum":0.066133,"rvol_3bar":[0.36641,0.02749,0.001727],"trend_3bar":"DECELERATING","projected_rvol":0.238751},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":5243.0,"sell_vol":2498.0,"unclassified_vol":0.0,"imbalance":0.354605,"bid":11.23,"ask":11.34,"spread_pct":0.974745,"quote_size_imbalance":null,"quote_age_s":1.75345},"context":{"vwap":11.234318,"price_vs_vwap_pct":0.451135,"ema9":11.125143,"ema20":11.115868,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-6.812552,"dist_to_hod_atr":3.366472,"atr":0.245064,"spread_atr":0.448863,"own_change_pct":1.216216,"rel_strength_pct":{"SPY":1.250247,"IWM":1.267433}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.000612},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"fc281522bd6c","ts":"2026-09-09T14:13:55+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.8371,"target":6.02,"target_label":"prev_day_high","reward_risk":2.13,"pos_in_5d_range_pct":26.5,"room_to_5d_high_atr":1.61},"price":5.8956,"vwap":5.8834,"ext_from_open_pct":0.87,"max_ext_allowed_pct":4.0,"volume_pace":1.124,"trend":"flat","recent_slope_pct":-0.0318,"volatility":"medium"},"price":5.8956,"volume":{"bars":43,"last_bar_volume":291379.0,"baseline_avg":145957.45,"bar_rvol":1.996328,"raw_accel":0.350671,"smooth_accel":-0.392974,"accel_momentum":0.062126,"rvol_3bar":[1.847467,1.588088,1.996328],"trend_3bar":"MIXED","projected_rvol":5.422009},"flow":{"window_s":30,"trades":170,"trade_rate":5.666667,"buy_vol":411860.0,"sell_vol":53279.0,"unclassified_vol":0.0,"imbalance":0.770911,"bid":5.86,"ask":5.87,"spread_pct":0.170503,"quote_size_imbalance":null,"quote_age_s":0.221513},"context":{"vwap":5.883332,"price_vs_vwap_pct":0.208527,"ema9":5.892449,"ema20":5.884689,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.580101,"dist_to_hod_atr":1.083234,"atr":0.031757,"spread_atr":0.314894,"own_change_pct":0.769638,"rel_strength_pct":{"SPY":0.803668,"IWM":0.820855}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.538992},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1e0ecd1d449d","ts":"2026-09-09T14:14:05+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.87 below VWAP $5.88","plan":{"state":"PASS","setup":"","stop":5.8065,"target":5.93,"target_label":"ceiling","reward_risk":1.11,"pos_in_5d_range_pct":20.5,"room_to_5d_high_atr":1.74},"price":5.865,"vwap":5.883,"ext_from_open_pct":0.34,"max_ext_allowed_pct":4.0,"volume_pace":1.121,"trend":"flat","recent_slope_pct":-0.19,"volatility":"medium"},"price":5.865,"volume":{"bars":44,"last_bar_volume":726782.0,"baseline_avg":156745.55,"bar_rvol":4.636699,"raw_accel":1.494284,"smooth_accel":-0.106759,"accel_momentum":0.286215,"rvol_3bar":[1.588088,1.996328,4.636699],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":391859.0,"sell_vol":39063.0,"unclassified_vol":0.0,"imbalance":0.8187,"bid":5.86,"ask":5.87,"spread_pct":0.170503,"quote_size_imbalance":null,"quote_age_s":1.743635},"context":{"vwap":5.883024,"price_vs_vwap_pct":-0.306368,"ema9":5.891539,"ema20":5.884995,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-1.096121,"dist_to_hod_atr":1.945118,"atr":0.033417,"spread_atr":0.299249,"own_change_pct":0.202519,"rel_strength_pct":{"SPY":0.233272,"IWM":0.267374}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":3.796068},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1cb280daffbd","ts":"2026-09-09T14:14:25+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.6366,"target":14.35,"target_label":"range_20d_high","reward_risk":7.31,"pos_in_5d_range_pct":108.4,"room_to_5d_high_atr":-0.14},"price":12.8427,"vwap":12.585,"ext_from_open_pct":4.33,"max_ext_allowed_pct":4.0,"volume_pace":1.198,"trend":"flat","recent_slope_pct":0.0882,"volatility":"high"},"price":12.8427,"volume":{"bars":44,"last_bar_volume":382.0,"baseline_avg":3158.75,"bar_rvol":0.120934,"raw_accel":-0.538089,"smooth_accel":-0.707436,"accel_momentum":-0.029179,"rvol_3bar":[0.340802,0.260403,0.120934],"trend_3bar":"DECELERATING","projected_rvol":0.005319},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":7.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.76,"ask":12.78,"spread_pct":0.156617,"quote_size_imbalance":null,"quote_age_s":58.770162},"context":{"vwap":12.584997,"price_vs_vwap_pct":2.047701,"ema9":12.781115,"ema20":12.752034,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.444186,"dist_to_hod_atr":0.80241,"atr":0.07141,"spread_atr":0.280073,"own_change_pct":-0.390016,"rel_strength_pct":{"SPY":-0.359262,"IWM":-0.32516}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.120934},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"fc07716fe763","ts":"2026-09-09T14:14:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":2.59,"pos_in_5d_range_pct":18.1,"room_to_5d_high_atr":1.73},"price":8.18,"vwap":8.1766,"ext_from_open_pct":-4.33,"max_ext_allowed_pct":4.0,"volume_pace":2.532,"trend":"flat","recent_slope_pct":0.1442,"volatility":"medium"},"price":8.18,"volume":{"bars":44,"last_bar_volume":8381.0,"baseline_avg":3586.5,"bar_rvol":2.336819,"raw_accel":8.347275,"smooth_accel":0.299315,"accel_momentum":1.215635,"rvol_3bar":[0.052018,0.1858,2.336819],"trend_3bar":"ACCELERATING","projected_rvol":3.035829},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":5056.0,"sell_vol":388.0,"unclassified_vol":0.0,"imbalance":0.857458,"bid":8.17,"ask":8.18,"spread_pct":0.122324,"quote_size_imbalance":null,"quote_age_s":0.831049},"context":{"vwap":8.176704,"price_vs_vwap_pct":0.040305,"ema9":8.132008,"ema20":8.122947,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.833713,"dist_to_hod_atr":8.878402,"atr":0.06758,"spread_atr":0.147973,"own_change_pct":0.246305,"rel_strength_pct":{"SPY":0.277059,"IWM":0.311161}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.003723},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f1de4a3a916d","ts":"2026-09-09T14:14:30+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.05% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":10.8779,"target":12.1,"target_label":"premarket_high","reward_risk":1.95,"pos_in_5d_range_pct":-24.7,"room_to_5d_high_atr":2.48},"price":11.2927,"vwap":11.2347,"ext_from_open_pct":-5.1,"max_ext_allowed_pct":4.0,"volume_pace":11.49,"trend":"flat","recent_slope_pct":0.3992,"volatility":"high"},"price":11.2927,"volume":{"bars":44,"last_bar_volume":11360.0,"baseline_avg":37754.9,"bar_rvol":0.300888,"raw_accel":0.203552,"smooth_accel":-0.536541,"accel_momentum":0.054987,"rvol_3bar":[0.02749,0.001727,0.300888],"trend_3bar":"MIXED","projected_rvol":0.135612},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":1777.0,"sell_vol":783.0,"unclassified_vol":0.0,"imbalance":0.388281,"bid":11.32,"ask":11.44,"spread_pct":1.054482,"quote_size_imbalance":null,"quote_age_s":0.004522},"context":{"vwap":11.234572,"price_vs_vwap_pct":0.517403,"ema9":11.168114,"ema20":11.137214,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-6.748968,"dist_to_hod_atr":3.370778,"atr":0.242466,"spread_atr":0.494914,"own_change_pct":1.886792,"rel_strength_pct":{"SPY":1.917546,"IWM":1.951648}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.116829},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b9950ed0ab1d","ts":"2026-09-09T14:14:30+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5853,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.198,"trend":"flat","recent_slope_pct":-0.0099,"volatility":"high"},"price":12.78,"volume":{"bars":44,"last_bar_volume":382.0,"baseline_avg":3158.75,"bar_rvol":0.120934,"raw_accel":-0.538089,"smooth_accel":-0.707436,"accel_momentum":-0.029179,"rvol_3bar":[0.340802,0.260403,0.120934],"trend_3bar":"DECELERATING","projected_rvol":0.215275},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":281.0,"sell_vol":59.0,"unclassified_vol":0.0,"imbalance":0.652941,"bid":12.76,"ask":12.81,"spread_pct":0.391083,"quote_size_imbalance":null,"quote_age_s":2.478507},"context":{"vwap":12.584997,"price_vs_vwap_pct":1.549489,"ema9":12.781115,"ema20":12.752034,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.68044,"atr":0.07141,"spread_atr":0.700183,"own_change_pct":-0.390016,"rel_strength_pct":{"SPY":-0.359262,"IWM":-0.32516}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.078963},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a0c8e0bc347e","ts":"2026-09-09T14:14:45+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.8779,"target":12.1,"target_label":"premarket_high","reward_risk":1.33,"pos_in_5d_range_pct":-18.1,"room_to_5d_high_atr":2.35},"price":11.4013,"vwap":11.235,"ext_from_open_pct":-4.19,"max_ext_allowed_pct":4.0,"volume_pace":11.446,"trend":"flat","recent_slope_pct":0.5912,"volatility":"high"},"price":11.4013,"volume":{"bars":44,"last_bar_volume":11360.0,"baseline_avg":37754.9,"bar_rvol":0.300888,"raw_accel":0.203552,"smooth_accel":-0.536541,"accel_momentum":0.054987,"rvol_3bar":[0.02749,0.001727,0.300888],"trend_3bar":"MIXED","projected_rvol":0.191551},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":3506.0,"sell_vol":1555.0,"unclassified_vol":0.0,"imbalance":0.385497,"bid":11.39,"ask":11.47,"spread_pct":0.699913,"quote_size_imbalance":null,"quote_age_s":3.836996},"context":{"vwap":11.234572,"price_vs_vwap_pct":1.484062,"ema9":11.168114,"ema20":11.137214,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-5.852188,"dist_to_hod_atr":2.92288,"atr":0.242466,"spread_atr":0.329943,"own_change_pct":1.886792,"rel_strength_pct":{"SPY":1.917546,"IWM":1.951648}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.115991},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3b7a00b4ef9c","ts":"2026-09-09T14:15:00+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.18 below VWAP $8.18","plan":{"state":"PASS","setup":"","stop":8.0931,"target":8.4,"target_label":"prev_day_high","reward_risk":2.75,"pos_in_5d_range_pct":17.4,"room_to_5d_high_atr":1.74},"price":8.175,"vwap":8.1766,"ext_from_open_pct":-4.39,"max_ext_allowed_pct":3.0,"volume_pace":2.505,"trend":"flat","recent_slope_pct":0.1319,"volatility":"medium"},"price":8.175,"volume":{"bars":44,"last_bar_volume":8381.0,"baseline_avg":3586.5,"bar_rvol":2.336819,"raw_accel":8.347275,"smooth_accel":0.299315,"accel_momentum":1.215635,"rvol_3bar":[0.052018,0.1858,2.336819],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":0.0,"sell_vol":44.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.17,"ask":8.18,"spread_pct":0.122324,"quote_size_imbalance":null,"quote_age_s":2.047164},"context":{"vwap":8.176704,"price_vs_vwap_pct":-0.020844,"ema9":8.132008,"ema20":8.122947,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.890661,"dist_to_hod_atr":8.952388,"atr":0.06758,"spread_atr":0.147973,"own_change_pct":0.246305,"rel_strength_pct":{"SPY":0.271499,"IWM":0.273625}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.336819},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ae2f86769a37","ts":"2026-09-09T14:15:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.9% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5889,"target":12.85,"target_label":"premarket_high","reward_risk":0.27,"pos_in_5d_range_pct":104.9,"room_to_5d_high_atr":-0.08},"price":12.795,"vwap":12.5855,"ext_from_open_pct":3.94,"max_ext_allowed_pct":3.0,"volume_pace":1.183,"trend":"flat","recent_slope_pct":0.0665,"volatility":"high"},"price":12.795,"volume":{"bars":45,"last_bar_volume":440.0,"baseline_avg":3000.4,"bar_rvol":0.146647,"raw_accel":-0.413412,"smooth_accel":-0.701484,"accel_momentum":0.005951,"rvol_3bar":[0.260403,0.120934,0.146647],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":150.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.77,"ask":12.82,"spread_pct":0.390778,"quote_size_imbalance":null,"quote_age_s":20.507525},"context":{"vwap":12.585432,"price_vs_vwap_pct":1.665165,"ema9":12.783892,"ema20":12.756126,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.813953,"dist_to_hod_atr":1.46849,"atr":0.071502,"spread_atr":0.699281,"own_change_pct":0.195771,"rel_strength_pct":{"SPY":0.220965,"IWM":0.223091}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.146647},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"03b16f90025a","ts":"2026-09-09T14:15:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":1.63,"pos_in_5d_range_pct":31.3,"room_to_5d_high_atr":1.44},"price":12.545,"vwap":12.4991,"ext_from_open_pct":-0.52,"max_ext_allowed_pct":4.0,"volume_pace":5.739,"trend":"flat","recent_slope_pct":0.1315,"volatility":"medium"},"price":12.545,"volume":{"bars":45,"last_bar_volume":7955.0,"baseline_avg":19616.85,"bar_rvol":0.405519,"raw_accel":-0.762594,"smooth_accel":-0.057052,"accel_momentum":0.269458,"rvol_3bar":[0.571722,1.788133,0.405519],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":3445.0,"sell_vol":1936.0,"unclassified_vol":0.0,"imbalance":0.280431,"bid":12.54,"ask":12.55,"spread_pct":0.079713,"quote_size_imbalance":null,"quote_age_s":0.771004},"context":{"vwap":12.499084,"price_vs_vwap_pct":0.367353,"ema9":12.486985,"ema20":12.481136,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.684953,"dist_to_hod_atr":3.02247,"atr":0.071134,"spread_atr":0.14058,"own_change_pct":0.501786,"rel_strength_pct":{"SPY":0.52698,"IWM":0.529106}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.11372},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3171f5755a64","ts":"2026-09-09T14:15:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":2.05,"pos_in_5d_range_pct":20.3,"room_to_5d_high_atr":1.68},"price":8.195,"vwap":8.1766,"ext_from_open_pct":-4.15,"max_ext_allowed_pct":3.0,"volume_pace":2.5,"trend":"flat","recent_slope_pct":0.2328,"volatility":"medium"},"price":8.195,"volume":{"bars":45,"last_bar_volume":5488.0,"baseline_avg":3713.1,"bar_rvol":1.47801,"raw_accel":-0.345186,"smooth_accel":1.440777,"accel_momentum":1.141462,"rvol_3bar":[0.1858,2.336819,1.47801],"trend_3bar":"MIXED","projected_rvol":1.488568},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":1372.0,"sell_vol":975.0,"unclassified_vol":0.0,"imbalance":0.169152,"bid":8.19,"ask":8.2,"spread_pct":0.122026,"quote_size_imbalance":null,"quote_age_s":1.657801},"context":{"vwap":8.17656,"price_vs_vwap_pct":0.225522,"ema9":8.140607,"ema20":8.127904,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.66287,"dist_to_hod_atr":8.820332,"atr":0.066324,"spread_atr":0.150775,"own_change_pct":0.739372,"rel_strength_pct":{"SPY":0.764566,"IWM":0.766691}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.250009},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c6147c6dac7c","ts":"2026-09-09T14:15:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.17 below VWAP $8.18","plan":{"state":"PASS","setup":"","stop":8.0847,"target":8.4,"target_label":"prev_day_high","reward_risk":2.85,"pos_in_5d_range_pct":16.2,"room_to_5d_high_atr":1.77},"price":8.1666,"vwap":8.1765,"ext_from_open_pct":-4.48,"max_ext_allowed_pct":3.0,"volume_pace":2.495,"trend":"flat","recent_slope_pct":0.1633,"volatility":"medium"},"price":8.1666,"volume":{"bars":45,"last_bar_volume":5488.0,"baseline_avg":3713.1,"bar_rvol":1.47801,"raw_accel":-0.345186,"smooth_accel":1.440777,"accel_momentum":1.141462,"rvol_3bar":[0.1858,2.336819,1.47801],"trend_3bar":"MIXED","projected_rvol":1.251784},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1373.0,"sell_vol":951.0,"unclassified_vol":0.0,"imbalance":0.181583,"bid":8.19,"ask":8.2,"spread_pct":0.122026,"quote_size_imbalance":null,"quote_age_s":4.687933},"context":{"vwap":8.17656,"price_vs_vwap_pct":-0.121812,"ema9":8.140607,"ema20":8.127904,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.986333,"dist_to_hod_atr":9.248532,"atr":0.066324,"spread_atr":0.150775,"own_change_pct":0.739372,"rel_strength_pct":{"SPY":0.764566,"IWM":0.766691}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.268382},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2ab9adcee532","ts":"2026-09-09T14:15:30+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.49 below VWAP $12.50","plan":{"state":"PASS","setup":"","stop":12.3824,"target":12.74,"target_label":"premarket_high","reward_risk":2.41,"pos_in_5d_range_pct":24.7,"room_to_5d_high_atr":1.58},"price":12.4874,"vwap":12.4991,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":4.0,"volume_pace":5.692,"trend":"flat","recent_slope_pct":0.0395,"volatility":"medium"},"price":12.4874,"volume":{"bars":45,"last_bar_volume":7955.0,"baseline_avg":19616.85,"bar_rvol":0.405519,"raw_accel":-0.762594,"smooth_accel":-0.057052,"accel_momentum":0.269458,"rvol_3bar":[0.571722,1.788133,0.405519],"trend_3bar":"MIXED","projected_rvol":0.199318},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":1273.0,"sell_vol":682.0,"unclassified_vol":0.0,"imbalance":0.302302,"bid":12.54,"ask":12.55,"spread_pct":0.079713,"quote_size_imbalance":null,"quote_age_s":1.335748},"context":{"vwap":12.499084,"price_vs_vwap_pct":-0.093481,"ema9":12.486985,"ema20":12.481136,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-2.136364,"dist_to_hod_atr":3.83221,"atr":0.071134,"spread_atr":0.14058,"own_change_pct":0.501786,"rel_strength_pct":{"SPY":0.52698,"IWM":0.529106}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.122589},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"572547bfc749","ts":"2026-09-09T14:15:35+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":2.21,"pos_in_5d_range_pct":19.6,"room_to_5d_high_atr":1.69},"price":8.19,"vwap":8.1766,"ext_from_open_pct":-4.21,"max_ext_allowed_pct":3.0,"volume_pace":2.494,"trend":"flat","recent_slope_pct":0.2206,"volatility":"medium"},"price":8.19,"volume":{"bars":45,"last_bar_volume":5488.0,"baseline_avg":3713.1,"bar_rvol":1.47801,"raw_accel":-0.345186,"smooth_accel":1.440777,"accel_momentum":1.141462,"rvol_3bar":[0.1858,2.336819,1.47801],"trend_3bar":"MIXED","projected_rvol":1.286718},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":1526.0,"sell_vol":1261.0,"unclassified_vol":0.0,"imbalance":0.095084,"bid":8.18,"ask":8.19,"spread_pct":0.122175,"quote_size_imbalance":null,"quote_age_s":3.047886},"context":{"vwap":8.17656,"price_vs_vwap_pct":0.164372,"ema9":8.140607,"ema20":8.127904,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.719818,"dist_to_hod_atr":8.895719,"atr":0.066324,"spread_atr":0.150775,"own_change_pct":0.739372,"rel_strength_pct":{"SPY":0.764566,"IWM":0.766691}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.140536},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a5dec8847273","ts":"2026-09-09T14:15:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":1.63,"pos_in_5d_range_pct":31.3,"room_to_5d_high_atr":1.44},"price":12.545,"vwap":12.4992,"ext_from_open_pct":-0.52,"max_ext_allowed_pct":4.0,"volume_pace":5.687,"trend":"flat","recent_slope_pct":0.1315,"volatility":"medium"},"price":12.545,"volume":{"bars":45,"last_bar_volume":7955.0,"baseline_avg":19616.85,"bar_rvol":0.405519,"raw_accel":-0.762594,"smooth_accel":-0.057052,"accel_momentum":0.269458,"rvol_3bar":[0.571722,1.788133,0.405519],"trend_3bar":"MIXED","projected_rvol":0.579221},"flow":{"window_s":30,"trades":101,"trade_rate":3.366667,"buy_vol":4656.0,"sell_vol":2343.0,"unclassified_vol":0.0,"imbalance":0.330476,"bid":12.54,"ask":12.55,"spread_pct":0.079713,"quote_size_imbalance":null,"quote_age_s":1.661206},"context":{"vwap":12.499084,"price_vs_vwap_pct":0.367353,"ema9":12.486985,"ema20":12.481136,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.684953,"dist_to_hod_atr":3.02247,"atr":0.071134,"spread_atr":0.14058,"own_change_pct":0.501786,"rel_strength_pct":{"SPY":0.52698,"IWM":0.529106}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.134014},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"54de406a6a8e","ts":"2026-09-09T14:16:05+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.17 below VWAP $8.18","plan":{"state":"PASS","setup":"","stop":8.0848,"target":8.4,"target_label":"prev_day_high","reward_risk":2.85,"pos_in_5d_range_pct":16.2,"room_to_5d_high_atr":1.77},"price":8.1667,"vwap":8.1777,"ext_from_open_pct":-4.48,"max_ext_allowed_pct":3.0,"volume_pace":2.523,"trend":"flat","recent_slope_pct":0.2183,"volatility":"medium"},"price":8.1667,"volume":{"bars":46,"last_bar_volume":10048.0,"baseline_avg":3873.05,"bar_rvol":2.594338,"raw_accel":0.830904,"smooth_accel":9.002928,"accel_momentum":7.56215,"rvol_3bar":[2.336819,1.47801,2.594338],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":6176.0,"sell_vol":1086.0,"unclassified_vol":0.0,"imbalance":0.700909,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":6.386231},"context":{"vwap":8.177654,"price_vs_vwap_pct":-0.133945,"ema9":8.161485,"ema20":8.139056,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.985194,"dist_to_hod_atr":8.848902,"atr":0.069308,"spread_atr":0.144283,"own_change_pct":1.414514,"rel_strength_pct":{"SPY":1.456728,"IWM":1.503276}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.818394},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ec0e55d75d8a","ts":"2026-09-09T14:16:05+00:00","symbol":"EVMN","event":"WAIT","bot":{"state":"WAIT","reason":"held 80.0s, plan says WATCH; stop 11.12, target 12.10 (premarket_high), R:R 3.26; selling not fading: red-bar volume 15.26x the advance (max 0.7); pullback low 10.30 broke support 11.24; no reclaim ye","plan":{"state":"WATCH","setup":"","stop":11.1213,"target":12.1,"target_label":"premarket_high","reward_risk":3.26,"pos_in_5d_range_pct":-21.2,"room_to_5d_high_atr":2.41},"price":11.3509,"vwap":11.2353,"ext_from_open_pct":-4.61,"max_ext_allowed_pct":5.0,"volume_pace":11.155,"trend":"flat","recent_slope_pct":0.2017,"volatility":"high"},"price":11.3509,"volume":{"bars":46,"last_bar_volume":4418.0,"baseline_avg":36585.3,"bar_rvol":0.120759,"raw_accel":-0.516964,"smooth_accel":0.142582,"accel_momentum":0.256114,"rvol_3bar":[0.300888,0.184462,0.120759],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":62.0,"sell_vol":23.0,"unclassified_vol":0.0,"imbalance":0.458824,"bid":11.3,"ask":11.38,"spread_pct":0.705467,"quote_size_imbalance":null,"quote_age_s":5.004472},"context":{"vwap":11.235338,"price_vs_vwap_pct":1.028557,"ema9":11.234933,"ema20":11.176702,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-6.268373,"dist_to_hod_atr":3.24882,"atr":0.233654,"spread_atr":0.342386,"own_change_pct":1.895594,"rel_strength_pct":{"SPY":1.937808,"IWM":1.984355}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.055407},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"fc3f03fa504e","ts":"2026-09-09T14:16:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":1.03,"pos_in_5d_range_pct":27.5,"room_to_5d_high_atr":1.53},"price":8.245,"vwap":8.178,"ext_from_open_pct":-3.57,"max_ext_allowed_pct":3.0,"volume_pace":2.538,"trend":"flat","recent_slope_pct":0.4092,"volatility":"medium"},"price":8.245,"volume":{"bars":46,"last_bar_volume":10048.0,"baseline_avg":3873.05,"bar_rvol":2.594338,"raw_accel":0.830904,"smooth_accel":9.002928,"accel_momentum":7.56215,"rvol_3bar":[2.336819,1.47801,2.594338],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":2765.0,"sell_vol":3357.0,"unclassified_vol":0.0,"imbalance":-0.0967,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":1.960329},"context":{"vwap":8.177654,"price_vs_vwap_pct":0.823542,"ema9":8.161485,"ema20":8.139056,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.093394,"dist_to_hod_atr":7.719163,"atr":0.069308,"spread_atr":0.144283,"own_change_pct":1.414514,"rel_strength_pct":{"SPY":1.456728,"IWM":1.503276}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.250874},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"970b9ed62eb4","ts":"2026-09-09T14:16:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.315,"target":11.75,"target_label":"ceiling","reward_risk":1.42,"pos_in_5d_range_pct":125.9,"room_to_5d_high_atr":-0.53},"price":11.495,"vwap":11.3843,"ext_from_open_pct":-1.75,"max_ext_allowed_pct":5.0,"volume_pace":3.33,"trend":"flat","recent_slope_pct":0.0758,"volatility":"medium"},"price":11.495,"volume":{"bars":46,"last_bar_volume":317.0,"baseline_avg":2049.3,"bar_rvol":0.154687,"raw_accel":-0.381252,"smooth_accel":-0.709744,"accel_momentum":-0.804421,"rvol_3bar":[0.753192,0.130547,0.154687],"trend_3bar":"MIXED","projected_rvol":16.436832},"flow":{"window_s":30,"trades":120,"trade_rate":4.0,"buy_vol":6518.0,"sell_vol":1925.0,"unclassified_vol":0.0,"imbalance":0.544001,"bid":11.45,"ask":11.54,"spread_pct":0.782949,"quote_size_imbalance":null,"quote_age_s":2.018909},"context":{"vwap":11.378605,"price_vs_vwap_pct":1.022925,"ema9":11.50032,"ema20":11.47833,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.419355,"dist_to_hod_atr":2.05093,"atr":0.138961,"spread_atr":0.647662,"own_change_pct":1.221834,"rel_strength_pct":{"SPY":1.264048,"IWM":1.310595}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.08415},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c9036ce88df4","ts":"2026-09-09T14:16:20+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.22% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.24,"target":11.75,"target_label":"ceiling","reward_risk":0.82,"pos_in_5d_range_pct":128.4,"room_to_5d_high_atr":-0.58},"price":11.52,"vwap":11.3851,"ext_from_open_pct":-1.54,"max_ext_allowed_pct":5.0,"volume_pace":3.336,"trend":"flat","recent_slope_pct":0.1191,"volatility":"medium"},"price":11.52,"volume":{"bars":46,"last_bar_volume":317.0,"baseline_avg":2049.3,"bar_rvol":0.154687,"raw_accel":-0.381252,"smooth_accel":-0.709744,"accel_momentum":-0.804421,"rvol_3bar":[0.753192,0.130547,0.154687],"trend_3bar":"MIXED","projected_rvol":13.487044},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":7288.0,"sell_vol":1925.0,"unclassified_vol":0.0,"imbalance":0.582112,"bid":11.45,"ask":11.59,"spread_pct":1.215278,"quote_size_imbalance":null,"quote_age_s":0.019426},"context":{"vwap":11.378605,"price_vs_vwap_pct":1.242636,"ema9":11.50032,"ema20":11.47833,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.207131,"dist_to_hod_atr":1.871024,"atr":0.138961,"spread_atr":1.007474,"own_change_pct":1.221834,"rel_strength_pct":{"SPY":1.264048,"IWM":1.310595}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.090045},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4b14e9935d25","ts":"2026-09-09T14:16:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.16 below VWAP $8.18","plan":{"state":"PASS","setup":"","stop":8.081,"target":8.4,"target_label":"prev_day_high","reward_risk":2.9,"pos_in_5d_range_pct":15.6,"room_to_5d_high_atr":1.78},"price":8.1629,"vwap":8.1778,"ext_from_open_pct":-4.53,"max_ext_allowed_pct":3.0,"volume_pace":2.527,"trend":"flat","recent_slope_pct":0.209,"volatility":"medium"},"price":8.1629,"volume":{"bars":46,"last_bar_volume":10048.0,"baseline_avg":3873.05,"bar_rvol":2.594338,"raw_accel":0.830904,"smooth_accel":9.002928,"accel_momentum":7.56215,"rvol_3bar":[2.336819,1.47801,2.594338],"trend_3bar":"MIXED","projected_rvol":1.813145},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":0.0,"sell_vol":2930.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":2.098496},"context":{"vwap":8.177654,"price_vs_vwap_pct":-0.180414,"ema9":8.161485,"ema20":8.139056,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-7.028474,"dist_to_hod_atr":8.90373,"atr":0.069308,"spread_atr":0.144283,"own_change_pct":1.414514,"rel_strength_pct":{"SPY":1.456728,"IWM":1.503276}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.594338},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"13b49e03e32b","ts":"2026-09-09T14:16:30+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":1.03,"pos_in_5d_range_pct":27.5,"room_to_5d_high_atr":1.53},"price":8.245,"vwap":8.178,"ext_from_open_pct":-3.57,"max_ext_allowed_pct":3.0,"volume_pace":2.523,"trend":"flat","recent_slope_pct":0.4092,"volatility":"medium"},"price":8.245,"volume":{"bars":46,"last_bar_volume":10048.0,"baseline_avg":3873.05,"bar_rvol":2.594338,"raw_accel":0.830904,"smooth_accel":9.002928,"accel_momentum":7.56215,"rvol_3bar":[2.336819,1.47801,2.594338],"trend_3bar":"MIXED","projected_rvol":1.561044},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":0.0,"sell_vol":3023.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":0.43453},"context":{"vwap":8.177654,"price_vs_vwap_pct":0.823542,"ema9":8.161485,"ema20":8.139056,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.093394,"dist_to_hod_atr":7.719163,"atr":0.069308,"spread_atr":0.144283,"own_change_pct":1.414514,"rel_strength_pct":{"SPY":1.456728,"IWM":1.503276}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.594338},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7bdb46ca2e95","ts":"2026-09-09T14:16:30+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5959,"target":12.85,"target_label":"premarket_high","reward_risk":0.23,"pos_in_5d_range_pct":105.4,"room_to_5d_high_atr":-0.09},"price":12.802,"vwap":12.5915,"ext_from_open_pct":4.0,"max_ext_allowed_pct":4.0,"volume_pace":1.181,"trend":"flat","recent_slope_pct":0.0735,"volatility":"high"},"price":12.802,"volume":{"bars":46,"last_bar_volume":6273.0,"baseline_avg":2997.55,"bar_rvol":2.092709,"raw_accel":7.370836,"smooth_accel":1.457568,"accel_momentum":2.159053,"rvol_3bar":[0.120934,0.146647,2.092709],"trend_3bar":"ACCELERATING","projected_rvol":0.281563},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":309.0,"sell_vol":113.0,"unclassified_vol":0.0,"imbalance":0.464455,"bid":12.79,"ask":12.82,"spread_pct":0.234283,"quote_size_imbalance":null,"quote_age_s":5.15051},"context":{"vwap":12.591134,"price_vs_vwap_pct":1.674714,"ema9":12.787114,"ema20":12.760304,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.75969,"dist_to_hod_atr":1.410904,"atr":0.069459,"spread_atr":0.431909,"own_change_pct":0.087577,"rel_strength_pct":{"SPY":0.129791,"IWM":0.176338}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.971969},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"317b04111681","ts":"2026-09-09T14:16:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.295,"target":11.75,"target_label":"ceiling","reward_risk":1.27,"pos_in_5d_range_pct":125.9,"room_to_5d_high_atr":-0.53},"price":11.495,"vwap":11.3852,"ext_from_open_pct":-1.75,"max_ext_allowed_pct":4.0,"volume_pace":3.338,"trend":"flat","recent_slope_pct":0.0758,"volatility":"medium"},"price":11.495,"volume":{"bars":46,"last_bar_volume":317.0,"baseline_avg":2049.3,"bar_rvol":0.154687,"raw_accel":-0.381252,"smooth_accel":-0.709744,"accel_momentum":-0.804421,"rvol_3bar":[0.753192,0.130547,0.154687],"trend_3bar":"MIXED","projected_rvol":7.948324},"flow":{"window_s":30,"trades":155,"trade_rate":5.166667,"buy_vol":8239.0,"sell_vol":2610.0,"unclassified_vol":0.0,"imbalance":0.51885,"bid":11.45,"ask":11.55,"spread_pct":0.869565,"quote_size_imbalance":null,"quote_age_s":0.701141},"context":{"vwap":11.378605,"price_vs_vwap_pct":1.022925,"ema9":11.50032,"ema20":11.47833,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.419355,"dist_to_hod_atr":2.05093,"atr":0.138961,"spread_atr":0.719625,"own_change_pct":1.221834,"rel_strength_pct":{"SPY":1.264048,"IWM":1.310595}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.080259},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cc7eda8f288f","ts":"2026-09-09T14:16:45+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8653,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":1.132,"trend":"flat","recent_slope_pct":-0.0318,"volatility":"medium"},"price":13.865,"volume":{"bars":46,"last_bar_volume":8010.0,"baseline_avg":36680.0,"bar_rvol":0.218375,"raw_accel":-0.329595,"smooth_accel":-0.77821,"accel_momentum":-0.170962,"rvol_3bar":[0.335042,0.313642,0.218375],"trend_3bar":"DECELERATING","projected_rvol":1.46623},"flow":{"window_s":30,"trades":153,"trade_rate":5.1,"buy_vol":19852.0,"sell_vol":7941.0,"unclassified_vol":0.0,"imbalance":0.428561,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.542438},"context":{"vwap":13.865177,"price_vs_vwap_pct":-0.001274,"ema9":13.867894,"ema20":13.851663,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":3.278315,"atr":0.067108,"spread_atr":0.149014,"own_change_pct":0.12114,"rel_strength_pct":{"SPY":0.163355,"IWM":0.209902}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.093587},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6fc73dbbf245","ts":"2026-09-09T14:16:50+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.07% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.015,"target":12.1,"target_label":"premarket_high","reward_risk":3.52,"pos_in_5d_range_pct":-27.0,"room_to_5d_high_atr":2.52},"price":11.255,"vwap":11.2359,"ext_from_open_pct":-5.42,"max_ext_allowed_pct":4.0,"volume_pace":11.113,"trend":"flat","recent_slope_pct":0.0325,"volatility":"high"},"price":11.255,"volume":{"bars":46,"last_bar_volume":4418.0,"baseline_avg":36585.3,"bar_rvol":0.120759,"raw_accel":-0.516964,"smooth_accel":0.142582,"accel_momentum":0.256114,"rvol_3bar":[0.300888,0.184462,0.120759],"trend_3bar":"DECELERATING","projected_rvol":0.665382},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":665.0,"sell_vol":8993.0,"unclassified_vol":0.0,"imbalance":-0.86229,"bid":11.18,"ask":11.3,"spread_pct":1.067616,"quote_size_imbalance":null,"quote_age_s":1.375807},"context":{"vwap":11.235338,"price_vs_vwap_pct":0.175,"ema9":11.234933,"ema20":11.176702,"ema_stack":true,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-7.060281,"dist_to_hod_atr":3.659255,"atr":0.233654,"spread_atr":0.51358,"own_change_pct":1.895594,"rel_strength_pct":{"SPY":1.937808,"IWM":1.984355}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.104129},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"4f7768ebc144","ts":"2026-09-09T14:16:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.5989,"target":12.85,"target_label":"premarket_high","reward_risk":0.22,"pos_in_5d_range_pct":105.6,"room_to_5d_high_atr":-0.09},"price":12.805,"vwap":12.5918,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":1.174,"trend":"flat","recent_slope_pct":0.0782,"volatility":"high"},"price":12.805,"volume":{"bars":46,"last_bar_volume":6273.0,"baseline_avg":2997.55,"bar_rvol":2.092709,"raw_accel":7.370836,"smooth_accel":1.457568,"accel_momentum":2.159053,"rvol_3bar":[0.120934,0.146647,2.092709],"trend_3bar":"ACCELERATING","projected_rvol":0.262614},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":200.0,"sell_vol":140.0,"unclassified_vol":0.0,"imbalance":0.176471,"bid":12.79,"ask":12.82,"spread_pct":0.234283,"quote_size_imbalance":null,"quote_age_s":17.445419},"context":{"vwap":12.591134,"price_vs_vwap_pct":1.698541,"ema9":12.787114,"ema20":12.760304,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.736434,"dist_to_hod_atr":1.367713,"atr":0.069459,"spread_atr":0.431909,"own_change_pct":0.087577,"rel_strength_pct":{"SPY":0.129791,"IWM":0.176338}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.369302},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c55364397304","ts":"2026-09-09T14:16:50+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":14.06,"target_label":"premarket_high","reward_risk":0.96,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.8841,"vwap":13.8654,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":4.0,"volume_pace":1.131,"trend":"flat","recent_slope_pct":-0.0042,"volatility":"medium"},"price":13.8841,"volume":{"bars":46,"last_bar_volume":8010.0,"baseline_avg":36680.0,"bar_rvol":0.218375,"raw_accel":-0.329595,"smooth_accel":-0.77821,"accel_momentum":-0.170962,"rvol_3bar":[0.335042,0.313642,0.218375],"trend_3bar":"DECELERATING","projected_rvol":1.348004},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":13661.0,"sell_vol":6902.0,"unclassified_vol":0.0,"imbalance":0.328697,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.631806},"context":{"vwap":13.865177,"price_vs_vwap_pct":0.136481,"ema9":13.867894,"ema20":13.851663,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.42634,"dist_to_hod_atr":2.993697,"atr":0.067108,"spread_atr":0.149014,"own_change_pct":0.12114,"rel_strength_pct":{"SPY":0.163355,"IWM":0.209902}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.071779},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"986c9da0e38e","ts":"2026-09-09T14:16:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.49 below VWAP $12.50","plan":{"state":"PASS","setup":"","stop":12.3873,"target":12.74,"target_label":"premarket_high","reward_risk":2.36,"pos_in_5d_range_pct":25.3,"room_to_5d_high_atr":1.57},"price":12.4923,"vwap":12.4992,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":4.0,"volume_pace":5.574,"trend":"flat","recent_slope_pct":0.0232,"volatility":"medium"},"price":12.4923,"volume":{"bars":46,"last_bar_volume":14373.0,"baseline_avg":19621.9,"bar_rvol":0.732498,"raw_accel":0.806788,"smooth_accel":0.078769,"accel_momentum":0.135821,"rvol_3bar":[1.788133,0.405519,0.732498],"trend_3bar":"MIXED","projected_rvol":0.420198},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":371.0,"sell_vol":2499.0,"unclassified_vol":0.0,"imbalance":-0.741463,"bid":12.5,"ask":12.51,"spread_pct":0.079968,"quote_size_imbalance":null,"quote_age_s":0.60173},"context":{"vwap":12.499197,"price_vs_vwap_pct":-0.055179,"ema9":12.490588,"ema20":12.483409,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-2.097962,"dist_to_hod_atr":3.769511,"atr":0.071017,"spread_atr":0.140811,"own_change_pct":0.482121,"rel_strength_pct":{"SPY":0.524335,"IWM":0.570883}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.54312},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a27c23619e48","ts":"2026-09-09T14:16:55+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8653,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":1.129,"trend":"flat","recent_slope_pct":-0.0318,"volatility":"medium"},"price":13.865,"volume":{"bars":46,"last_bar_volume":8010.0,"baseline_avg":36680.0,"bar_rvol":0.218375,"raw_accel":-0.329595,"smooth_accel":-0.77821,"accel_momentum":-0.170962,"rvol_3bar":[0.335042,0.313642,0.218375],"trend_3bar":"DECELERATING","projected_rvol":1.272241},"flow":{"window_s":30,"trades":120,"trade_rate":4.0,"buy_vol":13217.0,"sell_vol":5179.0,"unclassified_vol":0.0,"imbalance":0.436943,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.630912},"context":{"vwap":13.865177,"price_vs_vwap_pct":-0.001274,"ema9":13.867894,"ema20":13.851663,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":3.278315,"atr":0.067108,"spread_atr":0.149014,"own_change_pct":0.12114,"rel_strength_pct":{"SPY":0.163355,"IWM":0.209902}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.095417},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"4bda4067d8f7","ts":"2026-09-09T14:17:00+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.395,"target":12.74,"target_label":"premarket_high","reward_risk":2.29,"pos_in_5d_range_pct":26.1,"room_to_5d_high_atr":1.55},"price":12.5,"vwap":12.4992,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":4.0,"volume_pace":5.568,"trend":"flat","recent_slope_pct":0.0355,"volatility":"medium"},"price":12.5,"volume":{"bars":46,"last_bar_volume":14373.0,"baseline_avg":19621.9,"bar_rvol":0.732498,"raw_accel":0.806788,"smooth_accel":0.078769,"accel_momentum":0.135821,"rvol_3bar":[1.788133,0.405519,0.732498],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":1030.0,"sell_vol":2609.0,"unclassified_vol":0.0,"imbalance":-0.43391,"bid":12.5,"ask":12.51,"spread_pct":0.079968,"quote_size_imbalance":null,"quote_age_s":1.614388},"context":{"vwap":12.499197,"price_vs_vwap_pct":0.006425,"ema9":12.490588,"ema20":12.483409,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-2.037618,"dist_to_hod_atr":3.661086,"atr":0.071017,"spread_atr":0.140811,"own_change_pct":0.482121,"rel_strength_pct":{"SPY":0.533191,"IWM":0.618733}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.317838},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"62b5cf03b791","ts":"2026-09-09T14:17:00+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.49,"pos_in_5d_range_pct":26.6,"room_to_5d_high_atr":2.38},"price":13.8718,"vwap":13.8653,"ext_from_open_pct":-0.99,"max_ext_allowed_pct":3.0,"volume_pace":1.128,"trend":"flat","recent_slope_pct":-0.022,"volatility":"medium"},"price":13.8718,"volume":{"bars":46,"last_bar_volume":8010.0,"baseline_avg":36680.0,"bar_rvol":0.218375,"raw_accel":-0.329595,"smooth_accel":-0.77821,"accel_momentum":-0.170962,"rvol_3bar":[0.335042,0.313642,0.218375],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":92,"trade_rate":3.066667,"buy_vol":11446.0,"sell_vol":3883.0,"unclassified_vol":0.0,"imbalance":0.493379,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":1.261286},"context":{"vwap":13.865177,"price_vs_vwap_pct":0.047769,"ema9":13.867894,"ema20":13.851663,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.513667,"dist_to_hod_atr":3.176985,"atr":0.067108,"spread_atr":0.149014,"own_change_pct":0.12114,"rel_strength_pct":{"SPY":0.17221,"IWM":0.257752}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.107742},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"623b33a8988f","ts":"2026-09-09T14:17:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8653,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":1.126,"trend":"flat","recent_slope_pct":-0.0286,"volatility":"medium"},"price":13.865,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":91,"trade_rate":3.033333,"buy_vol":12433.0,"sell_vol":3553.0,"unclassified_vol":0.0,"imbalance":0.555486,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.596835},"context":{"vwap":13.86532,"price_vs_vwap_pct":-0.002305,"ema9":13.868675,"ema20":13.853581,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":3.413123,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.689443},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"11f768e5931a","ts":"2026-09-09T14:17:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.5,"pos_in_5d_range_pct":26.4,"room_to_5d_high_atr":2.39},"price":13.8699,"vwap":13.8653,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":4.0,"volume_pace":1.125,"trend":"flat","recent_slope_pct":-0.0215,"volatility":"medium"},"price":13.8699,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":6614.0,"sell_vol":2858.0,"unclassified_vol":0.0,"imbalance":0.396537,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.016771},"context":{"vwap":13.86532,"price_vs_vwap_pct":0.033035,"ema9":13.868675,"ema20":13.853581,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.527157,"dist_to_hod_atr":3.337103,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.492163},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c11517abe1bc","ts":"2026-09-09T14:17:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8653,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":1.123,"trend":"flat","recent_slope_pct":-0.0286,"volatility":"medium"},"price":13.865,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":0.636418},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":9162.0,"sell_vol":1007.0,"unclassified_vol":0.0,"imbalance":0.801947,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.632504},"context":{"vwap":13.86532,"price_vs_vwap_pct":-0.002305,"ema9":13.868675,"ema20":13.853581,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":3.413123,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.995339},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fb92660f181f","ts":"2026-09-09T14:17:25+00:00","symbol":"EVMN","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.14 below VWAP $11.24","plan":{"state":"PASS","setup":"","stop":10.725,"target":12.1,"target_label":"premarket_high","reward_risk":2.27,"pos_in_5d_range_pct":-33.6,"room_to_5d_high_atr":2.66},"price":11.145,"vwap":11.2356,"ext_from_open_pct":-6.34,"max_ext_allowed_pct":4.0,"volume_pace":11.03,"trend":"flat","recent_slope_pct":-0.4517,"volatility":"high"},"price":11.145,"volume":{"bars":47,"last_bar_volume":22543.0,"baseline_avg":32542.75,"bar_rvol":0.69272,"raw_accel":1.770878,"smooth_accel":1.638496,"accel_momentum":1.495914,"rvol_3bar":[0.184462,0.120759,0.69272],"trend_3bar":"MIXED","projected_rvol":0.435931},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":4042.0,"sell_vol":2269.0,"unclassified_vol":0.0,"imbalance":0.280938,"bid":11.04,"ask":11.25,"spread_pct":1.884253,"quote_size_imbalance":null,"quote_age_s":0.210257},"context":{"vwap":11.235839,"price_vs_vwap_pct":-0.808473,"ema9":11.238946,"ema20":11.184159,"ema_stack":false,"ema_warm":true,"hod":12.11,"dist_to_hod_pct":-7.968621,"dist_to_hod_atr":4.250562,"atr":0.227029,"spread_atr":0.924993,"own_change_pct":0.267261,"rel_strength_pct":{"SPY":0.31833,"IWM":0.403873}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.194611},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c82c795d01cb","ts":"2026-09-09T14:17:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.52,"pos_in_5d_range_pct":26.3,"room_to_5d_high_atr":2.39},"price":13.8677,"vwap":13.8653,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":4.0,"volume_pace":1.12,"trend":"flat","recent_slope_pct":-0.0247,"volatility":"medium"},"price":13.8677,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":0.544224},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":8867.0,"sell_vol":752.0,"unclassified_vol":0.0,"imbalance":0.843643,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":1.261154},"context":{"vwap":13.86532,"price_vs_vwap_pct":0.017168,"ema9":13.868675,"ema20":13.853581,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.542776,"dist_to_hod_atr":3.371234,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.047089},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a3ef5e8fa31c","ts":"2026-09-09T14:17:35+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8653,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":1.121,"trend":"flat","recent_slope_pct":-0.0286,"volatility":"medium"},"price":13.865,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":0.846149},"flow":{"window_s":30,"trades":131,"trade_rate":4.366667,"buy_vol":11843.0,"sell_vol":4490.0,"unclassified_vol":0.0,"imbalance":0.450193,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.222903},"context":{"vwap":13.86532,"price_vs_vwap_pct":-0.002305,"ema9":13.868675,"ema20":13.853581,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":3.413123,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.558758},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9fe8e1b5a5ea","ts":"2026-09-09T14:17:40+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.5,"pos_in_5d_range_pct":26.5,"room_to_5d_high_atr":2.39},"price":13.87,"vwap":13.8653,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":3.0,"volume_pace":1.12,"trend":"flat","recent_slope_pct":-0.0214,"volatility":"medium"},"price":13.87,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":0.815063},"flow":{"window_s":30,"trades":132,"trade_rate":4.4,"buy_vol":11522.0,"sell_vol":4222.0,"unclassified_vol":0.0,"imbalance":0.463669,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":1.713517},"context":{"vwap":13.86532,"price_vs_vwap_pct":0.033757,"ema9":13.868675,"ema20":13.853581,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.526447,"dist_to_hod_atr":3.335552,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.575484},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"74faca413b9f","ts":"2026-09-09T14:17:45+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.87 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":2.4},"price":13.865,"vwap":13.8653,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":1.118,"trend":"flat","recent_slope_pct":-0.0286,"volatility":"medium"},"price":13.865,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":0.769688},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":11554.0,"sell_vol":4254.0,"unclassified_vol":0.0,"imbalance":0.461791,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":2.130572},"context":{"vwap":13.86532,"price_vs_vwap_pct":-0.002305,"ema9":13.868675,"ema20":13.853581,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.561945,"dist_to_hod_atr":3.413123,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.07996,"IWM":0.005583}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.573154},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b092509cdb96","ts":"2026-09-09T14:17:55+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5982,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.186,"trend":"flat","recent_slope_pct":0.0235,"volatility":"high"},"price":12.78,"volume":{"bars":47,"last_bar_volume":1426.0,"baseline_avg":3130.0,"bar_rvol":0.455591,"raw_accel":-0.772677,"smooth_accel":2.464879,"accel_momentum":1.00731,"rvol_3bar":[0.146647,2.092709,0.455591],"trend_3bar":"MIXED","projected_rvol":2.406622},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":2538.0,"sell_vol":3786.0,"unclassified_vol":0.0,"imbalance":-0.197343,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":0.043938},"context":{"vwap":12.592474,"price_vs_vwap_pct":1.489189,"ema9":12.790691,"ema20":12.764561,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.820216,"atr":0.065926,"spread_atr":0.455054,"own_change_pct":0.313357,"rel_strength_pct":{"SPY":0.364427,"IWM":0.449969}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.089908},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fbb4a25a5f4d","ts":"2026-09-09T14:18:00+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.5,"pos_in_5d_range_pct":26.5,"room_to_5d_high_atr":2.39},"price":13.8704,"vwap":13.8653,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":4.0,"volume_pace":1.117,"trend":"flat","recent_slope_pct":-0.0208,"volatility":"medium"},"price":13.8704,"volume":{"bars":47,"last_bar_volume":43874.0,"baseline_avg":35349.4,"bar_rvol":1.241153,"raw_accel":3.96461,"smooth_accel":-0.283945,"accel_momentum":0.494265,"rvol_3bar":[0.313642,0.218375,1.241153],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":198,"trade_rate":6.6,"buy_vol":15153.0,"sell_vol":7236.0,"unclassified_vol":0.0,"imbalance":0.353611,"bid":13.84,"ask":13.85,"spread_pct":0.072228,"quote_size_imbalance":null,"quote_age_s":1.053444},"context":{"vwap":13.86532,"price_vs_vwap_pct":0.036642,"ema9":13.868675,"ema20":13.853581,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.523607,"dist_to_hod_atr":3.329346,"atr":0.064457,"spread_atr":0.155142,"own_change_pct":-0.13103,"rel_strength_pct":{"SPY":-0.066873,"IWM":-0.02171}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.438885},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1a13db20bf61","ts":"2026-09-09T14:18:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.8% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5984,"ext_from_open_pct":3.82,"max_ext_allowed_pct":3.0,"volume_pace":1.183,"trend":"flat","recent_slope_pct":-0.0391,"volatility":"high"},"price":12.78,"volume":{"bars":48,"last_bar_volume":6905.0,"baseline_avg":3110.65,"bar_rvol":2.219793,"raw_accel":3.842216,"smooth_accel":7.856277,"accel_momentum":5.391398,"rvol_3bar":[2.092709,0.455591,2.219793],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":1760.0,"sell_vol":858.0,"unclassified_vol":0.0,"imbalance":0.344538,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":0.10509},"context":{"vwap":12.598203,"price_vs_vwap_pct":1.44304,"ema9":12.788553,"ema20":12.766031,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.852177,"atr":0.064789,"spread_atr":0.463044,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.142465,"IWM":0.187628}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.764803},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d36647194da8","ts":"2026-09-09T14:18:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.87","plan":{"state":"PASS","setup":"","stop":13.7,"target":13.9555,"target_label":"ceiling","reward_risk":0.7,"pos_in_5d_range_pct":25.4,"room_to_5d_high_atr":2.42},"price":13.85,"vwap":13.8653,"ext_from_open_pct":-1.14,"max_ext_allowed_pct":4.0,"volume_pace":1.117,"trend":"flat","recent_slope_pct":-0.0585,"volatility":"medium"},"price":13.85,"volume":{"bars":48,"last_bar_volume":32008.0,"baseline_avg":36106.35,"bar_rvol":0.886492,"raw_accel":-0.270456,"smooth_accel":0.507168,"accel_momentum":0.791113,"rvol_3bar":[0.218375,1.241153,0.886492],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":140,"trade_rate":4.666667,"buy_vol":14423.0,"sell_vol":3603.0,"unclassified_vol":0.0,"imbalance":0.600244,"bid":13.84,"ask":13.85,"spread_pct":0.072228,"quote_size_imbalance":null,"quote_age_s":0.245023},"context":{"vwap":13.865331,"price_vs_vwap_pct":-0.110568,"ema9":13.86902,"ema20":13.855183,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.668442,"dist_to_hod_atr":3.75424,"atr":0.062596,"spread_atr":0.159755,"own_change_pct":-0.141109,"rel_strength_pct":{"SPY":-0.076952,"IWM":-0.031789}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-1,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.532112},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2cac4d0c8fd3","ts":"2026-09-09T14:18:10+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5996,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.188,"trend":"flat","recent_slope_pct":-0.0391,"volatility":"high"},"price":12.78,"volume":{"bars":48,"last_bar_volume":6905.0,"baseline_avg":3110.65,"bar_rvol":2.219793,"raw_accel":3.842216,"smooth_accel":7.856277,"accel_momentum":5.391398,"rvol_3bar":[2.092709,0.455591,2.219793],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":3202.0,"sell_vol":958.0,"unclassified_vol":0.0,"imbalance":0.539423,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":0.472165},"context":{"vwap":12.598203,"price_vs_vwap_pct":1.44304,"ema9":12.788553,"ema20":12.766031,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.852177,"atr":0.064789,"spread_atr":0.463044,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.142465,"IWM":0.187628}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.197408},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a115f9d66689","ts":"2026-09-09T14:18:15+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2847,"target":5.46,"target_label":"ceiling","reward_risk":1.18,"pos_in_5d_range_pct":11.2,"room_to_5d_high_atr":2.1},"price":5.365,"vwap":5.354,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":2.04,"trend":"flat","recent_slope_pct":-0.0887,"volatility":"medium"},"price":5.365,"volume":{"bars":48,"last_bar_volume":28672.0,"baseline_avg":51587.2,"bar_rvol":0.555797,"raw_accel":-0.552964,"smooth_accel":0.81621,"accel_momentum":0.840065,"rvol_3bar":[0.699004,1.276113,0.555797],"trend_3bar":"MIXED","projected_rvol":0.363268},"flow":{"window_s":30,"trades":99,"trade_rate":3.3,"buy_vol":10499.0,"sell_vol":19158.0,"unclassified_vol":0.0,"imbalance":-0.291972,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.032552},"context":{"vwap":5.354,"price_vs_vwap_pct":0.205453,"ema9":5.385467,"ema20":5.387867,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.739927,"dist_to_hod_atr":3.245855,"atr":0.029268,"spread_atr":0.341669,"own_change_pct":-0.78855,"rel_strength_pct":{"SPY":-0.724394,"IWM":-0.679231}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.162277},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4d30385467af","ts":"2026-09-09T14:19:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.9% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5789,"target":12.85,"target_label":"premarket_high","reward_risk":0.32,"pos_in_5d_range_pct":104.1,"room_to_5d_high_atr":-0.07},"price":12.785,"vwap":12.5996,"ext_from_open_pct":3.86,"max_ext_allowed_pct":3.0,"volume_pace":1.166,"trend":"flat","recent_slope_pct":-0.043,"volatility":"high"},"price":12.785,"volume":{"bars":49,"last_bar_volume":1769.0,"baseline_avg":3240.25,"bar_rvol":0.545946,"raw_accel":-0.743809,"smooth_accel":0.423538,"accel_momentum":-7.432739,"rvol_3bar":[0.455591,2.219793,0.545946],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":50.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":15.575824},"context":{"vwap":12.599589,"price_vs_vwap_pct":1.471561,"ema9":12.786842,"ema20":12.767362,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.891473,"dist_to_hod_atr":1.87024,"atr":0.061489,"spread_atr":0.487889,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.190233,"IWM":0.267877}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.545946},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f4ce1af45226","ts":"2026-09-09T14:19:10+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5876,"target":12.85,"target_label":"premarket_high","reward_risk":0.27,"pos_in_5d_range_pct":104.8,"room_to_5d_high_atr":-0.08},"price":12.7937,"vwap":12.5997,"ext_from_open_pct":3.93,"max_ext_allowed_pct":4.0,"volume_pace":1.164,"trend":"flat","recent_slope_pct":-0.0294,"volatility":"high"},"price":12.7937,"volume":{"bars":49,"last_bar_volume":1769.0,"baseline_avg":3240.25,"bar_rvol":0.545946,"raw_accel":-0.743809,"smooth_accel":0.423538,"accel_momentum":-7.432739,"rvol_3bar":[0.455591,2.219793,0.545946],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":77.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":20.575824},"context":{"vwap":12.599589,"price_vs_vwap_pct":1.540611,"ema9":12.786842,"ema20":12.767362,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.824031,"dist_to_hod_atr":1.728752,"atr":0.061489,"spread_atr":0.487889,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.190233,"IWM":0.267877}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.545946},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3f82e34864b6","ts":"2026-09-09T14:19:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.8% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5997,"ext_from_open_pct":3.82,"max_ext_allowed_pct":3.0,"volume_pace":1.157,"trend":"flat","recent_slope_pct":-0.0508,"volatility":"high"},"price":12.78,"volume":{"bars":49,"last_bar_volume":1769.0,"baseline_avg":3240.25,"bar_rvol":0.545946,"raw_accel":-0.743809,"smooth_accel":0.423538,"accel_momentum":-7.432739,"rvol_3bar":[0.455591,2.219793,0.545946],"trend_3bar":"MIXED","projected_rvol":0.049996},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":77.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":0.901235,"bid":12.77,"ask":12.8,"spread_pct":0.23465,"quote_size_imbalance":null,"quote_age_s":0.476249},"context":{"vwap":12.599589,"price_vs_vwap_pct":1.431877,"ema9":12.786842,"ema20":12.767362,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.951554,"atr":0.061489,"spread_atr":0.487889,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.190233,"IWM":0.267877}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.492025},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"97f0ddf72e8a","ts":"2026-09-09T14:19:35+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.5997,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.155,"trend":"flat","recent_slope_pct":-0.0508,"volatility":"high"},"price":12.78,"volume":{"bars":49,"last_bar_volume":1769.0,"baseline_avg":3240.25,"bar_rvol":0.545946,"raw_accel":-0.743809,"smooth_accel":0.423538,"accel_momentum":-7.432739,"rvol_3bar":[0.455591,2.219793,0.545946],"trend_3bar":"MIXED","projected_rvol":0.058726},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":54.0,"sell_vol":7.0,"unclassified_vol":0.0,"imbalance":0.770492,"bid":12.77,"ask":12.79,"spread_pct":0.156495,"quote_size_imbalance":null,"quote_age_s":3.827695},"context":{"vwap":12.599589,"price_vs_vwap_pct":1.431877,"ema9":12.786842,"ema20":12.767362,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":1.951554,"atr":0.061489,"spread_atr":0.325259,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.190233,"IWM":0.267877}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.420647},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4ad00e45bf30","ts":"2026-09-09T14:19:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.7% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5539,"target":12.85,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":102.2,"room_to_5d_high_atr":-0.04},"price":12.76,"vwap":12.6005,"ext_from_open_pct":3.66,"max_ext_allowed_pct":3.0,"volume_pace":1.153,"trend":"flat","recent_slope_pct":-0.0821,"volatility":"high"},"price":12.76,"volume":{"bars":49,"last_bar_volume":1769.0,"baseline_avg":3240.25,"bar_rvol":0.545946,"raw_accel":-0.743809,"smooth_accel":0.423538,"accel_momentum":-7.432739,"rvol_3bar":[0.455591,2.219793,0.545946],"trend_3bar":"MIXED","projected_rvol":0.442727},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":27.0,"sell_vol":1208.0,"unclassified_vol":0.0,"imbalance":-0.956275,"bid":12.76,"ask":12.79,"spread_pct":0.234834,"quote_size_imbalance":null,"quote_age_s":3.005169},"context":{"vwap":12.599589,"price_vs_vwap_pct":1.273142,"ema9":12.786842,"ema20":12.767362,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.085271,"dist_to_hod_atr":2.276813,"atr":0.061489,"spread_atr":0.487889,"own_change_pct":0.078309,"rel_strength_pct":{"SPY":0.190233,"IWM":0.267877}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.522074},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b0512a83ec1a","ts":"2026-09-09T14:20:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2997,"target":5.46,"target_label":"ceiling","reward_risk":1.0,"pos_in_5d_range_pct":13.2,"room_to_5d_high_atr":2.05},"price":5.38,"vwap":5.3543,"ext_from_open_pct":0.19,"max_ext_allowed_pct":3.0,"volume_pace":2.002,"trend":"flat","recent_slope_pct":-0.0136,"volatility":"medium"},"price":5.38,"volume":{"bars":50,"last_bar_volume":57838.0,"baseline_avg":40940.85,"bar_rvol":1.412721,"raw_accel":0.317224,"smooth_accel":0.19015,"accel_momentum":-0.5586,"rvol_3bar":[0.555797,0.985922,1.412721],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":31060.0,"sell_vol":20835.0,"unclassified_vol":0.0,"imbalance":0.197032,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.462266},"context":{"vwap":5.354262,"price_vs_vwap_pct":0.480701,"ema9":5.380099,"ema20":5.384671,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.465201,"dist_to_hod_atr":2.606163,"atr":0.030696,"spread_atr":0.32577,"own_change_pct":-0.13934,"rel_strength_pct":{"SPY":-0.031666,"IWM":0.055365}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.278352},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bfc9ece6d2d2","ts":"2026-09-09T14:20:10+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2947,"target":5.46,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":12.5,"room_to_5d_high_atr":2.07},"price":5.375,"vwap":5.3543,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.999,"trend":"flat","recent_slope_pct":-0.0322,"volatility":"medium"},"price":5.375,"volume":{"bars":50,"last_bar_volume":57838.0,"baseline_avg":40940.85,"bar_rvol":1.412721,"raw_accel":0.317224,"smooth_accel":0.19015,"accel_momentum":-0.5586,"rvol_3bar":[0.555797,0.985922,1.412721],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1359.0,"sell_vol":2212.0,"unclassified_vol":0.0,"imbalance":-0.238869,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.680898},"context":{"vwap":5.354262,"price_vs_vwap_pct":0.387317,"ema9":5.380099,"ema20":5.384671,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.556777,"dist_to_hod_atr":2.769048,"atr":0.030696,"spread_atr":0.32577,"own_change_pct":-0.13934,"rel_strength_pct":{"SPY":-0.031666,"IWM":0.055365}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.337455},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"16e415396737","ts":"2026-09-09T14:21:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2947,"target":5.46,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":12.5,"room_to_5d_high_atr":2.07},"price":5.375,"vwap":5.3545,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.988,"trend":"flat","recent_slope_pct":0.0287,"volatility":"medium"},"price":5.375,"volume":{"bars":51,"last_bar_volume":66763.0,"baseline_avg":41063.0,"bar_rvol":1.625868,"raw_accel":0.15431,"smooth_accel":0.323006,"accel_momentum":0.132857,"rvol_3bar":[0.985922,1.412721,1.625868],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":20939.0,"sell_vol":5893.0,"unclassified_vol":0.0,"imbalance":0.560748,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":1.478643},"context":{"vwap":5.354506,"price_vs_vwap_pct":0.382735,"ema9":5.379079,"ema20":5.38375,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.556777,"dist_to_hod_atr":2.851296,"atr":0.029811,"spread_atr":0.335447,"own_change_pct":-0.185701,"rel_strength_pct":{"SPY":-0.09469,"IWM":0.019315}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.911703},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"432a658fd738","ts":"2026-09-09T14:21:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 630.0s, plan says WATCH; stop 13.89, target 14.17 (premarket_high), R:R 0.13; R:R 0.13 < 2.0 at 14.14; pullback: buy 14.04-14.08 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":13.8901,"target":14.17,"target_label":"premarket_high","reward_risk":0.13,"pos_in_5d_range_pct":5.8,"room_to_5d_high_atr":4.73},"price":14.138,"vwap":14.0575,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.035,"trend":"flat","recent_slope_pct":0.0596,"volatility":"high"},"price":14.138,"volume":{"bars":51,"last_bar_volume":128654.0,"baseline_avg":130853.2,"bar_rvol":0.983193,"raw_accel":0.021501,"smooth_accel":0.177795,"accel_momentum":-0.4335,"rvol_3bar":[1.290269,0.881937,0.983193],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":14923.0,"sell_vol":42170.0,"unclassified_vol":0.0,"imbalance":-0.477239,"bid":14.15,"ask":14.16,"spread_pct":0.070646,"quote_size_imbalance":null,"quote_age_s":0.019887},"context":{"vwap":14.057411,"price_vs_vwap_pct":0.573284,"ema9":14.112538,"ema20":14.088871,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.201266,"dist_to_hod_atr":1.803748,"atr":0.095302,"spread_atr":0.10493,"own_change_pct":-0.090585,"rel_strength_pct":{"SPY":0.000427,"IWM":0.114431}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.469218},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ceff0fca623a","ts":"2026-09-09T14:22:00+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5739,"target":12.85,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.6012,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.111,"trend":"flat","recent_slope_pct":-0.0078,"volatility":"high"},"price":12.78,"volume":{"bars":51,"last_bar_volume":272.0,"baseline_avg":3351.4,"bar_rvol":0.08116,"raw_accel":-0.793156,"smooth_accel":-0.7702,"accel_momentum":-0.997501,"rvol_3bar":[0.545946,0.399374,0.08116],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":76.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.71,"ask":12.78,"spread_pct":0.549235,"quote_size_imbalance":null,"quote_age_s":9.498503},"context":{"vwap":12.600716,"price_vs_vwap_pct":1.422807,"ema9":12.779179,"ema20":12.766979,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":2.144065,"atr":0.055968,"spread_atr":1.250705,"own_change_pct":-0.234375,"rel_strength_pct":{"SPY":-0.183279,"IWM":-0.124765}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.08116},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8a090d94aa62","ts":"2026-09-09T14:22:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5139,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.72,"vwap":12.6015,"ext_from_open_pct":3.33,"max_ext_allowed_pct":3.0,"volume_pace":1.094,"trend":"flat","recent_slope_pct":-0.0784,"volatility":"high"},"price":12.72,"volume":{"bars":52,"last_bar_volume":699.0,"baseline_avg":3313.5,"bar_rvol":0.210955,"raw_accel":-0.156179,"smooth_accel":-0.773663,"accel_momentum":-0.003463,"rvol_3bar":[0.399374,0.08116,0.210955],"trend_3bar":"MIXED","projected_rvol":0.190296},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":0.0,"sell_vol":578.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":12.71,"ask":12.78,"spread_pct":0.549235,"quote_size_imbalance":null,"quote_age_s":1.127124},"context":{"vwap":12.601195,"price_vs_vwap_pct":0.942806,"ema9":12.779343,"ema20":12.768219,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.395349,"dist_to_hod_atr":3.283003,"atr":0.054828,"spread_atr":1.276723,"own_change_pct":-0.195236,"rel_strength_pct":{"SPY":-0.14414,"IWM":-0.085626}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.210955},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8aba5358100e","ts":"2026-09-09T14:23:05+00:00","symbol":"IRD","event":"REJECT","bot":{"state":"REJECT","reason":"extended +25.8% above open $5.30 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":6.44,"target":6.665,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":248.0,"room_to_5d_high_atr":-5.1},"price":6.665,"vwap":6.5361,"ext_from_open_pct":25.75,"max_ext_allowed_pct":4.0,"volume_pace":78.43,"trend":"flat","recent_slope_pct":0.725,"volatility":"medium"},"price":6.665,"volume":{"bars":53,"last_bar_volume":414432.0,"baseline_avg":344026.45,"bar_rvol":1.204652,"raw_accel":0.424801,"smooth_accel":-0.38409,"accel_momentum":0.110395,"rvol_3bar":[0.733152,0.861762,1.204652],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":885,"trade_rate":29.5,"buy_vol":69476.0,"sell_vol":70058.0,"unclassified_vol":0.0,"imbalance":-0.004171,"bid":6.66,"ask":6.67,"spread_pct":0.150038,"quote_size_imbalance":null,"quote_age_s":0.825554},"context":{"vwap":6.535939,"price_vs_vwap_pct":1.974629,"ema9":6.577333,"ema20":6.557652,"ema_stack":true,"ema_warm":true,"hod":7.07,"dist_to_hod_pct":-5.72843,"dist_to_hod_atr":2.154161,"atr":0.188008,"spread_atr":0.053189,"own_change_pct":3.075385,"rel_strength_pct":{"SPY":3.12124,"IWM":3.143784}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.005025},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9d4e3ecc743d","ts":"2026-09-09T14:23:20+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2887,"target":5.46,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":11.7,"room_to_5d_high_atr":2.09},"price":5.369,"vwap":5.3547,"ext_from_open_pct":-0.02,"max_ext_allowed_pct":3.0,"volume_pace":1.923,"trend":"flat","recent_slope_pct":-0.013,"volatility":"medium"},"price":5.369,"volume":{"bars":53,"last_bar_volume":15243.0,"baseline_avg":41768.8,"bar_rvol":0.364937,"raw_accel":-0.250627,"smooth_accel":-0.215245,"accel_momentum":-0.27539,"rvol_3bar":[1.625868,0.491788,0.364937],"trend_3bar":"DECELERATING","projected_rvol":1.810753},"flow":{"window_s":30,"trades":81,"trade_rate":2.7,"buy_vol":11286.0,"sell_vol":18435.0,"unclassified_vol":0.0,"imbalance":-0.240537,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":2.002893},"context":{"vwap":5.35465,"price_vs_vwap_pct":0.26799,"ema9":5.379411,"ema20":5.38307,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.666667,"dist_to_hod_atr":3.321749,"atr":0.027395,"spread_atr":0.365027,"own_change_pct":0.143328,"rel_strength_pct":{"SPY":0.189183,"IWM":0.211727}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.087781},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"7651f6ea6ec2","ts":"2026-09-09T14:23:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":0.74,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":1.45},"price":8.27,"vwap":8.1913,"ext_from_open_pct":-3.27,"max_ext_allowed_pct":3.0,"volume_pace":2.55,"trend":"flat","recent_slope_pct":-0.0844,"volatility":"medium"},"price":8.27,"volume":{"bars":53,"last_bar_volume":1450.0,"baseline_avg":5895.75,"bar_rvol":0.24594,"raw_accel":-0.155012,"smooth_accel":-0.923377,"accel_momentum":-0.319514,"rvol_3bar":[0.038066,0.289137,0.24594],"trend_3bar":"MIXED","projected_rvol":0.090777},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":115.0,"sell_vol":108.0,"unclassified_vol":0.0,"imbalance":0.03139,"bid":8.26,"ask":8.29,"spread_pct":0.362538,"quote_size_imbalance":null,"quote_age_s":0.814219},"context":{"vwap":8.191246,"price_vs_vwap_pct":0.961442,"ema9":8.258971,"ema20":8.211873,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.808656,"dist_to_hod_atr":7.249921,"atr":0.070346,"spread_atr":0.426466,"own_change_pct":0.304246,"rel_strength_pct":{"SPY":0.350101,"IWM":0.372646}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.00772},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a040c1222532","ts":"2026-09-09T14:23:40+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":0.88,"pos_in_5d_range_pct":29.3,"room_to_5d_high_atr":1.49},"price":8.2574,"vwap":8.1921,"ext_from_open_pct":-3.42,"max_ext_allowed_pct":4.0,"volume_pace":2.562,"trend":"flat","recent_slope_pct":-0.1148,"volatility":"medium"},"price":8.2574,"volume":{"bars":53,"last_bar_volume":1450.0,"baseline_avg":5895.75,"bar_rvol":0.24594,"raw_accel":-0.155012,"smooth_accel":-0.923377,"accel_momentum":-0.319514,"rvol_3bar":[0.038066,0.289137,0.24594],"trend_3bar":"MIXED","projected_rvol":0.984608},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":3415.0,"sell_vol":421.0,"unclassified_vol":0.0,"imbalance":0.780501,"bid":8.3,"ask":8.33,"spread_pct":0.360794,"quote_size_imbalance":null,"quote_age_s":0.259969},"context":{"vwap":8.191246,"price_vs_vwap_pct":0.80762,"ema9":8.258971,"ema20":8.211873,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.952164,"dist_to_hod_atr":7.429036,"atr":0.070346,"spread_atr":0.426466,"own_change_pct":0.304246,"rel_strength_pct":{"SPY":0.350101,"IWM":0.372646}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.191956},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f82f04a2cd65","ts":"2026-09-09T14:24:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2897,"target":5.46,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":11.8,"room_to_5d_high_atr":2.08},"price":5.37,"vwap":5.3548,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":1.905,"trend":"flat","recent_slope_pct":-0.0372,"volatility":"medium"},"price":5.37,"volume":{"bars":54,"last_bar_volume":40489.0,"baseline_avg":39750.65,"bar_rvol":1.018575,"raw_accel":1.656236,"smooth_accel":-0.548555,"accel_momentum":-0.33331,"rvol_3bar":[0.491788,0.364937,1.018575],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":17234.0,"sell_vol":7841.0,"unclassified_vol":0.0,"imbalance":0.374596,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":1.030798},"context":{"vwap":5.354771,"price_vs_vwap_pct":0.284401,"ema9":5.377529,"ema20":5.381825,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.648352,"dist_to_hod_atr":3.385843,"atr":0.026581,"spread_atr":0.376205,"own_change_pct":0.093197,"rel_strength_pct":{"SPY":0.12596,"IWM":0.108596}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.381554},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"96055e096633","ts":"2026-09-09T14:24:15+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2847,"target":5.46,"target_label":"ceiling","reward_risk":1.18,"pos_in_5d_range_pct":11.2,"room_to_5d_high_atr":2.1},"price":5.365,"vwap":5.3548,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.901,"trend":"flat","recent_slope_pct":-0.0558,"volatility":"medium"},"price":5.365,"volume":{"bars":54,"last_bar_volume":40489.0,"baseline_avg":39750.65,"bar_rvol":1.018575,"raw_accel":1.656236,"smooth_accel":-0.548555,"accel_momentum":-0.33331,"rvol_3bar":[0.491788,0.364937,1.018575],"trend_3bar":"MIXED","projected_rvol":1.553987},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":17030.0,"sell_vol":7945.0,"unclassified_vol":0.0,"imbalance":0.363764,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":7.875083},"context":{"vwap":5.354771,"price_vs_vwap_pct":0.191026,"ema9":5.377529,"ema20":5.381825,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.739927,"dist_to_hod_atr":3.573946,"atr":0.026581,"spread_atr":0.376205,"own_change_pct":0.093197,"rel_strength_pct":{"SPY":0.12596,"IWM":0.108596}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.370521},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"51451886f775","ts":"2026-09-09T14:24:40+00:00","symbol":"IRD","event":"REJECT","bot":{"state":"REJECT","reason":"price $6.53 below VWAP $6.54","plan":{"state":"PASS","setup":"","stop":6.4351,"target":6.525,"target_label":"clear air (typical 60-min move)","reward_risk":0.0,"pos_in_5d_range_pct":236.7,"room_to_5d_high_atr":-4.71},"price":6.525,"vwap":6.5375,"ext_from_open_pct":23.11,"max_ext_allowed_pct":4.0,"volume_pace":77.587,"trend":"flat","recent_slope_pct":0.0898,"volatility":"medium"},"price":6.525,"volume":{"bars":54,"last_bar_volume":175732.0,"baseline_avg":355567.25,"bar_rvol":0.49423,"raw_accel":-0.575969,"smooth_accel":-0.199227,"accel_momentum":0.184862,"rvol_3bar":[0.861762,1.204652,0.49423],"trend_3bar":"MIXED","projected_rvol":1.282909},"flow":{"window_s":30,"trades":1011,"trade_rate":33.7,"buy_vol":77514.0,"sell_vol":136929.0,"unclassified_vol":0.0,"imbalance":-0.277067,"bid":6.52,"ask":6.53,"spread_pct":0.153257,"quote_size_imbalance":null,"quote_age_s":0.724188},"context":{"vwap":6.53683,"price_vs_vwap_pct":-0.180981,"ema9":6.591867,"ema20":6.566447,"ema_stack":false,"ema_warm":true,"hod":7.07,"dist_to_hod_pct":-7.708628,"dist_to_hod_atr":3.032462,"atr":0.179722,"spread_atr":0.055642,"own_change_pct":-0.337205,"rel_strength_pct":{"SPY":-0.304442,"IWM":-0.321805}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.136935},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8e9c99a983b9","ts":"2026-09-09T14:25:25+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.5389,"target":12.85,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":101.1,"room_to_5d_high_atr":-0.02},"price":12.745,"vwap":12.6018,"ext_from_open_pct":3.53,"max_ext_allowed_pct":3.0,"volume_pace":1.047,"trend":"flat","recent_slope_pct":-0.0353,"volatility":"high"},"price":12.745,"volume":{"bars":55,"last_bar_volume":48.0,"baseline_avg":2313.7,"bar_rvol":0.020746,"raw_accel":-0.917016,"smooth_accel":-0.532371,"accel_momentum":-0.044886,"rvol_3bar":[0.212488,0.167078,0.020746],"trend_3bar":"DECELERATING","projected_rvol":0.002075},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":0.0,"sell_vol":2.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":12.71,"ask":12.78,"spread_pct":0.549235,"quote_size_imbalance":null,"quote_age_s":2.009324},"context":{"vwap":12.601768,"price_vs_vwap_pct":1.136603,"ema9":12.759384,"ema20":12.760248,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.20155,"dist_to_hod_atr":2.915559,"atr":0.053163,"spread_atr":1.316704,"own_change_pct":-0.117555,"rel_strength_pct":{"SPY":-0.047442,"IWM":-0.069639}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.020746},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ce27c5b562af","ts":"2026-09-09T14:26:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2906,"target":5.46,"target_label":"ceiling","reward_risk":1.11,"pos_in_5d_range_pct":12.0,"room_to_5d_high_atr":2.08},"price":5.3709,"vwap":5.3551,"ext_from_open_pct":0.02,"max_ext_allowed_pct":3.0,"volume_pace":1.87,"trend":"flat","recent_slope_pct":-0.0246,"volatility":"medium"},"price":5.3709,"volume":{"bars":56,"last_bar_volume":60449.0,"baseline_avg":38411.2,"bar_rvol":1.573734,"raw_accel":0.345614,"smooth_accel":0.425161,"accel_momentum":0.730711,"rvol_3bar":[1.018575,1.126504,1.573734],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":28574.0,"sell_vol":19337.0,"unclassified_vol":0.0,"imbalance":0.192795,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.395862},"context":{"vwap":5.355044,"price_vs_vwap_pct":0.296093,"ema9":5.375018,"ema20":5.379725,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.631868,"dist_to_hod_atr":3.51668,"atr":0.025336,"spread_atr":0.394689,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.020316,"IWM":-0.116414}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.303408},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3753221fe95d","ts":"2026-09-09T14:26:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 575.0s, plan says WATCH; stop 11.33, target 11.75 (ceiling), R:R 1.08; pullback low 11.35 broke support 11.39; no reclaim yet (needs a close > 11.54); R:R 1.08 < 2.0 at 11.53; pullback: buy 11.48","plan":{"state":"WATCH","setup":"","stop":11.3339,"target":11.75,"target_label":"ceiling","reward_risk":1.08,"pos_in_5d_range_pct":129.7,"room_to_5d_high_atr":-0.6},"price":11.5339,"vwap":11.3909,"ext_from_open_pct":-1.42,"max_ext_allowed_pct":4.0,"volume_pace":2.886,"trend":"flat","recent_slope_pct":0.0628,"volatility":"medium"},"price":11.5339,"volume":{"bars":56,"last_bar_volume":1642.0,"baseline_avg":1557.85,"bar_rvol":1.054017,"raw_accel":3.216067,"smooth_accel":1.792724,"accel_momentum":1.918854,"rvol_3bar":[0.937995,0.132387,1.054017],"trend_3bar":"MIXED","projected_rvol":0.015406},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":1211.0,"sell_vol":347.0,"unclassified_vol":0.0,"imbalance":0.554557,"bid":11.48,"ask":11.58,"spread_pct":0.867303,"quote_size_imbalance":null,"quote_age_s":18.915916},"context":{"vwap":11.390905,"price_vs_vwap_pct":1.255343,"ema9":11.521776,"ema20":11.507208,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.089134,"dist_to_hod_atr":2.374005,"atr":0.103664,"spread_atr":0.964651,"own_change_pct":-0.215445,"rel_strength_pct":{"SPY":-0.235761,"IWM":-0.331859}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.584513},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b727d2d60366","ts":"2026-09-09T14:26:20+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 560.0s, plan says WATCH; stop 12.43, target 12.74 (premarket_high), R:R 0.40; R:R 0.40 < 2.0 at 12.65; breakout: 1-min close > 12.69 on >= 59549 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":43.2,"room_to_5d_high_atr":1.19},"price":12.65,"vwap":12.5034,"ext_from_open_pct":0.32,"max_ext_allowed_pct":4.0,"volume_pace":5.026,"trend":"flat","recent_slope_pct":0.2006,"volatility":"medium"},"price":12.65,"volume":{"bars":56,"last_bar_volume":34015.0,"baseline_avg":16306.1,"bar_rvol":2.086029,"raw_accel":7.344117,"smooth_accel":-0.274051,"accel_momentum":0.130235,"rvol_3bar":[0.604445,0.223252,2.086029],"trend_3bar":"MIXED","projected_rvol":1.125959},"flow":{"window_s":30,"trades":150,"trade_rate":5.0,"buy_vol":9526.0,"sell_vol":6253.0,"unclassified_vol":0.0,"imbalance":0.207428,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":0.076924},"context":{"vwap":12.503061,"price_vs_vwap_pct":1.175225,"ema9":12.562895,"ema20":12.530298,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-0.862069,"dist_to_hod_atr":1.826087,"atr":0.060238,"spread_atr":0.166008,"own_change_pct":0.998403,"rel_strength_pct":{"SPY":0.978087,"IWM":0.881988}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.4327},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a74a32243a70","ts":"2026-09-09T14:26:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 575.0s, plan says PASS; stop 12.43, target 12.68 (ceiling), R:R 0.38; R:R 0.38 < 2.0 at 12.61; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.68,"target_label":"ceiling","reward_risk":0.38,"pos_in_5d_range_pct":38.6,"room_to_5d_high_atr":1.29},"price":12.6093,"vwap":12.5039,"ext_from_open_pct":-0.01,"max_ext_allowed_pct":4.0,"volume_pace":5.031,"trend":"flat","recent_slope_pct":0.1361,"volatility":"medium"},"price":12.6093,"volume":{"bars":56,"last_bar_volume":34015.0,"baseline_avg":16306.1,"bar_rvol":2.086029,"raw_accel":7.344117,"smooth_accel":-0.274051,"accel_momentum":0.130235,"rvol_3bar":[0.604445,0.223252,2.086029],"trend_3bar":"MIXED","projected_rvol":1.915287},"flow":{"window_s":30,"trades":126,"trade_rate":4.2,"buy_vol":8257.0,"sell_vol":8806.0,"unclassified_vol":0.0,"imbalance":-0.032175,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":0.870569},"context":{"vwap":12.503061,"price_vs_vwap_pct":0.849704,"ema9":12.562895,"ema20":12.530298,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.181034,"dist_to_hod_atr":2.501739,"atr":0.060238,"spread_atr":0.166008,"own_change_pct":0.998403,"rel_strength_pct":{"SPY":0.978087,"IWM":0.881988}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.067118},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c513d544e2fe","ts":"2026-09-09T14:26:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 580.0s, plan says WATCH; stop 12.43, target 12.74 (premarket_high), R:R 0.31; R:R 0.31 < 2.0 at 12.66; breakout: 1-min close > 12.69 on >= 59549 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.31,"pos_in_5d_range_pct":44.9,"room_to_5d_high_atr":1.15},"price":12.665,"vwap":12.5049,"ext_from_open_pct":0.44,"max_ext_allowed_pct":4.0,"volume_pace":5.055,"trend":"flat","recent_slope_pct":0.2243,"volatility":"medium"},"price":12.665,"volume":{"bars":56,"last_bar_volume":34015.0,"baseline_avg":16306.1,"bar_rvol":2.086029,"raw_accel":7.344117,"smooth_accel":-0.274051,"accel_momentum":0.130235,"rvol_3bar":[0.604445,0.223252,2.086029],"trend_3bar":"MIXED","projected_rvol":2.981768},"flow":{"window_s":30,"trades":161,"trade_rate":5.366667,"buy_vol":10401.0,"sell_vol":20699.0,"unclassified_vol":0.0,"imbalance":-0.331125,"bid":12.66,"ask":12.67,"spread_pct":0.078958,"quote_size_imbalance":null,"quote_age_s":0.40814},"context":{"vwap":12.503061,"price_vs_vwap_pct":1.295195,"ema9":12.562895,"ema20":12.530298,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-0.744514,"dist_to_hod_atr":1.577075,"atr":0.060238,"spread_atr":0.166008,"own_change_pct":0.998403,"rel_strength_pct":{"SPY":0.978087,"IWM":0.881988}},"vas":{"raw":0,"score":4.4,"components":{"rvol":2,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.690737},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e822ec9e91de","ts":"2026-09-09T14:27:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 605.0s, plan says PASS; stop 12.43, target 12.68 (ceiling), R:R 0.61; R:R 0.61 < 2.0 at 12.58; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.68,"target_label":"ceiling","reward_risk":0.61,"pos_in_5d_range_pct":35.6,"room_to_5d_high_atr":1.35},"price":12.5834,"vwap":12.506,"ext_from_open_pct":-0.21,"max_ext_allowed_pct":4.0,"volume_pace":5.058,"trend":"flat","recent_slope_pct":0.048,"volatility":"medium"},"price":12.5834,"volume":{"bars":57,"last_bar_volume":50032.0,"baseline_avg":17626.7,"bar_rvol":2.838421,"raw_accel":0.47088,"smooth_accel":0.224548,"accel_momentum":0.498599,"rvol_3bar":[0.223252,2.086029,2.838421],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":162,"trade_rate":5.4,"buy_vol":10639.0,"sell_vol":21577.0,"unclassified_vol":0.0,"imbalance":-0.339521,"bid":12.64,"ask":12.65,"spread_pct":0.079083,"quote_size_imbalance":null,"quote_age_s":0.560104},"context":{"vwap":12.50596,"price_vs_vwap_pct":0.619221,"ema9":12.582056,"ema20":12.542527,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.384013,"dist_to_hod_atr":2.755085,"atr":0.0641,"spread_atr":0.156007,"own_change_pct":1.050522,"rel_strength_pct":{"SPY":1.019718,"IWM":0.910013}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.963703},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"94f0838ff601","ts":"2026-09-09T14:27:10+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 610.0s, plan says WATCH; stop 12.43, target 12.74 (premarket_high), R:R 0.58; R:R 0.58 < 2.0 at 12.62; breakout: 1-min close > 12.69 on >= 59820 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":40.3,"room_to_5d_high_atr":1.25},"price":12.6249,"vwap":12.506,"ext_from_open_pct":0.12,"max_ext_allowed_pct":4.0,"volume_pace":5.051,"trend":"flat","recent_slope_pct":0.1137,"volatility":"medium"},"price":12.6249,"volume":{"bars":57,"last_bar_volume":50032.0,"baseline_avg":17626.7,"bar_rvol":2.838421,"raw_accel":0.47088,"smooth_accel":0.224548,"accel_momentum":0.498599,"rvol_3bar":[0.223252,2.086029,2.838421],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":125,"trade_rate":4.166667,"buy_vol":8342.0,"sell_vol":9679.0,"unclassified_vol":0.0,"imbalance":-0.074191,"bid":12.64,"ask":12.65,"spread_pct":0.079083,"quote_size_imbalance":null,"quote_age_s":1.518002},"context":{"vwap":12.50596,"price_vs_vwap_pct":0.951063,"ema9":12.582056,"ema20":12.542527,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.058777,"dist_to_hod_atr":2.107655,"atr":0.0641,"spread_atr":0.156007,"own_change_pct":1.050522,"rel_strength_pct":{"SPY":1.019718,"IWM":0.910013}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.210586},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ac65c8f2f704","ts":"2026-09-09T14:28:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.56,"target":12.85,"target_label":"premarket_high","reward_risk":0.32,"pos_in_5d_range_pct":103.7,"room_to_5d_high_atr":-0.06},"price":12.78,"vwap":12.6059,"ext_from_open_pct":3.82,"max_ext_allowed_pct":4.0,"volume_pace":1.022,"trend":"flat","recent_slope_pct":0.1517,"volatility":"high"},"price":12.78,"volume":{"bars":58,"last_bar_volume":924.0,"baseline_avg":1788.25,"bar_rvol":0.516706,"raw_accel":-0.625911,"smooth_accel":3.002806,"accel_momentum":2.024318,"rvol_3bar":[0.391567,1.129582,0.516706],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":183.0,"sell_vol":1701.0,"unclassified_vol":0.0,"imbalance":-0.805732,"bid":12.76,"ask":12.87,"spread_pct":0.858369,"quote_size_imbalance":null,"quote_age_s":19.00325},"context":{"vwap":12.604925,"price_vs_vwap_pct":1.388942,"ema9":12.777944,"ema20":12.768524,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.930233,"dist_to_hod_atr":2.068165,"atr":0.058022,"spread_atr":1.895818,"own_change_pct":1.170597,"rel_strength_pct":{"SPY":1.103749,"IWM":1.016593}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.416327},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b27d47920dae","ts":"2026-09-09T14:28:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.595,"target":12.85,"target_label":"premarket_high","reward_risk":0.16,"pos_in_5d_range_pct":106.3,"room_to_5d_high_atr":-0.1},"price":12.815,"vwap":12.606,"ext_from_open_pct":4.1,"max_ext_allowed_pct":4.0,"volume_pace":1.017,"trend":"flat","recent_slope_pct":0.2064,"volatility":"high"},"price":12.815,"volume":{"bars":58,"last_bar_volume":924.0,"baseline_avg":1788.25,"bar_rvol":0.516706,"raw_accel":-0.625911,"smooth_accel":3.002806,"accel_momentum":2.024318,"rvol_3bar":[0.391567,1.129582,0.516706],"trend_3bar":"MIXED","projected_rvol":2.018174},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":108.0,"sell_vol":1100.0,"unclassified_vol":0.0,"imbalance":-0.821192,"bid":12.76,"ask":12.87,"spread_pct":0.858369,"quote_size_imbalance":null,"quote_age_s":3.329979},"context":{"vwap":12.604925,"price_vs_vwap_pct":1.666611,"ema9":12.777944,"ema20":12.768524,"ema_stack":true,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.658915,"dist_to_hod_atr":1.46495,"atr":0.058022,"spread_atr":1.895818,"own_change_pct":1.170597,"rel_strength_pct":{"SPY":1.103749,"IWM":1.016593}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.424315},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e104c3907425","ts":"2026-09-09T14:28:25+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 685.0s, plan says PASS; stop 12.43, target 12.68 (ceiling), R:R 0.45; R:R 0.45 < 2.0 at 12.60; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.68,"target_label":"ceiling","reward_risk":0.45,"pos_in_5d_range_pct":37.6,"room_to_5d_high_atr":1.31},"price":12.6005,"vwap":12.5066,"ext_from_open_pct":-0.08,"max_ext_allowed_pct":4.0,"volume_pace":4.964,"trend":"flat","recent_slope_pct":0.0618,"volatility":"medium"},"price":12.6005,"volume":{"bars":58,"last_bar_volume":8425.0,"baseline_avg":19488.05,"bar_rvol":0.432316,"raw_accel":-0.831608,"smooth_accel":1.973281,"accel_momentum":1.748732,"rvol_3bar":[2.086029,2.838421,0.432316],"trend_3bar":"MIXED","projected_rvol":0.19027},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":2730.0,"sell_vol":2324.0,"unclassified_vol":0.0,"imbalance":0.080332,"bid":12.66,"ask":12.67,"spread_pct":0.078958,"quote_size_imbalance":null,"quote_age_s":0.082147},"context":{"vwap":12.506474,"price_vs_vwap_pct":0.751815,"ema9":12.600045,"ema20":12.554858,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.25,"dist_to_hod_atr":2.401345,"atr":0.066421,"spread_atr":0.150555,"own_change_pct":0.983377,"rel_strength_pct":{"SPY":0.916528,"IWM":0.829373}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.034729},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9dde1108db09","ts":"2026-09-09T14:28:30+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 690.0s, plan says WATCH; stop 12.43, target 12.74 (premarket_high), R:R 0.31; R:R 0.31 < 2.0 at 12.66; breakout: 1-min close > 12.69 on >= 59007 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.31,"pos_in_5d_range_pct":44.9,"room_to_5d_high_atr":1.15},"price":12.665,"vwap":12.5066,"ext_from_open_pct":0.44,"max_ext_allowed_pct":4.0,"volume_pace":4.957,"trend":"flat","recent_slope_pct":0.1637,"volatility":"medium"},"price":12.665,"volume":{"bars":58,"last_bar_volume":8425.0,"baseline_avg":19488.05,"bar_rvol":0.432316,"raw_accel":-0.831608,"smooth_accel":1.973281,"accel_momentum":1.748732,"rvol_3bar":[2.086029,2.838421,0.432316],"trend_3bar":"MIXED","projected_rvol":0.195504},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":523.0,"sell_vol":1382.0,"unclassified_vol":0.0,"imbalance":-0.450919,"bid":12.66,"ask":12.67,"spread_pct":0.078958,"quote_size_imbalance":null,"quote_age_s":1.027817},"context":{"vwap":12.506474,"price_vs_vwap_pct":1.267548,"ema9":12.600045,"ema20":12.554858,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-0.744514,"dist_to_hod_atr":1.430268,"atr":0.066421,"spread_atr":0.150555,"own_change_pct":0.983377,"rel_strength_pct":{"SPY":0.916528,"IWM":0.829373}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.194939},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"aac02231720c","ts":"2026-09-09T14:28:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 695.0s, plan says PASS; stop 12.43, target 12.68 (ceiling), R:R 0.45; R:R 0.45 < 2.0 at 12.60; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.68,"target_label":"ceiling","reward_risk":0.45,"pos_in_5d_range_pct":37.6,"room_to_5d_high_atr":1.31},"price":12.6006,"vwap":12.5066,"ext_from_open_pct":-0.07,"max_ext_allowed_pct":4.0,"volume_pace":4.95,"trend":"flat","recent_slope_pct":0.0619,"volatility":"medium"},"price":12.6006,"volume":{"bars":58,"last_bar_volume":8425.0,"baseline_avg":19488.05,"bar_rvol":0.432316,"raw_accel":-0.831608,"smooth_accel":1.973281,"accel_momentum":1.748732,"rvol_3bar":[2.086029,2.838421,0.432316],"trend_3bar":"MIXED","projected_rvol":0.168807},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":523.0,"sell_vol":1374.0,"unclassified_vol":0.0,"imbalance":-0.448603,"bid":12.66,"ask":12.67,"spread_pct":0.078958,"quote_size_imbalance":null,"quote_age_s":2.320115},"context":{"vwap":12.506474,"price_vs_vwap_pct":0.752615,"ema9":12.600045,"ema20":12.554858,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-1.249216,"dist_to_hod_atr":2.399839,"atr":0.066421,"spread_atr":0.150555,"own_change_pct":0.983377,"rel_strength_pct":{"SPY":0.916528,"IWM":0.829373}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.193938},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e861d7009b2b","ts":"2026-09-09T14:28:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 700.0s, plan says WATCH; stop 12.43, target 12.74 (premarket_high), R:R 0.34; R:R 0.34 < 2.0 at 12.66; breakout: 1-min close > 12.69 on >= 59007 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":44.3,"room_to_5d_high_atr":1.17},"price":12.66,"vwap":12.5066,"ext_from_open_pct":0.4,"max_ext_allowed_pct":4.0,"volume_pace":4.945,"trend":"flat","recent_slope_pct":0.1558,"volatility":"medium"},"price":12.66,"volume":{"bars":58,"last_bar_volume":8425.0,"baseline_avg":19488.05,"bar_rvol":0.432316,"raw_accel":-0.831608,"smooth_accel":1.973281,"accel_momentum":1.748732,"rvol_3bar":[2.086029,2.838421,0.432316],"trend_3bar":"MIXED","projected_rvol":0.191887},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":721.0,"sell_vol":1649.0,"unclassified_vol":0.0,"imbalance":-0.391561,"bid":12.66,"ask":12.67,"spread_pct":0.078958,"quote_size_imbalance":null,"quote_age_s":0.705518},"context":{"vwap":12.506474,"price_vs_vwap_pct":1.227569,"ema9":12.600045,"ema20":12.554858,"ema_stack":true,"ema_warm":true,"hod":12.76,"dist_to_hod_pct":-0.783699,"dist_to_hod_atr":1.505545,"atr":0.066421,"spread_atr":0.150555,"own_change_pct":0.983377,"rel_strength_pct":{"SPY":0.916528,"IWM":0.829373}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.169278},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8ee78d2ce220","ts":"2026-09-09T14:29:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 325.0s, plan says WATCH; stop 8.19, target 8.40 (prev_day_high), R:R 1.59; no reclaim yet (needs a close > 8.29); R:R 1.59 < 2.0 at 8.27; pullback: buy 8.26-8.29 holding + reclaim/fading selling/","plan":{"state":"WATCH","setup":"","stop":8.1881,"target":8.4,"target_label":"prev_day_high","reward_risk":1.59,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":1.45},"price":8.27,"vwap":8.1932,"ext_from_open_pct":-3.27,"max_ext_allowed_pct":4.0,"volume_pace":2.353,"trend":"flat","recent_slope_pct":-0.0549,"volatility":"medium"},"price":8.27,"volume":{"bars":59,"last_bar_volume":421.0,"baseline_avg":4791.3,"bar_rvol":0.087868,"raw_accel":-0.820085,"smooth_accel":-0.39725,"accel_momentum":0.090985,"rvol_3bar":[0.052151,0.402117,0.087868],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":298.0,"sell_vol":117.0,"unclassified_vol":0.0,"imbalance":0.436145,"bid":8.26,"ask":8.28,"spread_pct":0.241838,"quote_size_imbalance":null,"quote_age_s":4.954919},"context":{"vwap":8.193214,"price_vs_vwap_pct":0.937193,"ema9":8.274039,"ema20":8.243587,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.808656,"dist_to_hod_atr":8.641851,"atr":0.059015,"spread_atr":0.338896,"own_change_pct":-0.481348,"rel_strength_pct":{"SPY":-0.620703,"IWM":-0.63879}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.038323},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2aac90b187d1","ts":"2026-09-09T14:29:45+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.57,"target":8.94,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":119.0,"room_to_5d_high_atr":-0.35},"price":8.78,"vwap":8.7327,"ext_from_open_pct":2.21,"max_ext_allowed_pct":3.0,"volume_pace":2.571,"trend":"flat","recent_slope_pct":0.3786,"volatility":"high"},"price":8.78,"volume":{"bars":59,"last_bar_volume":7257.0,"baseline_avg":3602.75,"bar_rvol":2.014295,"raw_accel":1.274922,"smooth_accel":-0.25848,"accel_momentum":0.250715,"rvol_3bar":[0.99923,0.892071,2.014295],"trend_3bar":"MIXED","projected_rvol":5.749682},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":9777.0,"sell_vol":3521.0,"unclassified_vol":0.0,"imbalance":0.470447,"bid":8.76,"ask":8.8,"spread_pct":0.455581,"quote_size_imbalance":null,"quote_age_s":0.293206},"context":{"vwap":8.731314,"price_vs_vwap_pct":0.557604,"ema9":8.668392,"ema20":8.663163,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.111624,"dist_to_hod_atr":2.84282,"atr":0.066624,"spread_atr":0.600384,"own_change_pct":1.276843,"rel_strength_pct":{"SPY":1.137488,"IWM":1.1194}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.947618},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"18f4c4be00d2","ts":"2026-09-09T14:30:00+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.31% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.13,"target":11.75,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":119.4,"room_to_5d_high_atr":-0.39},"price":11.43,"vwap":11.3943,"ext_from_open_pct":-2.31,"max_ext_allowed_pct":3.0,"volume_pace":2.811,"trend":"flat","recent_slope_pct":-0.2036,"volatility":"medium"},"price":11.43,"volume":{"bars":59,"last_bar_volume":5178.0,"baseline_avg":1565.4,"bar_rvol":3.307781,"raw_accel":12.231123,"smooth_accel":0.750682,"accel_momentum":0.696145,"rvol_3bar":[0.183783,0.195197,3.307781],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1612.0,"sell_vol":1410.0,"unclassified_vol":0.0,"imbalance":0.066843,"bid":11.35,"ask":11.5,"spread_pct":1.31291,"quote_size_imbalance":null,"quote_age_s":0.388817},"context":{"vwap":11.393789,"price_vs_vwap_pct":0.31781,"ema9":11.522641,"ema20":11.511752,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.971138,"dist_to_hod_atr":3.405704,"atr":0.102769,"spread_atr":1.459588,"own_change_pct":-0.252166,"rel_strength_pct":{"SPY":-0.443637,"IWM":-0.471314}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.221102},"shadow":{"decision":"FAIL","failed":["imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e9435e5bde7a","ts":"2026-09-09T14:30:20+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.38 below VWAP $11.39","plan":{"state":"PASS","setup":"","stop":11.0838,"target":11.75,"target_label":"ceiling","reward_risk":1.22,"pos_in_5d_range_pct":114.8,"room_to_5d_high_atr":-0.3},"price":11.3838,"vwap":11.3943,"ext_from_open_pct":-2.7,"max_ext_allowed_pct":3.0,"volume_pace":2.797,"trend":"flat","recent_slope_pct":-0.356,"volatility":"medium"},"price":11.3838,"volume":{"bars":60,"last_bar_volume":3156.0,"baseline_avg":1787.6,"bar_rvol":1.765496,"raw_accel":-0.390498,"smooth_accel":3.026095,"accel_momentum":2.275413,"rvol_3bar":[0.195197,3.307781,1.765496],"trend_3bar":"MIXED","projected_rvol":0.17957},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":1618.0,"sell_vol":1498.0,"unclassified_vol":0.0,"imbalance":0.038511,"bid":11.35,"ask":11.5,"spread_pct":1.31291,"quote_size_imbalance":null,"quote_age_s":16.635791},"context":{"vwap":11.394327,"price_vs_vwap_pct":-0.092388,"ema9":11.504113,"ema20":11.503967,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-3.363328,"dist_to_hod_atr":3.736744,"atr":0.106028,"spread_atr":1.414719,"own_change_pct":-0.695048,"rel_strength_pct":{"SPY":-0.886518,"IWM":-0.914196}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.067991},"shadow":{"decision":"FAIL","failed":["imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b27ef604ad6f","ts":"2026-09-09T14:30:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.31% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.1464,"target":11.75,"target_label":"ceiling","reward_risk":1.01,"pos_in_5d_range_pct":121.0,"room_to_5d_high_atr":-0.43},"price":11.4464,"vwap":11.3944,"ext_from_open_pct":-2.17,"max_ext_allowed_pct":3.0,"volume_pace":2.787,"trend":"flat","recent_slope_pct":-0.2466,"volatility":"medium"},"price":11.4464,"volume":{"bars":60,"last_bar_volume":3156.0,"baseline_avg":1787.6,"bar_rvol":1.765496,"raw_accel":-0.390498,"smooth_accel":3.026095,"accel_momentum":2.275413,"rvol_3bar":[0.195197,3.307781,1.765496],"trend_3bar":"MIXED","projected_rvol":0.485847},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":163.0,"sell_vol":310.0,"unclassified_vol":0.0,"imbalance":-0.310782,"bid":11.35,"ask":11.5,"spread_pct":1.31291,"quote_size_imbalance":null,"quote_age_s":12.607144},"context":{"vwap":11.394327,"price_vs_vwap_pct":0.457009,"ema9":11.504113,"ema20":11.503967,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.831919,"dist_to_hod_atr":3.146335,"atr":0.106028,"spread_atr":1.414719,"own_change_pct":-0.695048,"rel_strength_pct":{"SPY":-0.886518,"IWM":-0.914196}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.548685},"shadow":{"decision":"FAIL","failed":["imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ec340501245f","ts":"2026-09-09T14:30:50+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.5516,"target":12.85,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":102.1,"room_to_5d_high_atr":-0.03},"price":12.7577,"vwap":12.6085,"ext_from_open_pct":3.64,"max_ext_allowed_pct":4.0,"volume_pace":0.992,"trend":"flat","recent_slope_pct":-0.0359,"volatility":"high"},"price":12.7577,"volume":{"bars":60,"last_bar_volume":119.0,"baseline_avg":1638.0,"bar_rvol":0.07265,"raw_accel":-0.924684,"smooth_accel":-0.22921,"accel_momentum":-2.844035,"rvol_3bar":[0.516706,0.907394,0.07265],"trend_3bar":"MIXED","projected_rvol":2.765568},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":660.0,"sell_vol":3115.0,"unclassified_vol":0.0,"imbalance":-0.650331,"bid":12.69,"ask":12.75,"spread_pct":0.471698,"quote_size_imbalance":null,"quote_age_s":2.512413},"context":{"vwap":12.606472,"price_vs_vwap_pct":1.199604,"ema9":12.798584,"ema20":12.78098,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.103101,"dist_to_hod_atr":2.183336,"atr":0.065175,"spread_atr":0.920592,"own_change_pct":0.490388,"rel_strength_pct":{"SPY":0.298918,"IWM":0.27124}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.047246},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"19a5b3378655","ts":"2026-09-09T14:31:05+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.81,"target":5.93,"target_label":"ceiling","reward_risk":0.71,"pos_in_5d_range_pct":23.5,"room_to_5d_high_atr":1.67},"price":5.8801,"vwap":5.8748,"ext_from_open_pct":0.6,"max_ext_allowed_pct":4.0,"volume_pace":1.104,"trend":"flat","recent_slope_pct":0.0855,"volatility":"medium"},"price":5.8801,"volume":{"bars":61,"last_bar_volume":122180.0,"baseline_avg":169494.55,"bar_rvol":0.720849,"raw_accel":1.883397,"smooth_accel":0.00173,"accel_momentum":0.804104,"rvol_3bar":[0.154775,0.19513,0.720849],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":151,"trade_rate":5.033333,"buy_vol":95852.0,"sell_vol":9940.0,"unclassified_vol":0.0,"imbalance":0.812084,"bid":5.88,"ask":5.89,"spread_pct":0.169924,"quote_size_imbalance":null,"quote_age_s":0.668366},"context":{"vwap":5.874806,"price_vs_vwap_pct":0.090107,"ema9":5.86706,"ema20":5.864218,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.841484,"dist_to_hod_atr":1.534311,"atr":0.032523,"spread_atr":0.307477,"own_change_pct":0.340716,"rel_strength_pct":{"SPY":0.245053,"IWM":0.291126}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.58539},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ebeb3d6b8498","ts":"2026-09-09T14:31:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.4839,"target":12.73,"target_label":"prev_day_high","reward_risk":0.19,"pos_in_5d_range_pct":97.0,"room_to_5d_high_atr":0.05},"price":12.69,"vwap":12.6087,"ext_from_open_pct":3.09,"max_ext_allowed_pct":3.0,"volume_pace":0.988,"trend":"flat","recent_slope_pct":-0.3673,"volatility":"high"},"price":12.69,"volume":{"bars":61,"last_bar_volume":3775.0,"baseline_avg":1470.75,"bar_rvol":2.566718,"raw_accel":9.266871,"smooth_accel":0.279271,"accel_momentum":0.50848,"rvol_3bar":[0.907394,0.07265,2.566718],"trend_3bar":"MIXED","projected_rvol":1.759646},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":17.0,"sell_vol":644.0,"unclassified_vol":0.0,"imbalance":-0.948563,"bid":12.63,"ask":12.73,"spread_pct":0.788644,"quote_size_imbalance":null,"quote_age_s":0.306769},"context":{"vwap":12.608503,"price_vs_vwap_pct":0.646364,"ema9":12.790408,"ema20":12.778763,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-1.627907,"dist_to_hod_atr":3.047323,"atr":0.068913,"spread_atr":1.451106,"own_change_pct":0.099647,"rel_strength_pct":{"SPY":0.003984,"IWM":0.050057}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.434693},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"78c6f5a603e7","ts":"2026-09-09T14:31:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.8984,"target":14.17,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":5.9,"room_to_5d_high_atr":4.72},"price":14.1463,"vwap":14.0691,"ext_from_open_pct":0.15,"max_ext_allowed_pct":3.0,"volume_pace":0.991,"trend":"flat","recent_slope_pct":-0.0065,"volatility":"high"},"price":14.1463,"volume":{"bars":61,"last_bar_volume":152359.0,"baseline_avg":133970.15,"bar_rvol":1.137261,"raw_accel":2.082007,"smooth_accel":-0.297923,"accel_momentum":0.120651,"rvol_3bar":[0.684905,0.369007,1.137261],"trend_3bar":"MIXED","projected_rvol":0.837124},"flow":{"window_s":30,"trades":131,"trade_rate":4.366667,"buy_vol":6154.0,"sell_vol":50958.0,"unclassified_vol":0.0,"imbalance":-0.784494,"bid":14.12,"ask":14.13,"spread_pct":0.070796,"quote_size_imbalance":null,"quote_age_s":0.080848},"context":{"vwap":14.068741,"price_vs_vwap_pct":0.551288,"ema9":14.143082,"ema20":14.126028,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.143264,"dist_to_hod_atr":2.582663,"atr":0.063345,"spread_atr":0.157864,"own_change_pct":-0.152579,"rel_strength_pct":{"SPY":-0.248241,"IWM":-0.202169}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.892174},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2c66feac2c72","ts":"2026-09-09T14:31:30+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8821,"target":14.17,"target_label":"premarket_high","reward_risk":0.16,"pos_in_5d_range_pct":5.6,"room_to_5d_high_atr":4.74},"price":14.13,"vwap":14.0691,"ext_from_open_pct":0.04,"max_ext_allowed_pct":3.0,"volume_pace":0.99,"trend":"flat","recent_slope_pct":-0.0296,"volatility":"high"},"price":14.13,"volume":{"bars":61,"last_bar_volume":152359.0,"baseline_avg":133970.15,"bar_rvol":1.137261,"raw_accel":2.082007,"smooth_accel":-0.297923,"accel_momentum":0.120651,"rvol_3bar":[0.684905,0.369007,1.137261],"trend_3bar":"MIXED","projected_rvol":0.699096},"flow":{"window_s":30,"trades":118,"trade_rate":3.933333,"buy_vol":6238.0,"sell_vol":40591.0,"unclassified_vol":0.0,"imbalance":-0.733584,"bid":14.12,"ask":14.13,"spread_pct":0.070796,"quote_size_imbalance":null,"quote_age_s":0.004837},"context":{"vwap":14.068741,"price_vs_vwap_pct":0.435428,"ema9":14.143082,"ema20":14.126028,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.257172,"dist_to_hod_atr":2.839982,"atr":0.063345,"spread_atr":0.157864,"own_change_pct":-0.152579,"rel_strength_pct":{"SPY":-0.248241,"IWM":-0.202169}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.834276},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"415625918630","ts":"2026-09-09T14:31:50+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.8971,"target":14.17,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":5.9,"room_to_5d_high_atr":4.72},"price":14.145,"vwap":14.0693,"ext_from_open_pct":0.14,"max_ext_allowed_pct":4.0,"volume_pace":0.987,"trend":"flat","recent_slope_pct":-0.0083,"volatility":"high"},"price":14.145,"volume":{"bars":61,"last_bar_volume":152359.0,"baseline_avg":133970.15,"bar_rvol":1.137261,"raw_accel":2.082007,"smooth_accel":-0.297923,"accel_momentum":0.120651,"rvol_3bar":[0.684905,0.369007,1.137261],"trend_3bar":"MIXED","projected_rvol":0.656663},"flow":{"window_s":30,"trades":97,"trade_rate":3.233333,"buy_vol":17302.0,"sell_vol":28097.0,"unclassified_vol":0.0,"imbalance":-0.237781,"bid":14.14,"ask":14.15,"spread_pct":0.070696,"quote_size_imbalance":null,"quote_age_s":0.731235},"context":{"vwap":14.068741,"price_vs_vwap_pct":0.542048,"ema9":14.143082,"ema20":14.126028,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.152349,"dist_to_hod_atr":2.603185,"atr":0.063345,"spread_atr":0.157864,"own_change_pct":-0.152579,"rel_strength_pct":{"SPY":-0.248241,"IWM":-0.202169}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.270419},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6338fbea4885","ts":"2026-09-09T14:32:00+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8871,"target":14.17,"target_label":"premarket_high","reward_risk":0.14,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":4.73},"price":14.135,"vwap":14.0693,"ext_from_open_pct":0.07,"max_ext_allowed_pct":3.0,"volume_pace":0.986,"trend":"flat","recent_slope_pct":-0.0225,"volatility":"high"},"price":14.135,"volume":{"bars":61,"last_bar_volume":152359.0,"baseline_avg":133970.15,"bar_rvol":1.137261,"raw_accel":2.082007,"smooth_accel":-0.297923,"accel_momentum":0.120651,"rvol_3bar":[0.684905,0.369007,1.137261],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":120,"trade_rate":4.0,"buy_vol":27428.0,"sell_vol":12020.0,"unclassified_vol":0.0,"imbalance":0.39059,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.004814},"context":{"vwap":14.068741,"price_vs_vwap_pct":0.470968,"ema9":14.143082,"ema20":14.126028,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.222231,"dist_to_hod_atr":2.76105,"atr":0.063345,"spread_atr":0.157864,"own_change_pct":-0.152579,"rel_strength_pct":{"SPY":-0.24824,"IWM":-0.176546}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.444203},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c5ebbd6bf81e","ts":"2026-09-09T14:32:05+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":7.6693,"target":8.15,"target_label":"prev_day_high","reward_risk":0.12,"pos_in_5d_range_pct":54.8,"room_to_5d_high_atr":0.57},"price":8.1,"vwap":8.0542,"ext_from_open_pct":1.12,"max_ext_allowed_pct":3.0,"volume_pace":2.96,"trend":"flat","recent_slope_pct":0.5732,"volatility":"high"},"price":8.1,"volume":{"bars":62,"last_bar_volume":28347.0,"baseline_avg":8617.4,"bar_rvol":3.289507,"raw_accel":2.675224,"smooth_accel":5.008759,"accel_momentum":4.807886,"rvol_3bar":[1.303411,0.758519,3.289507],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":101,"trade_rate":3.366667,"buy_vol":5969.0,"sell_vol":20962.0,"unclassified_vol":0.0,"imbalance":-0.556719,"bid":8.09,"ask":8.11,"spread_pct":0.246914,"quote_size_imbalance":null,"quote_age_s":0.32674},"context":{"vwap":8.053925,"price_vs_vwap_pct":0.572083,"ema9":7.948118,"ema20":7.915061,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-3.914591,"dist_to_hod_atr":5.311678,"atr":0.062127,"spread_atr":0.32192,"own_change_pct":0.476131,"rel_strength_pct":{"SPY":0.38047,"IWM":0.452164}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.831331},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"49d844adbf15","ts":"2026-09-09T14:32:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":96.6,"room_to_5d_high_atr":0.07},"price":11.9895,"vwap":11.899,"ext_from_open_pct":-0.58,"max_ext_allowed_pct":3.0,"volume_pace":0.864,"trend":"flat","recent_slope_pct":0.1184,"volatility":"high"},"price":11.9895,"volume":{"bars":62,"last_bar_volume":266735.0,"baseline_avg":96904.5,"bar_rvol":2.752555,"raw_accel":2.768189,"smooth_accel":-0.01338,"accel_momentum":-0.218609,"rvol_3bar":[1.511593,0.729925,2.752555],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":521,"trade_rate":17.366667,"buy_vol":94585.0,"sell_vol":116768.0,"unclassified_vol":0.0,"imbalance":-0.104957,"bid":11.98,"ask":11.99,"spread_pct":0.083438,"quote_size_imbalance":null,"quote_age_s":0.129437},"context":{"vwap":11.898953,"price_vs_vwap_pct":0.760965,"ema9":11.853471,"ema20":11.816718,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.320988,"dist_to_hod_atr":1.521533,"atr":0.105486,"spread_atr":0.0948,"own_change_pct":0.439949,"rel_strength_pct":{"SPY":0.344289,"IWM":0.415983}},"vas":{"raw":0,"score":4.4,"components":{"rvol":2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.2889},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0fd629833939","ts":"2026-09-09T14:32:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.8939,"target":14.17,"target_label":"premarket_high","reward_risk":0.11,"pos_in_5d_range_pct":5.9,"room_to_5d_high_atr":4.73},"price":14.1418,"vwap":14.0695,"ext_from_open_pct":0.12,"max_ext_allowed_pct":3.0,"volume_pace":0.981,"trend":"flat","recent_slope_pct":-0.0187,"volatility":"high"},"price":14.1418,"volume":{"bars":62,"last_bar_volume":86277.0,"baseline_avg":132783.75,"bar_rvol":0.649756,"raw_accel":-0.433726,"smooth_accel":-0.274245,"accel_momentum":0.023678,"rvol_3bar":[0.369007,1.137261,0.649756],"trend_3bar":"MIXED","projected_rvol":0.388819},"flow":{"window_s":30,"trades":117,"trade_rate":3.9,"buy_vol":16901.0,"sell_vol":8219.0,"unclassified_vol":0.0,"imbalance":0.345621,"bid":14.11,"ask":14.12,"spread_pct":0.070847,"quote_size_imbalance":null,"quote_age_s":0.135882},"context":{"vwap":14.069339,"price_vs_vwap_pct":0.515029,"ema9":14.141466,"ema20":14.126883,"ema_stack":true,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.174711,"dist_to_hod_atr":2.773629,"atr":0.060607,"spread_atr":0.164999,"own_change_pct":-0.176554,"rel_strength_pct":{"SPY":-0.272214,"IWM":-0.20052}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.224569},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"27f544291cfb","ts":"2026-09-09T14:32:30+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.86 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.67,"pos_in_5d_range_pct":90.6,"room_to_5d_high_atr":0.19},"price":11.8649,"vwap":11.899,"ext_from_open_pct":-1.62,"max_ext_allowed_pct":3.0,"volume_pace":0.865,"trend":"flat","recent_slope_pct":-0.0907,"volatility":"high"},"price":11.8649,"volume":{"bars":62,"last_bar_volume":266735.0,"baseline_avg":96904.5,"bar_rvol":2.752555,"raw_accel":2.768189,"smooth_accel":-0.01338,"accel_momentum":-0.218609,"rvol_3bar":[1.511593,0.729925,2.752555],"trend_3bar":"MIXED","projected_rvol":1.198169},"flow":{"window_s":30,"trades":172,"trade_rate":5.733333,"buy_vol":18390.0,"sell_vol":39664.0,"unclassified_vol":0.0,"imbalance":-0.366452,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.171893},"context":{"vwap":11.898953,"price_vs_vwap_pct":-0.286186,"ema9":11.853471,"ema20":11.816718,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.346502,"dist_to_hod_atr":2.702736,"atr":0.105486,"spread_atr":0.0948,"own_change_pct":0.439949,"rel_strength_pct":{"SPY":0.344289,"IWM":0.415983}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.008679},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2e5075d13522","ts":"2026-09-09T14:32:35+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.04 below VWAP $8.05","plan":{"state":"PASS","setup":"","stop":7.6043,"target":8.15,"target_label":"prev_day_high","reward_risk":0.27,"pos_in_5d_range_pct":51.8,"room_to_5d_high_atr":0.61},"price":8.035,"vwap":8.0539,"ext_from_open_pct":0.31,"max_ext_allowed_pct":3.0,"volume_pace":2.983,"trend":"flat","recent_slope_pct":0.4111,"volatility":"high"},"price":8.035,"volume":{"bars":62,"last_bar_volume":28347.0,"baseline_avg":8617.4,"bar_rvol":3.289507,"raw_accel":2.675224,"smooth_accel":5.008759,"accel_momentum":4.807886,"rvol_3bar":[1.303411,0.758519,3.289507],"trend_3bar":"MIXED","projected_rvol":8.49663},"flow":{"window_s":30,"trades":108,"trade_rate":3.6,"buy_vol":4601.0,"sell_vol":11924.0,"unclassified_vol":0.0,"imbalance":-0.443147,"bid":8.06,"ask":8.1,"spread_pct":0.49505,"quote_size_imbalance":null,"quote_age_s":13.739313},"context":{"vwap":8.053925,"price_vs_vwap_pct":-0.234977,"ema9":7.948118,"ema20":7.915061,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.685647,"dist_to_hod_atr":6.357917,"atr":0.062127,"spread_atr":0.64384,"own_change_pct":0.476131,"rel_strength_pct":{"SPY":0.38047,"IWM":0.452164}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.457734},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"199f232c059b","ts":"2026-09-09T14:32:35+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.26,"pos_in_5d_range_pct":94.9,"room_to_5d_high_atr":0.1},"price":11.955,"vwap":11.8993,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":3.0,"volume_pace":0.864,"trend":"flat","recent_slope_pct":0.0606,"volatility":"high"},"price":11.955,"volume":{"bars":62,"last_bar_volume":266735.0,"baseline_avg":96904.5,"bar_rvol":2.752555,"raw_accel":2.768189,"smooth_accel":-0.01338,"accel_momentum":-0.218609,"rvol_3bar":[1.511593,0.729925,2.752555],"trend_3bar":"MIXED","projected_rvol":1.138894},"flow":{"window_s":30,"trades":184,"trade_rate":6.133333,"buy_vol":19329.0,"sell_vol":39111.0,"unclassified_vol":0.0,"imbalance":-0.338501,"bid":11.95,"ask":11.96,"spread_pct":0.083647,"quote_size_imbalance":null,"quote_age_s":0.005451},"context":{"vwap":11.898953,"price_vs_vwap_pct":0.471023,"ema9":11.853471,"ema20":11.816718,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.604938,"dist_to_hod_atr":1.848592,"atr":0.105486,"spread_atr":0.0948,"own_change_pct":0.439949,"rel_strength_pct":{"SPY":0.344289,"IWM":0.415983}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.931743},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c3806e8bf7eb","ts":"2026-09-09T14:32:35+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.87 below VWAP $5.87","plan":{"state":"PASS","setup":"","stop":5.81,"target":5.93,"target_label":"ceiling","reward_risk":1.0,"pos_in_5d_range_pct":21.5,"room_to_5d_high_atr":1.72},"price":5.87,"vwap":5.8749,"ext_from_open_pct":0.43,"max_ext_allowed_pct":3.0,"volume_pace":1.103,"trend":"flat","recent_slope_pct":0.034,"volatility":"medium"},"price":5.87,"volume":{"bars":62,"last_bar_volume":124997.0,"baseline_avg":163744.3,"bar_rvol":0.763367,"raw_accel":0.023056,"smooth_accel":0.888052,"accel_momentum":0.886322,"rvol_3bar":[0.19513,0.720849,0.763367],"trend_3bar":"ACCELERATING","projected_rvol":0.60904},"flow":{"window_s":30,"trades":173,"trade_rate":5.766667,"buy_vol":19033.0,"sell_vol":36385.0,"unclassified_vol":0.0,"imbalance":-0.313111,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.64484},"context":{"vwap":5.874939,"price_vs_vwap_pct":-0.084062,"ema9":5.870648,"ema20":5.866197,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-1.011804,"dist_to_hod_atr":1.871676,"atr":0.032057,"spread_atr":0.311946,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.245345,"IWM":0.317039}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.239019},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ab179b1450a3","ts":"2026-09-09T14:32:35+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8871,"target":14.17,"target_label":"premarket_high","reward_risk":0.14,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":4.73},"price":14.135,"vwap":14.0695,"ext_from_open_pct":0.07,"max_ext_allowed_pct":4.0,"volume_pace":0.979,"trend":"flat","recent_slope_pct":-0.0283,"volatility":"high"},"price":14.135,"volume":{"bars":62,"last_bar_volume":86277.0,"baseline_avg":132783.75,"bar_rvol":0.649756,"raw_accel":-0.433726,"smooth_accel":-0.274245,"accel_momentum":0.023678,"rvol_3bar":[0.369007,1.137261,0.649756],"trend_3bar":"MIXED","projected_rvol":0.334791},"flow":{"window_s":30,"trades":111,"trade_rate":3.7,"buy_vol":8802.0,"sell_vol":3674.0,"unclassified_vol":0.0,"imbalance":0.411029,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.558492},"context":{"vwap":14.069339,"price_vs_vwap_pct":0.466697,"ema9":14.141466,"ema20":14.126883,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.222231,"dist_to_hod_atr":2.885829,"atr":0.060607,"spread_atr":0.164999,"own_change_pct":-0.176554,"rel_strength_pct":{"SPY":-0.272214,"IWM":-0.20052}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.267069},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e3d2f3481b91","ts":"2026-09-09T14:32:40+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":7.6443,"target":8.15,"target_label":"prev_day_high","reward_risk":0.17,"pos_in_5d_range_pct":53.7,"room_to_5d_high_atr":0.59},"price":8.075,"vwap":8.0545,"ext_from_open_pct":0.81,"max_ext_allowed_pct":4.0,"volume_pace":2.992,"trend":"flat","recent_slope_pct":0.5109,"volatility":"high"},"price":8.075,"volume":{"bars":62,"last_bar_volume":28347.0,"baseline_avg":8617.4,"bar_rvol":3.289507,"raw_accel":2.675224,"smooth_accel":5.008759,"accel_momentum":4.807886,"rvol_3bar":[1.303411,0.758519,3.289507],"trend_3bar":"MIXED","projected_rvol":8.253185},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":4170.0,"sell_vol":7886.0,"unclassified_vol":0.0,"imbalance":-0.308228,"bid":8.05,"ask":8.1,"spread_pct":0.619195,"quote_size_imbalance":null,"quote_age_s":2.604184},"context":{"vwap":8.053925,"price_vs_vwap_pct":0.261676,"ema9":7.948118,"ema20":7.915061,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.211151,"dist_to_hod_atr":5.714077,"atr":0.062127,"spread_atr":0.8048,"own_change_pct":0.476131,"rel_strength_pct":{"SPY":0.38047,"IWM":0.452164}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.013919},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c2ac2b0ac253","ts":"2026-09-09T14:32:40+00:00","symbol":"RIG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.81,"target":5.93,"target_label":"ceiling","reward_risk":0.71,"pos_in_5d_range_pct":23.4,"room_to_5d_high_atr":1.67},"price":5.88,"vwap":5.875,"ext_from_open_pct":0.6,"max_ext_allowed_pct":4.0,"volume_pace":1.102,"trend":"flat","recent_slope_pct":0.0681,"volatility":"medium"},"price":5.88,"volume":{"bars":62,"last_bar_volume":124997.0,"baseline_avg":163744.3,"bar_rvol":0.763367,"raw_accel":0.023056,"smooth_accel":0.888052,"accel_momentum":0.886322,"rvol_3bar":[0.19513,0.720849,0.763367],"trend_3bar":"ACCELERATING","projected_rvol":0.547686},"flow":{"window_s":30,"trades":172,"trade_rate":5.733333,"buy_vol":19437.0,"sell_vol":36455.0,"unclassified_vol":0.0,"imbalance":-0.30448,"bid":5.87,"ask":5.88,"spread_pct":0.170213,"quote_size_imbalance":null,"quote_age_s":0.484922},"context":{"vwap":5.874939,"price_vs_vwap_pct":0.086153,"ema9":5.870648,"ema20":5.866197,"ema_stack":true,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-0.84317,"dist_to_hod_atr":1.55973,"atr":0.032057,"spread_atr":0.311946,"own_change_pct":0.341006,"rel_strength_pct":{"SPY":0.245345,"IWM":0.317039}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.23243},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5a973d2dde4e","ts":"2026-09-09T14:32:40+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.8921,"target":14.17,"target_label":"premarket_high","reward_risk":0.12,"pos_in_5d_range_pct":5.8,"room_to_5d_high_atr":4.73},"price":14.14,"vwap":14.0697,"ext_from_open_pct":0.11,"max_ext_allowed_pct":3.0,"volume_pace":0.981,"trend":"flat","recent_slope_pct":-0.0212,"volatility":"high"},"price":14.14,"volume":{"bars":62,"last_bar_volume":86277.0,"baseline_avg":132783.75,"bar_rvol":0.649756,"raw_accel":-0.433726,"smooth_accel":-0.274245,"accel_momentum":0.023678,"rvol_3bar":[0.369007,1.137261,0.649756],"trend_3bar":"MIXED","projected_rvol":0.650095},"flow":{"window_s":30,"trades":195,"trade_rate":6.5,"buy_vol":23578.0,"sell_vol":19149.0,"unclassified_vol":0.0,"imbalance":0.103658,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.054252},"context":{"vwap":14.069339,"price_vs_vwap_pct":0.502235,"ema9":14.141466,"ema20":14.126883,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.18729,"dist_to_hod_atr":2.803329,"atr":0.060607,"spread_atr":0.164999,"own_change_pct":-0.176554,"rel_strength_pct":{"SPY":-0.272214,"IWM":-0.20052}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.067352},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ca3fd5a4f9c1","ts":"2026-09-09T14:32:45+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8835,"target":14.17,"target_label":"premarket_high","reward_risk":0.16,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":4.74},"price":14.1314,"vwap":14.0697,"ext_from_open_pct":0.05,"max_ext_allowed_pct":3.0,"volume_pace":0.98,"trend":"flat","recent_slope_pct":-0.0334,"volatility":"high"},"price":14.1314,"volume":{"bars":62,"last_bar_volume":86277.0,"baseline_avg":132783.75,"bar_rvol":0.649756,"raw_accel":-0.433726,"smooth_accel":-0.274245,"accel_momentum":0.023678,"rvol_3bar":[0.369007,1.137261,0.649756],"trend_3bar":"MIXED","projected_rvol":0.580965},"flow":{"window_s":30,"trades":196,"trade_rate":6.533333,"buy_vol":22988.0,"sell_vol":19313.0,"unclassified_vol":0.0,"imbalance":0.086877,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.312787},"context":{"vwap":14.069339,"price_vs_vwap_pct":0.441109,"ema9":14.141466,"ema20":14.126883,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.247388,"dist_to_hod_atr":2.945228,"atr":0.060607,"spread_atr":0.164999,"own_change_pct":-0.176554,"rel_strength_pct":{"SPY":-0.272214,"IWM":-0.20052}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.056449},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a7208e170f01","ts":"2026-09-09T14:33:05+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.87 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.62,"pos_in_5d_range_pct":91.0,"room_to_5d_high_atr":0.18},"price":11.874,"vwap":11.8993,"ext_from_open_pct":-1.54,"max_ext_allowed_pct":3.0,"volume_pace":0.861,"trend":"flat","recent_slope_pct":-0.0169,"volatility":"high"},"price":11.874,"volume":{"bars":63,"last_bar_volume":86172.0,"baseline_avg":107721.85,"bar_rvol":0.799949,"raw_accel":-0.676938,"smooth_accel":-0.183776,"accel_momentum":-0.170396,"rvol_3bar":[0.729925,2.752555,0.799949],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":121,"trade_rate":4.033333,"buy_vol":15301.0,"sell_vol":14199.0,"unclassified_vol":0.0,"imbalance":0.037356,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.206968},"context":{"vwap":11.899291,"price_vs_vwap_pct":-0.212541,"ema9":11.869777,"ema20":11.827983,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.271605,"dist_to_hod_atr":2.572546,"atr":0.107287,"spread_atr":0.093208,"own_change_pct":0.985743,"rel_strength_pct":{"SPY":0.935954,"IWM":1.009662}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.029883},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1abc8212586f","ts":"2026-09-09T14:33:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.31% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.145,"target":11.75,"target_label":"ceiling","reward_risk":1.02,"pos_in_5d_range_pct":120.9,"room_to_5d_high_atr":-0.42},"price":11.445,"vwap":11.3946,"ext_from_open_pct":-2.18,"max_ext_allowed_pct":4.0,"volume_pace":2.688,"trend":"flat","recent_slope_pct":0.0282,"volatility":"medium"},"price":11.445,"volume":{"bars":63,"last_bar_volume":73.0,"baseline_avg":1775.3,"bar_rvol":0.04112,"raw_accel":-0.860952,"smooth_accel":-0.854745,"accel_momentum":-0.605394,"rvol_3bar":[0.342509,0.299205,0.04112],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":13.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.130435,"bid":11.35,"ask":11.5,"spread_pct":1.31291,"quote_size_imbalance":null,"quote_age_s":81.893988},"context":{"vwap":11.394568,"price_vs_vwap_pct":0.442594,"ema9":11.482899,"ema20":11.492642,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.843803,"dist_to_hod_atr":3.176819,"atr":0.105451,"spread_atr":1.422456,"own_change_pct":-0.400826,"rel_strength_pct":{"SPY":-0.450614,"IWM":-0.376907}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.005363},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"eace0a12b392","ts":"2026-09-09T14:33:10+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.28,"pos_in_5d_range_pct":94.7,"room_to_5d_high_atr":0.11},"price":11.95,"vwap":11.8993,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":4.0,"volume_pace":0.86,"trend":"flat","recent_slope_pct":0.1106,"volatility":"high"},"price":11.95,"volume":{"bars":63,"last_bar_volume":86172.0,"baseline_avg":107721.85,"bar_rvol":0.799949,"raw_accel":-0.676938,"smooth_accel":-0.183776,"accel_momentum":-0.170396,"rvol_3bar":[0.729925,2.752555,0.799949],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":19277.0,"sell_vol":13829.0,"unclassified_vol":0.0,"imbalance":0.164562,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":1.136968},"context":{"vwap":11.899291,"price_vs_vwap_pct":0.426152,"ema9":11.869777,"ema20":11.827983,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.646091,"dist_to_hod_atr":1.864164,"atr":0.107287,"spread_atr":0.093208,"own_change_pct":0.985743,"rel_strength_pct":{"SPY":0.935954,"IWM":1.009662}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.131641},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d5fc4ea39bc8","ts":"2026-09-09T14:33:20+00:00","symbol":"RIG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.85 below VWAP $5.87","plan":{"state":"PASS","setup":"","stop":5.7922,"target":5.87,"target_label":"premarket_high","reward_risk":0.33,"pos_in_5d_range_pct":17.7,"room_to_5d_high_atr":1.8},"price":5.8507,"vwap":5.8748,"ext_from_open_pct":0.1,"max_ext_allowed_pct":3.0,"volume_pace":1.103,"trend":"flat","recent_slope_pct":-0.0737,"volatility":"medium"},"price":5.8507,"volume":{"bars":63,"last_bar_volume":77514.0,"baseline_avg":159207.7,"bar_rvol":0.486873,"raw_accel":-0.379873,"smooth_accel":2.11918,"accel_momentum":1.231128,"rvol_3bar":[0.720849,0.763367,0.486873],"trend_3bar":"MIXED","projected_rvol":1.362654},"flow":{"window_s":30,"trades":206,"trade_rate":6.866667,"buy_vol":21165.0,"sell_vol":66205.0,"unclassified_vol":0.0,"imbalance":-0.515509,"bid":5.85,"ask":5.86,"spread_pct":0.170794,"quote_size_imbalance":null,"quote_age_s":0.940016},"context":{"vwap":5.874951,"price_vs_vwap_pct":-0.412793,"ema9":5.871578,"ema20":5.867064,"ema_stack":false,"ema_warm":true,"hod":5.93,"dist_to_hod_pct":-1.337268,"dist_to_hod_atr":2.514388,"atr":0.031538,"spread_atr":0.317073,"own_change_pct":0.175618,"rel_strength_pct":{"SPY":0.12583,"IWM":0.199537}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.250988},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"156004ca38da","ts":"2026-09-09T14:33:25+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":7.6993,"target":8.15,"target_label":"prev_day_high","reward_risk":0.05,"pos_in_5d_range_pct":56.2,"room_to_5d_high_atr":0.56},"price":8.13,"vwap":8.0558,"ext_from_open_pct":1.5,"max_ext_allowed_pct":3.0,"volume_pace":2.994,"trend":"flat","recent_slope_pct":0.6005,"volatility":"high"},"price":8.13,"volume":{"bars":63,"last_bar_volume":52681.0,"baseline_avg":9645.2,"bar_rvol":5.461888,"raw_accel":0.858433,"smooth_accel":3.875611,"accel_momentum":-1.133148,"rvol_3bar":[0.758519,3.289507,5.461888],"trend_3bar":"ACCELERATING","projected_rvol":1.991872},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":4659.0,"sell_vol":6679.0,"unclassified_vol":0.0,"imbalance":-0.178162,"bid":8.1,"ask":8.13,"spread_pct":0.369686,"quote_size_imbalance":null,"quote_age_s":6.261011},"context":{"vwap":8.055293,"price_vs_vwap_pct":0.927434,"ema9":7.981494,"ema20":7.934103,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-3.558719,"dist_to_hod_atr":4.469253,"atr":0.067125,"spread_atr":0.446925,"own_change_pct":2.20403,"rel_strength_pct":{"SPY":2.154242,"IWM":2.22795}},"vas":{"raw":4,"score":6.9,"components":{"rvol":3,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.9731},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2fa9de96b3b0","ts":"2026-09-09T14:34:05+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.4339,"target":12.73,"target_label":"prev_day_high","reward_risk":0.44,"pos_in_5d_range_pct":93.3,"room_to_5d_high_atr":0.11},"price":12.64,"vwap":12.6096,"ext_from_open_pct":2.68,"max_ext_allowed_pct":4.0,"volume_pace":0.963,"trend":"flat","recent_slope_pct":-0.1584,"volatility":"high"},"price":12.64,"volume":{"bars":64,"last_bar_volume":1174.0,"baseline_avg":1741.55,"bar_rvol":0.674112,"raw_accel":-0.663128,"smooth_accel":0.041651,"accel_momentum":-2.123808,"rvol_3bar":[0.646421,2.166413,0.674112],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":400.0,"sell_vol":74.0,"unclassified_vol":0.0,"imbalance":0.687764,"bid":12.64,"ask":12.67,"spread_pct":0.23706,"quote_size_imbalance":null,"quote_age_s":1.754471},"context":{"vwap":12.609628,"price_vs_vwap_pct":0.24086,"ema9":12.719068,"ema20":12.743477,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.015504,"dist_to_hod_atr":3.443725,"atr":0.0755,"spread_atr":0.397353,"own_change_pct":-1.583528,"rel_strength_pct":{"SPY":-1.541243,"IWM":-1.513473}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.46363},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"571e88bb3165","ts":"2026-09-09T14:34:25+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.89 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":92.0,"room_to_5d_high_atr":0.16},"price":11.8939,"vwap":11.8996,"ext_from_open_pct":-1.38,"max_ext_allowed_pct":3.0,"volume_pace":0.852,"trend":"flat","recent_slope_pct":0.0037,"volatility":"high"},"price":11.8939,"volume":{"bars":64,"last_bar_volume":71149.0,"baseline_avg":106719.7,"bar_rvol":0.66669,"raw_accel":-0.174337,"smooth_accel":-0.023102,"accel_momentum":0.160674,"rvol_3bar":[2.752555,0.799949,0.66669],"trend_3bar":"DECELERATING","projected_rvol":0.338007},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":2662.0,"sell_vol":12947.0,"unclassified_vol":0.0,"imbalance":-0.658915,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.024802},"context":{"vwap":11.899595,"price_vs_vwap_pct":-0.047855,"ema9":11.887821,"ema20":11.840556,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.107819,"dist_to_hod_atr":2.421378,"atr":0.105766,"spread_atr":0.094548,"own_change_pct":0.251467,"rel_strength_pct":{"SPY":0.293752,"IWM":0.321521}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.439292},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"2e709e2387f5","ts":"2026-09-09T14:34:30+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.31,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.9401,"vwap":11.8997,"ext_from_open_pct":-0.99,"max_ext_allowed_pct":3.0,"volume_pace":0.852,"trend":"flat","recent_slope_pct":0.0811,"volatility":"high"},"price":11.9401,"volume":{"bars":64,"last_bar_volume":71149.0,"baseline_avg":106719.7,"bar_rvol":0.66669,"raw_accel":-0.174337,"smooth_accel":-0.023102,"accel_momentum":0.160674,"rvol_3bar":[2.752555,0.799949,0.66669],"trend_3bar":"DECELERATING","projected_rvol":0.440818},"flow":{"window_s":30,"trades":79,"trade_rate":2.633333,"buy_vol":6241.0,"sell_vol":17281.0,"unclassified_vol":0.0,"imbalance":-0.469348,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.0544},"context":{"vwap":11.899595,"price_vs_vwap_pct":0.340394,"ema9":11.887821,"ema20":11.840556,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.727572,"dist_to_hod_atr":1.984565,"atr":0.105766,"spread_atr":0.094548,"own_change_pct":0.251467,"rel_strength_pct":{"SPY":0.293752,"IWM":0.321521}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.31291},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1234298cbc8d","ts":"2026-09-09T14:34:45+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.73 below VWAP $8.73","plan":{"state":"PASS","setup":"","stop":8.5447,"target":8.94,"target_label":"premarket_high","reward_risk":1.11,"pos_in_5d_range_pct":115.6,"room_to_5d_high_atr":-0.29},"price":8.7324,"vwap":8.7341,"ext_from_open_pct":1.66,"max_ext_allowed_pct":3.0,"volume_pace":2.492,"trend":"flat","recent_slope_pct":-0.0498,"volatility":"high"},"price":8.7324,"volume":{"bars":64,"last_bar_volume":428.0,"baseline_avg":5037.85,"bar_rvol":0.084957,"raw_accel":-0.948865,"smooth_accel":-0.681731,"accel_momentum":-0.053419,"rvol_3bar":[0.260389,1.655312,0.084957],"trend_3bar":"MIXED","projected_rvol":0.035994},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":101.0,"sell_vol":35.0,"unclassified_vol":0.0,"imbalance":0.485294,"bid":8.75,"ask":8.79,"spread_pct":0.4561,"quote_size_imbalance":null,"quote_age_s":15.003904},"context":{"vwap":8.734059,"price_vs_vwap_pct":-0.018994,"ema9":8.730251,"ema20":8.701756,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.642317,"dist_to_hod_atr":3.759385,"atr":0.063042,"spread_atr":0.634495,"own_change_pct":0.327794,"rel_strength_pct":{"SPY":0.370079,"IWM":0.397848}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.041229},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"36cb532eb222","ts":"2026-09-09T14:34:55+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.5623,"target":8.94,"target_label":"premarket_high","reward_risk":1.01,"pos_in_5d_range_pct":116.8,"room_to_5d_high_atr":-0.31},"price":8.75,"vwap":8.7341,"ext_from_open_pct":1.86,"max_ext_allowed_pct":3.0,"volume_pace":2.494,"trend":"flat","recent_slope_pct":-0.0096,"volatility":"high"},"price":8.75,"volume":{"bars":64,"last_bar_volume":428.0,"baseline_avg":5037.85,"bar_rvol":0.084957,"raw_accel":-0.948865,"smooth_accel":-0.681731,"accel_momentum":-0.053419,"rvol_3bar":[0.260389,1.655312,0.084957],"trend_3bar":"MIXED","projected_rvol":0.311388},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":2.0,"sell_vol":1334.0,"unclassified_vol":0.0,"imbalance":-0.997006,"bid":8.73,"ask":8.77,"spread_pct":0.457143,"quote_size_imbalance":null,"quote_age_s":1.019365},"context":{"vwap":8.734059,"price_vs_vwap_pct":0.182516,"ema9":8.730251,"ema20":8.701756,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.446094,"dist_to_hod_atr":3.480207,"atr":0.063042,"spread_atr":0.634495,"own_change_pct":0.327794,"rel_strength_pct":{"SPY":0.370079,"IWM":0.397848}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.084703},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c0ea80af6ca5","ts":"2026-09-09T14:35:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"held 140.0s, plan says PASS; stop 13.89, target 14.17 (premarket_high), R:R 0.14; R:R 0.14 < 2.0 at 14.13; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":13.8871,"target":14.17,"target_label":"premarket_high","reward_risk":0.14,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":4.73},"price":14.135,"vwap":14.071,"ext_from_open_pct":0.07,"max_ext_allowed_pct":3.0,"volume_pace":0.962,"trend":"flat","recent_slope_pct":0.0059,"volatility":"high"},"price":14.135,"volume":{"bars":65,"last_bar_volume":123020.0,"baseline_avg":116553.25,"bar_rvol":1.055483,"raw_accel":2.039482,"smooth_accel":-0.159634,"accel_momentum":0.140242,"rvol_3bar":[0.611478,0.332466,1.055483],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":23867.0,"sell_vol":32221.0,"unclassified_vol":0.0,"imbalance":-0.148945,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.030915},"context":{"vwap":14.070962,"price_vs_vwap_pct":0.45511,"ema9":14.141275,"ema20":14.130498,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.222231,"dist_to_hod_atr":3.122036,"atr":0.056021,"spread_atr":0.178504,"own_change_pct":-0.11798,"rel_strength_pct":{"SPY":-0.053842,"IWM":-0.008645}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.157208},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e6ef4c909145","ts":"2026-09-09T14:36:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8893,"target":14.17,"target_label":"premarket_high","reward_risk":0.13,"pos_in_5d_range_pct":5.8,"room_to_5d_high_atr":4.73},"price":14.1372,"vwap":14.0721,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.959,"trend":"flat","recent_slope_pct":-0.0006,"volatility":"high"},"price":14.1372,"volume":{"bars":66,"last_bar_volume":94846.0,"baseline_avg":119433.9,"bar_rvol":0.79413,"raw_accel":-0.22902,"smooth_accel":-0.18563,"accel_momentum":-0.025996,"rvol_3bar":[0.332466,1.055483,0.79413],"trend_3bar":"MIXED","projected_rvol":1.499976},"flow":{"window_s":30,"trades":181,"trade_rate":6.033333,"buy_vol":34642.0,"sell_vol":40718.0,"unclassified_vol":0.0,"imbalance":-0.080626,"bid":14.12,"ask":14.13,"spread_pct":0.070796,"quote_size_imbalance":null,"quote_age_s":0.237738},"context":{"vwap":14.071594,"price_vs_vwap_pct":0.466233,"ema9":14.14066,"ema20":14.131232,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.206857,"dist_to_hod_atr":3.177241,"atr":0.054355,"spread_atr":0.183975,"own_change_pct":0.022639,"rel_strength_pct":{"SPY":0.050786,"IWM":0.102968}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.064028},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8aa8b1fd50b4","ts":"2026-09-09T14:36:30+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1170.0s, plan says PASS; stop 12.43, target 12.74 (premarket_high), R:R 0.10; R:R 0.10 < 2.0 at 12.71; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.7104,"vwap":12.5234,"ext_from_open_pct":0.8,"max_ext_allowed_pct":4.0,"volume_pace":4.767,"trend":"flat","recent_slope_pct":0.0108,"volatility":"medium"},"price":12.7104,"volume":{"bars":66,"last_bar_volume":42181.0,"baseline_avg":20506.3,"bar_rvol":2.056978,"raw_accel":-0.039791,"smooth_accel":0.466631,"accel_momentum":0.420435,"rvol_3bar":[1.422359,2.34819,2.056978],"trend_3bar":"MIXED","projected_rvol":0.616298},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":771.0,"sell_vol":5548.0,"unclassified_vol":0.0,"imbalance":-0.755974,"bid":12.74,"ask":12.75,"spread_pct":0.078462,"quote_size_imbalance":null,"quote_age_s":0.283329},"context":{"vwap":12.522928,"price_vs_vwap_pct":1.497028,"ema9":12.699293,"ema20":12.641902,"ema_stack":true,"ema_warm":true,"hod":12.775,"dist_to_hod_pct":-0.505675,"dist_to_hod_atr":0.944482,"atr":0.068397,"spread_atr":0.146205,"own_change_pct":0.314961,"rel_strength_pct":{"SPY":0.343108,"IWM":0.39529}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.555022},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eef70e183187","ts":"2026-09-09T14:36:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1175.0s, plan says WATCH; stop 12.43, target 12.90 (prev_day_high), R:R 0.47; R:R 0.47 < 2.0 at 12.75; breakout: 1-min close > 12.79 on >= 47851 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.47,"pos_in_5d_range_pct":54.7,"room_to_5d_high_atr":0.95},"price":12.7514,"vwap":12.5235,"ext_from_open_pct":1.12,"max_ext_allowed_pct":4.0,"volume_pace":4.761,"trend":"flat","recent_slope_pct":0.0752,"volatility":"medium"},"price":12.7514,"volume":{"bars":66,"last_bar_volume":42181.0,"baseline_avg":20506.3,"bar_rvol":2.056978,"raw_accel":-0.039791,"smooth_accel":0.466631,"accel_momentum":0.420435,"rvol_3bar":[1.422359,2.34819,2.056978],"trend_3bar":"MIXED","projected_rvol":0.546731},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":887.0,"sell_vol":5041.0,"unclassified_vol":0.0,"imbalance":-0.700742,"bid":12.74,"ask":12.75,"spread_pct":0.078462,"quote_size_imbalance":null,"quote_age_s":0.15635},"context":{"vwap":12.522928,"price_vs_vwap_pct":1.824427,"ema9":12.699293,"ema20":12.641902,"ema_stack":true,"ema_warm":true,"hod":12.775,"dist_to_hod_pct":-0.184736,"dist_to_hod_atr":0.345043,"atr":0.068397,"spread_atr":0.146205,"own_change_pct":0.314961,"rel_strength_pct":{"SPY":0.343108,"IWM":0.39529}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.441411},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7046abf56e63","ts":"2026-09-09T14:36:50+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1190.0s, plan says PASS; stop 12.43, target 12.74 (premarket_high), R:R 0.08; R:R 0.08 < 2.0 at 12.72; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.08,"pos_in_5d_range_pct":50.7,"room_to_5d_high_atr":1.03},"price":12.7166,"vwap":12.5236,"ext_from_open_pct":0.85,"max_ext_allowed_pct":4.0,"volume_pace":4.748,"trend":"flat","recent_slope_pct":0.0206,"volatility":"medium"},"price":12.7166,"volume":{"bars":66,"last_bar_volume":42181.0,"baseline_avg":20506.3,"bar_rvol":2.056978,"raw_accel":-0.039791,"smooth_accel":0.466631,"accel_momentum":0.420435,"rvol_3bar":[1.422359,2.34819,2.056978],"trend_3bar":"MIXED","projected_rvol":0.515256},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":932.0,"sell_vol":2904.0,"unclassified_vol":0.0,"imbalance":-0.514077,"bid":12.74,"ask":12.75,"spread_pct":0.078462,"quote_size_imbalance":null,"quote_age_s":1.493144},"context":{"vwap":12.522928,"price_vs_vwap_pct":1.546537,"ema9":12.699293,"ema20":12.641902,"ema_stack":true,"ema_warm":true,"hod":12.775,"dist_to_hod_pct":-0.457143,"dist_to_hod_atr":0.853835,"atr":0.068397,"spread_atr":0.146205,"own_change_pct":0.314961,"rel_strength_pct":{"SPY":0.343108,"IWM":0.39529}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.057445},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a4ad14de5412","ts":"2026-09-09T14:36:55+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.90 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":92.3,"room_to_5d_high_atr":0.16},"price":11.9,"vwap":11.9001,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":3.0,"volume_pace":0.836,"trend":"flat","recent_slope_pct":-0.0922,"volatility":"high"},"price":11.9,"volume":{"bars":66,"last_bar_volume":50394.0,"baseline_avg":108500.55,"bar_rvol":0.464458,"raw_accel":-0.313246,"smooth_accel":-0.539943,"accel_momentum":-0.01577,"rvol_3bar":[0.66669,0.679585,0.464458],"trend_3bar":"MIXED","projected_rvol":0.336541},"flow":{"window_s":30,"trades":99,"trade_rate":3.3,"buy_vol":10489.0,"sell_vol":9547.0,"unclassified_vol":0.0,"imbalance":0.047015,"bid":11.9,"ask":11.91,"spread_pct":0.083998,"quote_size_imbalance":null,"quote_age_s":0.155238},"context":{"vwap":11.90003,"price_vs_vwap_pct":-0.000251,"ema9":11.902606,"ema20":11.856691,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.057613,"dist_to_hod_atr":2.529947,"atr":0.098816,"spread_atr":0.101198,"own_change_pct":0.057919,"rel_strength_pct":{"SPY":0.086067,"IWM":0.138249}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.021837},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55177fda0e7a","ts":"2026-09-09T14:36:55+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1195.0s, plan says WATCH; stop 12.43, target 12.90 (prev_day_high), R:R 0.48; R:R 0.48 < 2.0 at 12.75; breakout: 1-min close > 12.79 on >= 47851 sh","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.48,"pos_in_5d_range_pct":54.5,"room_to_5d_high_atr":0.95},"price":12.7495,"vwap":12.5244,"ext_from_open_pct":1.11,"max_ext_allowed_pct":4.0,"volume_pace":4.757,"trend":"flat","recent_slope_pct":0.0723,"volatility":"medium"},"price":12.7495,"volume":{"bars":66,"last_bar_volume":42181.0,"baseline_avg":20506.3,"bar_rvol":2.056978,"raw_accel":-0.039791,"smooth_accel":0.466631,"accel_momentum":0.420435,"rvol_3bar":[1.422359,2.34819,2.056978],"trend_3bar":"MIXED","projected_rvol":0.888685},"flow":{"window_s":30,"trades":137,"trade_rate":4.566667,"buy_vol":4279.0,"sell_vol":6756.0,"unclassified_vol":0.0,"imbalance":-0.224468,"bid":12.77,"ask":12.78,"spread_pct":0.078278,"quote_size_imbalance":null,"quote_age_s":1.230251},"context":{"vwap":12.522928,"price_vs_vwap_pct":1.809255,"ema9":12.699293,"ema20":12.641902,"ema_stack":true,"ema_warm":true,"hod":12.775,"dist_to_hod_pct":-0.199609,"dist_to_hod_atr":0.372822,"atr":0.068397,"spread_atr":0.146205,"own_change_pct":0.314961,"rel_strength_pct":{"SPY":0.343108,"IWM":0.39529}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.461725},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"790e2922efa7","ts":"2026-09-09T14:37:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":92.5,"room_to_5d_high_atr":0.15},"price":11.905,"vwap":11.9001,"ext_from_open_pct":-1.29,"max_ext_allowed_pct":3.0,"volume_pace":0.835,"trend":"flat","recent_slope_pct":-0.1258,"volatility":"high"},"price":11.905,"volume":{"bars":67,"last_bar_volume":42518.0,"baseline_avg":108308.8,"bar_rvol":0.392563,"raw_accel":-0.156288,"smooth_accel":-0.607854,"accel_momentum":-0.067911,"rvol_3bar":[0.679585,0.464458,0.392563],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":17556.0,"sell_vol":9403.0,"unclassified_vol":0.0,"imbalance":0.302422,"bid":11.9,"ask":11.91,"spread_pct":0.083998,"quote_size_imbalance":null,"quote_age_s":0.08014},"context":{"vwap":11.900099,"price_vs_vwap_pct":0.041187,"ema9":11.902085,"ema20":11.860815,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.016461,"dist_to_hod_atr":2.575052,"atr":0.095144,"spread_atr":0.105104,"own_change_pct":-0.144329,"rel_strength_pct":{"SPY":-0.097854,"IWM":-0.048622}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.11872},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"1a9dc01248f3","ts":"2026-09-09T14:37:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.8853,"target":14.17,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":4.74},"price":14.1332,"vwap":14.0726,"ext_from_open_pct":0.06,"max_ext_allowed_pct":3.0,"volume_pace":0.958,"trend":"flat","recent_slope_pct":-0.0308,"volatility":"high"},"price":14.1332,"volume":{"bars":67,"last_bar_volume":159987.0,"baseline_avg":118858.5,"bar_rvol":1.346029,"raw_accel":0.686808,"smooth_accel":0.840116,"accel_momentum":1.025746,"rvol_3bar":[1.055483,0.79413,1.346029],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":213,"trade_rate":7.1,"buy_vol":37016.0,"sell_vol":45444.0,"unclassified_vol":0.0,"imbalance":-0.102207,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":1.570729},"context":{"vwap":14.072528,"price_vs_vwap_pct":0.431141,"ema9":14.139548,"ema20":14.1316,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.234809,"dist_to_hod_atr":3.313334,"atr":0.05333,"spread_atr":0.187512,"own_change_pct":0.000707,"rel_strength_pct":{"SPY":0.047183,"IWM":0.096414}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.137574},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c32d1c811b95","ts":"2026-09-09T14:37:10+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.89 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.59,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":92.0,"room_to_5d_high_atr":0.16},"price":11.895,"vwap":11.9001,"ext_from_open_pct":-1.37,"max_ext_allowed_pct":3.0,"volume_pace":0.835,"trend":"flat","recent_slope_pct":-0.1426,"volatility":"high"},"price":11.895,"volume":{"bars":67,"last_bar_volume":42518.0,"baseline_avg":108308.8,"bar_rvol":0.392563,"raw_accel":-0.156288,"smooth_accel":-0.607854,"accel_momentum":-0.067911,"rvol_3bar":[0.679585,0.464458,0.392563],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":122,"trade_rate":4.066667,"buy_vol":19384.0,"sell_vol":10626.0,"unclassified_vol":0.0,"imbalance":0.291836,"bid":11.89,"ask":11.9,"spread_pct":0.084069,"quote_size_imbalance":null,"quote_age_s":0.383872},"context":{"vwap":11.900099,"price_vs_vwap_pct":-0.042846,"ema9":11.902085,"ema20":11.860815,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.098765,"dist_to_hod_atr":2.680156,"atr":0.095144,"spread_atr":0.105104,"own_change_pct":-0.144329,"rel_strength_pct":{"SPY":-0.097854,"IWM":-0.048622}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.114564},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"999694f9aea0","ts":"2026-09-09T14:37:15+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2384,"target":8.4,"target_label":"prev_day_high","reward_risk":0.97,"pos_in_5d_range_pct":38.4,"room_to_5d_high_atr":1.3},"price":8.3203,"vwap":8.2088,"ext_from_open_pct":-2.69,"max_ext_allowed_pct":4.0,"volume_pace":2.379,"trend":"flat","recent_slope_pct":-0.0104,"volatility":"medium"},"price":8.3203,"volume":{"bars":67,"last_bar_volume":263.0,"baseline_avg":6156.05,"bar_rvol":0.042722,"raw_accel":-0.906738,"smooth_accel":-0.817302,"accel_momentum":-0.264179,"rvol_3bar":[0.662448,0.432685,0.042722],"trend_3bar":"DECELERATING","projected_rvol":0.008447},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":12.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":0.5,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":0.275666},"context":{"vwap":8.208785,"price_vs_vwap_pct":1.358488,"ema9":8.283169,"ema20":8.267697,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.235763,"dist_to_hod_atr":8.95405,"atr":0.05134,"spread_atr":0.389561,"own_change_pct":-0.35467,"rel_strength_pct":{"SPY":-0.308194,"IWM":-0.258963}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.021361},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"83d6fc22e1a3","ts":"2026-09-09T14:37:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.1681,"target":8.4,"target_label":"prev_day_high","reward_risk":1.83,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":1.51},"price":8.25,"vwap":8.2088,"ext_from_open_pct":-3.51,"max_ext_allowed_pct":4.0,"volume_pace":2.374,"trend":"flat","recent_slope_pct":-0.1802,"volatility":"medium"},"price":8.25,"volume":{"bars":67,"last_bar_volume":263.0,"baseline_avg":6156.05,"bar_rvol":0.042722,"raw_accel":-0.906738,"smooth_accel":-0.817302,"accel_momentum":-0.264179,"rvol_3bar":[0.662448,0.432685,0.042722],"trend_3bar":"DECELERATING","projected_rvol":0.094736},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":12.0,"sell_vol":234.0,"unclassified_vol":0.0,"imbalance":-0.902439,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":0.457365},"context":{"vwap":8.208785,"price_vs_vwap_pct":0.502088,"ema9":8.283169,"ema20":8.267697,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.036446,"dist_to_hod_atr":10.323356,"atr":0.05134,"spread_atr":0.389561,"own_change_pct":-0.35467,"rel_strength_pct":{"SPY":-0.308194,"IWM":-0.258963}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.038554},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ab765e22d2a4","ts":"2026-09-09T14:37:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8603,"target":14.17,"target_label":"premarket_high","reward_risk":0.25,"pos_in_5d_range_pct":5.2,"room_to_5d_high_atr":4.76},"price":14.1082,"vwap":14.0727,"ext_from_open_pct":-0.12,"max_ext_allowed_pct":3.0,"volume_pace":0.957,"trend":"flat","recent_slope_pct":-0.0662,"volatility":"high"},"price":14.1082,"volume":{"bars":67,"last_bar_volume":159987.0,"baseline_avg":118858.5,"bar_rvol":1.346029,"raw_accel":0.686808,"smooth_accel":0.840116,"accel_momentum":1.025746,"rvol_3bar":[1.055483,0.79413,1.346029],"trend_3bar":"MIXED","projected_rvol":0.910925},"flow":{"window_s":30,"trades":202,"trade_rate":6.733333,"buy_vol":39857.0,"sell_vol":30113.0,"unclassified_vol":0.0,"imbalance":0.13926,"bid":14.1,"ask":14.11,"spread_pct":0.070897,"quote_size_imbalance":null,"quote_age_s":0.019846},"context":{"vwap":14.072528,"price_vs_vwap_pct":0.253489,"ema9":14.139548,"ema20":14.1316,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.409514,"dist_to_hod_atr":3.782114,"atr":0.05333,"spread_atr":0.187512,"own_change_pct":0.000707,"rel_strength_pct":{"SPY":0.047183,"IWM":0.096414}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.187448},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8c231893125a","ts":"2026-09-09T14:37:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2294,"target":8.4,"target_label":"prev_day_high","reward_risk":1.08,"pos_in_5d_range_pct":37.1,"room_to_5d_high_atr":1.32},"price":8.3113,"vwap":8.2088,"ext_from_open_pct":-2.79,"max_ext_allowed_pct":4.0,"volume_pace":2.371,"trend":"flat","recent_slope_pct":-0.0321,"volatility":"medium"},"price":8.3113,"volume":{"bars":67,"last_bar_volume":263.0,"baseline_avg":6156.05,"bar_rvol":0.042722,"raw_accel":-0.906738,"smooth_accel":-0.817302,"accel_momentum":-0.264179,"rvol_3bar":[0.662448,0.432685,0.042722],"trend_3bar":"DECELERATING","projected_rvol":0.083495},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":26.0,"sell_vol":231.0,"unclassified_vol":0.0,"imbalance":-0.797665,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":0.779508},"context":{"vwap":8.208785,"price_vs_vwap_pct":1.248849,"ema9":8.283169,"ema20":8.267697,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.338269,"dist_to_hod_atr":9.129353,"atr":0.05134,"spread_atr":0.389561,"own_change_pct":-0.35467,"rel_strength_pct":{"SPY":-0.308194,"IWM":-0.258963}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.034078},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"d6aa03184179","ts":"2026-09-09T14:37:40+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.1681,"target":8.4,"target_label":"prev_day_high","reward_risk":1.83,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":1.51},"price":8.25,"vwap":8.2088,"ext_from_open_pct":-3.51,"max_ext_allowed_pct":4.0,"volume_pace":2.365,"trend":"flat","recent_slope_pct":-0.1802,"volatility":"medium"},"price":8.25,"volume":{"bars":67,"last_bar_volume":263.0,"baseline_avg":6156.05,"bar_rvol":0.042722,"raw_accel":-0.906738,"smooth_accel":-0.817302,"accel_momentum":-0.264179,"rvol_3bar":[0.662448,0.432685,0.042722],"trend_3bar":"DECELERATING","projected_rvol":0.063352},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":25.0,"sell_vol":233.0,"unclassified_vol":0.0,"imbalance":-0.806202,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":0.434332},"context":{"vwap":8.208785,"price_vs_vwap_pct":0.502088,"ema9":8.283169,"ema20":8.267697,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.036446,"dist_to_hod_atr":10.323356,"atr":0.05134,"spread_atr":0.389561,"own_change_pct":-0.35467,"rel_strength_pct":{"SPY":-0.308194,"IWM":-0.258963}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.034443},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"4ea2d5e6e05b","ts":"2026-09-09T14:37:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2293,"target":8.4,"target_label":"prev_day_high","reward_risk":1.08,"pos_in_5d_range_pct":37.1,"room_to_5d_high_atr":1.32},"price":8.3112,"vwap":8.2089,"ext_from_open_pct":-2.79,"max_ext_allowed_pct":4.0,"volume_pace":2.363,"trend":"flat","recent_slope_pct":-0.0323,"volatility":"medium"},"price":8.3112,"volume":{"bars":67,"last_bar_volume":263.0,"baseline_avg":6156.05,"bar_rvol":0.042722,"raw_accel":-0.906738,"smooth_accel":-0.817302,"accel_momentum":-0.264179,"rvol_3bar":[0.662448,0.432685,0.042722],"trend_3bar":"DECELERATING","projected_rvol":0.095732},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":24.0,"sell_vol":405.0,"unclassified_vol":0.0,"imbalance":-0.888112,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":1.629027},"context":{"vwap":8.208785,"price_vs_vwap_pct":1.247631,"ema9":8.283169,"ema20":8.267697,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.339408,"dist_to_hod_atr":9.1313,"atr":0.05134,"spread_atr":0.389561,"own_change_pct":-0.35467,"rel_strength_pct":{"SPY":-0.308194,"IWM":-0.258963}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.037942},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"0f1bb9e1da05","ts":"2026-09-09T14:37:50+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1250.0s, plan says PASS; stop 12.43, target 12.74 (premarket_high), R:R 0.11; breakout of premarket_high 12.74 but last 5 bars not sloping up (-0.024% <= 0.150%); R:R 0.11 < 2.0 at 12.71; no brea","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.11,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.71,"vwap":12.5291,"ext_from_open_pct":0.79,"max_ext_allowed_pct":4.0,"volume_pace":4.795,"trend":"flat","recent_slope_pct":-0.0236,"volatility":"medium"},"price":12.71,"volume":{"bars":67,"last_bar_volume":48399.0,"baseline_avg":21896.7,"bar_rvol":2.210333,"raw_accel":0.147412,"smooth_accel":1.328475,"accel_momentum":0.861843,"rvol_3bar":[2.34819,2.056978,2.210333],"trend_3bar":"MIXED","projected_rvol":1.265232},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":6904.0,"sell_vol":4270.0,"unclassified_vol":0.0,"imbalance":0.235726,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.404251},"context":{"vwap":12.527293,"price_vs_vwap_pct":1.458473,"ema9":12.710435,"ema20":12.652673,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.625489,"dist_to_hod_atr":1.156112,"atr":0.069197,"spread_atr":0.144514,"own_change_pct":0.393546,"rel_strength_pct":{"SPY":0.440021,"IWM":0.489253}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.521033},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3b42feb0c96f","ts":"2026-09-09T14:38:00+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1260.0s, plan says WATCH; stop 12.43, target 12.90 (prev_day_high), R:R 0.46; breakout of premarket_high 12.74 but last 5 bars not sloping up (0.044% <= 0.149%); R:R 0.46 < 2.0 at 12.75; breakout","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.46,"pos_in_5d_range_pct":54.9,"room_to_5d_high_atr":0.95},"price":12.7528,"vwap":12.5294,"ext_from_open_pct":1.13,"max_ext_allowed_pct":4.0,"volume_pace":4.787,"trend":"flat","recent_slope_pct":0.0436,"volatility":"medium"},"price":12.7528,"volume":{"bars":67,"last_bar_volume":48399.0,"baseline_avg":21896.7,"bar_rvol":2.210333,"raw_accel":0.147412,"smooth_accel":1.328475,"accel_momentum":0.861843,"rvol_3bar":[2.34819,2.056978,2.210333],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":5400.0,"sell_vol":4331.0,"unclassified_vol":0.0,"imbalance":0.109855,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":2.343175},"context":{"vwap":12.527293,"price_vs_vwap_pct":1.800127,"ema9":12.710435,"ema20":12.652673,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.290852,"dist_to_hod_atr":0.537592,"atr":0.069197,"spread_atr":0.144514,"own_change_pct":0.393546,"rel_strength_pct":{"SPY":0.453783,"IWM":0.502918}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.242816},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"19de1ff55926","ts":"2026-09-09T14:38:05+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.08,"pos_in_5d_range_pct":50.8,"room_to_5d_high_atr":1.03},"price":12.7168,"vwap":12.5295,"ext_from_open_pct":0.85,"max_ext_allowed_pct":4.0,"volume_pace":4.783,"trend":"flat","recent_slope_pct":-0.0185,"volatility":"medium"},"price":12.7168,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":5973.0,"sell_vol":4857.0,"unclassified_vol":0.0,"imbalance":0.103047,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":1.226051},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.495742,"ema9":12.718908,"ema20":12.662209,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.572322,"dist_to_hod_atr":1.075378,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.108138},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"010592f138c2","ts":"2026-09-09T14:38:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.1971,"target":8.4,"target_label":"prev_day_high","reward_risk":1.48,"pos_in_5d_range_pct":32.5,"room_to_5d_high_atr":1.42},"price":8.279,"vwap":8.2089,"ext_from_open_pct":-3.17,"max_ext_allowed_pct":4.0,"volume_pace":2.349,"trend":"flat","recent_slope_pct":0.0301,"volatility":"medium"},"price":8.279,"volume":{"bars":68,"last_bar_volume":442.0,"baseline_avg":5753.25,"bar_rvol":0.076826,"raw_accel":-0.692695,"smooth_accel":-0.920481,"accel_momentum":-0.103179,"rvol_3bar":[0.432685,0.042722,0.076826],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":19.0,"sell_vol":175.0,"unclassified_vol":0.0,"imbalance":-0.804124,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":0.688694},"context":{"vwap":8.208868,"price_vs_vwap_pct":0.854347,"ema9":8.288775,"ema20":8.27184,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.70615,"dist_to_hod_atr":9.50769,"atr":0.052694,"spread_atr":0.379549,"own_change_pct":-0.08175,"rel_strength_pct":{"SPY":-0.021513,"IWM":0.027621}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.061778},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"08d51e792797","ts":"2026-09-09T14:38:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.59,"pos_in_5d_range_pct":51.9,"room_to_5d_high_atr":1.01},"price":12.7264,"vwap":12.5302,"ext_from_open_pct":0.92,"max_ext_allowed_pct":4.0,"volume_pace":4.791,"trend":"flat","recent_slope_pct":-0.0035,"volatility":"medium"},"price":12.7264,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":1.964796},"flow":{"window_s":30,"trades":152,"trade_rate":5.066667,"buy_vol":7310.0,"sell_vol":13982.0,"unclassified_vol":0.0,"imbalance":-0.313357,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":0.601355},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.572362,"ema9":12.718908,"ema20":12.662209,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.497263,"dist_to_hod_atr":0.934345,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.328838},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ecef74cf9cc9","ts":"2026-09-09T14:38:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":50.1,"room_to_5d_high_atr":1.04},"price":12.7112,"vwap":12.5302,"ext_from_open_pct":0.8,"max_ext_allowed_pct":4.0,"volume_pace":4.786,"trend":"flat","recent_slope_pct":-0.0273,"volatility":"medium"},"price":12.7112,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":1.490181},"flow":{"window_s":30,"trades":122,"trade_rate":4.066667,"buy_vol":2236.0,"sell_vol":11596.0,"unclassified_vol":0.0,"imbalance":-0.676692,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":0.560432},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.451047,"ema9":12.718908,"ema20":12.662209,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.616106,"dist_to_hod_atr":1.157648,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.710123},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fcee31c63b5a","ts":"2026-09-09T14:38:30+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.5,"pos_in_5d_range_pct":53.9,"room_to_5d_high_atr":0.97},"price":12.7442,"vwap":12.5307,"ext_from_open_pct":1.06,"max_ext_allowed_pct":4.0,"volume_pace":4.786,"trend":"flat","recent_slope_pct":0.0245,"volatility":"medium"},"price":12.7442,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":1.527579},"flow":{"window_s":30,"trades":164,"trade_rate":5.466667,"buy_vol":4457.0,"sell_vol":13781.0,"unclassified_vol":0.0,"imbalance":-0.51124,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":0.084419},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.714428,"ema9":12.718908,"ema20":12.662209,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.358092,"dist_to_hod_atr":0.672846,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.536498},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8df7db7b0a74","ts":"2026-09-09T14:38:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.21,"pos_in_5d_range_pct":47.2,"room_to_5d_high_atr":1.11},"price":12.6855,"vwap":12.5306,"ext_from_open_pct":0.6,"max_ext_allowed_pct":4.0,"volume_pace":4.78,"trend":"flat","recent_slope_pct":-0.0677,"volatility":"medium"},"price":12.6855,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":1.319692},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":3928.0,"sell_vol":13335.0,"unclassified_vol":0.0,"imbalance":-0.544923,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":1.253022},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.245929,"ema9":12.718908,"ema20":12.662209,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.817045,"dist_to_hod_atr":1.535206,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.571844},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dd388e2d58aa","ts":"2026-09-09T14:38:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.53,"pos_in_5d_range_pct":53.3,"room_to_5d_high_atr":0.98},"price":12.7392,"vwap":12.5308,"ext_from_open_pct":1.02,"max_ext_allowed_pct":4.0,"volume_pace":4.776,"trend":"flat","recent_slope_pct":0.0166,"volatility":"medium"},"price":12.7392,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":1.197761},"flow":{"window_s":30,"trades":100,"trade_rate":3.333333,"buy_vol":3380.0,"sell_vol":4510.0,"unclassified_vol":0.0,"imbalance":-0.143219,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":1.715166},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.674522,"ema9":12.718908,"ema20":12.662209,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.397185,"dist_to_hod_atr":0.746301,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.150295},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e1bd5964458c","ts":"2026-09-09T14:38:45+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.29,"pos_in_5d_range_pct":45.5,"room_to_5d_high_atr":1.14},"price":12.67,"vwap":12.5306,"ext_from_open_pct":0.48,"max_ext_allowed_pct":4.0,"volume_pace":4.771,"trend":"flat","recent_slope_pct":-0.0921,"volatility":"medium"},"price":12.67,"volume":{"bars":68,"last_bar_volume":25058.0,"baseline_avg":23878.3,"bar_rvol":1.049405,"raw_accel":-0.482262,"smooth_accel":0.401639,"accel_momentum":-0.926836,"rvol_3bar":[2.056978,2.210333,1.049405],"trend_3bar":"MIXED","projected_rvol":1.103764},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":3028.0,"sell_vol":5010.0,"unclassified_vol":0.0,"imbalance":-0.246579,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":0.956832},"context":{"vwap":12.529393,"price_vs_vwap_pct":1.12222,"ema9":12.718908,"ema20":12.662209,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.938233,"dist_to_hod_atr":1.762916,"atr":0.068069,"spread_atr":0.14691,"own_change_pct":0.36833,"rel_strength_pct":{"SPY":0.428567,"IWM":0.477702}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.258761},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1db9f7e778f5","ts":"2026-09-09T14:38:50+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.2937,"target":14.59,"target_label":"ceiling","reward_risk":1.66,"pos_in_5d_range_pct":172.6,"room_to_5d_high_atr":-2.41},"price":14.405,"vwap":14.3734,"ext_from_open_pct":2.03,"max_ext_allowed_pct":4.0,"volume_pace":7.231,"trend":"flat","recent_slope_pct":0.0765,"volatility":"medium"},"price":14.405,"volume":{"bars":68,"last_bar_volume":5947.0,"baseline_avg":15565.5,"bar_rvol":0.382063,"raw_accel":-0.039567,"smooth_accel":-0.623824,"accel_momentum":-0.059006,"rvol_3bar":[0.117425,0.381216,0.382063],"trend_3bar":"ACCELERATING","projected_rvol":1.972054},"flow":{"window_s":30,"trades":160,"trade_rate":5.333333,"buy_vol":16462.0,"sell_vol":8186.0,"unclassified_vol":0.0,"imbalance":0.335768,"bid":14.4,"ask":14.41,"spread_pct":0.06942,"quote_size_imbalance":null,"quote_age_s":0.090421},"context":{"vwap":14.373207,"price_vs_vwap_pct":0.221196,"ema9":14.351129,"ema20":14.348107,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.403149,"dist_to_hod_atr":7.032061,"atr":0.029152,"spread_atr":0.343027,"own_change_pct":-0.000696,"rel_strength_pct":{"SPY":0.059541,"IWM":0.108675}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.128284},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e91039be57b6","ts":"2026-09-09T14:39:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.3037,"target":14.59,"target_label":"ceiling","reward_risk":1.57,"pos_in_5d_range_pct":173.3,"room_to_5d_high_atr":-2.44},"price":14.415,"vwap":14.3735,"ext_from_open_pct":2.1,"max_ext_allowed_pct":4.0,"volume_pace":7.228,"trend":"flat","recent_slope_pct":0.1379,"volatility":"medium"},"price":14.415,"volume":{"bars":69,"last_bar_volume":30876.0,"baseline_avg":15135.6,"bar_rvol":2.039959,"raw_accel":4.191861,"smooth_accel":0.235424,"accel_momentum":0.859249,"rvol_3bar":[0.381216,0.382063,2.039959],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":144,"trade_rate":4.8,"buy_vol":15738.0,"sell_vol":6461.0,"unclassified_vol":0.0,"imbalance":0.417902,"bid":14.41,"ask":14.42,"spread_pct":0.069372,"quote_size_imbalance":null,"quote_age_s":0.617375},"context":{"vwap":14.373543,"price_vs_vwap_pct":0.288423,"ema9":14.363903,"ema20":14.354478,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.334702,"dist_to_hod_atr":6.111778,"atr":0.031906,"spread_atr":0.313425,"own_change_pct":0.487975,"rel_strength_pct":{"SPY":0.516788,"IWM":0.558078}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.852502},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"14c4837d65b5","ts":"2026-09-09T14:39:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.8821,"target":14.17,"target_label":"premarket_high","reward_risk":0.16,"pos_in_5d_range_pct":5.6,"room_to_5d_high_atr":4.74},"price":14.13,"vwap":14.0736,"ext_from_open_pct":0.04,"max_ext_allowed_pct":3.0,"volume_pace":0.951,"trend":"flat","recent_slope_pct":-0.0229,"volatility":"high"},"price":14.13,"volume":{"bars":69,"last_bar_volume":106260.0,"baseline_avg":118919.7,"bar_rvol":0.893544,"raw_accel":-0.026129,"smooth_accel":0.452961,"accel_momentum":-0.050412,"rvol_3bar":[1.346029,0.901358,0.893544],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":208,"trade_rate":6.933333,"buy_vol":47523.0,"sell_vol":39004.0,"unclassified_vol":0.0,"imbalance":0.098455,"bid":14.13,"ask":14.14,"spread_pct":0.070746,"quote_size_imbalance":null,"quote_age_s":0.002641},"context":{"vwap":14.073452,"price_vs_vwap_pct":0.401807,"ema9":14.130731,"ema20":14.128548,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.257172,"dist_to_hod_atr":3.558794,"atr":0.050551,"spread_atr":0.197821,"own_change_pct":-0.242345,"rel_strength_pct":{"SPY":-0.213531,"IWM":-0.172241}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.087974},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"d412ec7d388d","ts":"2026-09-09T14:39:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 40.0s, plan says PASS; stop 14.28, target 14.59 (ceiling), R:R 1.82; target 0.20 away > ~0.17 reachable in 316 min","plan":{"state":"PASS","setup":"","stop":14.2764,"target":14.59,"target_label":"ceiling","reward_risk":1.82,"pos_in_5d_range_pct":171.5,"room_to_5d_high_atr":-2.38},"price":14.3877,"vwap":14.3736,"ext_from_open_pct":1.91,"max_ext_allowed_pct":4.0,"volume_pace":7.215,"trend":"flat","recent_slope_pct":0.1,"volatility":"medium"},"price":14.3877,"volume":{"bars":69,"last_bar_volume":30876.0,"baseline_avg":15135.6,"bar_rvol":2.039959,"raw_accel":4.191861,"smooth_accel":0.235424,"accel_momentum":0.859249,"rvol_3bar":[0.381216,0.382063,2.039959],"trend_3bar":"ACCELERATING","projected_rvol":1.036761},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":5771.0,"sell_vol":2075.0,"unclassified_vol":0.0,"imbalance":0.471068,"bid":14.41,"ask":14.42,"spread_pct":0.069372,"quote_size_imbalance":null,"quote_age_s":0.002605},"context":{"vwap":14.373543,"price_vs_vwap_pct":0.098491,"ema9":14.363903,"ema20":14.354478,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.521561,"dist_to_hod_atr":6.967427,"atr":0.031906,"spread_atr":0.313425,"own_change_pct":0.487975,"rel_strength_pct":{"SPY":0.516788,"IWM":0.558078}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.960959},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a62d58e06d60","ts":"2026-09-09T14:39:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.61 below VWAP $12.61","plan":{"state":"PASS","setup":"","stop":12.399,"target":12.73,"target_label":"prev_day_high","reward_risk":0.61,"pos_in_5d_range_pct":90.7,"room_to_5d_high_atr":0.15},"price":12.6051,"vwap":12.61,"ext_from_open_pct":2.4,"max_ext_allowed_pct":3.0,"volume_pace":0.901,"trend":"flat","recent_slope_pct":-0.067,"volatility":"high"},"price":12.6051,"volume":{"bars":69,"last_bar_volume":58.0,"baseline_avg":1155.8,"bar_rvol":0.050182,"raw_accel":-0.850129,"smooth_accel":-0.704366,"accel_momentum":0.142983,"rvol_3bar":[0.270844,0.261186,0.050182],"trend_3bar":"DECELERATING","projected_rvol":1.874027},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":318.0,"sell_vol":765.0,"unclassified_vol":0.0,"imbalance":-0.412742,"bid":12.6,"ask":12.64,"spread_pct":0.316957,"quote_size_imbalance":null,"quote_age_s":1.002831},"context":{"vwap":12.609935,"price_vs_vwap_pct":-0.038342,"ema9":12.656353,"ema20":12.697735,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.286047,"dist_to_hod_atr":4.38764,"atr":0.067212,"spread_atr":0.595136,"own_change_pct":-0.443701,"rel_strength_pct":{"SPY":-0.414887,"IWM":-0.373597}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.020712},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"0e9da0652b3e","ts":"2026-09-09T14:39:35+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.4239,"target":12.73,"target_label":"prev_day_high","reward_risk":0.49,"pos_in_5d_range_pct":92.5,"room_to_5d_high_atr":0.12},"price":12.63,"vwap":12.61,"ext_from_open_pct":2.6,"max_ext_allowed_pct":3.0,"volume_pace":0.9,"trend":"flat","recent_slope_pct":-0.0276,"volatility":"high"},"price":12.63,"volume":{"bars":69,"last_bar_volume":58.0,"baseline_avg":1155.8,"bar_rvol":0.050182,"raw_accel":-0.850129,"smooth_accel":-0.704366,"accel_momentum":0.142983,"rvol_3bar":[0.270844,0.261186,0.050182],"trend_3bar":"DECELERATING","projected_rvol":1.609275},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":320.0,"sell_vol":355.0,"unclassified_vol":0.0,"imbalance":-0.051852,"bid":12.61,"ask":12.64,"spread_pct":0.237624,"quote_size_imbalance":null,"quote_age_s":1.873839},"context":{"vwap":12.609935,"price_vs_vwap_pct":0.159122,"ema9":12.656353,"ema20":12.697735,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.093023,"dist_to_hod_atr":4.017168,"atr":0.067212,"spread_atr":0.446352,"own_change_pct":-0.443701,"rel_strength_pct":{"SPY":-0.414887,"IWM":-0.373597}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.002602},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"f001913ed639","ts":"2026-09-09T14:39:40+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 50.0s, plan says WATCH; stop 14.31, target 14.59 (ceiling), R:R 1.53; R:R 1.53 < 2.0 at 14.42; pullback: buy 14.33-14.39 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":14.3087,"target":14.59,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":173.6,"room_to_5d_high_atr":-2.45},"price":14.42,"vwap":14.3737,"ext_from_open_pct":2.14,"max_ext_allowed_pct":5.0,"volume_pace":7.202,"trend":"flat","recent_slope_pct":0.1449,"volatility":"medium"},"price":14.42,"volume":{"bars":69,"last_bar_volume":30876.0,"baseline_avg":15135.6,"bar_rvol":2.039959,"raw_accel":4.191861,"smooth_accel":0.235424,"accel_momentum":0.859249,"rvol_3bar":[0.381216,0.382063,2.039959],"trend_3bar":"ACCELERATING","projected_rvol":0.885693},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":6341.0,"sell_vol":2072.0,"unclassified_vol":0.0,"imbalance":0.507429,"bid":14.41,"ask":14.42,"spread_pct":0.069372,"quote_size_imbalance":null,"quote_age_s":1.599895},"context":{"vwap":14.373543,"price_vs_vwap_pct":0.323209,"ema9":14.363903,"ema20":14.354478,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.300479,"dist_to_hod_atr":5.955066,"atr":0.031906,"spread_atr":0.313425,"own_change_pct":0.487975,"rel_strength_pct":{"SPY":0.516788,"IWM":0.558078}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.035134},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a7dfb4efc7b7","ts":"2026-09-09T14:39:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.58,"pos_in_5d_range_pct":52.2,"room_to_5d_high_atr":1.0},"price":12.7291,"vwap":12.5326,"ext_from_open_pct":0.94,"max_ext_allowed_pct":4.0,"volume_pace":4.766,"trend":"flat","recent_slope_pct":-0.0996,"volatility":"medium"},"price":12.7291,"volume":{"bars":69,"last_bar_volume":26560.0,"baseline_avg":23567.3,"bar_rvol":1.126985,"raw_accel":0.059941,"smooth_accel":-0.116278,"accel_momentum":-0.517917,"rvol_3bar":[2.210333,1.049405,1.126985],"trend_3bar":"MIXED","projected_rvol":1.581386},"flow":{"window_s":30,"trades":207,"trade_rate":6.9,"buy_vol":14426.0,"sell_vol":8640.0,"unclassified_vol":0.0,"imbalance":0.250845,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":2.956346},"context":{"vwap":12.530964,"price_vs_vwap_pct":1.581169,"ema9":12.705126,"ema20":12.661046,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.476153,"dist_to_hod_atr":0.86322,"atr":0.07055,"spread_atr":0.141744,"own_change_pct":-0.667452,"rel_strength_pct":{"SPY":-0.638639,"IWM":-0.597348}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.282699},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"240f00683ed2","ts":"2026-09-09T14:39:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 55.0s, plan says PASS; stop 14.30, target 14.59 (ceiling), R:R 1.62; target 0.18 away > ~0.18 reachable in 315 min","plan":{"state":"PASS","setup":"","stop":14.2987,"target":14.59,"target_label":"ceiling","reward_risk":1.62,"pos_in_5d_range_pct":173.0,"room_to_5d_high_atr":-2.43},"price":14.41,"vwap":14.3738,"ext_from_open_pct":2.07,"max_ext_allowed_pct":4.0,"volume_pace":7.208,"trend":"flat","recent_slope_pct":0.131,"volatility":"medium"},"price":14.41,"volume":{"bars":69,"last_bar_volume":30876.0,"baseline_avg":15135.6,"bar_rvol":2.039959,"raw_accel":4.191861,"smooth_accel":0.235424,"accel_momentum":0.859249,"rvol_3bar":[0.381216,0.382063,2.039959],"trend_3bar":"ACCELERATING","projected_rvol":1.089176},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":6530.0,"sell_vol":5270.0,"unclassified_vol":0.0,"imbalance":0.10678,"bid":14.41,"ask":14.42,"spread_pct":0.069372,"quote_size_imbalance":null,"quote_age_s":3.469661},"context":{"vwap":14.373543,"price_vs_vwap_pct":0.253637,"ema9":14.363903,"ema20":14.354478,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.368925,"dist_to_hod_atr":6.26849,"atr":0.031906,"spread_atr":0.313425,"own_change_pct":0.487975,"rel_strength_pct":{"SPY":0.516788,"IWM":0.558078}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.217826},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e0e3c62aeccd","ts":"2026-09-09T14:39:45+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.31,"pos_in_5d_range_pct":45.0,"room_to_5d_high_atr":1.15},"price":12.6661,"vwap":12.5325,"ext_from_open_pct":0.44,"max_ext_allowed_pct":4.0,"volume_pace":4.761,"trend":"flat","recent_slope_pct":-0.1989,"volatility":"medium"},"price":12.6661,"volume":{"bars":69,"last_bar_volume":26560.0,"baseline_avg":23567.3,"bar_rvol":1.126985,"raw_accel":0.059941,"smooth_accel":-0.116278,"accel_momentum":-0.517917,"rvol_3bar":[2.210333,1.049405,1.126985],"trend_3bar":"MIXED","projected_rvol":1.424573},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":3182.0,"sell_vol":4295.0,"unclassified_vol":0.0,"imbalance":-0.148856,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":0.159425},"context":{"vwap":12.530964,"price_vs_vwap_pct":1.078414,"ema9":12.705126,"ema20":12.661046,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.968726,"dist_to_hod_atr":1.756205,"atr":0.07055,"spread_atr":0.141744,"own_change_pct":-0.667452,"rel_strength_pct":{"SPY":-0.638639,"IWM":-0.597348}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.167759},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dd3cce7da7b6","ts":"2026-09-09T14:40:00+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8594,"target":14.17,"target_label":"premarket_high","reward_risk":0.25,"pos_in_5d_range_pct":5.2,"room_to_5d_high_atr":4.76},"price":14.1073,"vwap":14.0743,"ext_from_open_pct":-0.13,"max_ext_allowed_pct":3.0,"volume_pace":0.955,"trend":"flat","recent_slope_pct":-0.0551,"volatility":"high"},"price":14.1073,"volume":{"bars":69,"last_bar_volume":106260.0,"baseline_avg":118919.7,"bar_rvol":0.893544,"raw_accel":-0.026129,"smooth_accel":0.452961,"accel_momentum":-0.050412,"rvol_3bar":[1.346029,0.901358,0.893544],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":244,"trade_rate":8.133333,"buy_vol":52065.0,"sell_vol":55772.0,"unclassified_vol":0.0,"imbalance":-0.034376,"bid":14.1,"ask":14.11,"spread_pct":0.070897,"quote_size_imbalance":null,"quote_age_s":0.004438},"context":{"vwap":14.073452,"price_vs_vwap_pct":0.24051,"ema9":14.130731,"ema20":14.128548,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.415803,"dist_to_hod_atr":4.007847,"atr":0.050551,"spread_atr":0.197821,"own_change_pct":-0.242345,"rel_strength_pct":{"SPY":-0.257407,"IWM":-0.211561}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.030716},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"91e21d9d97c3","ts":"2026-09-09T14:40:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 115.0s, plan says PASS; stop 8.18, target 8.40 (prev_day_high), R:R 1.68; R:R 1.68 < 2.0 at 8.26; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":8.1805,"target":8.4,"target_label":"prev_day_high","reward_risk":1.68,"pos_in_5d_range_pct":30.1,"room_to_5d_high_atr":1.47},"price":8.2624,"vwap":8.2092,"ext_from_open_pct":-3.36,"max_ext_allowed_pct":4.0,"volume_pace":2.293,"trend":"flat","recent_slope_pct":-0.053,"volatility":"medium"},"price":8.2624,"volume":{"bars":70,"last_bar_volume":396.0,"baseline_avg":4297.55,"bar_rvol":0.092146,"raw_accel":-0.688924,"smooth_accel":-0.716187,"accel_momentum":0.174064,"rvol_3bar":[0.076826,0.236987,0.092146],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":166.0,"sell_vol":21.0,"unclassified_vol":0.0,"imbalance":0.775401,"bid":8.25,"ask":8.27,"spread_pct":0.242131,"quote_size_imbalance":null,"quote_age_s":4.388782},"context":{"vwap":8.209163,"price_vs_vwap_pct":0.648512,"ema9":8.287188,"ema20":8.274385,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.895216,"dist_to_hod_atr":9.525947,"atr":0.054336,"spread_atr":0.368081,"own_change_pct":-0.211353,"rel_strength_pct":{"SPY":-0.226415,"IWM":-0.180569}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.07145},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"712e6768009b","ts":"2026-09-09T14:40:05+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8571,"target":14.17,"target_label":"premarket_high","reward_risk":0.26,"pos_in_5d_range_pct":5.1,"room_to_5d_high_atr":4.76},"price":14.105,"vwap":14.0744,"ext_from_open_pct":-0.14,"max_ext_allowed_pct":3.0,"volume_pace":0.956,"trend":"flat","recent_slope_pct":-0.0446,"volatility":"high"},"price":14.105,"volume":{"bars":70,"last_bar_volume":213789.0,"baseline_avg":114924.5,"bar_rvol":1.860256,"raw_accel":1.011942,"smooth_accel":0.135786,"accel_momentum":-0.317176,"rvol_3bar":[0.901358,0.893544,1.860256],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":250,"trade_rate":8.333333,"buy_vol":70220.0,"sell_vol":55874.0,"unclassified_vol":0.0,"imbalance":0.113772,"bid":14.1,"ask":14.11,"spread_pct":0.070897,"quote_size_imbalance":null,"quote_age_s":1.02886},"context":{"vwap":14.074296,"price_vs_vwap_pct":0.218156,"ema9":14.126044,"ema20":14.126525,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.431876,"dist_to_hod_atr":4.115279,"atr":0.04979,"spread_atr":0.200843,"own_change_pct":-0.219263,"rel_strength_pct":{"SPY":-0.234325,"IWM":-0.188479}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.211646},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3ea7c71f339b","ts":"2026-09-09T14:40:10+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.59,"pos_in_5d_range_pct":51.9,"room_to_5d_high_atr":1.01},"price":12.7267,"vwap":12.5328,"ext_from_open_pct":0.93,"max_ext_allowed_pct":4.0,"volume_pace":4.74,"trend":"flat","recent_slope_pct":-0.0923,"volatility":"medium"},"price":12.7267,"volume":{"bars":70,"last_bar_volume":29361.0,"baseline_avg":24189.0,"bar_rvol":1.213816,"raw_accel":0.105459,"smooth_accel":-0.397966,"accel_momentum":-0.281688,"rvol_3bar":[1.049405,1.126985,1.213816],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":2432.0,"sell_vol":2104.0,"unclassified_vol":0.0,"imbalance":0.07231,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":4.400531},"context":{"vwap":12.532799,"price_vs_vwap_pct":1.54715,"ema9":12.702501,"ema20":12.663994,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.494918,"dist_to_hod_atr":0.878341,"atr":0.072068,"spread_atr":0.138758,"own_change_pct":-0.337652,"rel_strength_pct":{"SPY":-0.352715,"IWM":-0.306868}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.087772},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e47790cb36f9","ts":"2026-09-09T14:40:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 85.0s, plan says WATCH; stop 14.31, target 14.59 (ceiling), R:R 1.48; R:R 1.48 < 2.0 at 14.43; pullback: buy 14.33-14.39 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":14.3137,"target":14.59,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":174.0,"room_to_5d_high_atr":-2.46},"price":14.425,"vwap":14.3739,"ext_from_open_pct":2.17,"max_ext_allowed_pct":5.0,"volume_pace":7.177,"trend":"flat","recent_slope_pct":0.1459,"volatility":"medium"},"price":14.425,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":1.211826},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":4898.0,"sell_vol":295.0,"unclassified_vol":0.0,"imbalance":0.886386,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":0.331175},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.356723,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.266256,"dist_to_hod_atr":5.623431,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.690904},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"07ae29bc7d8a","ts":"2026-09-09T14:40:15+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 5.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":51.1,"room_to_5d_high_atr":1.02},"price":12.72,"vwap":12.5384,"ext_from_open_pct":0.87,"max_ext_allowed_pct":4.0,"volume_pace":4.887,"trend":"flat","recent_slope_pct":-0.1029,"volatility":"medium"},"price":12.72,"volume":{"bars":70,"last_bar_volume":29361.0,"baseline_avg":24189.0,"bar_rvol":1.213816,"raw_accel":0.105459,"smooth_accel":-0.397966,"accel_momentum":-0.281688,"rvol_3bar":[1.049405,1.126985,1.213816],"trend_3bar":"ACCELERATING","projected_rvol":13.948654},"flow":{"window_s":30,"trades":425,"trade_rate":14.166667,"buy_vol":34876.0,"sell_vol":53656.0,"unclassified_vol":0.0,"imbalance":-0.212127,"bid":12.71,"ask":12.73,"spread_pct":0.157233,"quote_size_imbalance":null,"quote_age_s":0.15034},"context":{"vwap":12.532799,"price_vs_vwap_pct":1.49369,"ema9":12.702501,"ema20":12.663994,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.547303,"dist_to_hod_atr":0.971309,"atr":0.072068,"spread_atr":0.277517,"own_change_pct":-0.337652,"rel_strength_pct":{"SPY":-0.352715,"IWM":-0.306868}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.257483},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2d3c55ffc9f1","ts":"2026-09-09T14:40:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 90.0s, plan says PASS; stop 14.29, target 14.59 (ceiling), R:R 1.74; target 0.19 away > ~0.16 reachable in 315 min","plan":{"state":"PASS","setup":"","stop":14.2855,"target":14.59,"target_label":"ceiling","reward_risk":1.74,"pos_in_5d_range_pct":172.1,"room_to_5d_high_atr":-2.4},"price":14.3968,"vwap":14.3738,"ext_from_open_pct":1.97,"max_ext_allowed_pct":4.0,"volume_pace":7.17,"trend":"flat","recent_slope_pct":0.1067,"volatility":"medium"},"price":14.3968,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":0.964171},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":4798.0,"sell_vol":485.0,"unclassified_vol":0.0,"imbalance":0.816392,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":0.874884},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.160532,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.459274,"dist_to_hod_atr":6.480624,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.636347},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"86e4473150a7","ts":"2026-09-09T14:40:20+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 10.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.425,"target":12.905,"target_label":"prev_day_high","reward_risk":0.55,"pos_in_5d_range_pct":52.8,"room_to_5d_high_atr":0.99},"price":12.735,"vwap":12.5395,"ext_from_open_pct":0.99,"max_ext_allowed_pct":4.0,"volume_pace":4.908,"trend":"flat","recent_slope_pct":-0.0793,"volatility":"medium"},"price":12.735,"volume":{"bars":70,"last_bar_volume":29361.0,"baseline_avg":24189.0,"bar_rvol":1.213816,"raw_accel":0.105459,"smooth_accel":-0.397966,"accel_momentum":-0.281688,"rvol_3bar":[1.049405,1.126985,1.213816],"trend_3bar":"ACCELERATING","projected_rvol":12.253256},"flow":{"window_s":30,"trades":549,"trade_rate":18.3,"buy_vol":40592.0,"sell_vol":62202.0,"unclassified_vol":0.0,"imbalance":-0.210226,"bid":12.73,"ask":12.74,"spread_pct":0.078524,"quote_size_imbalance":null,"quote_age_s":0.591839},"context":{"vwap":12.532799,"price_vs_vwap_pct":1.613376,"ema9":12.702501,"ema20":12.663994,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.430023,"dist_to_hod_atr":0.763171,"atr":0.072068,"spread_atr":0.138758,"own_change_pct":-0.337652,"rel_strength_pct":{"SPY":-0.352715,"IWM":-0.306868}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.255176},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8c2aa8696771","ts":"2026-09-09T14:40:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 95.0s, plan says WATCH; stop 14.31, target 14.59 (ceiling), R:R 1.48; R:R 1.48 < 2.0 at 14.43; pullback: buy 14.33-14.39 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":14.3137,"target":14.59,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":174.0,"room_to_5d_high_atr":-2.46},"price":14.425,"vwap":14.3739,"ext_from_open_pct":2.17,"max_ext_allowed_pct":4.0,"volume_pace":7.167,"trend":"flat","recent_slope_pct":0.1459,"volatility":"medium"},"price":14.425,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":0.955996},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":5988.0,"sell_vol":473.0,"unclassified_vol":0.0,"imbalance":0.853583,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":4.267058},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.356723,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.266256,"dist_to_hod_atr":5.623431,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.665336},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"abc79d6cfaaf","ts":"2026-09-09T14:40:25+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.11,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.71,"vwap":12.5397,"ext_from_open_pct":0.79,"max_ext_allowed_pct":4.0,"volume_pace":4.915,"trend":"flat","recent_slope_pct":-0.1186,"volatility":"medium"},"price":12.71,"volume":{"bars":70,"last_bar_volume":29361.0,"baseline_avg":24189.0,"bar_rvol":1.213816,"raw_accel":0.105459,"smooth_accel":-0.397966,"accel_momentum":-0.281688,"rvol_3bar":[1.049405,1.126985,1.213816],"trend_3bar":"ACCELERATING","projected_rvol":10.559742},"flow":{"window_s":30,"trades":580,"trade_rate":19.333333,"buy_vol":44340.0,"sell_vol":65076.0,"unclassified_vol":0.0,"imbalance":-0.189515,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.013551},"context":{"vwap":12.532799,"price_vs_vwap_pct":1.413899,"ema9":12.702501,"ema20":12.663994,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.625489,"dist_to_hod_atr":1.110067,"atr":0.072068,"spread_atr":0.138758,"own_change_pct":-0.337652,"rel_strength_pct":{"SPY":-0.352715,"IWM":-0.306868}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.230037},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3bbea899e00c","ts":"2026-09-09T14:40:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 100.0s, plan says PASS; stop 14.31, target 14.59 (ceiling), R:R 1.53; target 0.17 away > ~0.17 reachable in 314 min","plan":{"state":"PASS","setup":"","stop":14.3087,"target":14.59,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":173.6,"room_to_5d_high_atr":-2.45},"price":14.42,"vwap":14.3739,"ext_from_open_pct":2.14,"max_ext_allowed_pct":4.0,"volume_pace":7.158,"trend":"flat","recent_slope_pct":0.139,"volatility":"medium"},"price":14.42,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":0.808994},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":5988.0,"sell_vol":573.0,"unclassified_vol":0.0,"imbalance":0.825332,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":0.00258},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.321937,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.300479,"dist_to_hod_atr":5.775416,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.643315},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1d429286f407","ts":"2026-09-09T14:40:35+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 105.0s, plan says WATCH; stop 14.31, target 14.59 (ceiling), R:R 1.48; R:R 1.48 < 2.0 at 14.43; pullback: buy 14.33-14.39 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":14.3137,"target":14.59,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":174.0,"room_to_5d_high_atr":-2.46},"price":14.425,"vwap":14.3739,"ext_from_open_pct":2.17,"max_ext_allowed_pct":4.0,"volume_pace":7.15,"trend":"flat","recent_slope_pct":0.1459,"volatility":"medium"},"price":14.425,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":0.703992},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":2258.0,"sell_vol":423.0,"unclassified_vol":0.0,"imbalance":0.684446,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":2.362416},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.356723,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.266256,"dist_to_hod_atr":5.623431,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.5335},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6584fff24153","ts":"2026-09-09T14:40:40+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 110.0s, plan says PASS; stop 14.29, target 14.59 (ceiling), R:R 1.66; target 0.18 away > ~0.17 reachable in 314 min","plan":{"state":"PASS","setup":"","stop":14.2941,"target":14.59,"target_label":"ceiling","reward_risk":1.66,"pos_in_5d_range_pct":172.7,"room_to_5d_high_atr":-2.42},"price":14.4054,"vwap":14.3739,"ext_from_open_pct":2.04,"max_ext_allowed_pct":4.0,"volume_pace":7.142,"trend":"flat","recent_slope_pct":0.1187,"volatility":"medium"},"price":14.4054,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":0.619415},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":2248.0,"sell_vol":460.0,"unclassified_vol":0.0,"imbalance":0.660266,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":3.471634},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.220363,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.400411,"dist_to_hod_atr":6.219211,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.514653},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e64ec016a2bd","ts":"2026-09-09T14:40:40+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 345.0s, plan says WATCH; stop 8.59, target 8.94 (premarket_high), R:R 0.88; imbalance -100% still heavy selling; pullback low 8.69 broke support 8.73; no reclaim yet (needs a close > 8.79); R:R 0","plan":{"state":"WATCH","setup":"","stop":8.5873,"target":8.94,"target_label":"premarket_high","reward_risk":0.88,"pos_in_5d_range_pct":118.6,"room_to_5d_high_atr":-0.35},"price":8.775,"vwap":8.7346,"ext_from_open_pct":2.15,"max_ext_allowed_pct":3.0,"volume_pace":2.32,"trend":"flat","recent_slope_pct":0.0688,"volatility":"high"},"price":8.775,"volume":{"bars":70,"last_bar_volume":2186.0,"baseline_avg":4076.9,"bar_rvol":0.536192,"raw_accel":1.144767,"smooth_accel":0.808316,"accel_momentum":1.163408,"rvol_3bar":[0.090162,0.215783,0.536192],"trend_3bar":"ACCELERATING","projected_rvol":0.382276},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":80.0,"sell_vol":932.0,"unclassified_vol":0.0,"imbalance":-0.841897,"bid":8.75,"ask":8.8,"spread_pct":0.569801,"quote_size_imbalance":null,"quote_age_s":3.792649},"context":{"vwap":8.734511,"price_vs_vwap_pct":0.463551,"ema9":8.754645,"ema20":8.728737,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.167369,"dist_to_hod_atr":3.823197,"atr":0.050847,"spread_atr":0.983333,"own_change_pct":0.232,"rel_strength_pct":{"SPY":0.216938,"IWM":0.262784}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.451418},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"aaa488f7fd2c","ts":"2026-09-09T14:40:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 115.0s, plan says WATCH; stop 14.32, target 14.59 (ceiling), R:R 1.45; R:R 1.45 < 2.0 at 14.43; pullback: buy 14.33-14.39 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":14.3169,"target":14.59,"target_label":"ceiling","reward_risk":1.45,"pos_in_5d_range_pct":174.2,"room_to_5d_high_atr":-2.47},"price":14.4282,"vwap":14.374,"ext_from_open_pct":2.2,"max_ext_allowed_pct":4.0,"volume_pace":7.146,"trend":"flat","recent_slope_pct":0.1503,"volatility":"medium"},"price":14.4282,"volume":{"bars":70,"last_bar_volume":12643.0,"baseline_avg":16220.15,"bar_rvol":0.779463,"raw_accel":-0.590523,"smooth_accel":1.351269,"accel_momentum":1.115845,"rvol_3bar":[0.382063,2.039959,0.779463],"trend_3bar":"MIXED","projected_rvol":0.794156},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":2667.0,"sell_vol":2080.0,"unclassified_vol":0.0,"imbalance":0.123657,"bid":14.43,"ask":14.44,"spread_pct":0.069276,"quote_size_imbalance":null,"quote_age_s":0.160372},"context":{"vwap":14.373726,"price_vs_vwap_pct":0.378986,"ema9":14.369783,"ema20":14.358175,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.244353,"dist_to_hod_atr":5.526161,"atr":0.032898,"spread_atr":0.303969,"own_change_pct":0.283572,"rel_strength_pct":{"SPY":0.26851,"IWM":0.314356}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.096386},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2f71386657a8","ts":"2026-09-09T14:40:45+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.04 below VWAP $8.07","plan":{"state":"PASS","setup":"","stop":7.6143,"target":8.15,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":52.3,"room_to_5d_high_atr":0.61},"price":8.045,"vwap":8.0656,"ext_from_open_pct":0.44,"max_ext_allowed_pct":3.0,"volume_pace":2.997,"trend":"flat","recent_slope_pct":-0.3629,"volatility":"high"},"price":8.045,"volume":{"bars":70,"last_bar_volume":10340.0,"baseline_avg":15122.65,"bar_rvol":0.683743,"raw_accel":-0.151764,"smooth_accel":-0.522945,"accel_momentum":0.022602,"rvol_3bar":[0.686201,0.808557,0.683743],"trend_3bar":"MIXED","projected_rvol":1.372423},"flow":{"window_s":30,"trades":81,"trade_rate":2.7,"buy_vol":1454.0,"sell_vol":11184.0,"unclassified_vol":0.0,"imbalance":-0.7699,"bid":8.03,"ask":8.06,"spread_pct":0.372902,"quote_size_imbalance":null,"quote_age_s":0.705537},"context":{"vwap":8.065468,"price_vs_vwap_pct":-0.253768,"ema9":8.115496,"ema20":8.044401,"ema_stack":false,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.567023,"dist_to_hod_atr":5.442037,"atr":0.070746,"spread_atr":0.424055,"own_change_pct":-0.183824,"rel_strength_pct":{"SPY":-0.198886,"IWM":-0.15304}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.526414},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"13fb1907711b","ts":"2026-09-09T14:40:55+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 360.0s, plan says PASS; stop 8.58, target 8.94 (premarket_high), R:R 0.94; target 0.18 away > ~0.17 reachable in 314 min","plan":{"state":"PASS","setup":"","stop":8.5767,"target":8.94,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":117.9,"room_to_5d_high_atr":-0.33},"price":8.7644,"vwap":8.7346,"ext_from_open_pct":2.03,"max_ext_allowed_pct":3.0,"volume_pace":2.314,"trend":"flat","recent_slope_pct":0.0446,"volatility":"high"},"price":8.7644,"volume":{"bars":70,"last_bar_volume":2186.0,"baseline_avg":4076.9,"bar_rvol":0.536192,"raw_accel":1.144767,"smooth_accel":0.808316,"accel_momentum":1.163408,"rvol_3bar":[0.090162,0.215783,0.536192],"trend_3bar":"ACCELERATING","projected_rvol":0.360969},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":87.0,"sell_vol":535.0,"unclassified_vol":0.0,"imbalance":-0.720257,"bid":8.75,"ask":8.8,"spread_pct":0.569801,"quote_size_imbalance":null,"quote_age_s":18.792649},"context":{"vwap":8.734511,"price_vs_vwap_pct":0.342193,"ema9":8.754645,"ema20":8.728737,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.285549,"dist_to_hod_atr":4.031664,"atr":0.050847,"spread_atr":0.983333,"own_change_pct":0.232,"rel_strength_pct":{"SPY":0.216938,"IWM":0.262784}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.386196},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d173e9b3dde7","ts":"2026-09-09T14:41:05+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 370.0s, plan says WATCH; stop 8.59, target 8.94 (premarket_high), R:R 0.88; no pullback yet (still at the swing high); R:R 0.88 < 2.0 at 8.78; pullback: buy 8.74-8.79 holding + reclaim/fading sel","plan":{"state":"WATCH","setup":"","stop":8.5873,"target":8.94,"target_label":"premarket_high","reward_risk":0.88,"pos_in_5d_range_pct":118.6,"room_to_5d_high_atr":-0.35},"price":8.775,"vwap":8.7348,"ext_from_open_pct":2.15,"max_ext_allowed_pct":3.0,"volume_pace":2.32,"trend":"flat","recent_slope_pct":0.0623,"volatility":"high"},"price":8.775,"volume":{"bars":71,"last_bar_volume":1353.0,"baseline_avg":4067.75,"bar_rvol":0.332616,"raw_accel":-0.381061,"smooth_accel":3.801064,"accel_momentum":2.992747,"rvol_3bar":[0.215783,0.536192,0.332616],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":2084.0,"sell_vol":312.0,"unclassified_vol":0.0,"imbalance":0.739566,"bid":8.76,"ask":8.8,"spread_pct":0.455581,"quote_size_imbalance":null,"quote_age_s":1.441978},"context":{"vwap":8.734619,"price_vs_vwap_pct":0.462314,"ema9":8.757636,"ema20":8.732629,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.167369,"dist_to_hod_atr":4.000486,"atr":0.048594,"spread_atr":0.823145,"own_change_pct":0.165618,"rel_strength_pct":{"SPY":0.17282,"IWM":0.198117}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.245992},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f3b4c4c5fff9","ts":"2026-09-09T14:41:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 55.0s, plan says WATCH; stop 12.62, target 12.74 (premarket_high), R:R 0.18; R:R 0.18 < 2.0 at 12.72; pullback: buy 12.65-12.67 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":12.6156,"target":12.74,"target_label":"premarket_high","reward_risk":0.18,"pos_in_5d_range_pct":51.2,"room_to_5d_high_atr":1.02},"price":12.7206,"vwap":12.5406,"ext_from_open_pct":0.88,"max_ext_allowed_pct":5.0,"volume_pace":4.902,"trend":"flat","recent_slope_pct":-0.0136,"volatility":"medium"},"price":12.7206,"volume":{"bars":71,"last_bar_volume":124194.0,"baseline_avg":25514.7,"bar_rvol":4.867547,"raw_accel":3.229897,"smooth_accel":0.557576,"accel_momentum":0.955542,"rvol_3bar":[1.126985,1.213816,4.867547],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":102,"trade_rate":3.4,"buy_vol":5751.0,"sell_vol":2716.0,"unclassified_vol":0.0,"imbalance":0.35845,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":1.509707},"context":{"vwap":12.540613,"price_vs_vwap_pct":1.435231,"ema9":12.701421,"ema20":12.667147,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.542611,"dist_to_hod_atr":0.954627,"atr":0.072699,"spread_atr":0.137554,"own_change_pct":-0.336735,"rel_strength_pct":{"SPY":-0.329532,"IWM":-0.304235}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.744774},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6c66dc6b5e7c","ts":"2026-09-09T14:41:15+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 380.0s, plan says PASS; stop 8.57, target 8.94 (premarket_high), R:R 0.96; target 0.18 away > ~0.17 reachable in 314 min","plan":{"state":"PASS","setup":"","stop":8.5723,"target":8.94,"target_label":"premarket_high","reward_risk":0.96,"pos_in_5d_range_pct":117.6,"room_to_5d_high_atr":-0.33},"price":8.76,"vwap":8.7348,"ext_from_open_pct":1.98,"max_ext_allowed_pct":3.0,"volume_pace":2.315,"trend":"flat","recent_slope_pct":0.0281,"volatility":"high"},"price":8.76,"volume":{"bars":71,"last_bar_volume":1353.0,"baseline_avg":4067.75,"bar_rvol":0.332616,"raw_accel":-0.381061,"smooth_accel":3.801064,"accel_momentum":2.992747,"rvol_3bar":[0.215783,0.536192,0.332616],"trend_3bar":"MIXED","projected_rvol":2.076824},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":2079.0,"sell_vol":347.0,"unclassified_vol":0.0,"imbalance":0.713932,"bid":8.76,"ask":8.8,"spread_pct":0.455581,"quote_size_imbalance":null,"quote_age_s":2.892727},"context":{"vwap":8.734619,"price_vs_vwap_pct":0.290583,"ema9":8.757636,"ema20":8.732629,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.334604,"dist_to_hod_atr":4.309165,"atr":0.048594,"spread_atr":0.823145,"own_change_pct":0.165618,"rel_strength_pct":{"SPY":0.17282,"IWM":0.198117}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.237466},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5df808d76fb7","ts":"2026-09-09T14:41:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 155.0s, plan says PASS; stop 14.28, target 14.59 (ceiling), R:R 1.83; target 0.20 away > ~0.17 reachable in 314 min","plan":{"state":"PASS","setup":"","stop":14.2756,"target":14.59,"target_label":"ceiling","reward_risk":1.83,"pos_in_5d_range_pct":171.4,"room_to_5d_high_atr":-2.37},"price":14.3869,"vwap":14.3745,"ext_from_open_pct":1.9,"max_ext_allowed_pct":4.0,"volume_pace":7.198,"trend":"flat","recent_slope_pct":0.0513,"volatility":"medium"},"price":14.3869,"volume":{"bars":71,"last_bar_volume":10476.0,"baseline_avg":16215.35,"bar_rvol":0.646055,"raw_accel":-0.171399,"smooth_accel":2.824279,"accel_momentum":1.47301,"rvol_3bar":[2.039959,0.779463,0.646055],"trend_3bar":"DECELERATING","projected_rvol":4.33974},"flow":{"window_s":30,"trades":146,"trade_rate":4.866667,"buy_vol":10475.0,"sell_vol":19253.0,"unclassified_vol":0.0,"imbalance":-0.295277,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":0.320139},"context":{"vwap":14.37401,"price_vs_vwap_pct":0.089675,"ema9":14.382826,"ema20":14.365492,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.527036,"dist_to_hod_atr":6.654383,"atr":0.033527,"spread_atr":0.298269,"own_change_pct":0.557297,"rel_strength_pct":{"SPY":0.5645,"IWM":0.589797}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.190765},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"ec7031e6764f","ts":"2026-09-09T14:41:25+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 390.0s, plan says WATCH; stop 8.59, target 8.94 (premarket_high), R:R 0.85; no pullback yet (still at the swing high); R:R 0.85 < 2.0 at 8.78; pullback: buy 8.74-8.79 holding + reclaim/fading sel","plan":{"state":"WATCH","setup":"","stop":8.5923,"target":8.94,"target_label":"premarket_high","reward_risk":0.85,"pos_in_5d_range_pct":119.0,"room_to_5d_high_atr":-0.35},"price":8.78,"vwap":8.7348,"ext_from_open_pct":2.21,"max_ext_allowed_pct":3.0,"volume_pace":2.31,"trend":"flat","recent_slope_pct":0.0737,"volatility":"high"},"price":8.78,"volume":{"bars":71,"last_bar_volume":1353.0,"baseline_avg":4067.75,"bar_rvol":0.332616,"raw_accel":-0.381061,"smooth_accel":3.801064,"accel_momentum":2.992747,"rvol_3bar":[0.215783,0.536192,0.332616],"trend_3bar":"MIXED","projected_rvol":1.305095},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":2104.0,"sell_vol":112.0,"unclassified_vol":0.0,"imbalance":0.898917,"bid":8.76,"ask":8.8,"spread_pct":0.455581,"quote_size_imbalance":null,"quote_age_s":1.505335},"context":{"vwap":8.734619,"price_vs_vwap_pct":0.519557,"ema9":8.757636,"ema20":8.732629,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.111624,"dist_to_hod_atr":3.897593,"atr":0.048594,"spread_atr":0.823145,"own_change_pct":0.165618,"rel_strength_pct":{"SPY":0.17282,"IWM":0.198117}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.298994},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4e5e02bf8739","ts":"2026-09-09T14:41:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"held 160.0s, plan says WATCH; stop 14.31, target 14.59 (ceiling), R:R 1.48; R:R 1.48 < 2.0 at 14.43; pullback: buy 14.33-14.39 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":14.3142,"target":14.59,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":174.0,"room_to_5d_high_atr":-2.46},"price":14.4255,"vwap":14.3747,"ext_from_open_pct":2.18,"max_ext_allowed_pct":4.0,"volume_pace":7.19,"trend":"flat","recent_slope_pct":0.1048,"volatility":"medium"},"price":14.4255,"volume":{"bars":71,"last_bar_volume":10476.0,"baseline_avg":16215.35,"bar_rvol":0.646055,"raw_accel":-0.171399,"smooth_accel":2.824279,"accel_momentum":1.47301,"rvol_3bar":[2.039959,0.779463,0.646055],"trend_3bar":"DECELERATING","projected_rvol":3.636554},"flow":{"window_s":30,"trades":141,"trade_rate":4.7,"buy_vol":10251.0,"sell_vol":19233.0,"unclassified_vol":0.0,"imbalance":-0.30464,"bid":14.42,"ask":14.43,"spread_pct":0.069324,"quote_size_imbalance":null,"quote_age_s":0.002526},"context":{"vwap":14.37401,"price_vs_vwap_pct":0.358216,"ema9":14.382826,"ema20":14.365492,"ema_stack":true,"ema_warm":true,"hod":14.61,"dist_to_hod_pct":-1.262834,"dist_to_hod_atr":5.503064,"atr":0.033527,"spread_atr":0.298269,"own_change_pct":0.557297,"rel_strength_pct":{"SPY":0.5645,"IWM":0.589797}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.196814},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"b7b61552f8d7","ts":"2026-09-09T14:41:35+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 400.0s, plan says PASS; stop 8.57, target 8.94 (premarket_high), R:R 0.96; target 0.18 away > ~0.17 reachable in 313 min","plan":{"state":"PASS","setup":"","stop":8.5723,"target":8.94,"target_label":"premarket_high","reward_risk":0.96,"pos_in_5d_range_pct":117.6,"room_to_5d_high_atr":-0.33},"price":8.76,"vwap":8.7348,"ext_from_open_pct":1.98,"max_ext_allowed_pct":3.0,"volume_pace":2.307,"trend":"flat","recent_slope_pct":0.0281,"volatility":"high"},"price":8.76,"volume":{"bars":71,"last_bar_volume":1353.0,"baseline_avg":4067.75,"bar_rvol":0.332616,"raw_accel":-0.381061,"smooth_accel":3.801064,"accel_momentum":2.992747,"rvol_3bar":[0.215783,0.536192,0.332616],"trend_3bar":"MIXED","projected_rvol":1.067912},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":137.0,"sell_vol":320.0,"unclassified_vol":0.0,"imbalance":-0.400438,"bid":8.74,"ask":8.77,"spread_pct":0.342661,"quote_size_imbalance":null,"quote_age_s":3.335072},"context":{"vwap":8.734619,"price_vs_vwap_pct":0.290583,"ema9":8.757636,"ema20":8.732629,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.334604,"dist_to_hod_atr":4.309165,"atr":0.048594,"spread_atr":0.617359,"own_change_pct":0.165618,"rel_strength_pct":{"SPY":0.17282,"IWM":0.198117}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.133192},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"10539a215025","ts":"2026-09-09T14:42:05+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.5523,"target":8.94,"target_label":"premarket_high","reward_risk":1.07,"pos_in_5d_range_pct":116.1,"room_to_5d_high_atr":-0.3},"price":8.74,"vwap":8.7348,"ext_from_open_pct":1.75,"max_ext_allowed_pct":4.0,"volume_pace":2.297,"trend":"flat","recent_slope_pct":-0.1373,"volatility":"high"},"price":8.74,"volume":{"bars":72,"last_bar_volume":2960.0,"baseline_avg":4129.25,"bar_rvol":0.716837,"raw_accel":1.187731,"smooth_accel":3.38529,"accel_momentum":-0.415774,"rvol_3bar":[0.536192,0.332616,0.716837],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":36.0,"sell_vol":1035.0,"unclassified_vol":0.0,"imbalance":-0.932773,"bid":8.73,"ask":8.75,"spread_pct":0.228833,"quote_size_imbalance":null,"quote_age_s":3.4531},"context":{"vwap":8.734754,"price_vs_vwap_pct":0.060057,"ema9":8.754109,"ema20":8.733331,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.557585,"dist_to_hod_atr":4.781135,"atr":0.04798,"spread_atr":0.416838,"own_change_pct":-0.228311,"rel_strength_pct":{"SPY":-0.259745,"IWM":-0.204361}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.668646},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4f6d5c17e13c","ts":"2026-09-09T14:42:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.21 below VWAP $8.21","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":1.7,"pos_in_5d_range_pct":22.2,"room_to_5d_high_atr":1.64},"price":8.208,"vwap":8.2096,"ext_from_open_pct":-4.0,"max_ext_allowed_pct":3.0,"volume_pace":2.265,"trend":"flat","recent_slope_pct":-0.1859,"volatility":"medium"},"price":8.208,"volume":{"bars":72,"last_bar_volume":58.0,"baseline_avg":3656.7,"bar_rvol":0.015861,"raw_accel":-0.936555,"smooth_accel":-0.477755,"accel_momentum":-0.115486,"rvol_3bar":[0.092146,0.159088,0.015861],"trend_3bar":"MIXED","projected_rvol":5.054284},"flow":{"window_s":30,"trades":140,"trade_rate":4.666667,"buy_vol":326.0,"sell_vol":8915.0,"unclassified_vol":0.0,"imbalance":-0.929445,"bid":8.2,"ask":8.21,"spread_pct":0.121877,"quote_size_imbalance":null,"quote_age_s":0.030006},"context":{"vwap":8.209258,"price_vs_vwap_pct":-0.015326,"ema9":8.28862,"ema20":8.277118,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.514806,"dist_to_hod_atr":10.354422,"atr":0.055242,"spread_atr":0.181021,"own_change_pct":0.679177,"rel_strength_pct":{"SPY":0.647742,"IWM":0.703126}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.014742},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a5564fda8ad9","ts":"2026-09-09T14:42:35+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.855,"target":14.17,"target_label":"premarket_high","reward_risk":0.27,"pos_in_5d_range_pct":5.1,"room_to_5d_high_atr":4.77},"price":14.1029,"vwap":14.0755,"ext_from_open_pct":-0.16,"max_ext_allowed_pct":3.0,"volume_pace":0.949,"trend":"flat","recent_slope_pct":-0.0168,"volatility":"high"},"price":14.1029,"volume":{"bars":72,"last_bar_volume":169885.0,"baseline_avg":118194.15,"bar_rvol":1.437338,"raw_accel":0.59961,"smooth_accel":0.305095,"accel_momentum":0.13389,"rvol_3bar":[1.860256,0.890102,1.437338],"trend_3bar":"MIXED","projected_rvol":0.709839},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":11861.0,"sell_vol":27484.0,"unclassified_vol":0.0,"imbalance":-0.397077,"bid":14.09,"ask":14.1,"spread_pct":0.070947,"quote_size_imbalance":null,"quote_age_s":0.079995},"context":{"vwap":14.07538,"price_vs_vwap_pct":0.195516,"ema9":14.122268,"ema20":14.124529,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.446551,"dist_to_hod_atr":4.479619,"atr":0.046209,"spread_atr":0.216407,"own_change_pct":-0.135125,"rel_strength_pct":{"SPY":-0.166559,"IWM":-0.111175}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.570734},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f14c7655772c","ts":"2026-09-09T14:42:55+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.6013,"target":8.94,"target_label":"premarket_high","reward_risk":0.8,"pos_in_5d_range_pct":119.6,"room_to_5d_high_atr":-0.36},"price":8.789,"vwap":8.735,"ext_from_open_pct":2.32,"max_ext_allowed_pct":4.0,"volume_pace":2.279,"trend":"flat","recent_slope_pct":-0.0254,"volatility":"high"},"price":8.789,"volume":{"bars":72,"last_bar_volume":2960.0,"baseline_avg":4129.25,"bar_rvol":0.716837,"raw_accel":1.187731,"smooth_accel":3.38529,"accel_momentum":-0.415774,"rvol_3bar":[0.536192,0.332616,0.716837],"trend_3bar":"MIXED","projected_rvol":0.583597},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":10.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":8.74,"ask":8.79,"spread_pct":0.570451,"quote_size_imbalance":null,"quote_age_s":24.480779},"context":{"vwap":8.734754,"price_vs_vwap_pct":0.621034,"ema9":8.754109,"ema20":8.733331,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.011283,"dist_to_hod_atr":3.759882,"atr":0.04798,"spread_atr":1.042096,"own_change_pct":-0.228311,"rel_strength_pct":{"SPY":-0.259745,"IWM":-0.204361}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.716837},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"39268a1050db","ts":"2026-09-09T14:43:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":1.43,"pos_in_5d_range_pct":24.0,"room_to_5d_high_atr":1.6},"price":8.2207,"vwap":8.21,"ext_from_open_pct":-3.85,"max_ext_allowed_pct":3.0,"volume_pace":2.266,"trend":"flat","recent_slope_pct":-0.1552,"volatility":"medium"},"price":8.2207,"volume":{"bars":72,"last_bar_volume":58.0,"baseline_avg":3656.7,"bar_rvol":0.015861,"raw_accel":-0.936555,"smooth_accel":-0.477755,"accel_momentum":-0.115486,"rvol_3bar":[0.092146,0.159088,0.015861],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":87.0,"sell_vol":3465.0,"unclassified_vol":0.0,"imbalance":-0.951014,"bid":8.19,"ask":8.2,"spread_pct":0.122026,"quote_size_imbalance":null,"quote_age_s":2.122621},"context":{"vwap":8.209258,"price_vs_vwap_pct":0.139377,"ema9":8.28862,"ema20":8.277118,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.370159,"dist_to_hod_atr":10.124525,"atr":0.055242,"spread_atr":0.181021,"own_change_pct":0.679177,"rel_strength_pct":{"SPY":0.647081,"IWM":0.732212}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.015084},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ccfefce24ca1","ts":"2026-09-09T14:43:00+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 5.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.5716,"target":8.94,"target_label":"premarket_high","reward_risk":0.96,"pos_in_5d_range_pct":117.5,"room_to_5d_high_atr":-0.33},"price":8.7593,"vwap":8.7349,"ext_from_open_pct":1.97,"max_ext_allowed_pct":4.0,"volume_pace":2.277,"trend":"flat","recent_slope_pct":-0.0932,"volatility":"high"},"price":8.7593,"volume":{"bars":72,"last_bar_volume":2960.0,"baseline_avg":4129.25,"bar_rvol":0.716837,"raw_accel":1.187731,"smooth_accel":3.38529,"accel_momentum":-0.415774,"rvol_3bar":[0.536192,0.332616,0.716837],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":10.0,"sell_vol":2.0,"unclassified_vol":0.0,"imbalance":0.666667,"bid":8.74,"ask":8.79,"spread_pct":0.570451,"quote_size_imbalance":null,"quote_age_s":29.480779},"context":{"vwap":8.734754,"price_vs_vwap_pct":0.281013,"ema9":8.754109,"ema20":8.733331,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.342409,"dist_to_hod_atr":4.378886,"atr":0.04798,"spread_atr":1.042096,"own_change_pct":-0.228311,"rel_strength_pct":{"SPY":-0.260406,"IWM":-0.175276}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.477891},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"064f4f68cc6f","ts":"2026-09-09T14:43:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.4162,"target":12.73,"target_label":"prev_day_high","reward_risk":0.52,"pos_in_5d_range_pct":92.0,"room_to_5d_high_atr":0.13},"price":12.6223,"vwap":12.6104,"ext_from_open_pct":2.54,"max_ext_allowed_pct":3.0,"volume_pace":0.867,"trend":"flat","recent_slope_pct":-0.0537,"volatility":"high"},"price":12.6223,"volume":{"bars":73,"last_bar_volume":1597.0,"baseline_avg":1097.45,"bar_rvol":1.455192,"raw_accel":1.935662,"smooth_accel":-0.210797,"accel_momentum":-2.501495,"rvol_3bar":[0.007153,0.492219,1.455192],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":327.0,"sell_vol":1187.0,"unclassified_vol":0.0,"imbalance":-0.568032,"bid":12.61,"ask":12.64,"spread_pct":0.237624,"quote_size_imbalance":null,"quote_age_s":6.951141},"context":{"vwap":12.610375,"price_vs_vwap_pct":0.094566,"ema9":12.648278,"ema20":12.67991,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.152713,"dist_to_hod_atr":4.471053,"atr":0.062111,"spread_atr":0.483009,"own_change_pct":-0.098971,"rel_strength_pct":{"SPY":-0.131066,"IWM":-0.045936}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.826595},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f1c5003ade4e","ts":"2026-09-09T14:43:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.20 below VWAP $8.21","plan":{"state":"PASS","setup":"","stop":8.095,"target":8.4,"target_label":"prev_day_high","reward_risk":1.9,"pos_in_5d_range_pct":21.0,"room_to_5d_high_atr":1.66},"price":8.2,"vwap":8.21,"ext_from_open_pct":-4.09,"max_ext_allowed_pct":3.0,"volume_pace":2.272,"trend":"flat","recent_slope_pct":-0.1991,"volatility":"medium"},"price":8.2,"volume":{"bars":73,"last_bar_volume":12793.0,"baseline_avg":3573.8,"bar_rvol":3.579663,"raw_accel":13.318652,"smooth_accel":5.361914,"accel_momentum":5.839669,"rvol_3bar":[0.159088,0.015861,3.579663],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":999.0,"sell_vol":4709.0,"unclassified_vol":0.0,"imbalance":-0.649965,"bid":8.19,"ask":8.21,"spread_pct":0.243902,"quote_size_imbalance":null,"quote_age_s":0.192522},"context":{"vwap":8.210041,"price_vs_vwap_pct":-0.122306,"ema9":8.275036,"ema20":8.271745,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.605923,"dist_to_hod_atr":9.618035,"atr":0.060303,"spread_atr":0.331656,"own_change_pct":-1.088892,"rel_strength_pct":{"SPY":-1.120987,"IWM":-1.035857}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.326656},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"93ccd857a641","ts":"2026-09-09T14:43:10+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.6023,"target":8.94,"target_label":"premarket_high","reward_risk":0.8,"pos_in_5d_range_pct":119.7,"room_to_5d_high_atr":-0.37},"price":8.79,"vwap":8.7349,"ext_from_open_pct":2.33,"max_ext_allowed_pct":4.0,"volume_pace":2.273,"trend":"flat","recent_slope_pct":0.0332,"volatility":"high"},"price":8.79,"volume":{"bars":73,"last_bar_volume":2211.0,"baseline_avg":3983.8,"bar_rvol":0.554998,"raw_accel":-0.253041,"smooth_accel":0.829501,"accel_momentum":-2.555789,"rvol_3bar":[0.332616,0.716837,0.554998],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":395.0,"sell_vol":2.0,"unclassified_vol":0.0,"imbalance":0.989924,"bid":8.74,"ask":8.79,"spread_pct":0.570451,"quote_size_imbalance":null,"quote_age_s":1.900673},"context":{"vwap":8.734905,"price_vs_vwap_pct":0.630746,"ema9":8.755147,"ema20":8.735804,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.000134,"dist_to_hod_atr":3.733372,"atr":0.048053,"spread_atr":1.040516,"own_change_pct":0.220824,"rel_strength_pct":{"SPY":0.188728,"IWM":0.273859}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.549406},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"aa616ac97d3d","ts":"2026-09-09T14:43:15+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"held 20.0s, plan says PASS; stop 8.57, target 8.94 (premarket_high), R:R 0.99; target 0.19 away > ~0.18 reachable in 312 min","plan":{"state":"PASS","setup":"","stop":8.5656,"target":8.94,"target_label":"premarket_high","reward_risk":0.99,"pos_in_5d_range_pct":117.1,"room_to_5d_high_atr":-0.32},"price":8.7533,"vwap":8.7349,"ext_from_open_pct":1.9,"max_ext_allowed_pct":4.0,"volume_pace":2.271,"trend":"flat","recent_slope_pct":-0.0506,"volatility":"high"},"price":8.7533,"volume":{"bars":73,"last_bar_volume":2211.0,"baseline_avg":3983.8,"bar_rvol":0.554998,"raw_accel":-0.253041,"smooth_accel":0.829501,"accel_momentum":-2.555789,"rvol_3bar":[0.332616,0.716837,0.554998],"trend_3bar":"MIXED","projected_rvol":0.410663},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":395.0,"sell_vol":26.0,"unclassified_vol":0.0,"imbalance":0.876485,"bid":8.74,"ask":8.79,"spread_pct":0.570451,"quote_size_imbalance":null,"quote_age_s":6.900673},"context":{"vwap":8.734905,"price_vs_vwap_pct":0.210593,"ema9":8.755147,"ema20":8.735804,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.409303,"dist_to_hod_atr":4.497111,"atr":0.048053,"spread_atr":1.040516,"own_change_pct":0.220824,"rel_strength_pct":{"SPY":0.188728,"IWM":0.273859}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.486447},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1e2121e741b6","ts":"2026-09-09T14:43:55+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.72 below VWAP $8.73","plan":{"state":"PASS","setup":"","stop":8.5323,"target":8.94,"target_label":"premarket_high","reward_risk":1.17,"pos_in_5d_range_pct":114.7,"room_to_5d_high_atr":-0.27},"price":8.72,"vwap":8.7349,"ext_from_open_pct":1.51,"max_ext_allowed_pct":3.0,"volume_pace":2.258,"trend":"flat","recent_slope_pct":-0.1267,"volatility":"high"},"price":8.72,"volume":{"bars":73,"last_bar_volume":2211.0,"baseline_avg":3983.8,"bar_rvol":0.554998,"raw_accel":-0.253041,"smooth_accel":0.829501,"accel_momentum":-2.555789,"rvol_3bar":[0.332616,0.716837,0.554998],"trend_3bar":"MIXED","projected_rvol":0.484964},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":28.0,"sell_vol":1334.0,"unclassified_vol":0.0,"imbalance":-0.958884,"bid":8.72,"ask":8.77,"spread_pct":0.571755,"quote_size_imbalance":null,"quote_age_s":18.748408},"context":{"vwap":8.734905,"price_vs_vwap_pct":-0.170636,"ema9":8.755147,"ema20":8.735804,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.780565,"dist_to_hod_atr":5.190094,"atr":0.048053,"spread_atr":1.040516,"own_change_pct":0.220824,"rel_strength_pct":{"SPY":0.188728,"IWM":0.273859}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.532178},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3b2230f4039b","ts":"2026-09-09T14:44:05+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.5627,"target":8.94,"target_label":"premarket_high","reward_risk":1.01,"pos_in_5d_range_pct":116.9,"room_to_5d_high_atr":-0.31},"price":8.7504,"vwap":8.7349,"ext_from_open_pct":1.87,"max_ext_allowed_pct":3.0,"volume_pace":2.253,"trend":"flat","recent_slope_pct":-0.0668,"volatility":"high"},"price":8.7504,"volume":{"bars":74,"last_bar_volume":1771.0,"baseline_avg":4001.75,"bar_rvol":0.442556,"raw_accel":-0.199005,"smooth_accel":0.538223,"accel_momentum":-0.291278,"rvol_3bar":[0.716837,0.554998,0.442556],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":7.0,"sell_vol":1208.0,"unclassified_vol":0.0,"imbalance":-0.988477,"bid":8.72,"ask":8.77,"spread_pct":0.571755,"quote_size_imbalance":null,"quote_age_s":5.003411},"context":{"vwap":8.734941,"price_vs_vwap_pct":0.176978,"ema9":8.748117,"ema20":8.734299,"ema_stack":true,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.441635,"dist_to_hod_atr":4.413479,"atr":0.049621,"spread_atr":1.007644,"own_change_pct":-0.739898,"rel_strength_pct":{"SPY":-0.78575,"IWM":-0.715943}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.437457},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a293c857f60c","ts":"2026-09-09T14:44:15+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.4177,"target":12.73,"target_label":"prev_day_high","reward_risk":0.52,"pos_in_5d_range_pct":92.1,"room_to_5d_high_atr":0.13},"price":12.6238,"vwap":12.6104,"ext_from_open_pct":2.55,"max_ext_allowed_pct":4.0,"volume_pace":0.856,"trend":"flat","recent_slope_pct":-0.0696,"volatility":"high"},"price":12.6238,"volume":{"bars":74,"last_bar_volume":679.0,"baseline_avg":1148.4,"bar_rvol":0.591257,"raw_accel":-0.574828,"smooth_accel":0.203072,"accel_momentum":0.413869,"rvol_3bar":[0.492219,1.455192,0.591257],"trend_3bar":"MIXED","projected_rvol":0.003483},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":0.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":12.6,"ask":12.64,"spread_pct":0.316957,"quote_size_imbalance":null,"quote_age_s":17.654882},"context":{"vwap":12.610415,"price_vs_vwap_pct":0.10614,"ema9":12.645503,"ema20":12.675575,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.141085,"dist_to_hod_atr":4.648499,"atr":0.059417,"spread_atr":0.673208,"own_change_pct":0.193497,"rel_strength_pct":{"SPY":0.147645,"IWM":0.217452}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.591257},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"37a8d204666d","ts":"2026-09-09T14:44:35+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.5176,"target":14.96,"target_label":"premarket_high","reward_risk":2.38,"pos_in_5d_range_pct":-3.4,"room_to_5d_high_atr":2.96},"price":14.6486,"vwap":14.6205,"ext_from_open_pct":-1.82,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0706,"volatility":"medium"},"price":14.6486,"volume":{"bars":74,"last_bar_volume":18668.0,"baseline_avg":25367.7,"bar_rvol":0.735896,"raw_accel":1.190309,"smooth_accel":-0.627195,"accel_momentum":-0.038385,"rvol_3bar":[0.568302,0.334315,0.735896],"trend_3bar":"MIXED","projected_rvol":3.845565},"flow":{"window_s":30,"trades":189,"trade_rate":6.3,"buy_vol":33903.0,"sell_vol":12436.0,"unclassified_vol":0.0,"imbalance":0.46326,"bid":14.64,"ask":14.65,"spread_pct":0.068283,"quote_size_imbalance":null,"quote_age_s":0.376975},"context":{"vwap":14.620192,"price_vs_vwap_pct":0.194305,"ema9":14.605087,"ema20":14.589675,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.819035,"dist_to_hod_atr":7.361821,"atr":0.036866,"spread_atr":0.271254,"own_change_pct":0.161053,"rel_strength_pct":{"SPY":0.1152,"IWM":0.185007}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.340911},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c340bb1f67fe","ts":"2026-09-09T14:44:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.2801,"target":11.75,"target_label":"ceiling","reward_risk":1.14,"pos_in_5d_range_pct":126.4,"room_to_5d_high_atr":-0.54},"price":11.5,"vwap":11.395,"ext_from_open_pct":-1.71,"max_ext_allowed_pct":3.0,"volume_pace":2.376,"trend":"flat","recent_slope_pct":0.1869,"volatility":"medium"},"price":11.5,"volume":{"bars":74,"last_bar_volume":1853.0,"baseline_avg":1098.1,"bar_rvol":1.68746,"raw_accel":1.573611,"smooth_accel":0.15785,"accel_momentum":0.636698,"rvol_3bar":[0.127371,0.663289,1.68746],"trend_3bar":"ACCELERATING","projected_rvol":0.949367},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":497.0,"sell_vol":116.0,"unclassified_vol":0.0,"imbalance":0.621533,"bid":11.48,"ask":11.52,"spread_pct":0.347826,"quote_size_imbalance":null,"quote_age_s":0.134723},"context":{"vwap":11.394622,"price_vs_vwap_pct":0.924802,"ema9":11.433785,"ema20":11.438954,"ema_stack":false,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-2.37691,"dist_to_hod_atr":2.686898,"atr":0.104209,"spread_atr":0.383843,"own_change_pct":1.660575,"rel_strength_pct":{"SPY":1.614723,"IWM":1.68453}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.048813},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"68102a08e1f6","ts":"2026-09-09T14:45:10+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.72 below VWAP $8.73","plan":{"state":"PASS","setup":"","stop":8.5323,"target":8.94,"target_label":"premarket_high","reward_risk":1.17,"pos_in_5d_range_pct":114.7,"room_to_5d_high_atr":-0.27},"price":8.72,"vwap":8.735,"ext_from_open_pct":1.51,"max_ext_allowed_pct":3.0,"volume_pace":2.227,"trend":"flat","recent_slope_pct":-0.0591,"volatility":"high"},"price":8.72,"volume":{"bars":75,"last_bar_volume":1152.0,"baseline_avg":3923.0,"bar_rvol":0.293653,"raw_accel":-0.34952,"smooth_accel":-0.210032,"accel_momentum":-0.748255,"rvol_3bar":[0.554998,0.442556,0.293653],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":11.0,"sell_vol":1027.0,"unclassified_vol":0.0,"imbalance":-0.978805,"bid":8.71,"ask":8.75,"spread_pct":0.45819,"quote_size_imbalance":null,"quote_age_s":2.565234},"context":{"vwap":8.734967,"price_vs_vwap_pct":-0.171345,"ema9":8.748034,"ema20":8.735575,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.780565,"dist_to_hod_atr":5.134183,"atr":0.048576,"spread_atr":0.823446,"own_change_pct":-0.257688,"rel_strength_pct":{"SPY":-0.279296,"IWM":-0.21663}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.287429},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"9d0e8c9a1cb2","ts":"2026-09-09T14:45:15+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.5528,"target":8.94,"target_label":"premarket_high","reward_risk":1.06,"pos_in_5d_range_pct":116.2,"room_to_5d_high_atr":-0.3},"price":8.7405,"vwap":8.735,"ext_from_open_pct":1.75,"max_ext_allowed_pct":3.0,"volume_pace":2.225,"trend":"flat","recent_slope_pct":-0.0121,"volatility":"high"},"price":8.7405,"volume":{"bars":75,"last_bar_volume":1152.0,"baseline_avg":3923.0,"bar_rvol":0.293653,"raw_accel":-0.34952,"smooth_accel":-0.210032,"accel_momentum":-0.748255,"rvol_3bar":[0.554998,0.442556,0.293653],"trend_3bar":"DECELERATING","projected_rvol":0.217181},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":87.0,"sell_vol":1027.0,"unclassified_vol":0.0,"imbalance":-0.843806,"bid":8.71,"ask":8.75,"spread_pct":0.45819,"quote_size_imbalance":null,"quote_age_s":1.803309},"context":{"vwap":8.734967,"price_vs_vwap_pct":0.063344,"ema9":8.748034,"ema20":8.735575,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.55201,"dist_to_hod_atr":4.712167,"atr":0.048576,"spread_atr":0.823446,"own_change_pct":-0.257688,"rel_strength_pct":{"SPY":-0.279296,"IWM":-0.21663}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.247786},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"59ad0a98ecc6","ts":"2026-09-09T14:45:20+00:00","symbol":"PATH","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8349,"target":14.17,"target_label":"premarket_high","reward_risk":0.35,"pos_in_5d_range_pct":4.7,"room_to_5d_high_atr":4.79},"price":14.0828,"vwap":14.0754,"ext_from_open_pct":-0.3,"max_ext_allowed_pct":3.0,"volume_pace":0.942,"trend":"flat","recent_slope_pct":-0.0401,"volatility":"high"},"price":14.0828,"volume":{"bars":75,"last_bar_volume":101897.0,"baseline_avg":120498.8,"bar_rvol":0.845627,"raw_accel":-0.324599,"smooth_accel":-0.278706,"accel_momentum":-0.267166,"rvol_3bar":[0.823132,1.243159,0.845627],"trend_3bar":"MIXED","projected_rvol":0.611608},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":10616.0,"sell_vol":44936.0,"unclassified_vol":0.0,"imbalance":-0.6178,"bid":14.06,"ask":14.07,"spread_pct":0.071098,"quote_size_imbalance":null,"quote_age_s":0.074424},"context":{"vwap":14.075397,"price_vs_vwap_pct":0.052597,"ema9":14.092257,"ema20":14.107887,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.587013,"dist_to_hod_atr":4.442988,"atr":0.051114,"spread_atr":0.19564,"own_change_pct":-0.299845,"rel_strength_pct":{"SPY":-0.321453,"IWM":-0.258787}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.522428},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e5bbe2b963cd","ts":"2026-09-09T14:45:25+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.61 below VWAP $12.61","plan":{"state":"PASS","setup":"","stop":12.4039,"target":12.73,"target_label":"prev_day_high","reward_risk":0.58,"pos_in_5d_range_pct":91.0,"room_to_5d_high_atr":0.15},"price":12.61,"vwap":12.6104,"ext_from_open_pct":2.44,"max_ext_allowed_pct":3.0,"volume_pace":0.843,"trend":"flat","recent_slope_pct":-0.093,"volatility":"high"},"price":12.61,"volume":{"bars":75,"last_bar_volume":181.0,"baseline_avg":1160.2,"bar_rvol":0.156008,"raw_accel":-0.733432,"smooth_accel":-0.131802,"accel_momentum":-0.334874,"rvol_3bar":[1.455192,0.591257,0.156008],"trend_3bar":"DECELERATING","projected_rvol":0.002069},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":147.0,"sell_vol":5.0,"unclassified_vol":0.0,"imbalance":0.934211,"bid":12.6,"ask":12.64,"spread_pct":0.316957,"quote_size_imbalance":null,"quote_age_s":12.725842},"context":{"vwap":12.610424,"price_vs_vwap_pct":-0.003363,"ema9":12.640402,"ema20":12.670282,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.248062,"dist_to_hod_atr":5.059685,"atr":0.057316,"spread_atr":0.697888,"own_change_pct":-0.158228,"rel_strength_pct":{"SPY":-0.179836,"IWM":-0.11717}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.145744},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"e1795a62fdb5","ts":"2026-09-09T14:45:25+00:00","symbol":"PATH","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.06 below VWAP $14.08","plan":{"state":"PASS","setup":"","stop":13.8171,"target":14.17,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":4.3,"room_to_5d_high_atr":4.8},"price":14.065,"vwap":14.0754,"ext_from_open_pct":-0.42,"max_ext_allowed_pct":3.0,"volume_pace":0.942,"trend":"flat","recent_slope_pct":-0.0654,"volatility":"high"},"price":14.065,"volume":{"bars":75,"last_bar_volume":101897.0,"baseline_avg":120498.8,"bar_rvol":0.845627,"raw_accel":-0.324599,"smooth_accel":-0.278706,"accel_momentum":-0.267166,"rvol_3bar":[0.823132,1.243159,0.845627],"trend_3bar":"MIXED","projected_rvol":0.710009},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":5452.0,"sell_vol":42623.0,"unclassified_vol":0.0,"imbalance":-0.773188,"bid":14.06,"ask":14.07,"spread_pct":0.071098,"quote_size_imbalance":null,"quote_age_s":0.030123},"context":{"vwap":14.075397,"price_vs_vwap_pct":-0.073864,"ema9":14.092257,"ema20":14.107887,"ema_stack":false,"ema_warm":true,"hod":14.3099,"dist_to_hod_pct":-1.711403,"dist_to_hod_atr":4.791227,"atr":0.051114,"spread_atr":0.19564,"own_change_pct":-0.299845,"rel_strength_pct":{"SPY":-0.321453,"IWM":-0.258787}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.653828},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"df40b808f906","ts":"2026-09-09T14:45:40+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.71 below VWAP $8.73","plan":{"state":"PASS","setup":"","stop":8.5223,"target":8.94,"target_label":"premarket_high","reward_risk":1.23,"pos_in_5d_range_pct":114.0,"room_to_5d_high_atr":-0.26},"price":8.71,"vwap":8.735,"ext_from_open_pct":1.4,"max_ext_allowed_pct":3.0,"volume_pace":2.214,"trend":"flat","recent_slope_pct":-0.082,"volatility":"high"},"price":8.71,"volume":{"bars":75,"last_bar_volume":1152.0,"baseline_avg":3923.0,"bar_rvol":0.293653,"raw_accel":-0.34952,"smooth_accel":-0.210032,"accel_momentum":-0.748255,"rvol_3bar":[0.554998,0.442556,0.293653],"trend_3bar":"DECELERATING","projected_rvol":0.160591},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":85.0,"sell_vol":204.0,"unclassified_vol":0.0,"imbalance":-0.411765,"bid":8.71,"ask":8.75,"spread_pct":0.45819,"quote_size_imbalance":null,"quote_age_s":10.003333},"context":{"vwap":8.734967,"price_vs_vwap_pct":-0.285828,"ema9":8.748034,"ema20":8.735575,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.892055,"dist_to_hod_atr":5.340044,"atr":0.048576,"spread_atr":0.823446,"own_change_pct":-0.257688,"rel_strength_pct":{"SPY":-0.279296,"IWM":-0.21663}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.120916},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8a95f79c006b","ts":"2026-09-09T14:45:45+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.5473,"target":8.94,"target_label":"premarket_high","reward_risk":1.09,"pos_in_5d_range_pct":115.8,"room_to_5d_high_atr":-0.29},"price":8.735,"vwap":8.735,"ext_from_open_pct":1.69,"max_ext_allowed_pct":3.0,"volume_pace":2.212,"trend":"flat","recent_slope_pct":-0.0247,"volatility":"high"},"price":8.735,"volume":{"bars":75,"last_bar_volume":1152.0,"baseline_avg":3923.0,"bar_rvol":0.293653,"raw_accel":-0.34952,"smooth_accel":-0.210032,"accel_momentum":-0.748255,"rvol_3bar":[0.554998,0.442556,0.293653],"trend_3bar":"DECELERATING","projected_rvol":0.147846},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":8.0,"sell_vol":214.0,"unclassified_vol":0.0,"imbalance":-0.927928,"bid":8.72,"ask":8.75,"spread_pct":0.343446,"quote_size_imbalance":null,"quote_age_s":2.685777},"context":{"vwap":8.734967,"price_vs_vwap_pct":0.000378,"ema9":8.748034,"ema20":8.735575,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.61333,"dist_to_hod_atr":4.825391,"atr":0.048576,"spread_atr":0.617584,"own_change_pct":-0.257688,"rel_strength_pct":{"SPY":-0.279296,"IWM":-0.21663}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.272489},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ed3146e6bfcf","ts":"2026-09-09T14:45:55+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.6475,"target":12.05,"target_label":"premarket_high","reward_risk":0.59,"pos_in_5d_range_pct":92.3,"room_to_5d_high_atr":0.16},"price":11.9001,"vwap":11.8987,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":3.0,"volume_pace":0.805,"trend":"flat","recent_slope_pct":0.0422,"volatility":"high"},"price":11.9001,"volume":{"bars":75,"last_bar_volume":68795.0,"baseline_avg":98114.25,"bar_rvol":0.701172,"raw_accel":0.941113,"smooth_accel":0.588315,"accel_momentum":0.497274,"rvol_3bar":[1.717569,0.344029,0.701172],"trend_3bar":"MIXED","projected_rvol":1.116424},"flow":{"window_s":30,"trades":144,"trade_rate":4.8,"buy_vol":18786.0,"sell_vol":12238.0,"unclassified_vol":0.0,"imbalance":0.211062,"bid":11.9,"ask":11.91,"spread_pct":0.083998,"quote_size_imbalance":null,"quote_age_s":0.118625},"context":{"vwap":11.898848,"price_vs_vwap_pct":0.010518,"ema9":11.883718,"ema20":11.870775,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.05679,"dist_to_hod_atr":3.418908,"atr":0.073094,"spread_atr":0.136811,"own_change_pct":-0.04207,"rel_strength_pct":{"SPY":-0.063678,"IWM":-0.001012}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.147991},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e51de5f5c3c4","ts":"2026-09-09T14:45:55+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.4324,"target":12.73,"target_label":"prev_day_high","reward_risk":0.44,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.11},"price":12.6385,"vwap":12.6104,"ext_from_open_pct":2.67,"max_ext_allowed_pct":4.0,"volume_pace":0.838,"trend":"flat","recent_slope_pct":-0.0479,"volatility":"high"},"price":12.6385,"volume":{"bars":75,"last_bar_volume":181.0,"baseline_avg":1160.2,"bar_rvol":0.156008,"raw_accel":-0.733432,"smooth_accel":-0.131802,"accel_momentum":-0.334874,"rvol_3bar":[1.455192,0.591257,0.156008],"trend_3bar":"DECELERATING","projected_rvol":0.001881},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":1.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.6,"ask":12.64,"spread_pct":0.316957,"quote_size_imbalance":null,"quote_age_s":42.725842},"context":{"vwap":12.610424,"price_vs_vwap_pct":0.22264,"ema9":12.640402,"ema20":12.670282,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.027132,"dist_to_hod_atr":4.56244,"atr":0.057316,"spread_atr":0.697888,"own_change_pct":-0.158228,"rel_strength_pct":{"SPY":-0.179836,"IWM":-0.11717}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.156008},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b2d09b065a4a","ts":"2026-09-09T14:45:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.03% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.2801,"target":11.75,"target_label":"ceiling","reward_risk":0.6,"pos_in_5d_range_pct":133.7,"room_to_5d_high_atr":-0.69},"price":11.574,"vwap":11.3977,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":4.0,"volume_pace":2.374,"trend":"flat","recent_slope_pct":0.3612,"volatility":"medium"},"price":11.574,"volume":{"bars":75,"last_bar_volume":1725.0,"baseline_avg":1118.25,"bar_rvol":1.542589,"raw_accel":-0.069077,"smooth_accel":0.811973,"accel_momentum":0.654123,"rvol_3bar":[0.663289,1.68746,1.542589],"trend_3bar":"MIXED","projected_rvol":2.846656},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":2886.0,"sell_vol":18.0,"unclassified_vol":0.0,"imbalance":0.987603,"bid":11.57,"ask":11.69,"spread_pct":1.031814,"quote_size_imbalance":null,"quote_age_s":2.976391},"context":{"vwap":11.395573,"price_vs_vwap_pct":1.565753,"ema9":11.457028,"ema20":11.44953,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-1.748727,"dist_to_hod_atr":2.0487,"atr":0.100552,"spread_atr":1.193418,"own_change_pct":0.961538,"rel_strength_pct":{"SPY":0.93993,"IWM":1.002596}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.523466},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a174fb3e7c4b","ts":"2026-09-09T14:46:10+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.88 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.6288,"target":12.05,"target_label":"premarket_high","reward_risk":0.67,"pos_in_5d_range_pct":91.4,"room_to_5d_high_atr":0.18},"price":11.8814,"vwap":11.8988,"ext_from_open_pct":-1.48,"max_ext_allowed_pct":4.0,"volume_pace":0.804,"trend":"flat","recent_slope_pct":0.0266,"volatility":"high"},"price":11.8814,"volume":{"bars":76,"last_bar_volume":107035.0,"baseline_avg":99395.5,"bar_rvol":1.07686,"raw_accel":0.555854,"smooth_accel":-0.229422,"accel_momentum":-0.817737,"rvol_3bar":[0.344029,0.701172,1.07686],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":194,"trade_rate":6.466667,"buy_vol":32078.0,"sell_vol":10776.0,"unclassified_vol":0.0,"imbalance":0.497083,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.479084},"context":{"vwap":11.898844,"price_vs_vwap_pct":-0.146599,"ema9":11.890055,"ema20":11.875025,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.2107,"dist_to_hod_atr":3.722373,"atr":0.072158,"spread_atr":0.138584,"own_change_pct":0.213625,"rel_strength_pct":{"SPY":0.203148,"IWM":0.249557}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.535289},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2d6e0c004e66","ts":"2026-09-09T14:46:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.03% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.384,"target":11.75,"target_label":"ceiling","reward_risk":0.49,"pos_in_5d_range_pct":139.3,"room_to_5d_high_atr":-0.8},"price":11.63,"vwap":11.3977,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":4.0,"volume_pace":2.367,"trend":"flat","recent_slope_pct":0.3799,"volatility":"medium"},"price":11.63,"volume":{"bars":76,"last_bar_volume":2918.0,"baseline_avg":1194.05,"bar_rvol":2.443784,"raw_accel":0.691594,"smooth_accel":4.609672,"accel_momentum":3.797699,"rvol_3bar":[1.68746,1.542589,2.443784],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":2855.0,"sell_vol":5.0,"unclassified_vol":0.0,"imbalance":0.996503,"bid":11.57,"ask":11.69,"spread_pct":1.031814,"quote_size_imbalance":null,"quote_age_s":13.096826},"context":{"vwap":11.39766,"price_vs_vwap_pct":2.038488,"ema9":11.480423,"ema20":11.461384,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-1.273345,"dist_to_hod_atr":1.486862,"atr":0.100884,"spread_atr":1.18949,"own_change_pct":1.171329,"rel_strength_pct":{"SPY":1.160851,"IWM":1.207261}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.435239},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ddfad06c8300","ts":"2026-09-09T14:46:15+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.16,"target":8.4,"target_label":"prev_day_high","reward_risk":1.67,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":1.51},"price":8.25,"vwap":8.2097,"ext_from_open_pct":-3.51,"max_ext_allowed_pct":3.0,"volume_pace":2.296,"trend":"flat","recent_slope_pct":0.078,"volatility":"medium"},"price":8.25,"volume":{"bars":76,"last_bar_volume":3568.0,"baseline_avg":5087.45,"bar_rvol":0.701334,"raw_accel":1.805335,"smooth_accel":1.019732,"accel_momentum":-33.169039,"rvol_3bar":[5.566597,0.099227,0.701334],"trend_3bar":"MIXED","projected_rvol":0.007076},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":72.0,"sell_vol":21.0,"unclassified_vol":0.0,"imbalance":0.548387,"bid":8.24,"ask":8.26,"spread_pct":0.242424,"quote_size_imbalance":null,"quote_age_s":1.333841},"context":{"vwap":8.209675,"price_vs_vwap_pct":0.491183,"ema9":8.238654,"ema20":8.253188,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.036446,"dist_to_hod_atr":9.055479,"atr":0.058528,"spread_atr":0.341716,"own_change_pct":-0.636804,"rel_strength_pct":{"SPY":-0.647281,"IWM":-0.600871}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.384602},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"876e19161d1f","ts":"2026-09-09T14:46:15+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.686,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.1,"room_to_5d_high_atr":0.12},"price":11.9386,"vwap":11.899,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":4.0,"volume_pace":0.809,"trend":"flat","recent_slope_pct":0.1227,"volatility":"high"},"price":11.9386,"volume":{"bars":76,"last_bar_volume":107035.0,"baseline_avg":99395.5,"bar_rvol":1.07686,"raw_accel":0.555854,"smooth_accel":-0.229422,"accel_momentum":-0.817737,"rvol_3bar":[0.344029,0.701172,1.07686],"trend_3bar":"ACCELERATING","projected_rvol":2.843308},"flow":{"window_s":30,"trades":195,"trade_rate":6.5,"buy_vol":78667.0,"sell_vol":11270.0,"unclassified_vol":0.0,"imbalance":0.74938,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.042899},"context":{"vwap":11.898844,"price_vs_vwap_pct":0.33412,"ema9":11.890055,"ema20":11.875025,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.739918,"dist_to_hod_atr":2.929671,"atr":0.072158,"spread_atr":0.138584,"own_change_pct":0.213625,"rel_strength_pct":{"SPY":0.203148,"IWM":0.249557}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.806977},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b33aa690b993","ts":"2026-09-09T14:46:20+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.72 below VWAP $8.73","plan":{"state":"PASS","setup":"","stop":8.5324,"target":8.94,"target_label":"premarket_high","reward_risk":1.17,"pos_in_5d_range_pct":114.7,"room_to_5d_high_atr":-0.27},"price":8.7201,"vwap":8.735,"ext_from_open_pct":1.51,"max_ext_allowed_pct":3.0,"volume_pace":2.207,"trend":"flat","recent_slope_pct":-0.0726,"volatility":"high"},"price":8.7201,"volume":{"bars":76,"last_bar_volume":2393.0,"baseline_avg":3302.55,"bar_rvol":0.724592,"raw_accel":1.077257,"smooth_accel":-0.185162,"accel_momentum":0.02487,"rvol_3bar":[0.442556,0.293653,0.724592],"trend_3bar":"MIXED","projected_rvol":0.287051},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":211.0,"sell_vol":2006.0,"unclassified_vol":0.0,"imbalance":-0.809653,"bid":8.72,"ask":8.75,"spread_pct":0.343446,"quote_size_imbalance":null,"quote_age_s":6.563939},"context":{"vwap":8.734959,"price_vs_vwap_pct":-0.170113,"ema9":8.745427,"ema20":8.73552,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.77945,"dist_to_hod_atr":5.152401,"atr":0.048385,"spread_atr":0.620024,"own_change_pct":-0.394545,"rel_strength_pct":{"SPY":-0.405022,"IWM":-0.358612}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.586668},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"486ed0d5a428","ts":"2026-09-09T14:46:30+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.89 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.6356,"target":12.05,"target_label":"premarket_high","reward_risk":0.64,"pos_in_5d_range_pct":91.7,"room_to_5d_high_atr":0.17},"price":11.8882,"vwap":11.8989,"ext_from_open_pct":-1.42,"max_ext_allowed_pct":4.0,"volume_pace":0.809,"trend":"flat","recent_slope_pct":0.038,"volatility":"high"},"price":11.8882,"volume":{"bars":76,"last_bar_volume":107035.0,"baseline_avg":99395.5,"bar_rvol":1.07686,"raw_accel":0.555854,"smooth_accel":-0.229422,"accel_momentum":-0.817737,"rvol_3bar":[0.344029,0.701172,1.07686],"trend_3bar":"ACCELERATING","projected_rvol":1.971558},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":76976.0,"sell_vol":21006.0,"unclassified_vol":0.0,"imbalance":0.571227,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.348509},"context":{"vwap":11.898844,"price_vs_vwap_pct":-0.089451,"ema9":11.890055,"ema20":11.875025,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.154733,"dist_to_hod_atr":3.628136,"atr":0.072158,"spread_atr":0.138584,"own_change_pct":0.213625,"rel_strength_pct":{"SPY":0.203148,"IWM":0.249557}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.615132},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"10f43480dd52","ts":"2026-09-09T14:46:35+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.6724,"target":12.05,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":93.5,"room_to_5d_high_atr":0.13},"price":11.925,"vwap":11.899,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":4.0,"volume_pace":0.808,"trend":"flat","recent_slope_pct":0.0999,"volatility":"high"},"price":11.925,"volume":{"bars":76,"last_bar_volume":107035.0,"baseline_avg":99395.5,"bar_rvol":1.07686,"raw_accel":0.555854,"smooth_accel":-0.229422,"accel_momentum":-0.817737,"rvol_3bar":[0.344029,0.701172,1.07686],"trend_3bar":"ACCELERATING","projected_rvol":1.705102},"flow":{"window_s":30,"trades":147,"trade_rate":4.9,"buy_vol":77706.0,"sell_vol":20135.0,"unclassified_vol":0.0,"imbalance":0.588414,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.919131},"context":{"vwap":11.898844,"price_vs_vwap_pct":0.219823,"ema9":11.890055,"ema20":11.875025,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.851852,"dist_to_hod_atr":3.118146,"atr":0.072158,"spread_atr":0.138584,"own_change_pct":0.213625,"rel_strength_pct":{"SPY":0.203148,"IWM":0.249557}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.633639},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1f486cbdccb1","ts":"2026-09-09T14:46:40+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8991,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.809,"trend":"flat","recent_slope_pct":0.1166,"volatility":"high"},"price":11.935,"volume":{"bars":76,"last_bar_volume":107035.0,"baseline_avg":99395.5,"bar_rvol":1.07686,"raw_accel":0.555854,"smooth_accel":-0.229422,"accel_momentum":-0.817737,"rvol_3bar":[0.344029,0.701172,1.07686],"trend_3bar":"ACCELERATING","projected_rvol":1.7758},"flow":{"window_s":30,"trades":186,"trade_rate":6.2,"buy_vol":79424.0,"sell_vol":24497.0,"unclassified_vol":0.0,"imbalance":0.528546,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.036023},"context":{"vwap":11.898844,"price_vs_vwap_pct":0.303865,"ema9":11.890055,"ema20":11.875025,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":2.979562,"atr":0.072158,"spread_atr":0.138584,"own_change_pct":0.213625,"rel_strength_pct":{"SPY":0.203148,"IWM":0.249557}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.56917},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8bf61f46adb7","ts":"2026-09-09T14:46:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.58 below VWAP $12.61","plan":{"state":"PASS","setup":"","stop":12.3781,"target":12.73,"target_label":"prev_day_high","reward_risk":0.71,"pos_in_5d_range_pct":89.1,"room_to_5d_high_atr":0.18},"price":12.5842,"vwap":12.6104,"ext_from_open_pct":2.23,"max_ext_allowed_pct":3.0,"volume_pace":0.835,"trend":"flat","recent_slope_pct":-0.0495,"volatility":"high"},"price":12.5842,"volume":{"bars":76,"last_bar_volume":2.0,"baseline_avg":1166.85,"bar_rvol":0.001714,"raw_accel":-0.993144,"smooth_accel":-0.598883,"accel_momentum":-0.467081,"rvol_3bar":[0.591257,0.156008,0.001714],"trend_3bar":"DECELERATING","projected_rvol":2.081244},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":1.0,"sell_vol":1618.0,"unclassified_vol":0.0,"imbalance":-0.998765,"bid":12.58,"ask":12.61,"spread_pct":0.23819,"quote_size_imbalance":null,"quote_age_s":0.262207},"context":{"vwap":12.610424,"price_vs_vwap_pct":-0.207957,"ema9":12.640022,"ema20":12.667256,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.448062,"dist_to_hod_atr":5.715057,"atr":0.055258,"spread_atr":0.542912,"own_change_pct":-0.090909,"rel_strength_pct":{"SPY":-0.101386,"IWM":-0.054977}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.001712},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"72a83d0feba9","ts":"2026-09-09T14:46:45+00:00","symbol":"BKKT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.5473,"target":8.94,"target_label":"premarket_high","reward_risk":1.09,"pos_in_5d_range_pct":115.8,"room_to_5d_high_atr":-0.29},"price":8.735,"vwap":8.735,"ext_from_open_pct":1.69,"max_ext_allowed_pct":3.0,"volume_pace":2.196,"trend":"flat","recent_slope_pct":-0.0384,"volatility":"high"},"price":8.735,"volume":{"bars":76,"last_bar_volume":2393.0,"baseline_avg":3302.55,"bar_rvol":0.724592,"raw_accel":1.077257,"smooth_accel":-0.185162,"accel_momentum":0.02487,"rvol_3bar":[0.442556,0.293653,0.724592],"trend_3bar":"MIXED","projected_rvol":0.230125},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":354.0,"sell_vol":103.0,"unclassified_vol":0.0,"imbalance":0.549234,"bid":8.72,"ask":8.75,"spread_pct":0.343446,"quote_size_imbalance":null,"quote_age_s":3.027936},"context":{"vwap":8.734959,"price_vs_vwap_pct":0.000466,"ema9":8.745427,"ema20":8.73552,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.61333,"dist_to_hod_atr":4.844456,"atr":0.048385,"spread_atr":0.620024,"own_change_pct":-0.394545,"rel_strength_pct":{"SPY":-0.405022,"IWM":-0.358612}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.39797},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"36df619fa398","ts":"2026-09-09T14:47:15+00:00","symbol":"BKKT","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":8.5473,"target":8.94,"target_label":"premarket_high","reward_risk":1.09,"pos_in_5d_range_pct":115.8,"room_to_5d_high_atr":-0.29},"price":8.735,"vwap":8.735,"ext_from_open_pct":1.69,"max_ext_allowed_pct":3.0,"volume_pace":2.187,"trend":"flat","recent_slope_pct":0.0369,"volatility":"high"},"price":8.735,"volume":{"bars":77,"last_bar_volume":679.0,"baseline_avg":3309.45,"bar_rvol":0.20517,"raw_accel":-0.716256,"smooth_accel":-0.39153,"accel_momentum":-0.206367,"rvol_3bar":[0.293653,0.724592,0.20517],"trend_3bar":"MIXED","projected_rvol":0.968137},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":306.0,"sell_vol":604.0,"unclassified_vol":0.0,"imbalance":-0.327473,"bid":8.72,"ask":8.75,"spread_pct":0.343446,"quote_size_imbalance":null,"quote_age_s":15.003255},"context":{"vwap":8.734968,"price_vs_vwap_pct":0.000372,"ema9":8.746322,"ema20":8.73689,"ema_stack":false,"ema_warm":true,"hod":8.9694,"dist_to_hod_pct":-2.61333,"dist_to_hod_atr":4.980364,"atr":0.047065,"spread_atr":0.637419,"own_change_pct":0.113272,"rel_strength_pct":{"SPY":0.122438,"IWM":0.149205}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.067188},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4a0bdf360f87","ts":"2026-09-09T14:47:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.21 below VWAP $8.21","plan":{"state":"PASS","setup":"","stop":8.1274,"target":8.4,"target_label":"prev_day_high","reward_risk":2.33,"pos_in_5d_range_pct":22.4,"room_to_5d_high_atr":1.64},"price":8.2093,"vwap":8.2098,"ext_from_open_pct":-3.98,"max_ext_allowed_pct":4.0,"volume_pace":2.265,"trend":"flat","recent_slope_pct":0.067,"volatility":"medium"},"price":8.2093,"volume":{"bars":77,"last_bar_volume":891.0,"baseline_avg":5242.7,"bar_rvol":0.169951,"raw_accel":-0.75028,"smooth_accel":-0.861707,"accel_momentum":-1.881439,"rvol_3bar":[0.099227,0.701334,0.169951],"trend_3bar":"MIXED","projected_rvol":0.532296},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1253.0,"sell_vol":840.0,"unclassified_vol":0.0,"imbalance":0.197324,"bid":8.26,"ask":8.28,"spread_pct":0.241838,"quote_size_imbalance":null,"quote_age_s":2.138311},"context":{"vwap":8.209705,"price_vs_vwap_pct":-0.004929,"ema9":8.237103,"ema20":8.251066,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.5,"dist_to_hod_atr":9.815897,"atr":0.05814,"spread_atr":0.343995,"own_change_pct":-1.024519,"rel_strength_pct":{"SPY":-1.015353,"IWM":-0.988586}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.033535},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2fa046631d62","ts":"2026-09-09T14:47:55+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6212,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.633,"trend":"flat","recent_slope_pct":0.0025,"volatility":"medium"},"price":14.62,"volume":{"bars":77,"last_bar_volume":29565.0,"baseline_avg":29067.5,"bar_rvol":1.017115,"raw_accel":0.85314,"smooth_accel":1.656444,"accel_momentum":0.937788,"rvol_3bar":[2.529312,0.554445,1.017115],"trend_3bar":"MIXED","projected_rvol":0.758861},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":10058.0,"sell_vol":8772.0,"unclassified_vol":0.0,"imbalance":0.068295,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.664619},"context":{"vwap":14.621083,"price_vs_vwap_pct":-0.007408,"ema9":14.624117,"ema20":14.603829,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":7.809221,"atr":0.038416,"spread_atr":0.260307,"own_change_pct":0.157943,"rel_strength_pct":{"SPY":0.167109,"IWM":0.193876}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.069464},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"98f78a352d45","ts":"2026-09-09T14:48:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.154,"target":8.4,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":26.2,"room_to_5d_high_atr":1.55},"price":8.2359,"vwap":8.2098,"ext_from_open_pct":-3.67,"max_ext_allowed_pct":4.0,"volume_pace":2.26,"trend":"flat","recent_slope_pct":0.1317,"volatility":"medium"},"price":8.2359,"volume":{"bars":77,"last_bar_volume":891.0,"baseline_avg":5242.7,"bar_rvol":0.169951,"raw_accel":-0.75028,"smooth_accel":-0.861707,"accel_momentum":-1.881439,"rvol_3bar":[0.099227,0.701334,0.169951],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":847.0,"sell_vol":168.0,"unclassified_vol":0.0,"imbalance":0.668966,"bid":8.25,"ask":8.27,"spread_pct":0.242131,"quote_size_imbalance":null,"quote_age_s":3.145736},"context":{"vwap":8.209705,"price_vs_vwap_pct":0.319077,"ema9":8.237103,"ema20":8.251066,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.197039,"dist_to_hod_atr":9.358384,"atr":0.05814,"spread_atr":0.343995,"own_change_pct":-1.024519,"rel_strength_pct":{"SPY":-1.023864,"IWM":-0.991996}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.113691},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b5c684428436","ts":"2026-09-09T14:48:00+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.4976,"target":14.96,"target_label":"premarket_high","reward_risk":2.53,"pos_in_5d_range_pct":-4.8,"room_to_5d_high_atr":3.0},"price":14.6286,"vwap":14.6212,"ext_from_open_pct":-1.95,"max_ext_allowed_pct":3.0,"volume_pace":0.632,"trend":"flat","recent_slope_pct":0.0142,"volatility":"medium"},"price":14.6286,"volume":{"bars":77,"last_bar_volume":29565.0,"baseline_avg":29067.5,"bar_rvol":1.017115,"raw_accel":0.85314,"smooth_accel":1.656444,"accel_momentum":0.937788,"rvol_3bar":[2.529312,0.554445,1.017115],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":10340.0,"sell_vol":8969.0,"unclassified_vol":0.0,"imbalance":0.071003,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.004685},"context":{"vwap":14.621083,"price_vs_vwap_pct":0.051411,"ema9":14.624117,"ema20":14.603829,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.953083,"dist_to_hod_atr":7.585357,"atr":0.038416,"spread_atr":0.260307,"own_change_pct":0.157943,"rel_strength_pct":{"SPY":0.158598,"IWM":0.190466}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.072218},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3ca9f5df1a34","ts":"2026-09-09T14:48:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 85.0s, plan says PASS; stop 11.70, target 12.05 (premarket_high), R:R 0.40; R:R 0.40 < 2.0 at 11.95; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":11.6974,"target":12.05,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":94.7,"room_to_5d_high_atr":0.11},"price":11.95,"vwap":11.9008,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":3.0,"volume_pace":0.813,"trend":"flat","recent_slope_pct":0.1421,"volatility":"high"},"price":11.95,"volume":{"bars":78,"last_bar_volume":123793.0,"baseline_avg":103790.4,"bar_rvol":1.192721,"raw_accel":-0.331712,"smooth_accel":0.528905,"accel_momentum":0.043831,"rvol_3bar":[1.07686,1.842974,1.192721],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":105,"trade_rate":3.5,"buy_vol":19211.0,"sell_vol":8830.0,"unclassified_vol":0.0,"imbalance":0.370208,"bid":11.95,"ask":11.96,"spread_pct":0.083647,"quote_size_imbalance":null,"quote_age_s":0.858098},"context":{"vwap":11.900773,"price_vs_vwap_pct":0.413645,"ema9":11.917835,"ema20":11.892027,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.646091,"dist_to_hod_atr":2.595296,"atr":0.077062,"spread_atr":0.129765,"own_change_pct":0.547138,"rel_strength_pct":{"SPY":0.547793,"IWM":0.579661}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.441555},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c62f34301bcb","ts":"2026-09-09T14:48:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6212,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.632,"trend":"flat","recent_slope_pct":-0.0486,"volatility":"medium"},"price":14.62,"volume":{"bars":78,"last_bar_volume":20721.0,"baseline_avg":29940.95,"bar_rvol":0.692062,"raw_accel":-0.299137,"smooth_accel":-0.283574,"accel_momentum":-1.940018,"rvol_3bar":[0.554445,1.017115,0.692062],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":10562.0,"sell_vol":9875.0,"unclassified_vol":0.0,"imbalance":0.033616,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.22362},"context":{"vwap":14.621177,"price_vs_vwap_pct":-0.008051,"ema9":14.625013,"ema20":14.606188,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":7.933366,"atr":0.037815,"spread_atr":0.264446,"own_change_pct":0.004102,"rel_strength_pct":{"SPY":0.004757,"IWM":0.036624}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.023264},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"da5356601083","ts":"2026-09-09T14:48:10+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.5058,"target":14.96,"target_label":"premarket_high","reward_risk":2.47,"pos_in_5d_range_pct":-4.2,"room_to_5d_high_atr":2.98},"price":14.6368,"vwap":14.6212,"ext_from_open_pct":-1.9,"max_ext_allowed_pct":3.0,"volume_pace":0.631,"trend":"flat","recent_slope_pct":-0.0256,"volatility":"medium"},"price":14.6368,"volume":{"bars":78,"last_bar_volume":20721.0,"baseline_avg":29940.95,"bar_rvol":0.692062,"raw_accel":-0.299137,"smooth_accel":-0.283574,"accel_momentum":-1.940018,"rvol_3bar":[0.554445,1.017115,0.692062],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":10727.0,"sell_vol":6125.0,"unclassified_vol":0.0,"imbalance":0.273083,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.631495},"context":{"vwap":14.621177,"price_vs_vwap_pct":0.10685,"ema9":14.625013,"ema20":14.606188,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.898123,"dist_to_hod_atr":7.489097,"atr":0.037815,"spread_atr":0.264446,"own_change_pct":0.004102,"rel_strength_pct":{"SPY":0.004757,"IWM":0.036624}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.188991},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"91d6b8137c93","ts":"2026-09-09T14:48:30+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.384,"target":11.98,"target_label":"range_20d_high","reward_risk":0.94,"pos_in_5d_range_pct":145.5,"room_to_5d_high_atr":-0.92},"price":11.692,"vwap":11.399,"ext_from_open_pct":-0.07,"max_ext_allowed_pct":4.0,"volume_pace":2.31,"trend":"flat","recent_slope_pct":0.2928,"volatility":"medium"},"price":11.692,"volume":{"bars":78,"last_bar_volume":1084.0,"baseline_avg":1246.3,"bar_rvol":0.869775,"raw_accel":2.479098,"smooth_accel":-0.053979,"accel_momentum":-0.788319,"rvol_3bar":[2.443784,0.05088,0.869775],"trend_3bar":"MIXED","projected_rvol":0.603386},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":366.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.946809,"bid":11.67,"ask":11.78,"spread_pct":0.938166,"quote_size_imbalance":null,"quote_age_s":0.278666},"context":{"vwap":11.39861,"price_vs_vwap_pct":2.573907,"ema9":11.531551,"ema20":11.490507,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-0.747029,"dist_to_hod_atr":0.842849,"atr":0.104408,"spread_atr":1.053561,"own_change_pct":1.660839,"rel_strength_pct":{"SPY":1.661494,"IWM":1.693362}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.82351},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1c2902aca74d","ts":"2026-09-09T14:48:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.02% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.384,"target":11.98,"target_label":"range_20d_high","reward_risk":0.94,"pos_in_5d_range_pct":145.5,"room_to_5d_high_atr":-0.92},"price":11.692,"vwap":11.399,"ext_from_open_pct":-0.07,"max_ext_allowed_pct":4.0,"volume_pace":2.308,"trend":"flat","recent_slope_pct":0.2928,"volatility":"medium"},"price":11.692,"volume":{"bars":78,"last_bar_volume":1084.0,"baseline_avg":1246.3,"bar_rvol":0.869775,"raw_accel":2.479098,"smooth_accel":-0.053979,"accel_momentum":-0.788319,"rvol_3bar":[2.443784,0.05088,0.869775],"trend_3bar":"MIXED","projected_rvol":0.517188},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":366.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.946809,"bid":11.67,"ask":11.79,"spread_pct":1.023018,"quote_size_imbalance":null,"quote_age_s":4.501492},"context":{"vwap":11.39861,"price_vs_vwap_pct":2.573907,"ema9":11.531551,"ema20":11.490507,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-0.747029,"dist_to_hod_atr":0.842849,"atr":0.104408,"spread_atr":1.14934,"own_change_pct":1.660839,"rel_strength_pct":{"SPY":1.661494,"IWM":1.693362}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.82351},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8554222f6a62","ts":"2026-09-09T14:48:35+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6212,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.63,"trend":"flat","recent_slope_pct":-0.0486,"volatility":"medium"},"price":14.62,"volume":{"bars":78,"last_bar_volume":20721.0,"baseline_avg":29940.95,"bar_rvol":0.692062,"raw_accel":-0.299137,"smooth_accel":-0.283574,"accel_momentum":-1.940018,"rvol_3bar":[0.554445,1.017115,0.692062],"trend_3bar":"MIXED","projected_rvol":0.580972},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":1093.0,"sell_vol":7516.0,"unclassified_vol":0.0,"imbalance":-0.74608,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.071268},"context":{"vwap":14.621177,"price_vs_vwap_pct":-0.008051,"ema9":14.625013,"ema20":14.606188,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":7.933366,"atr":0.037815,"spread_atr":0.264446,"own_change_pct":0.004102,"rel_strength_pct":{"SPY":0.004757,"IWM":0.036624}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.516334},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5aa98e890292","ts":"2026-09-09T14:48:45+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.6212,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":3.0,"volume_pace":0.629,"trend":"flat","recent_slope_pct":-0.0417,"volatility":"medium"},"price":14.625,"volume":{"bars":78,"last_bar_volume":20721.0,"baseline_avg":29940.95,"bar_rvol":0.692062,"raw_accel":-0.299137,"smooth_accel":-0.283574,"accel_momentum":-1.940018,"rvol_3bar":[0.554445,1.017115,0.692062],"trend_3bar":"MIXED","projected_rvol":0.543915},"flow":{"window_s":30,"trades":85,"trade_rate":2.833333,"buy_vol":980.0,"sell_vol":9153.0,"unclassified_vol":0.0,"imbalance":-0.806573,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.095859},"context":{"vwap":14.621177,"price_vs_vwap_pct":0.026146,"ema9":14.625013,"ema20":14.606188,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":7.801143,"atr":0.037815,"spread_atr":0.264446,"own_change_pct":0.004102,"rel_strength_pct":{"SPY":0.004757,"IWM":0.036624}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.558198},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1cb82aa8709c","ts":"2026-09-09T14:48:50+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6212,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.628,"trend":"flat","recent_slope_pct":-0.0486,"volatility":"medium"},"price":14.62,"volume":{"bars":78,"last_bar_volume":20721.0,"baseline_avg":29940.95,"bar_rvol":0.692062,"raw_accel":-0.299137,"smooth_accel":-0.283574,"accel_momentum":-1.940018,"rvol_3bar":[0.554445,1.017115,0.692062],"trend_3bar":"MIXED","projected_rvol":0.493572},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":985.0,"sell_vol":9237.0,"unclassified_vol":0.0,"imbalance":-0.807278,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.258144},"context":{"vwap":14.621177,"price_vs_vwap_pct":-0.008051,"ema9":14.625013,"ema20":14.606188,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":7.933366,"atr":0.037815,"spread_atr":0.264446,"own_change_pct":0.004102,"rel_strength_pct":{"SPY":0.004757,"IWM":0.036624}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.558687},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"19cbc73ecbcf","ts":"2026-09-09T14:48:55+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.4973,"target":14.96,"target_label":"premarket_high","reward_risk":2.53,"pos_in_5d_range_pct":-4.8,"room_to_5d_high_atr":3.0},"price":14.6283,"vwap":14.6212,"ext_from_open_pct":-1.96,"max_ext_allowed_pct":3.0,"volume_pace":0.628,"trend":"flat","recent_slope_pct":-0.0372,"volatility":"medium"},"price":14.6283,"volume":{"bars":78,"last_bar_volume":20721.0,"baseline_avg":29940.95,"bar_rvol":0.692062,"raw_accel":-0.299137,"smooth_accel":-0.283574,"accel_momentum":-1.940018,"rvol_3bar":[0.554445,1.017115,0.692062],"trend_3bar":"MIXED","projected_rvol":0.478068},"flow":{"window_s":30,"trades":88,"trade_rate":2.933333,"buy_vol":1084.0,"sell_vol":9086.0,"unclassified_vol":0.0,"imbalance":-0.786824,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.597134},"context":{"vwap":14.621177,"price_vs_vwap_pct":0.048716,"ema9":14.625013,"ema20":14.606188,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.955094,"dist_to_hod_atr":7.713876,"atr":0.037815,"spread_atr":0.264446,"own_change_pct":0.004102,"rel_strength_pct":{"SPY":0.004757,"IWM":0.036624}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.544531},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"98e86c8fe9e1","ts":"2026-09-09T14:49:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6212,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.627,"trend":"flat","recent_slope_pct":-0.0319,"volatility":"medium"},"price":14.62,"volume":{"bars":79,"last_bar_volume":13572.0,"baseline_avg":29623.5,"bar_rvol":0.45815,"raw_accel":-0.345012,"smooth_accel":-0.360717,"accel_momentum":-0.077142,"rvol_3bar":[1.017115,0.692062,0.45815],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":577.0,"sell_vol":3186.0,"unclassified_vol":0.0,"imbalance":-0.69333,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.162541},"context":{"vwap":14.62121,"price_vs_vwap_pct":-0.008279,"ema9":14.624291,"ema20":14.607637,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":8.188817,"atr":0.036635,"spread_atr":0.272961,"own_change_pct":0.043791,"rel_strength_pct":{"SPY":0.051647,"IWM":0.10198}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.317649},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1494939f97c1","ts":"2026-09-09T14:49:15+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.6212,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":3.0,"volume_pace":0.626,"trend":"flat","recent_slope_pct":-0.025,"volatility":"medium"},"price":14.625,"volume":{"bars":79,"last_bar_volume":13572.0,"baseline_avg":29623.5,"bar_rvol":0.45815,"raw_accel":-0.345012,"smooth_accel":-0.360717,"accel_momentum":-0.077142,"rvol_3bar":[1.017115,0.692062,0.45815],"trend_3bar":"DECELERATING","projected_rvol":0.174456},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":775.0,"sell_vol":1875.0,"unclassified_vol":0.0,"imbalance":-0.415094,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":2.198927},"context":{"vwap":14.62121,"price_vs_vwap_pct":0.025918,"ema9":14.624291,"ema20":14.607637,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":8.052336,"atr":0.036635,"spread_atr":0.272961,"own_change_pct":0.043791,"rel_strength_pct":{"SPY":0.051647,"IWM":0.10198}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.190175},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"c8b86eb3f9ff","ts":"2026-09-09T14:49:30+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.384,"target":11.98,"target_label":"range_20d_high","reward_risk":0.57,"pos_in_5d_range_pct":152.5,"room_to_5d_high_atr":-1.07},"price":11.763,"vwap":11.3994,"ext_from_open_pct":0.54,"max_ext_allowed_pct":3.0,"volume_pace":2.284,"trend":"flat","recent_slope_pct":0.3964,"volatility":"medium"},"price":11.763,"volume":{"bars":79,"last_bar_volume":417.0,"baseline_avg":1285.2,"bar_rvol":0.324463,"raw_accel":-0.615314,"smooth_accel":-0.759083,"accel_momentum":-0.705104,"rvol_3bar":[0.05088,0.869775,0.324463],"trend_3bar":"MIXED","projected_rvol":0.384376},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":185.0,"sell_vol":62.0,"unclassified_vol":0.0,"imbalance":0.497976,"bid":11.68,"ask":11.79,"spread_pct":0.937367,"quote_size_imbalance":null,"quote_age_s":0.698518},"context":{"vwap":11.399072,"price_vs_vwap_pct":3.192615,"ema9":11.56464,"ema20":11.510173,"ema_stack":true,"ema_warm":true,"hod":11.78,"dist_to_hod_pct":-0.144312,"dist_to_hod_atr":0.161367,"atr":0.10535,"spread_atr":1.044138,"own_change_pct":1.576137,"rel_strength_pct":{"SPY":1.583993,"IWM":1.634326}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.161575},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0d9313ffa6fe","ts":"2026-09-09T14:50:35+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6213,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":4.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":-0.0323,"volatility":"medium"},"price":14.62,"volume":{"bars":80,"last_bar_volume":18138.0,"baseline_avg":29372.3,"bar_rvol":0.617521,"raw_accel":0.336428,"smooth_accel":-0.526741,"accel_momentum":-0.166024,"rvol_3bar":[0.692062,0.45815,0.617521],"trend_3bar":"MIXED","projected_rvol":1.150647},"flow":{"window_s":30,"trades":97,"trade_rate":3.233333,"buy_vol":15286.0,"sell_vol":3526.0,"unclassified_vol":0.0,"imbalance":0.625133,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.344947},"context":{"vwap":14.621291,"price_vs_vwap_pct":-0.008829,"ema9":14.627153,"ema20":14.610585,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":8.463318,"atr":0.035447,"spread_atr":0.282111,"own_change_pct":-0.111907,"rel_strength_pct":{"SPY":-0.106015,"IWM":-0.07939}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.386032},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bda05c774c4f","ts":"2026-09-09T14:50:40+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.5026,"target":14.96,"target_label":"premarket_high","reward_risk":2.49,"pos_in_5d_range_pct":-4.4,"room_to_5d_high_atr":2.99},"price":14.6336,"vwap":14.6214,"ext_from_open_pct":-1.92,"max_ext_allowed_pct":4.0,"volume_pace":0.623,"trend":"flat","recent_slope_pct":-0.0137,"volatility":"medium"},"price":14.6336,"volume":{"bars":80,"last_bar_volume":18138.0,"baseline_avg":29372.3,"bar_rvol":0.617521,"raw_accel":0.336428,"smooth_accel":-0.526741,"accel_momentum":-0.166024,"rvol_3bar":[0.692062,0.45815,0.617521],"trend_3bar":"MIXED","projected_rvol":1.022443},"flow":{"window_s":30,"trades":85,"trade_rate":2.833333,"buy_vol":15590.0,"sell_vol":1914.0,"unclassified_vol":0.0,"imbalance":0.781307,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":3.12885},"context":{"vwap":14.621291,"price_vs_vwap_pct":0.084186,"ema9":14.627153,"ema20":14.610585,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.919571,"dist_to_hod_atr":8.079647,"atr":0.035447,"spread_atr":0.282111,"own_change_pct":-0.111907,"rel_strength_pct":{"SPY":-0.106015,"IWM":-0.07939}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.482473},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"219303763e60","ts":"2026-09-09T14:51:05+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6654,"target":12.05,"target_label":"premarket_high","reward_risk":0.52,"pos_in_5d_range_pct":93.1,"room_to_5d_high_atr":0.14},"price":11.918,"vwap":11.902,"ext_from_open_pct":-1.18,"max_ext_allowed_pct":3.0,"volume_pace":0.808,"trend":"flat","recent_slope_pct":-0.0327,"volatility":"high"},"price":11.918,"volume":{"bars":81,"last_bar_volume":66675.0,"baseline_avg":94061.1,"bar_rvol":0.708848,"raw_accel":-0.066216,"smooth_accel":-0.357351,"accel_momentum":-0.25608,"rvol_3bar":[1.265352,0.729667,0.708848],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":248,"trade_rate":8.266667,"buy_vol":32373.0,"sell_vol":23782.0,"unclassified_vol":0.0,"imbalance":0.152987,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":0.040244},"context":{"vwap":11.901895,"price_vs_vwap_pct":0.135313,"ema9":11.929236,"ema20":11.904631,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.909465,"dist_to_hod_atr":3.31762,"atr":0.06993,"spread_atr":0.143001,"own_change_pct":0.248418,"rel_strength_pct":{"SPY":0.24187,"IWM":0.262111}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.108445},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"9d956c4b28a0","ts":"2026-09-09T14:51:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6214,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.622,"trend":"flat","recent_slope_pct":-0.0068,"volatility":"medium"},"price":14.62,"volume":{"bars":81,"last_bar_volume":28122.0,"baseline_avg":29858.35,"bar_rvol":0.941847,"raw_accel":0.550447,"smooth_accel":-0.096739,"accel_momentum":0.430001,"rvol_3bar":[0.45815,0.617521,0.941847],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":2335.0,"sell_vol":6828.0,"unclassified_vol":0.0,"imbalance":-0.490342,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.088051},"context":{"vwap":14.621378,"price_vs_vwap_pct":-0.009427,"ema9":14.627442,"ema20":14.612301,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":8.735219,"atr":0.034344,"spread_atr":0.291174,"own_change_pct":-0.007519,"rel_strength_pct":{"SPY":-0.014067,"IWM":0.006175}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.461827},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"54de2162da14","ts":"2026-09-09T14:51:10+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.6214,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":3.0,"volume_pace":0.622,"trend":"flat","recent_slope_pct":0.0,"volatility":"medium"},"price":14.625,"volume":{"bars":81,"last_bar_volume":28122.0,"baseline_avg":29858.35,"bar_rvol":0.941847,"raw_accel":0.550447,"smooth_accel":-0.096739,"accel_momentum":0.430001,"rvol_3bar":[0.45815,0.617521,0.941847],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":2032.0,"sell_vol":6828.0,"unclassified_vol":0.0,"imbalance":-0.541309,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.775552},"context":{"vwap":14.621378,"price_vs_vwap_pct":0.02477,"ema9":14.627442,"ema20":14.612301,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":8.589632,"atr":0.034344,"spread_atr":0.291174,"own_change_pct":-0.007519,"rel_strength_pct":{"SPY":-0.014067,"IWM":0.006175}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.509831},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bea076eb4f56","ts":"2026-09-09T14:51:15+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.484,"target":14.96,"target_label":"premarket_high","reward_risk":2.63,"pos_in_5d_range_pct":-5.7,"room_to_5d_high_atr":3.02},"price":14.615,"vwap":14.6214,"ext_from_open_pct":-2.04,"max_ext_allowed_pct":3.0,"volume_pace":0.623,"trend":"flat","recent_slope_pct":-0.0137,"volatility":"medium"},"price":14.615,"volume":{"bars":81,"last_bar_volume":28122.0,"baseline_avg":29858.35,"bar_rvol":0.941847,"raw_accel":0.550447,"smooth_accel":-0.096739,"accel_momentum":0.430001,"rvol_3bar":[0.45815,0.617521,0.941847],"trend_3bar":"ACCELERATING","projected_rvol":0.996438},"flow":{"window_s":30,"trades":93,"trade_rate":3.1,"buy_vol":3618.0,"sell_vol":6479.0,"unclassified_vol":0.0,"imbalance":-0.283351,"bid":14.61,"ask":14.62,"spread_pct":0.068423,"quote_size_imbalance":null,"quote_age_s":0.239313},"context":{"vwap":14.621378,"price_vs_vwap_pct":-0.043623,"ema9":14.627442,"ema20":14.612301,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.044236,"dist_to_hod_atr":8.880806,"atr":0.034344,"spread_atr":0.291174,"own_change_pct":-0.007519,"rel_strength_pct":{"SPY":-0.014067,"IWM":0.006175}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.266874},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"76b810897ca8","ts":"2026-09-09T14:51:25+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 675.0s, plan says PASS; stop 12.61, target 12.74 (premarket_high), R:R 0.25; R:R 0.25 < 2.0 at 12.71; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.609,"target":12.74,"target_label":"premarket_high","reward_risk":0.25,"pos_in_5d_range_pct":50.5,"room_to_5d_high_atr":1.04},"price":12.714,"vwap":12.5515,"ext_from_open_pct":0.82,"max_ext_allowed_pct":4.0,"volume_pace":4.567,"trend":"flat","recent_slope_pct":-0.0064,"volatility":"medium"},"price":12.714,"volume":{"bars":81,"last_bar_volume":11535.0,"baseline_avg":30834.7,"bar_rvol":0.374092,"raw_accel":-0.46946,"smooth_accel":2.744042,"accel_momentum":-1.072948,"rvol_3bar":[2.389826,0.715022,0.374092],"trend_3bar":"DECELERATING","projected_rvol":0.044521},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":713.0,"sell_vol":232.0,"unclassified_vol":0.0,"imbalance":0.508995,"bid":12.76,"ask":12.77,"spread_pct":0.078339,"quote_size_imbalance":null,"quote_age_s":0.587264},"context":{"vwap":12.551509,"price_vs_vwap_pct":1.294597,"ema9":12.715031,"ema20":12.696694,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.594214,"dist_to_hod_atr":1.336899,"atr":0.056848,"spread_atr":0.175908,"own_change_pct":0.184397,"rel_strength_pct":{"SPY":0.17785,"IWM":0.198091}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.190411},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"02a4f07a3b33","ts":"2026-09-09T14:51:25+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.4976,"target":14.96,"target_label":"premarket_high","reward_risk":2.53,"pos_in_5d_range_pct":-4.8,"room_to_5d_high_atr":3.0},"price":14.6286,"vwap":14.6214,"ext_from_open_pct":-1.95,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":0.0049,"volatility":"medium"},"price":14.6286,"volume":{"bars":81,"last_bar_volume":28122.0,"baseline_avg":29858.35,"bar_rvol":0.941847,"raw_accel":0.550447,"smooth_accel":-0.096739,"accel_momentum":0.430001,"rvol_3bar":[0.45815,0.617521,0.941847],"trend_3bar":"ACCELERATING","projected_rvol":1.571179},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":10695.0,"sell_vol":8857.0,"unclassified_vol":0.0,"imbalance":0.094006,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.109341},"context":{"vwap":14.621378,"price_vs_vwap_pct":0.049391,"ema9":14.627442,"ema20":14.612301,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.953083,"dist_to_hod_atr":8.48481,"atr":0.034344,"spread_atr":0.291174,"own_change_pct":-0.007519,"rel_strength_pct":{"SPY":-0.014067,"IWM":0.006175}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.088539},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f2f071af0dd7","ts":"2026-09-09T14:51:30+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 680.0s, plan says WATCH; stop 12.66, target 12.90 (prev_day_high), R:R 1.33; R:R 1.33 < 2.0 at 12.77; breakout: 1-min close > 12.80 on >= 34311 sh","plan":{"state":"WATCH","setup":"","stop":12.66,"target":12.905,"target_label":"prev_day_high","reward_risk":1.33,"pos_in_5d_range_pct":56.3,"room_to_5d_high_atr":0.92},"price":12.765,"vwap":12.5516,"ext_from_open_pct":1.23,"max_ext_allowed_pct":4.0,"volume_pace":4.563,"trend":"flat","recent_slope_pct":0.0737,"volatility":"medium"},"price":12.765,"volume":{"bars":81,"last_bar_volume":11535.0,"baseline_avg":30834.7,"bar_rvol":0.374092,"raw_accel":-0.46946,"smooth_accel":2.744042,"accel_momentum":-1.072948,"rvol_3bar":[2.389826,0.715022,0.374092],"trend_3bar":"DECELERATING","projected_rvol":0.043587},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":442.0,"sell_vol":230.0,"unclassified_vol":0.0,"imbalance":0.315476,"bid":12.76,"ask":12.77,"spread_pct":0.078339,"quote_size_imbalance":null,"quote_age_s":3.165853},"context":{"vwap":12.551509,"price_vs_vwap_pct":1.700923,"ema9":12.715031,"ema20":12.696694,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.195465,"dist_to_hod_atr":0.439769,"atr":0.056848,"spread_atr":0.175908,"own_change_pct":0.184397,"rel_strength_pct":{"SPY":0.17785,"IWM":0.198091}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.118017},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6c64f694fb3d","ts":"2026-09-09T14:51:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 685.0s, plan says PASS; stop 12.61, target 12.74 (premarket_high), R:R 0.24; R:R 0.24 < 2.0 at 12.71; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.6097,"target":12.74,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":50.5,"room_to_5d_high_atr":1.04},"price":12.7147,"vwap":12.5516,"ext_from_open_pct":0.83,"max_ext_allowed_pct":4.0,"volume_pace":4.559,"trend":"flat","recent_slope_pct":-0.0053,"volatility":"medium"},"price":12.7147,"volume":{"bars":81,"last_bar_volume":11535.0,"baseline_avg":30834.7,"bar_rvol":0.374092,"raw_accel":-0.46946,"smooth_accel":2.744042,"accel_momentum":-1.072948,"rvol_3bar":[2.389826,0.715022,0.374092],"trend_3bar":"DECELERATING","projected_rvol":0.060766},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":743.0,"sell_vol":350.0,"unclassified_vol":0.0,"imbalance":0.359561,"bid":12.76,"ask":12.77,"spread_pct":0.078339,"quote_size_imbalance":null,"quote_age_s":8.165853},"context":{"vwap":12.551509,"price_vs_vwap_pct":1.300174,"ema9":12.715031,"ema20":12.696694,"ema_stack":false,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.588741,"dist_to_hod_atr":1.324586,"atr":0.056848,"spread_atr":0.175908,"own_change_pct":0.184397,"rel_strength_pct":{"SPY":0.17785,"IWM":0.198091}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.134509},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"604c78aabce9","ts":"2026-09-09T14:51:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 690.0s, plan says WATCH; stop 12.66, target 12.90 (prev_day_high), R:R 1.33; R:R 1.33 < 2.0 at 12.77; breakout: 1-min close > 12.80 on >= 34311 sh","plan":{"state":"WATCH","setup":"","stop":12.66,"target":12.905,"target_label":"prev_day_high","reward_risk":1.33,"pos_in_5d_range_pct":56.3,"room_to_5d_high_atr":0.92},"price":12.765,"vwap":12.5516,"ext_from_open_pct":1.23,"max_ext_allowed_pct":4.0,"volume_pace":4.554,"trend":"flat","recent_slope_pct":0.0737,"volatility":"medium"},"price":12.765,"volume":{"bars":81,"last_bar_volume":11535.0,"baseline_avg":30834.7,"bar_rvol":0.374092,"raw_accel":-0.46946,"smooth_accel":2.744042,"accel_momentum":-1.072948,"rvol_3bar":[2.389826,0.715022,0.374092],"trend_3bar":"DECELERATING","projected_rvol":0.05857},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":850.0,"sell_vol":345.0,"unclassified_vol":0.0,"imbalance":0.422594,"bid":12.76,"ask":12.77,"spread_pct":0.078339,"quote_size_imbalance":null,"quote_age_s":13.165853},"context":{"vwap":12.551509,"price_vs_vwap_pct":1.700923,"ema9":12.715031,"ema20":12.696694,"ema_stack":true,"ema_warm":true,"hod":12.79,"dist_to_hod_pct":-0.195465,"dist_to_hod_atr":0.439769,"atr":0.056848,"spread_atr":0.175908,"own_change_pct":0.184397,"rel_strength_pct":{"SPY":0.17785,"IWM":0.198091}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.158089},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"c02c3f07e5d3","ts":"2026-09-09T14:52:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.6774,"target":12.05,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":93.7,"room_to_5d_high_atr":0.13},"price":11.93,"vwap":11.9023,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":4.0,"volume_pace":0.808,"trend":"flat","recent_slope_pct":-0.0035,"volatility":"high"},"price":11.93,"volume":{"bars":82,"last_bar_volume":128769.0,"baseline_avg":93855.55,"bar_rvol":1.371991,"raw_accel":0.931294,"smooth_accel":-0.391231,"accel_momentum":-0.03388,"rvol_3bar":[0.729667,0.708848,1.371991],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":117,"trade_rate":3.9,"buy_vol":26548.0,"sell_vol":6005.0,"unclassified_vol":0.0,"imbalance":0.631063,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.521497},"context":{"vwap":11.902299,"price_vs_vwap_pct":0.232737,"ema9":11.931628,"ema20":11.908114,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.8107,"dist_to_hod_atr":3.211392,"atr":0.068506,"spread_atr":0.145972,"own_change_pct":-0.44852,"rel_strength_pct":{"SPY":-0.455722,"IWM":-0.409151}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.865813},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8a8b0db046b8","ts":"2026-09-09T14:52:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.18% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":0.3,"pos_in_5d_range_pct":163.2,"room_to_5d_high_atr":-1.28},"price":11.87,"vwap":11.4442,"ext_from_open_pct":1.45,"max_ext_allowed_pct":4.0,"volume_pace":2.471,"trend":"flat","recent_slope_pct":0.4229,"volatility":"medium"},"price":11.87,"volume":{"bars":82,"last_bar_volume":21749.0,"baseline_avg":944.25,"bar_rvol":23.033095,"raw_accel":13.855874,"smooth_accel":14.01853,"accel_momentum":14.484344,"rvol_3bar":[0.277897,1.619648,23.033095],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":164,"trade_rate":5.466667,"buy_vol":9704.0,"sell_vol":4199.0,"unclassified_vol":0.0,"imbalance":0.395958,"bid":11.83,"ask":11.97,"spread_pct":1.176471,"quote_size_imbalance":null,"quote_age_s":2.418244},"context":{"vwap":11.433619,"price_vs_vwap_pct":3.816646,"ema9":11.664718,"ema20":11.575914,"ema_stack":true,"ema_warm":true,"hod":11.87,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.110273,"spread_atr":1.26958,"own_change_pct":1.868596,"rel_strength_pct":{"SPY":1.861393,"IWM":1.907965}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":9.120132},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0b82a3b46528","ts":"2026-09-09T14:52:15+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.4891,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.6201,"vwap":14.6214,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":4.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":-0.0111,"volatility":"medium"},"price":14.6201,"volume":{"bars":82,"last_bar_volume":21735.0,"baseline_avg":29240.6,"bar_rvol":0.743316,"raw_accel":-0.227118,"smooth_accel":0.064784,"accel_momentum":0.161523,"rvol_3bar":[0.617521,0.941847,0.743316],"trend_3bar":"MIXED","projected_rvol":0.038576},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":417.0,"sell_vol":501.0,"unclassified_vol":0.0,"imbalance":-0.091503,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":9.285301},"context":{"vwap":14.621401,"price_vs_vwap_pct":-0.008898,"ema9":14.626954,"ema20":14.613511,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010054,"dist_to_hod_atr":9.049322,"atr":0.033141,"spread_atr":0.301745,"own_change_pct":-0.161108,"rel_strength_pct":{"SPY":-0.16831,"IWM":-0.121738}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.068016},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a0e69b26b929","ts":"2026-09-09T14:52:20+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":0.19,"pos_in_5d_range_pct":166.7,"room_to_5d_high_atr":-1.35},"price":11.905,"vwap":11.4476,"ext_from_open_pct":1.75,"max_ext_allowed_pct":3.0,"volume_pace":2.482,"trend":"flat","recent_slope_pct":0.4821,"volatility":"medium"},"price":11.905,"volume":{"bars":82,"last_bar_volume":21749.0,"baseline_avg":944.25,"bar_rvol":23.033095,"raw_accel":13.855874,"smooth_accel":14.01853,"accel_momentum":14.484344,"rvol_3bar":[0.277897,1.619648,23.033095],"trend_3bar":"ACCELERATING","projected_rvol":27.523431},"flow":{"window_s":30,"trades":95,"trade_rate":3.166667,"buy_vol":6588.0,"sell_vol":3815.0,"unclassified_vol":0.0,"imbalance":0.266558,"bid":11.85,"ask":11.96,"spread_pct":0.923982,"quote_size_imbalance":null,"quote_age_s":3.465462},"context":{"vwap":11.433619,"price_vs_vwap_pct":4.122761,"ema9":11.664718,"ema20":11.575914,"ema_stack":true,"ema_warm":true,"hod":11.87,"dist_to_hod_pct":0.294861,"dist_to_hod_atr":-0.317395,"atr":0.110273,"spread_atr":0.997527,"own_change_pct":1.868596,"rel_strength_pct":{"SPY":1.861393,"IWM":1.907965}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":6.139649},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a886419080f8","ts":"2026-09-09T14:52:20+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.6214,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":4.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":-0.0044,"volatility":"medium"},"price":14.625,"volume":{"bars":82,"last_bar_volume":21735.0,"baseline_avg":29240.6,"bar_rvol":0.743316,"raw_accel":-0.227118,"smooth_accel":0.064784,"accel_momentum":0.161523,"rvol_3bar":[0.617521,0.941847,0.743316],"trend_3bar":"MIXED","projected_rvol":0.040731},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":517.0,"sell_vol":493.0,"unclassified_vol":0.0,"imbalance":0.023762,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":1.209613},"context":{"vwap":14.621401,"price_vs_vwap_pct":0.024615,"ema9":14.626954,"ema20":14.613511,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":8.901467,"atr":0.033141,"spread_atr":0.301745,"own_change_pct":-0.161108,"rel_strength_pct":{"SPY":-0.16831,"IWM":-0.121738}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.017663},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"588d689d8873","ts":"2026-09-09T14:52:40+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.21 below VWAP $8.21","plan":{"state":"PASS","setup":"","stop":8.1235,"target":8.4,"target_label":"prev_day_high","reward_risk":2.38,"pos_in_5d_range_pct":21.8,"room_to_5d_high_atr":1.65},"price":8.2054,"vwap":8.2101,"ext_from_open_pct":-4.03,"max_ext_allowed_pct":3.0,"volume_pace":2.148,"trend":"flat","recent_slope_pct":-0.1266,"volatility":"medium"},"price":8.2054,"volume":{"bars":82,"last_bar_volume":3130.0,"baseline_avg":4738.25,"bar_rvol":0.660581,"raw_accel":1.642326,"smooth_accel":-0.010399,"accel_momentum":0.904584,"rvol_3bar":[0.023542,0.050874,0.660581],"trend_3bar":"ACCELERATING","projected_rvol":0.009814},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":17.0,"sell_vol":14.0,"unclassified_vol":0.0,"imbalance":0.096774,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":13.750767},"context":{"vwap":8.210089,"price_vs_vwap_pct":-0.057115,"ema9":8.247221,"ema20":8.251291,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.544419,"dist_to_hod_atr":10.456835,"atr":0.05495,"spread_atr":0.181985,"own_change_pct":0.215043,"rel_strength_pct":{"SPY":0.207841,"IWM":0.254413}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.063927},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2712086deedc","ts":"2026-09-09T14:52:40+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.90 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.6474,"target":12.05,"target_label":"premarket_high","reward_risk":0.59,"pos_in_5d_range_pct":92.3,"room_to_5d_high_atr":0.16},"price":11.9,"vwap":11.9023,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":3.0,"volume_pace":0.804,"trend":"flat","recent_slope_pct":-0.0538,"volatility":"high"},"price":11.9,"volume":{"bars":82,"last_bar_volume":128769.0,"baseline_avg":93855.55,"bar_rvol":1.371991,"raw_accel":0.931294,"smooth_accel":-0.391231,"accel_momentum":-0.03388,"rvol_3bar":[0.729667,0.708848,1.371991],"trend_3bar":"MIXED","projected_rvol":0.355248},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":5162.0,"sell_vol":15982.0,"unclassified_vol":0.0,"imbalance":-0.511729,"bid":11.9,"ask":11.91,"spread_pct":0.083998,"quote_size_imbalance":null,"quote_age_s":1.80885},"context":{"vwap":11.902299,"price_vs_vwap_pct":-0.019316,"ema9":11.931628,"ema20":11.908114,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.057613,"dist_to_hod_atr":3.649309,"atr":0.068506,"spread_atr":0.145972,"own_change_pct":-0.44852,"rel_strength_pct":{"SPY":-0.455722,"IWM":-0.409151}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.702088},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e2d6fa5a1576","ts":"2026-09-09T14:52:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 20.0s, plan says PASS; stop 11.51, target 12.41 (premarket_high), R:R 0.93; target 0.44 away > ~0.41 reachable in 302 min","plan":{"state":"PASS","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.93,"pos_in_5d_range_pct":173.6,"room_to_5d_high_atr":-1.5},"price":11.975,"vwap":11.4575,"ext_from_open_pct":2.35,"max_ext_allowed_pct":3.0,"volume_pace":2.518,"trend":"flat","recent_slope_pct":0.6003,"volatility":"medium"},"price":11.975,"volume":{"bars":82,"last_bar_volume":21749.0,"baseline_avg":944.25,"bar_rvol":23.033095,"raw_accel":13.855874,"smooth_accel":14.01853,"accel_momentum":14.484344,"rvol_3bar":[0.277897,1.619648,23.033095],"trend_3bar":"ACCELERATING","projected_rvol":22.300238},"flow":{"window_s":30,"trades":79,"trade_rate":2.633333,"buy_vol":3131.0,"sell_vol":3299.0,"unclassified_vol":0.0,"imbalance":-0.026128,"bid":11.94,"ask":12.0,"spread_pct":0.501253,"quote_size_imbalance":null,"quote_age_s":0.779018},"context":{"vwap":11.433619,"price_vs_vwap_pct":4.734991,"ema9":11.664718,"ema20":11.575914,"ema_stack":true,"ema_warm":true,"hod":11.87,"dist_to_hod_pct":0.884583,"dist_to_hod_atr":-0.952185,"atr":0.110273,"spread_atr":0.544106,"own_change_pct":1.868596,"rel_strength_pct":{"SPY":1.861393,"IWM":1.907965}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.601798},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"df07fa48f021","ts":"2026-09-09T14:52:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.6575,"target":12.05,"target_label":"premarket_high","reward_risk":0.55,"pos_in_5d_range_pct":92.8,"room_to_5d_high_atr":0.15},"price":11.9101,"vwap":11.9023,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.803,"trend":"flat","recent_slope_pct":-0.0369,"volatility":"high"},"price":11.9101,"volume":{"bars":82,"last_bar_volume":128769.0,"baseline_avg":93855.55,"bar_rvol":1.371991,"raw_accel":0.931294,"smooth_accel":-0.391231,"accel_momentum":-0.03388,"rvol_3bar":[0.729667,0.708848,1.371991],"trend_3bar":"MIXED","projected_rvol":0.336872},"flow":{"window_s":30,"trades":109,"trade_rate":3.633333,"buy_vol":5713.0,"sell_vol":15228.0,"unclassified_vol":0.0,"imbalance":-0.454372,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":0.277824},"context":{"vwap":11.902299,"price_vs_vwap_pct":0.065542,"ema9":11.931628,"ema20":11.908114,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.974486,"dist_to_hod_atr":3.501877,"atr":0.068506,"spread_atr":0.145972,"own_change_pct":-0.44852,"rel_strength_pct":{"SPY":-0.455722,"IWM":-0.409151}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.623394},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f6d1a9d12754","ts":"2026-09-09T14:53:00+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.89 below VWAP $11.90","plan":{"state":"PASS","setup":"","stop":11.6374,"target":12.05,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":91.8,"room_to_5d_high_atr":0.17},"price":11.89,"vwap":11.9023,"ext_from_open_pct":-1.41,"max_ext_allowed_pct":3.0,"volume_pace":0.802,"trend":"flat","recent_slope_pct":-0.0706,"volatility":"high"},"price":11.89,"volume":{"bars":82,"last_bar_volume":128769.0,"baseline_avg":93855.55,"bar_rvol":1.371991,"raw_accel":0.931294,"smooth_accel":-0.391231,"accel_momentum":-0.03388,"rvol_3bar":[0.729667,0.708848,1.371991],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":8373.0,"sell_vol":9753.0,"unclassified_vol":0.0,"imbalance":-0.076134,"bid":11.88,"ask":11.89,"spread_pct":0.08414,"quote_size_imbalance":null,"quote_age_s":0.441428},"context":{"vwap":11.902299,"price_vs_vwap_pct":-0.103333,"ema9":11.931628,"ema20":11.908114,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.139918,"dist_to_hod_atr":3.795282,"atr":0.068506,"spread_atr":0.145972,"own_change_pct":-0.44852,"rel_strength_pct":{"SPY":-0.456378,"IWM":-0.43311}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.104455},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"880277fa6067","ts":"2026-09-09T14:53:00+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 40.0s, plan says WATCH; stop 11.51, target 12.41 (premarket_high), R:R 0.83; broke ceiling 11.78 but R:R 0.83 < 2.0; R:R 0.83 < 2.0 at 12.00; pullback: buy 11.52-11.74 holding + reclaim/fading se","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.83,"pos_in_5d_range_pct":176.0,"room_to_5d_high_atr":-1.54},"price":11.999,"vwap":11.4602,"ext_from_open_pct":2.56,"max_ext_allowed_pct":4.0,"volume_pace":2.52,"trend":"flat","recent_slope_pct":0.6407,"volatility":"medium"},"price":11.999,"volume":{"bars":82,"last_bar_volume":21749.0,"baseline_avg":944.25,"bar_rvol":23.033095,"raw_accel":13.855874,"smooth_accel":14.01853,"accel_momentum":14.484344,"rvol_3bar":[0.277897,1.619648,23.033095],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":4214.0,"sell_vol":1911.0,"unclassified_vol":0.0,"imbalance":0.376,"bid":11.94,"ask":12.0,"spread_pct":0.501253,"quote_size_imbalance":null,"quote_age_s":3.83965},"context":{"vwap":11.433619,"price_vs_vwap_pct":4.944898,"ema9":11.664718,"ema20":11.575914,"ema_stack":true,"ema_warm":true,"hod":11.87,"dist_to_hod_pct":1.086773,"dist_to_hod_atr":-1.169827,"atr":0.110273,"spread_atr":0.544106,"own_change_pct":1.868596,"rel_strength_pct":{"SPY":1.860738,"IWM":1.884006}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":8.660444},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c3ab4438f079","ts":"2026-09-09T14:53:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 45.0s, plan says PASS; stop 11.51, target 12.41 (premarket_high), R:R 0.88; target 0.42 away > ~0.41 reachable in 302 min","plan":{"state":"PASS","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.88,"pos_in_5d_range_pct":174.8,"room_to_5d_high_atr":-1.52},"price":11.9865,"vwap":11.4602,"ext_from_open_pct":2.45,"max_ext_allowed_pct":3.0,"volume_pace":2.518,"trend":"flat","recent_slope_pct":0.7154,"volatility":"medium"},"price":11.9865,"volume":{"bars":83,"last_bar_volume":15476.0,"baseline_avg":2005.45,"bar_rvol":7.716971,"raw_accel":-0.288427,"smooth_accel":20.589844,"accel_momentum":6.571313,"rvol_3bar":[1.619648,23.033095,7.716971],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":3217.0,"sell_vol":1873.0,"unclassified_vol":0.0,"imbalance":0.264047,"bid":11.94,"ask":12.0,"spread_pct":0.501253,"quote_size_imbalance":null,"quote_age_s":8.83965},"context":{"vwap":11.46021,"price_vs_vwap_pct":4.592324,"ema9":11.731575,"ema20":11.616208,"ema_stack":true,"ema_warm":true,"hod":12.0,"dist_to_hod_pct":-0.1125,"dist_to_hod_atr":0.116649,"atr":0.115732,"spread_atr":0.51844,"own_change_pct":3.172829,"rel_strength_pct":{"SPY":3.164971,"IWM":3.188239}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":2.037644},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fdbb3a9504da","ts":"2026-09-09T14:53:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 50.0s, plan says WATCH; stop 11.51, target 12.41 (premarket_high), R:R 0.83; broke range_20d_high 11.98 but R:R 0.83 < 2.0; R:R 0.83 < 2.0 at 12.00; pullback: buy 11.52-11.74 holding + reclaim/fa","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.83,"pos_in_5d_range_pct":176.1,"room_to_5d_high_atr":-1.55},"price":12.0,"vwap":11.4621,"ext_from_open_pct":2.56,"max_ext_allowed_pct":4.0,"volume_pace":2.524,"trend":"flat","recent_slope_pct":0.738,"volatility":"medium"},"price":12.0,"volume":{"bars":83,"last_bar_volume":15476.0,"baseline_avg":2005.45,"bar_rvol":7.716971,"raw_accel":-0.288427,"smooth_accel":20.589844,"accel_momentum":6.571313,"rvol_3bar":[1.619648,23.033095,7.716971],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":2347.0,"sell_vol":148.0,"unclassified_vol":0.0,"imbalance":0.881363,"bid":11.99,"ask":12.05,"spread_pct":0.499168,"quote_size_imbalance":null,"quote_age_s":0.493431},"context":{"vwap":11.46021,"price_vs_vwap_pct":4.710123,"ema9":11.731575,"ema20":11.616208,"ema_stack":true,"ema_warm":true,"hod":12.0,"dist_to_hod_pct":0.0,"dist_to_hod_atr":0.0,"atr":0.115732,"spread_atr":0.51844,"own_change_pct":3.172829,"rel_strength_pct":{"SPY":3.164971,"IWM":3.188239}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":6.801451},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0a955994cb9d","ts":"2026-09-09T14:53:15+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.4904,"target":14.96,"target_label":"premarket_high","reward_risk":2.58,"pos_in_5d_range_pct":-5.2,"room_to_5d_high_atr":3.01},"price":14.6214,"vwap":14.6215,"ext_from_open_pct":-2.0,"max_ext_allowed_pct":3.0,"volume_pace":0.62,"trend":"flat","recent_slope_pct":-0.0245,"volatility":"medium"},"price":14.6214,"volume":{"bars":83,"last_bar_volume":31732.0,"baseline_avg":28443.1,"bar_rvol":1.115631,"raw_accel":0.459949,"smooth_accel":0.556121,"accel_momentum":0.491337,"rvol_3bar":[0.941847,0.743316,1.115631],"trend_3bar":"MIXED","projected_rvol":0.829445},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":3292.0,"sell_vol":19777.0,"unclassified_vol":0.0,"imbalance":-0.714595,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":3.8362},"context":{"vwap":14.621491,"price_vs_vwap_pct":-0.000624,"ema9":14.627003,"ema20":14.614814,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.00134,"dist_to_hod_atr":9.274776,"atr":0.032195,"spread_atr":0.310609,"own_change_pct":-0.00957,"rel_strength_pct":{"SPY":-0.017428,"IWM":0.00584}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.797225},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"978cfd13ceb1","ts":"2026-09-09T14:53:25+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.499,"target":14.96,"target_label":"premarket_high","reward_risk":2.52,"pos_in_5d_range_pct":-4.7,"room_to_5d_high_atr":3.0},"price":14.63,"vwap":14.6215,"ext_from_open_pct":-1.94,"max_ext_allowed_pct":3.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":-0.0127,"volatility":"medium"},"price":14.63,"volume":{"bars":83,"last_bar_volume":31732.0,"baseline_avg":28443.1,"bar_rvol":1.115631,"raw_accel":0.459949,"smooth_accel":0.556121,"accel_momentum":0.491337,"rvol_3bar":[0.941847,0.743316,1.115631],"trend_3bar":"MIXED","projected_rvol":0.516821},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":3237.0,"sell_vol":16508.0,"unclassified_vol":0.0,"imbalance":-0.67212,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":2.887428},"context":{"vwap":14.621491,"price_vs_vwap_pct":0.058194,"ema9":14.627003,"ema20":14.614814,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.9437,"dist_to_hod_atr":9.007653,"atr":0.032195,"spread_atr":0.310609,"own_change_pct":-0.00957,"rel_strength_pct":{"SPY":-0.017428,"IWM":0.00584}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.749837},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b4c5a6d4700d","ts":"2026-09-09T14:53:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.64,"pos_in_5d_range_pct":181.8,"room_to_5d_high_atr":-1.66},"price":12.0568,"vwap":11.4687,"ext_from_open_pct":3.05,"max_ext_allowed_pct":3.0,"volume_pace":2.544,"trend":"flat","recent_slope_pct":0.833,"volatility":"medium"},"price":12.0568,"volume":{"bars":83,"last_bar_volume":15476.0,"baseline_avg":2005.45,"bar_rvol":7.716971,"raw_accel":-0.288427,"smooth_accel":20.589844,"accel_momentum":6.571313,"rvol_3bar":[1.619648,23.033095,7.716971],"trend_3bar":"MIXED","projected_rvol":4.127894},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":4520.0,"sell_vol":297.0,"unclassified_vol":0.0,"imbalance":0.876687,"bid":12.05,"ask":12.08,"spread_pct":0.248653,"quote_size_imbalance":null,"quote_age_s":3.570427},"context":{"vwap":11.46021,"price_vs_vwap_pct":5.205751,"ema9":11.731575,"ema20":11.616208,"ema_stack":true,"ema_warm":true,"hod":12.0,"dist_to_hod_pct":0.473333,"dist_to_hod_atr":-0.49079,"atr":0.115732,"spread_atr":0.25922,"own_change_pct":3.172829,"rel_strength_pct":{"SPY":3.164971,"IWM":3.188239}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":6.765366},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ad7917e2b5a6","ts":"2026-09-09T14:53:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.52,"pos_in_5d_range_pct":186.1,"room_to_5d_high_atr":-1.75},"price":12.1,"vwap":11.4701,"ext_from_open_pct":3.42,"max_ext_allowed_pct":4.0,"volume_pace":2.546,"trend":"flat","recent_slope_pct":0.9052,"volatility":"medium"},"price":12.1,"volume":{"bars":83,"last_bar_volume":15476.0,"baseline_avg":2005.45,"bar_rvol":7.716971,"raw_accel":-0.288427,"smooth_accel":20.589844,"accel_momentum":6.571313,"rvol_3bar":[1.619648,23.033095,7.716971],"trend_3bar":"MIXED","projected_rvol":3.984393},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":3973.0,"sell_vol":297.0,"unclassified_vol":0.0,"imbalance":0.86089,"bid":12.06,"ask":12.14,"spread_pct":0.661157,"quote_size_imbalance":null,"quote_age_s":2.668082},"context":{"vwap":11.46021,"price_vs_vwap_pct":5.582707,"ema9":11.731575,"ema20":11.616208,"ema_stack":true,"ema_warm":true,"hod":12.0,"dist_to_hod_pct":0.833333,"dist_to_hod_atr":-0.864067,"atr":0.115732,"spread_atr":0.691254,"own_change_pct":3.172829,"rel_strength_pct":{"SPY":3.164971,"IWM":3.188239}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":6.643463},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b8317d85442a","ts":"2026-09-09T14:54:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1577,"target":8.4,"target_label":"prev_day_high","reward_risk":1.96,"pos_in_5d_range_pct":26.8,"room_to_5d_high_atr":1.54},"price":8.2396,"vwap":8.2102,"ext_from_open_pct":-3.63,"max_ext_allowed_pct":3.0,"volume_pace":2.119,"trend":"flat","recent_slope_pct":-0.0451,"volatility":"medium"},"price":8.2396,"volume":{"bars":84,"last_bar_volume":1299.0,"baseline_avg":3426.3,"bar_rvol":0.379126,"raw_accel":0.516505,"smooth_accel":7.359932,"accel_momentum":6.96545,"rvol_3bar":[0.660581,0.101897,0.379126],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":0.0,"sell_vol":15.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":0.745217},"context":{"vwap":8.21019,"price_vs_vwap_pct":0.358213,"ema9":8.244822,"ema20":8.249288,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.154897,"dist_to_hod_atr":10.60032,"atr":0.05098,"spread_atr":0.196157,"own_change_pct":-0.053337,"rel_strength_pct":{"SPY":-0.054647,"IWM":-0.043063}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.379126},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"327c8fec0b8e","ts":"2026-09-09T14:54:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.5,"pos_in_5d_range_pct":187.1,"room_to_5d_high_atr":-1.77},"price":12.11,"vwap":11.473,"ext_from_open_pct":3.5,"max_ext_allowed_pct":3.0,"volume_pace":2.542,"trend":"flat","recent_slope_pct":0.8183,"volatility":"medium"},"price":12.11,"volume":{"bars":84,"last_bar_volume":6609.0,"baseline_avg":2775.6,"bar_rvol":2.381107,"raw_accel":-0.572952,"smooth_accel":19.1814,"accel_momentum":-1.408444,"rvol_3bar":[23.033095,7.716971,2.381107],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":1188.0,"sell_vol":218.0,"unclassified_vol":0.0,"imbalance":0.6899,"bid":12.08,"ask":12.14,"spread_pct":0.495458,"quote_size_imbalance":null,"quote_age_s":0.778461},"context":{"vwap":11.472737,"price_vs_vwap_pct":5.554583,"ema9":11.8101,"ema20":11.664588,"ema_stack":true,"ema_warm":true,"hod":12.14,"dist_to_hod_pct":-0.247117,"dist_to_hod_atr":0.230375,"atr":0.130222,"spread_atr":0.46075,"own_change_pct":3.652219,"rel_strength_pct":{"SPY":3.650909,"IWM":3.662493}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.642727},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"328f6c41298d","ts":"2026-09-09T14:55:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":0.25,"pos_in_5d_range_pct":164.6,"room_to_5d_high_atr":-1.31},"price":11.8843,"vwap":11.4767,"ext_from_open_pct":1.58,"max_ext_allowed_pct":4.0,"volume_pace":2.528,"trend":"flat","recent_slope_pct":0.1624,"volatility":"medium"},"price":11.8843,"volume":{"bars":85,"last_bar_volume":1922.0,"baseline_avg":3084.4,"bar_rvol":0.623136,"raw_accel":-0.709184,"smooth_accel":0.021401,"accel_momentum":-19.159999,"rvol_3bar":[7.716971,2.381107,0.623136],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":56.0,"sell_vol":55.0,"unclassified_vol":0.0,"imbalance":0.009009,"bid":12.04,"ask":12.12,"spread_pct":0.662252,"quote_size_imbalance":null,"quote_age_s":10.288485},"context":{"vwap":11.476701,"price_vs_vwap_pct":3.551537,"ema9":11.86508,"ema20":11.704627,"ema_stack":true,"ema_warm":true,"hod":12.14,"dist_to_hod_pct":-2.10626,"dist_to_hod_atr":2.042227,"atr":0.125206,"spread_atr":0.638945,"own_change_pct":3.482527,"rel_strength_pct":{"SPY":3.492348,"IWM":3.521904}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.005614},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"946cd08c6179","ts":"2026-09-09T14:55:35+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.489,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.62,"vwap":14.6216,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":-0.0072,"volatility":"medium"},"price":14.62,"volume":{"bars":85,"last_bar_volume":21872.0,"baseline_avg":26863.25,"bar_rvol":0.814198,"raw_accel":-0.224672,"smooth_accel":0.203236,"accel_momentum":-0.16187,"rvol_3bar":[1.115631,0.98554,0.814198],"trend_3bar":"DECELERATING","projected_rvol":1.496213},"flow":{"window_s":30,"trades":107,"trade_rate":3.566667,"buy_vol":11809.0,"sell_vol":11047.0,"unclassified_vol":0.0,"imbalance":0.033339,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":1.205521},"context":{"vwap":14.621594,"price_vs_vwap_pct":-0.010899,"ema9":14.626602,"ema20":14.616814,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010724,"dist_to_hod_atr":10.05897,"atr":0.029824,"spread_atr":0.335299,"own_change_pct":-0.081975,"rel_strength_pct":{"SPY":-0.072155,"IWM":-0.042599}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.027145},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"5e712debe37d","ts":"2026-09-09T14:55:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.9% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.39,"pos_in_5d_range_pct":191.5,"room_to_5d_high_atr":-1.86},"price":12.155,"vwap":11.4827,"ext_from_open_pct":3.89,"max_ext_allowed_pct":3.0,"volume_pace":2.538,"trend":"flat","recent_slope_pct":0.6114,"volatility":"medium"},"price":12.155,"volume":{"bars":85,"last_bar_volume":1922.0,"baseline_avg":3084.4,"bar_rvol":0.623136,"raw_accel":-0.709184,"smooth_accel":0.021401,"accel_momentum":-19.159999,"rvol_3bar":[7.716971,2.381107,0.623136],"trend_3bar":"DECELERATING","projected_rvol":1.487161},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":2276.0,"sell_vol":778.0,"unclassified_vol":0.0,"imbalance":0.490504,"bid":12.13,"ask":12.2,"spread_pct":0.575421,"quote_size_imbalance":null,"quote_age_s":0.943453},"context":{"vwap":11.476701,"price_vs_vwap_pct":5.910229,"ema9":11.86508,"ema20":11.704627,"ema_stack":true,"ema_warm":true,"hod":12.14,"dist_to_hod_pct":0.123558,"dist_to_hod_atr":-0.119802,"atr":0.125206,"spread_atr":0.559076,"own_change_pct":3.482527,"rel_strength_pct":{"SPY":3.492348,"IWM":3.521904}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.305651},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"5a2ca9f0d26a","ts":"2026-09-09T14:55:40+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.4986,"target":14.96,"target_label":"premarket_high","reward_risk":2.52,"pos_in_5d_range_pct":-4.7,"room_to_5d_high_atr":3.0},"price":14.6296,"vwap":14.6217,"ext_from_open_pct":-1.95,"max_ext_allowed_pct":3.0,"volume_pace":0.617,"trend":"flat","recent_slope_pct":0.0059,"volatility":"medium"},"price":14.6296,"volume":{"bars":85,"last_bar_volume":21872.0,"baseline_avg":26863.25,"bar_rvol":0.814198,"raw_accel":-0.224672,"smooth_accel":0.203236,"accel_momentum":-0.16187,"rvol_3bar":[1.115631,0.98554,0.814198],"trend_3bar":"DECELERATING","projected_rvol":1.315329},"flow":{"window_s":30,"trades":102,"trade_rate":3.4,"buy_vol":11914.0,"sell_vol":10563.0,"unclassified_vol":0.0,"imbalance":0.060106,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.864272},"context":{"vwap":14.621594,"price_vs_vwap_pct":0.054757,"ema9":14.626602,"ema20":14.616814,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.946381,"dist_to_hod_atr":9.737083,"atr":0.029824,"spread_atr":0.335299,"own_change_pct":-0.081975,"rel_strength_pct":{"SPY":-0.072155,"IWM":-0.042599}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.048938},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b7be83d99528","ts":"2026-09-09T14:55:45+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.484,"target":14.96,"target_label":"premarket_high","reward_risk":2.63,"pos_in_5d_range_pct":-5.7,"room_to_5d_high_atr":3.02},"price":14.615,"vwap":14.6216,"ext_from_open_pct":-2.04,"max_ext_allowed_pct":3.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":-0.0141,"volatility":"medium"},"price":14.615,"volume":{"bars":85,"last_bar_volume":21872.0,"baseline_avg":26863.25,"bar_rvol":0.814198,"raw_accel":-0.224672,"smooth_accel":0.203236,"accel_momentum":-0.16187,"rvol_3bar":[1.115631,0.98554,0.814198],"trend_3bar":"DECELERATING","projected_rvol":1.430008},"flow":{"window_s":30,"trades":116,"trade_rate":3.866667,"buy_vol":12374.0,"sell_vol":14974.0,"unclassified_vol":0.0,"imbalance":-0.095071,"bid":14.61,"ask":14.62,"spread_pct":0.068423,"quote_size_imbalance":null,"quote_age_s":1.153935},"context":{"vwap":14.621594,"price_vs_vwap_pct":-0.045095,"ema9":14.626602,"ema20":14.616814,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.044236,"dist_to_hod_atr":10.226619,"atr":0.029824,"spread_atr":0.335299,"own_change_pct":-0.081975,"rel_strength_pct":{"SPY":-0.072155,"IWM":-0.042599}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.077407},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"05d77ce51fb7","ts":"2026-09-09T14:56:35+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.5,"pos_in_5d_range_pct":187.1,"room_to_5d_high_atr":-1.77},"price":12.1099,"vwap":11.4956,"ext_from_open_pct":3.5,"max_ext_allowed_pct":4.0,"volume_pace":2.569,"trend":"flat","recent_slope_pct":0.147,"volatility":"medium"},"price":12.1099,"volume":{"bars":86,"last_bar_volume":7068.0,"baseline_avg":3175.35,"bar_rvol":2.225896,"raw_accel":2.677419,"smooth_accel":-0.59681,"accel_momentum":-0.618211,"rvol_3bar":[2.381107,0.623136,2.225896],"trend_3bar":"MIXED","projected_rvol":1.599644},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":352.0,"sell_vol":1565.0,"unclassified_vol":0.0,"imbalance":-0.63276,"bid":12.05,"ask":12.14,"spread_pct":0.744109,"quote_size_imbalance":null,"quote_age_s":12.276172},"context":{"vwap":11.48981,"price_vs_vwap_pct":5.396865,"ema9":11.908064,"ema20":11.740377,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.609806,"dist_to_hod_atr":0.539639,"atr":0.137685,"spread_atr":0.653668,"own_change_pct":2.655619,"rel_strength_pct":{"SPY":2.660857,"IWM":2.686434}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.408457},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"313bfa70ddac","ts":"2026-09-09T14:56:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.6,"pos_in_5d_range_pct":183.1,"room_to_5d_high_atr":-1.69},"price":12.07,"vwap":11.4956,"ext_from_open_pct":3.16,"max_ext_allowed_pct":3.0,"volume_pace":2.567,"trend":"flat","recent_slope_pct":0.081,"volatility":"medium"},"price":12.07,"volume":{"bars":86,"last_bar_volume":7068.0,"baseline_avg":3175.35,"bar_rvol":2.225896,"raw_accel":2.677419,"smooth_accel":-0.59681,"accel_momentum":-0.618211,"rvol_3bar":[2.381107,0.623136,2.225896],"trend_3bar":"MIXED","projected_rvol":1.423308},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":352.0,"sell_vol":351.0,"unclassified_vol":0.0,"imbalance":0.001422,"bid":12.05,"ask":12.14,"spread_pct":0.744109,"quote_size_imbalance":null,"quote_age_s":17.276172},"context":{"vwap":11.48981,"price_vs_vwap_pct":5.049601,"ema9":11.908064,"ema20":11.740377,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.937279,"dist_to_hod_atr":0.829432,"atr":0.137685,"spread_atr":0.653668,"own_change_pct":2.655619,"rel_strength_pct":{"SPY":2.660857,"IWM":2.686434}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.003166},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8a8b5a9b5887","ts":"2026-09-09T14:57:20+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.55,"pos_in_5d_range_pct":185.1,"room_to_5d_high_atr":-1.73},"price":12.09,"vwap":11.4989,"ext_from_open_pct":3.33,"max_ext_allowed_pct":4.0,"volume_pace":2.562,"trend":"flat","recent_slope_pct":-0.069,"volatility":"medium"},"price":12.09,"volume":{"bars":87,"last_bar_volume":3013.0,"baseline_avg":3315.35,"bar_rvol":0.908803,"raw_accel":-0.573713,"smooth_accel":-0.726171,"accel_momentum":-0.129361,"rvol_3bar":[0.623136,2.225896,0.908803],"trend_3bar":"MIXED","projected_rvol":1.60707},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":1445.0,"sell_vol":331.0,"unclassified_vol":0.0,"imbalance":0.627252,"bid":12.05,"ask":12.13,"spread_pct":0.661704,"quote_size_imbalance":null,"quote_age_s":0.011339},"context":{"vwap":11.495559,"price_vs_vwap_pct":5.171052,"ema9":11.940451,"ema20":11.77177,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.773132,"dist_to_hod_atr":0.708766,"atr":0.132907,"spread_atr":0.601924,"own_change_pct":2.02874,"rel_strength_pct":{"SPY":2.042489,"IWM":2.063022}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.570049},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4adf9e5a455d","ts":"2026-09-09T14:57:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.56,"pos_in_5d_range_pct":184.6,"room_to_5d_high_atr":-1.72},"price":12.085,"vwap":11.4999,"ext_from_open_pct":3.29,"max_ext_allowed_pct":3.0,"volume_pace":2.557,"trend":"flat","recent_slope_pct":-0.0773,"volatility":"medium"},"price":12.085,"volume":{"bars":87,"last_bar_volume":3013.0,"baseline_avg":3315.35,"bar_rvol":0.908803,"raw_accel":-0.573713,"smooth_accel":-0.726171,"accel_momentum":-0.129361,"rvol_3bar":[0.623136,2.225896,0.908803],"trend_3bar":"MIXED","projected_rvol":1.055092},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":1486.0,"sell_vol":544.0,"unclassified_vol":0.0,"imbalance":0.464039,"bid":12.05,"ask":12.12,"spread_pct":0.57923,"quote_size_imbalance":null,"quote_age_s":0.120181},"context":{"vwap":11.495559,"price_vs_vwap_pct":5.127557,"ema9":11.940451,"ema20":11.77177,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.814169,"dist_to_hod_atr":0.746386,"atr":0.132907,"spread_atr":0.526684,"own_change_pct":2.02874,"rel_strength_pct":{"SPY":2.042489,"IWM":2.063022}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.42172},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"44f1d7502044","ts":"2026-09-09T14:58:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":187.5,"room_to_5d_high_atr":-1.78},"price":12.1148,"vwap":11.5072,"ext_from_open_pct":3.55,"max_ext_allowed_pct":4.0,"volume_pace":2.569,"trend":"flat","recent_slope_pct":0.0989,"volatility":"medium"},"price":12.1148,"volume":{"bars":88,"last_bar_volume":4636.0,"baseline_avg":3451.65,"bar_rvol":1.343126,"raw_accel":0.538666,"smooth_accel":-0.38697,"accel_momentum":0.339201,"rvol_3bar":[2.225896,0.908803,1.343126],"trend_3bar":"MIXED","projected_rvol":1.535498},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":2995.0,"sell_vol":634.0,"unclassified_vol":0.0,"imbalance":0.650592,"bid":12.08,"ask":12.17,"spread_pct":0.742268,"quote_size_imbalance":null,"quote_age_s":18.168417},"context":{"vwap":11.50456,"price_vs_vwap_pct":5.304334,"ema9":11.980361,"ema20":11.806839,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.56959,"dist_to_hod_atr":0.534494,"atr":0.129842,"spread_atr":0.693148,"own_change_pct":1.175098,"rel_strength_pct":{"SPY":1.175098,"IWM":1.17681}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.873827},"shadow":{"decision":"FAIL","failed":["vas","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c47412eec722","ts":"2026-09-09T14:58:20+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $11.70 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.3,"pos_in_5d_range_pct":196.0,"room_to_5d_high_atr":-1.95},"price":12.2,"vwap":11.5109,"ext_from_open_pct":4.27,"max_ext_allowed_pct":4.0,"volume_pace":2.58,"trend":"flat","recent_slope_pct":0.2394,"volatility":"medium"},"price":12.2,"volume":{"bars":88,"last_bar_volume":4636.0,"baseline_avg":3451.65,"bar_rvol":1.343126,"raw_accel":0.538666,"smooth_accel":-0.38697,"accel_momentum":0.339201,"rvol_3bar":[2.225896,0.908803,1.343126],"trend_3bar":"MIXED","projected_rvol":2.640476},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":4418.0,"sell_vol":924.0,"unclassified_vol":0.0,"imbalance":0.654062,"bid":12.09,"ask":12.2,"spread_pct":0.905723,"quote_size_imbalance":null,"quote_age_s":1.028023},"context":{"vwap":11.50456,"price_vs_vwap_pct":6.04491,"ema9":11.980361,"ema20":11.806839,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":0.129676,"dist_to_hod_atr":-0.121686,"atr":0.129842,"spread_atr":0.847181,"own_change_pct":1.175098,"rel_strength_pct":{"SPY":1.175098,"IWM":1.17681}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.878488},"shadow":{"decision":"FAIL","failed":["vas","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"764d953d8a2f","ts":"2026-09-09T14:58:25+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.41,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-1.84},"price":12.145,"vwap":11.5111,"ext_from_open_pct":3.8,"max_ext_allowed_pct":4.0,"volume_pace":2.58,"trend":"flat","recent_slope_pct":0.1487,"volatility":"medium"},"price":12.145,"volume":{"bars":88,"last_bar_volume":4636.0,"baseline_avg":3451.65,"bar_rvol":1.343126,"raw_accel":0.538666,"smooth_accel":-0.38697,"accel_momentum":0.339201,"rvol_3bar":[2.225896,0.908803,1.343126],"trend_3bar":"MIXED","projected_rvol":2.254226},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":4347.0,"sell_vol":924.0,"unclassified_vol":0.0,"imbalance":0.649402,"bid":12.09,"ask":12.2,"spread_pct":0.905723,"quote_size_imbalance":null,"quote_age_s":1.101258},"context":{"vwap":11.50456,"price_vs_vwap_pct":5.566839,"ema9":11.980361,"ema20":11.806839,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.321728,"dist_to_hod_atr":0.301905,"atr":0.129842,"spread_atr":0.847181,"own_change_pct":1.175098,"rel_strength_pct":{"SPY":1.175098,"IWM":1.17681}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.872229},"shadow":{"decision":"FAIL","failed":["vas","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"52109123a01f","ts":"2026-09-09T14:58:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.7% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":189.1,"room_to_5d_high_atr":-1.81},"price":12.13,"vwap":11.512,"ext_from_open_pct":3.68,"max_ext_allowed_pct":3.0,"volume_pace":2.574,"trend":"flat","recent_slope_pct":0.124,"volatility":"medium"},"price":12.13,"volume":{"bars":88,"last_bar_volume":4636.0,"baseline_avg":3451.65,"bar_rvol":1.343126,"raw_accel":0.538666,"smooth_accel":-0.38697,"accel_momentum":0.339201,"rvol_3bar":[2.225896,0.908803,1.343126],"trend_3bar":"MIXED","projected_rvol":1.447037},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":1667.0,"sell_vol":754.0,"unclassified_vol":0.0,"imbalance":0.377117,"bid":12.06,"ask":12.18,"spread_pct":0.990099,"quote_size_imbalance":null,"quote_age_s":16.406726},"context":{"vwap":11.50456,"price_vs_vwap_pct":5.436456,"ema9":11.980361,"ema20":11.806839,"ema_stack":true,"ema_warm":true,"hod":12.1842,"dist_to_hod_pct":-0.444838,"dist_to_hod_atr":0.417429,"atr":0.129842,"spread_atr":0.924198,"own_change_pct":1.175098,"rel_strength_pct":{"SPY":1.175098,"IWM":1.17681}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.506515},"shadow":{"decision":"FAIL","failed":["vas","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0dac22a6dfc5","ts":"2026-09-09T15:00:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.66,"pos_in_5d_range_pct":181.1,"room_to_5d_high_atr":-1.65},"price":12.05,"vwap":11.5176,"ext_from_open_pct":2.99,"max_ext_allowed_pct":3.0,"volume_pace":2.562,"trend":"flat","recent_slope_pct":-0.0834,"volatility":"medium"},"price":12.05,"volume":{"bars":90,"last_bar_volume":1663.0,"baseline_avg":3938.0,"bar_rvol":0.422296,"raw_accel":-0.690835,"smooth_accel":-0.027077,"accel_momentum":0.137742,"rvol_3bar":[1.343126,1.463793,0.422296],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":453.0,"sell_vol":677.0,"unclassified_vol":0.0,"imbalance":-0.19823,"bid":12.06,"ask":12.18,"spread_pct":0.990099,"quote_size_imbalance":null,"quote_age_s":3.020134},"context":{"vwap":11.517537,"price_vs_vwap_pct":4.623065,"ema9":12.011291,"ema20":11.85374,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.229508,"dist_to_hod_atr":1.143375,"atr":0.131191,"spread_atr":0.9147,"own_change_pct":-0.047166,"rel_strength_pct":{"SPY":-0.064189,"IWM":-0.098546}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.083712},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2b09973e1b3d","ts":"2026-09-09T15:00:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.6% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":188.1,"room_to_5d_high_atr":-1.79},"price":12.12,"vwap":11.5179,"ext_from_open_pct":3.59,"max_ext_allowed_pct":3.0,"volume_pace":2.561,"trend":"flat","recent_slope_pct":0.0325,"volatility":"medium"},"price":12.12,"volume":{"bars":90,"last_bar_volume":1663.0,"baseline_avg":3938.0,"bar_rvol":0.422296,"raw_accel":-0.690835,"smooth_accel":-0.027077,"accel_momentum":0.137742,"rvol_3bar":[1.343126,1.463793,0.422296],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":456.0,"sell_vol":857.0,"unclassified_vol":0.0,"imbalance":-0.305407,"bid":12.06,"ask":12.18,"spread_pct":0.990099,"quote_size_imbalance":null,"quote_age_s":4.661723},"context":{"vwap":11.517537,"price_vs_vwap_pct":5.230834,"ema9":12.011291,"ema20":11.85374,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.655738,"dist_to_hod_atr":0.6098,"atr":0.131191,"spread_atr":0.9147,"own_change_pct":-0.047166,"rel_strength_pct":{"SPY":-0.064189,"IWM":-0.098546}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.128972},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7949dc1f60e7","ts":"2026-09-09T15:00:25+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2798,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.3601,"vwap":5.3608,"ext_from_open_pct":-0.18,"max_ext_allowed_pct":3.0,"volume_pace":1.463,"trend":"flat","recent_slope_pct":-0.1172,"volatility":"medium"},"price":5.3601,"volume":{"bars":90,"last_bar_volume":35284.0,"baseline_avg":39913.2,"bar_rvol":0.884018,"raw_accel":-0.582685,"smooth_accel":0.290453,"accel_momentum":0.167836,"rvol_3bar":[0.277523,2.282174,0.884018],"trend_3bar":"MIXED","projected_rvol":4.483629},"flow":{"window_s":30,"trades":168,"trade_rate":5.6,"buy_vol":17967.0,"sell_vol":57669.0,"unclassified_vol":0.0,"imbalance":-0.524909,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.038449},"context":{"vwap":5.360683,"price_vs_vwap_pct":-0.010884,"ema9":5.38538,"ema20":5.385337,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.82967,"dist_to_hod_atr":6.077842,"atr":0.016437,"spread_atr":0.608393,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.017024,"IWM":-0.05138}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.464029},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0f99fbee41a5","ts":"2026-09-09T15:00:30+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2947,"target":5.46,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":12.5,"room_to_5d_high_atr":2.07},"price":5.375,"vwap":5.3609,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":1.465,"trend":"flat","recent_slope_pct":-0.0618,"volatility":"medium"},"price":5.375,"volume":{"bars":90,"last_bar_volume":35284.0,"baseline_avg":39913.2,"bar_rvol":0.884018,"raw_accel":-0.582685,"smooth_accel":0.290453,"accel_momentum":0.167836,"rvol_3bar":[0.277523,2.282174,0.884018],"trend_3bar":"MIXED","projected_rvol":4.538549},"flow":{"window_s":30,"trades":207,"trade_rate":6.9,"buy_vol":32635.0,"sell_vol":57939.0,"unclassified_vol":0.0,"imbalance":-0.279374,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.001995},"context":{"vwap":5.360683,"price_vs_vwap_pct":0.267066,"ema9":5.38538,"ema20":5.385337,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.556777,"dist_to_hod_atr":5.171337,"atr":0.016437,"spread_atr":0.608393,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.017024,"IWM":-0.05138}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.246972},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b54ac21be80d","ts":"2026-09-09T15:00:45+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":173.1,"room_to_5d_high_atr":-1.49},"price":11.97,"vwap":11.5212,"ext_from_open_pct":2.31,"max_ext_allowed_pct":3.0,"volume_pace":2.561,"trend":"flat","recent_slope_pct":-0.2161,"volatility":"medium"},"price":11.97,"volume":{"bars":90,"last_bar_volume":1663.0,"baseline_avg":3938.0,"bar_rvol":0.422296,"raw_accel":-0.690835,"smooth_accel":-0.027077,"accel_momentum":0.137742,"rvol_3bar":[1.343126,1.463793,0.422296],"trend_3bar":"MIXED","projected_rvol":0.778399},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":333.0,"sell_vol":1765.0,"unclassified_vol":0.0,"imbalance":-0.682555,"bid":11.96,"ask":12.06,"spread_pct":0.832639,"quote_size_imbalance":null,"quote_age_s":0.91889},"context":{"vwap":11.517537,"price_vs_vwap_pct":3.928472,"ema9":12.011291,"ema20":11.85374,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.885246,"dist_to_hod_atr":1.753175,"atr":0.131191,"spread_atr":0.76225,"own_change_pct":-0.047166,"rel_strength_pct":{"SPY":-0.064189,"IWM":-0.098546}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.28824},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"687098f63fba","ts":"2026-09-09T15:01:25+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1275.0s, plan says PASS; stop 12.65, target 12.90 (prev_day_high), R:R 1.43; R:R 1.43 < 2.0 at 12.76; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.65,"target":12.905,"target_label":"prev_day_high","reward_risk":1.43,"pos_in_5d_range_pct":55.1,"room_to_5d_high_atr":0.94},"price":12.755,"vwap":12.5657,"ext_from_open_pct":1.15,"max_ext_allowed_pct":4.0,"volume_pace":4.34,"trend":"flat","recent_slope_pct":-0.0313,"volatility":"medium"},"price":12.755,"volume":{"bars":91,"last_bar_volume":10170.0,"baseline_avg":22415.9,"bar_rvol":0.453696,"raw_accel":-0.789389,"smooth_accel":0.539355,"accel_momentum":-1.988535,"rvol_3bar":[0.654679,2.249139,0.453696],"trend_3bar":"MIXED","projected_rvol":4.996061},"flow":{"window_s":30,"trades":387,"trade_rate":12.9,"buy_vol":29201.0,"sell_vol":17842.0,"unclassified_vol":0.0,"imbalance":0.24146,"bid":12.75,"ask":12.76,"spread_pct":0.078401,"quote_size_imbalance":null,"quote_age_s":0.384077},"context":{"vwap":12.562492,"price_vs_vwap_pct":1.532405,"ema9":12.778783,"ema20":12.749121,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.584567,"dist_to_hod_atr":1.324714,"atr":0.056616,"spread_atr":0.176628,"own_change_pct":0.313234,"rel_strength_pct":{"SPY":0.243831,"IWM":0.159114}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.109549},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"449f2a4cd3cf","ts":"2026-09-09T15:01:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1285.0s, plan says WATCH; stop 12.66, target 12.90 (prev_day_high), R:R 0.90; R:R 0.90 < 2.0 at 12.79; breakout: 1-min close > 12.84 on >= 32569 sh","plan":{"state":"WATCH","setup":"","stop":12.665,"target":12.905,"target_label":"prev_day_high","reward_risk":0.9,"pos_in_5d_range_pct":59.2,"room_to_5d_high_atr":0.85},"price":12.7911,"vwap":12.5659,"ext_from_open_pct":1.44,"max_ext_allowed_pct":4.0,"volume_pace":4.334,"trend":"flat","recent_slope_pct":0.0252,"volatility":"medium"},"price":12.7911,"volume":{"bars":91,"last_bar_volume":10170.0,"baseline_avg":22415.9,"bar_rvol":0.453696,"raw_accel":-0.789389,"smooth_accel":0.539355,"accel_momentum":-1.988535,"rvol_3bar":[0.654679,2.249139,0.453696],"trend_3bar":"MIXED","projected_rvol":3.676905},"flow":{"window_s":30,"trades":201,"trade_rate":6.7,"buy_vol":16259.0,"sell_vol":6199.0,"unclassified_vol":0.0,"imbalance":0.447947,"bid":12.75,"ask":12.76,"spread_pct":0.078401,"quote_size_imbalance":null,"quote_age_s":0.417746},"context":{"vwap":12.562492,"price_vs_vwap_pct":1.819769,"ema9":12.778783,"ema20":12.749121,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.303196,"dist_to_hod_atr":0.687085,"atr":0.056616,"spread_atr":0.176628,"own_change_pct":0.313234,"rel_strength_pct":{"SPY":0.243831,"IWM":0.159114}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.203232},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0d684b8db592","ts":"2026-09-09T15:01:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":178.1,"room_to_5d_high_atr":-1.59},"price":12.02,"vwap":11.528,"ext_from_open_pct":2.74,"max_ext_allowed_pct":3.0,"volume_pace":2.571,"trend":"flat","recent_slope_pct":-0.2322,"volatility":"medium"},"price":12.02,"volume":{"bars":91,"last_bar_volume":2319.0,"baseline_avg":3924.45,"bar_rvol":0.590911,"raw_accel":0.394468,"smooth_accel":-0.363933,"accel_momentum":-0.336856,"rvol_3bar":[1.463793,0.422296,0.590911],"trend_3bar":"MIXED","projected_rvol":1.734511},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":2356.0,"sell_vol":652.0,"unclassified_vol":0.0,"imbalance":0.566489,"bid":11.98,"ask":12.06,"spread_pct":0.665557,"quote_size_imbalance":null,"quote_age_s":2.475898},"context":{"vwap":11.521326,"price_vs_vwap_pct":4.328265,"ema9":12.011033,"ema20":11.868622,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.47541,"dist_to_hod_atr":1.322503,"atr":0.136106,"spread_atr":0.587779,"own_change_pct":-0.57947,"rel_strength_pct":{"SPY":-0.648874,"IWM":-0.73359}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.334745},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c186ffc52284","ts":"2026-09-09T15:01:45+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1295.0s, plan says PASS; stop 12.64, target 12.90 (prev_day_high), R:R 1.52; R:R 1.52 < 2.0 at 12.74; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.64,"target":12.905,"target_label":"prev_day_high","reward_risk":1.52,"pos_in_5d_range_pct":54.0,"room_to_5d_high_atr":0.96},"price":12.745,"vwap":12.566,"ext_from_open_pct":1.07,"max_ext_allowed_pct":4.0,"volume_pace":4.335,"trend":"flat","recent_slope_pct":-0.0469,"volatility":"medium"},"price":12.745,"volume":{"bars":91,"last_bar_volume":10170.0,"baseline_avg":22415.9,"bar_rvol":0.453696,"raw_accel":-0.789389,"smooth_accel":0.539355,"accel_momentum":-1.988535,"rvol_3bar":[0.654679,2.249139,0.453696],"trend_3bar":"MIXED","projected_rvol":3.219025},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":6360.0,"sell_vol":6386.0,"unclassified_vol":0.0,"imbalance":-0.00204,"bid":12.74,"ask":12.75,"spread_pct":0.078462,"quote_size_imbalance":null,"quote_age_s":0.276873},"context":{"vwap":12.562492,"price_vs_vwap_pct":1.452803,"ema9":12.778783,"ema20":12.749121,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.66251,"dist_to_hod_atr":1.501342,"atr":0.056616,"spread_atr":0.176628,"own_change_pct":0.313234,"rel_strength_pct":{"SPY":0.243831,"IWM":0.159114}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.000925},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"059a8a7e8975","ts":"2026-09-09T15:02:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.4107,"target":12.73,"target_label":"prev_day_high","reward_risk":0.55,"pos_in_5d_range_pct":91.6,"room_to_5d_high_atr":0.14},"price":12.6168,"vwap":12.609,"ext_from_open_pct":2.49,"max_ext_allowed_pct":3.0,"volume_pace":0.724,"trend":"flat","recent_slope_pct":0.0703,"volatility":"high"},"price":12.6168,"volume":{"bars":92,"last_bar_volume":305.0,"baseline_avg":774.6,"bar_rvol":0.393752,"raw_accel":-0.405458,"smooth_accel":-0.429977,"accel_momentum":-0.047643,"rvol_3bar":[0.195344,0.684593,0.393752],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":233.0,"sell_vol":11.0,"unclassified_vol":0.0,"imbalance":0.909836,"bid":12.59,"ask":12.64,"spread_pct":0.396354,"quote_size_imbalance":null,"quote_age_s":21.353324},"context":{"vwap":12.608997,"price_vs_vwap_pct":0.061888,"ema9":12.594936,"ema20":12.603895,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.195349,"dist_to_hod_atr":7.315751,"atr":0.038711,"spread_atr":1.291623,"own_change_pct":0.278219,"rel_strength_pct":{"SPY":0.313578,"IWM":0.231935}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.358249},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"53bad18fabf9","ts":"2026-09-09T15:02:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1315.0s, plan says WATCH; stop 12.66, target 12.90 (prev_day_high), R:R 1.37; R:R 1.37 < 2.0 at 12.76; breakout: 1-min close > 12.84 on >= 33516 sh","plan":{"state":"WATCH","setup":"","stop":12.6564,"target":12.905,"target_label":"prev_day_high","reward_risk":1.37,"pos_in_5d_range_pct":55.8,"room_to_5d_high_atr":0.93},"price":12.7614,"vwap":12.566,"ext_from_open_pct":1.2,"max_ext_allowed_pct":4.0,"volume_pace":4.326,"trend":"flat","recent_slope_pct":-0.1105,"volatility":"medium"},"price":12.7614,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":89,"trade_rate":2.966667,"buy_vol":3714.0,"sell_vol":7315.0,"unclassified_vol":0.0,"imbalance":-0.326503,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.679109},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.555068,"ema9":12.767026,"ema20":12.746348,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.534684,"dist_to_hod_atr":1.136961,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.317168,"IWM":-0.398811}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.145662},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b9bc4dc31bfb","ts":"2026-09-09T15:02:05+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2897,"target":5.46,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":11.8,"room_to_5d_high_atr":2.08},"price":5.37,"vwap":5.3611,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.458,"trend":"flat","recent_slope_pct":-0.1026,"volatility":"medium"},"price":5.37,"volume":{"bars":92,"last_bar_volume":55123.0,"baseline_avg":39032.7,"bar_rvol":1.412226,"raw_accel":-0.566125,"smooth_accel":0.749381,"accel_momentum":-1.518459,"rvol_3bar":[0.884018,3.722298,1.412226],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":110,"trade_rate":3.666667,"buy_vol":18542.0,"sell_vol":13841.0,"unclassified_vol":0.0,"imbalance":0.145169,"bid":5.37,"ask":5.38,"spread_pct":0.186047,"quote_size_imbalance":null,"quote_age_s":0.557517},"context":{"vwap":5.361066,"price_vs_vwap_pct":0.166643,"ema9":5.382459,"ema20":5.383901,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.648352,"dist_to_hod_atr":4.934526,"atr":0.018239,"spread_atr":0.548281,"own_change_pct":-0.278293,"rel_strength_pct":{"SPY":-0.242935,"IWM":-0.324578}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.205011},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"242ebf031a49","ts":"2026-09-09T15:02:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.64,"pos_in_5d_range_pct":181.9,"room_to_5d_high_atr":-1.66},"price":12.058,"vwap":11.5341,"ext_from_open_pct":3.06,"max_ext_allowed_pct":4.0,"volume_pace":2.582,"trend":"flat","recent_slope_pct":0.0553,"volatility":"medium"},"price":12.058,"volume":{"bars":92,"last_bar_volume":7591.0,"baseline_avg":4025.55,"bar_rvol":1.885705,"raw_accel":2.273394,"smooth_accel":-0.111683,"accel_momentum":0.25225,"rvol_3bar":[0.422296,0.590911,1.885705],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1326.0,"sell_vol":1844.0,"unclassified_vol":0.0,"imbalance":-0.163407,"bid":12.05,"ask":12.13,"spread_pct":0.661704,"quote_size_imbalance":null,"quote_age_s":2.769566},"context":{"vwap":11.533894,"price_vs_vwap_pct":4.544051,"ema9":12.034826,"ema20":11.893515,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.163934,"dist_to_hod_atr":1.025074,"atr":0.138527,"spread_atr":0.577507,"own_change_pct":0.4971,"rel_strength_pct":{"SPY":0.532459,"IWM":0.450816}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.308137},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7adb22eaaaf9","ts":"2026-09-09T15:02:10+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1320.0s, plan says PASS; stop 12.62, target 12.74 (premarket_high), R:R 0.14; R:R 0.14 < 2.0 at 12.72; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.62,"target":12.74,"target_label":"premarket_high","reward_risk":0.14,"pos_in_5d_range_pct":51.7,"room_to_5d_high_atr":1.01},"price":12.725,"vwap":12.5661,"ext_from_open_pct":0.91,"max_ext_allowed_pct":4.0,"volume_pace":4.323,"trend":"flat","recent_slope_pct":-0.1676,"volatility":"medium"},"price":12.725,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":2660.0,"sell_vol":4763.0,"unclassified_vol":0.0,"imbalance":-0.283309,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.202854},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.265397,"ema9":12.767026,"ema20":12.746348,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.818394,"dist_to_hod_atr":1.740246,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.317168,"IWM":-0.398811}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.994098},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"514e192f1fef","ts":"2026-09-09T15:02:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.57 below VWAP $12.61","plan":{"state":"PASS","setup":"","stop":12.3671,"target":12.73,"target_label":"prev_day_high","reward_risk":0.76,"pos_in_5d_range_pct":88.3,"room_to_5d_high_atr":0.19},"price":12.5732,"vwap":12.609,"ext_from_open_pct":2.14,"max_ext_allowed_pct":3.0,"volume_pace":0.722,"trend":"flat","recent_slope_pct":0.0011,"volatility":"high"},"price":12.5732,"volume":{"bars":92,"last_bar_volume":305.0,"baseline_avg":774.6,"bar_rvol":0.393752,"raw_accel":-0.405458,"smooth_accel":-0.429977,"accel_momentum":-0.047643,"rvol_3bar":[0.195344,0.684593,0.393752],"trend_3bar":"MIXED","projected_rvol":0.414407},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":233.0,"sell_vol":74.0,"unclassified_vol":0.0,"imbalance":0.517915,"bid":12.59,"ask":12.64,"spread_pct":0.396354,"quote_size_imbalance":null,"quote_age_s":36.353324},"context":{"vwap":12.608997,"price_vs_vwap_pct":-0.283897,"ema9":12.594936,"ema20":12.603895,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.533333,"dist_to_hod_atr":8.442046,"atr":0.038711,"spread_atr":1.291623,"own_change_pct":0.278219,"rel_strength_pct":{"SPY":0.313578,"IWM":0.231935}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.20393},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cf40c7e8541d","ts":"2026-09-09T15:02:25+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.69,"pos_in_5d_range_pct":180.1,"room_to_5d_high_atr":-1.63},"price":12.04,"vwap":11.535,"ext_from_open_pct":2.91,"max_ext_allowed_pct":3.0,"volume_pace":2.579,"trend":"flat","recent_slope_pct":0.0255,"volatility":"medium"},"price":12.04,"volume":{"bars":92,"last_bar_volume":7591.0,"baseline_avg":4025.55,"bar_rvol":1.885705,"raw_accel":2.273394,"smooth_accel":-0.111683,"accel_momentum":0.25225,"rvol_3bar":[0.422296,0.590911,1.885705],"trend_3bar":"ACCELERATING","projected_rvol":0.401833},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":192.0,"sell_vol":636.0,"unclassified_vol":0.0,"imbalance":-0.536232,"bid":12.03,"ask":12.13,"spread_pct":0.827815,"quote_size_imbalance":null,"quote_age_s":1.226087},"context":{"vwap":11.533894,"price_vs_vwap_pct":4.38799,"ema9":12.034826,"ema20":11.893515,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.311475,"dist_to_hod_atr":1.155013,"atr":0.138527,"spread_atr":0.721883,"own_change_pct":0.4971,"rel_strength_pct":{"SPY":0.532459,"IWM":0.450816}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.011175},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f75d01a1b837","ts":"2026-09-09T15:02:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.4089,"target":12.73,"target_label":"prev_day_high","reward_risk":0.56,"pos_in_5d_range_pct":91.4,"room_to_5d_high_atr":0.14},"price":12.615,"vwap":12.609,"ext_from_open_pct":2.48,"max_ext_allowed_pct":3.0,"volume_pace":0.721,"trend":"flat","recent_slope_pct":0.0674,"volatility":"high"},"price":12.615,"volume":{"bars":92,"last_bar_volume":305.0,"baseline_avg":774.6,"bar_rvol":0.393752,"raw_accel":-0.405458,"smooth_accel":-0.429977,"accel_momentum":-0.047643,"rvol_3bar":[0.195344,0.684593,0.393752],"trend_3bar":"MIXED","projected_rvol":0.302091},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":43.0,"sell_vol":74.0,"unclassified_vol":0.0,"imbalance":-0.264957,"bid":12.59,"ask":12.64,"spread_pct":0.396354,"quote_size_imbalance":null,"quote_age_s":46.353324},"context":{"vwap":12.608997,"price_vs_vwap_pct":0.047613,"ema9":12.594936,"ema20":12.603895,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.209302,"dist_to_hod_atr":7.362249,"atr":0.038711,"spread_atr":1.291623,"own_change_pct":0.278219,"rel_strength_pct":{"SPY":0.313578,"IWM":0.231935}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.104327},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"74d7317679c0","ts":"2026-09-09T15:02:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.57 below VWAP $12.61","plan":{"state":"PASS","setup":"","stop":12.3685,"target":12.73,"target_label":"prev_day_high","reward_risk":0.75,"pos_in_5d_range_pct":88.4,"room_to_5d_high_atr":0.19},"price":12.5746,"vwap":12.609,"ext_from_open_pct":2.15,"max_ext_allowed_pct":3.0,"volume_pace":0.72,"trend":"flat","recent_slope_pct":0.0033,"volatility":"high"},"price":12.5746,"volume":{"bars":92,"last_bar_volume":305.0,"baseline_avg":774.6,"bar_rvol":0.393752,"raw_accel":-0.405458,"smooth_accel":-0.429977,"accel_momentum":-0.047643,"rvol_3bar":[0.195344,0.684593,0.393752],"trend_3bar":"MIXED","projected_rvol":0.31205},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":10.0,"sell_vol":87.0,"unclassified_vol":0.0,"imbalance":-0.793814,"bid":12.59,"ask":12.64,"spread_pct":0.396354,"quote_size_imbalance":null,"quote_age_s":51.353324},"context":{"vwap":12.608997,"price_vs_vwap_pct":-0.272794,"ema9":12.594936,"ema20":12.603895,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.522481,"dist_to_hod_atr":8.40588,"atr":0.038711,"spread_atr":1.291623,"own_change_pct":0.278219,"rel_strength_pct":{"SPY":0.313578,"IWM":0.231935}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.312566},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"db5508174848","ts":"2026-09-09T15:02:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1345.0s, plan says WATCH; stop 12.66, target 12.90 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 12.79; breakout: 1-min close > 12.84 on >= 33516 sh","plan":{"state":"WATCH","setup":"","stop":12.665,"target":12.905,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":58.8,"room_to_5d_high_atr":0.86},"price":12.7876,"vwap":12.5663,"ext_from_open_pct":1.41,"max_ext_allowed_pct":4.0,"volume_pace":4.308,"trend":"flat","recent_slope_pct":-0.0695,"volatility":"medium"},"price":12.7876,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":0.445527},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":115.0,"sell_vol":3771.0,"unclassified_vol":0.0,"imbalance":-0.940813,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.566723},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.763567,"ema9":12.767026,"ema20":12.746348,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.330475,"dist_to_hod_atr":0.702728,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.317168,"IWM":-0.398811}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.301207},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ec825617b1a6","ts":"2026-09-09T15:02:45+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1355.0s, plan says PASS; stop 12.61, target 12.74 (premarket_high), R:R 0.24; R:R 0.24 < 2.0 at 12.71; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.61,"target":12.74,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":1.04},"price":12.715,"vwap":12.5663,"ext_from_open_pct":0.83,"max_ext_allowed_pct":4.0,"volume_pace":4.301,"trend":"flat","recent_slope_pct":-0.1833,"volatility":"medium"},"price":12.715,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":0.417995},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":215.0,"sell_vol":3505.0,"unclassified_vol":0.0,"imbalance":-0.884409,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.056336},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.185817,"ema9":12.767026,"ema20":12.746348,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.896337,"dist_to_hod_atr":1.905984,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.317168,"IWM":-0.398811}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.10329},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c4127ada36d4","ts":"2026-09-09T15:02:50+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.61,"target":12.74,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":1.04},"price":12.715,"vwap":12.5663,"ext_from_open_pct":0.83,"max_ext_allowed_pct":4.0,"volume_pace":4.298,"trend":"flat","recent_slope_pct":-0.1833,"volatility":"medium"},"price":12.715,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":0.416687},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":529.0,"sell_vol":3555.0,"unclassified_vol":0.0,"imbalance":-0.74094,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.567086},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.185817,"ema9":12.767026,"ema20":12.746348,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.896337,"dist_to_hod_atr":1.905984,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.317168,"IWM":-0.398811}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.599876},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8b7908ff9ac5","ts":"2026-09-09T15:02:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.4089,"target":12.73,"target_label":"prev_day_high","reward_risk":0.56,"pos_in_5d_range_pct":91.4,"room_to_5d_high_atr":0.14},"price":12.615,"vwap":12.609,"ext_from_open_pct":2.48,"max_ext_allowed_pct":3.0,"volume_pace":0.718,"trend":"flat","recent_slope_pct":0.0674,"volatility":"high"},"price":12.615,"volume":{"bars":92,"last_bar_volume":305.0,"baseline_avg":774.6,"bar_rvol":0.393752,"raw_accel":-0.405458,"smooth_accel":-0.429977,"accel_momentum":-0.047643,"rvol_3bar":[0.195344,0.684593,0.393752],"trend_3bar":"MIXED","projected_rvol":0.443631},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":183.0,"sell_vol":25.0,"unclassified_vol":0.0,"imbalance":0.759615,"bid":12.59,"ask":12.64,"spread_pct":0.396354,"quote_size_imbalance":null,"quote_age_s":71.353324},"context":{"vwap":12.608997,"price_vs_vwap_pct":0.047613,"ema9":12.594936,"ema20":12.603895,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-2.209302,"dist_to_hod_atr":7.362249,"atr":0.038711,"spread_atr":1.291623,"own_change_pct":0.278219,"rel_strength_pct":{"SPY":0.313578,"IWM":0.231935}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.2991},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6dbfc525af2e","ts":"2026-09-09T15:02:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.665,"target":12.905,"target_label":"prev_day_high","reward_risk":0.93,"pos_in_5d_range_pct":59.0,"room_to_5d_high_atr":0.86},"price":12.7895,"vwap":12.5664,"ext_from_open_pct":1.42,"max_ext_allowed_pct":4.0,"volume_pace":4.295,"trend":"flat","recent_slope_pct":-0.0665,"volatility":"medium"},"price":12.7895,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":0.385333},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":615.0,"sell_vol":1458.0,"unclassified_vol":0.0,"imbalance":-0.406657,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":3.979082},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.778687,"ema9":12.767026,"ema20":12.746348,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.315666,"dist_to_hod_atr":0.671238,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.317168,"IWM":-0.398811}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.426914},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"cd71148a8aee","ts":"2026-09-09T15:03:00+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.61,"target":12.74,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":1.04},"price":12.715,"vwap":12.5663,"ext_from_open_pct":0.83,"max_ext_allowed_pct":4.0,"volume_pace":4.291,"trend":"flat","recent_slope_pct":-0.1833,"volatility":"medium"},"price":12.715,"volume":{"bars":92,"last_bar_volume":58650.0,"baseline_avg":16714.7,"bar_rvol":3.508887,"raw_accel":4.766962,"smooth_accel":1.211421,"accel_momentum":0.672066,"rvol_3bar":[2.249139,0.453696,3.508887],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":717.0,"sell_vol":1751.0,"unclassified_vol":0.0,"imbalance":-0.418963,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.498642},"context":{"vwap":12.56599,"price_vs_vwap_pct":1.185817,"ema9":12.767026,"ema20":12.746348,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.896337,"dist_to_hod_atr":1.905984,"atr":0.060336,"spread_atr":0.165738,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.253004,"IWM":-0.307829}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.470093},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"541324455a0a","ts":"2026-09-09T15:03:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2913,"target":5.46,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":12.1,"room_to_5d_high_atr":2.08},"price":5.3716,"vwap":5.3611,"ext_from_open_pct":0.03,"max_ext_allowed_pct":3.0,"volume_pace":1.448,"trend":"flat","recent_slope_pct":-0.0567,"volatility":"medium"},"price":5.3716,"volume":{"bars":93,"last_bar_volume":27263.0,"baseline_avg":40217.3,"bar_rvol":0.677892,"raw_accel":-0.505415,"smooth_accel":0.60747,"accel_momentum":-0.141911,"rvol_3bar":[3.722298,1.412226,0.677892],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":3064.0,"sell_vol":17623.0,"unclassified_vol":0.0,"imbalance":-0.703775,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":4.79932},"context":{"vwap":5.361103,"price_vs_vwap_pct":0.195791,"ema9":5.379247,"ema20":5.382235,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.619048,"dist_to_hod_atr":4.874267,"atr":0.018136,"spread_atr":0.551388,"own_change_pct":-0.313934,"rel_strength_pct":{"SPY":-0.214412,"IWM":-0.269236}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.477084},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"1f6d7a8e525d","ts":"2026-09-09T15:03:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.665,"target":12.905,"target_label":"prev_day_high","reward_risk":1.19,"pos_in_5d_range_pct":57.4,"room_to_5d_high_atr":0.89},"price":12.7747,"vwap":12.5679,"ext_from_open_pct":1.31,"max_ext_allowed_pct":4.0,"volume_pace":4.317,"trend":"flat","recent_slope_pct":-0.1203,"volatility":"medium"},"price":12.7747,"volume":{"bars":93,"last_bar_volume":6399.0,"baseline_avg":18612.15,"bar_rvol":0.343808,"raw_accel":-0.890895,"smooth_accel":-0.182624,"accel_momentum":-1.394045,"rvol_3bar":[0.453696,3.508887,0.343808],"trend_3bar":"MIXED","projected_rvol":5.879815},"flow":{"window_s":30,"trades":315,"trade_rate":10.5,"buy_vol":15412.0,"sell_vol":13106.0,"unclassified_vol":0.0,"imbalance":0.080861,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.878691},"context":{"vwap":12.566338,"price_vs_vwap_pct":1.6581,"ema9":12.756621,"ema20":12.743362,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.431021,"dist_to_hod_atr":0.891041,"atr":0.062062,"spread_atr":0.161128,"own_change_pct":-0.547517,"rel_strength_pct":{"SPY":-0.447995,"IWM":-0.502819}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.027801},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a0a1d3c65ece","ts":"2026-09-09T15:03:15+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2884,"target":5.46,"target_label":"ceiling","reward_risk":1.14,"pos_in_5d_range_pct":11.7,"room_to_5d_high_atr":2.09},"price":5.3687,"vwap":5.3611,"ext_from_open_pct":-0.02,"max_ext_allowed_pct":3.0,"volume_pace":1.445,"trend":"flat","recent_slope_pct":-0.0675,"volatility":"medium"},"price":5.3687,"volume":{"bars":93,"last_bar_volume":27263.0,"baseline_avg":40217.3,"bar_rvol":0.677892,"raw_accel":-0.505415,"smooth_accel":0.60747,"accel_momentum":-0.141911,"rvol_3bar":[3.722298,1.412226,0.677892],"trend_3bar":"DECELERATING","projected_rvol":0.182509},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":2827.0,"sell_vol":17608.0,"unclassified_vol":0.0,"imbalance":-0.723318,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.064883},"context":{"vwap":5.361103,"price_vs_vwap_pct":0.141698,"ema9":5.379247,"ema20":5.382235,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.672161,"dist_to_hod_atr":5.034169,"atr":0.018136,"spread_atr":0.551388,"own_change_pct":-0.313934,"rel_strength_pct":{"SPY":-0.214412,"IWM":-0.269236}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.490332},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"e95d29d66d88","ts":"2026-09-09T15:03:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6,"target":12.74,"target_label":"premarket_high","reward_risk":0.33,"pos_in_5d_range_pct":49.4,"room_to_5d_high_atr":1.06},"price":12.705,"vwap":12.568,"ext_from_open_pct":0.75,"max_ext_allowed_pct":4.0,"volume_pace":4.32,"trend":"flat","recent_slope_pct":-0.2298,"volatility":"medium"},"price":12.705,"volume":{"bars":93,"last_bar_volume":6399.0,"baseline_avg":18612.15,"bar_rvol":0.343808,"raw_accel":-0.890895,"smooth_accel":-0.182624,"accel_momentum":-1.394045,"rvol_3bar":[0.453696,3.508887,0.343808],"trend_3bar":"MIXED","projected_rvol":5.254632},"flow":{"window_s":30,"trades":312,"trade_rate":10.4,"buy_vol":15239.0,"sell_vol":17956.0,"unclassified_vol":0.0,"imbalance":-0.08185,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.702314},"context":{"vwap":12.566338,"price_vs_vwap_pct":1.103444,"ema9":12.756621,"ema20":12.743362,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.974279,"dist_to_hod_atr":2.014106,"atr":0.062062,"spread_atr":0.161128,"own_change_pct":-0.547517,"rel_strength_pct":{"SPY":-0.447995,"IWM":-0.502819}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.028141},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"33c05a17dadd","ts":"2026-09-09T15:03:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.664,"target":12.905,"target_label":"prev_day_high","reward_risk":1.3,"pos_in_5d_range_pct":56.7,"room_to_5d_high_atr":0.91},"price":12.769,"vwap":12.5685,"ext_from_open_pct":1.26,"max_ext_allowed_pct":4.0,"volume_pace":4.315,"trend":"flat","recent_slope_pct":-0.1293,"volatility":"medium"},"price":12.769,"volume":{"bars":93,"last_bar_volume":6399.0,"baseline_avg":18612.15,"bar_rvol":0.343808,"raw_accel":-0.890895,"smooth_accel":-0.182624,"accel_momentum":-1.394045,"rvol_3bar":[0.453696,3.508887,0.343808],"trend_3bar":"MIXED","projected_rvol":3.425689},"flow":{"window_s":30,"trades":298,"trade_rate":9.933333,"buy_vol":17300.0,"sell_vol":17158.0,"unclassified_vol":0.0,"imbalance":0.004121,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.369208},"context":{"vwap":12.566338,"price_vs_vwap_pct":1.612741,"ema9":12.756621,"ema20":12.743362,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.475448,"dist_to_hod_atr":0.982884,"atr":0.062062,"spread_atr":0.161128,"own_change_pct":-0.547517,"rel_strength_pct":{"SPY":-0.447995,"IWM":-0.502819}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.001417},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"416c89a0c263","ts":"2026-09-09T15:03:45+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6,"target":12.74,"target_label":"premarket_high","reward_risk":0.33,"pos_in_5d_range_pct":49.4,"room_to_5d_high_atr":1.06},"price":12.705,"vwap":12.5683,"ext_from_open_pct":0.75,"max_ext_allowed_pct":4.0,"volume_pace":4.308,"trend":"flat","recent_slope_pct":-0.2298,"volatility":"medium"},"price":12.705,"volume":{"bars":93,"last_bar_volume":6399.0,"baseline_avg":18612.15,"bar_rvol":0.343808,"raw_accel":-0.890895,"smooth_accel":-0.182624,"accel_momentum":-1.394045,"rvol_3bar":[0.453696,3.508887,0.343808],"trend_3bar":"MIXED","projected_rvol":2.716505},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":3572.0,"sell_vol":6989.0,"unclassified_vol":0.0,"imbalance":-0.323549,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":1.964988},"context":{"vwap":12.566338,"price_vs_vwap_pct":1.103444,"ema9":12.756621,"ema20":12.743362,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.974279,"dist_to_hod_atr":2.014106,"atr":0.062062,"spread_atr":0.161128,"own_change_pct":-0.547517,"rel_strength_pct":{"SPY":-0.447995,"IWM":-0.502819}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.111239},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"eb62ec514126","ts":"2026-09-09T15:03:50+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.6634,"target":12.905,"target_label":"prev_day_high","reward_risk":1.3,"pos_in_5d_range_pct":56.6,"room_to_5d_high_atr":0.91},"price":12.7684,"vwap":12.5686,"ext_from_open_pct":1.26,"max_ext_allowed_pct":4.0,"volume_pace":4.307,"trend":"flat","recent_slope_pct":-0.1302,"volatility":"medium"},"price":12.7684,"volume":{"bars":93,"last_bar_volume":6399.0,"baseline_avg":18612.15,"bar_rvol":0.343808,"raw_accel":-0.890895,"smooth_accel":-0.182624,"accel_momentum":-1.394045,"rvol_3bar":[0.453696,3.508887,0.343808],"trend_3bar":"MIXED","projected_rvol":2.555428},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":4297.0,"sell_vol":2738.0,"unclassified_vol":0.0,"imbalance":0.221606,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":6.964988},"context":{"vwap":12.566338,"price_vs_vwap_pct":1.607966,"ema9":12.756621,"ema20":12.743362,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.480125,"dist_to_hod_atr":0.992551,"atr":0.062062,"spread_atr":0.161128,"own_change_pct":-0.547517,"rel_strength_pct":{"SPY":-0.447995,"IWM":-0.502819}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.07619},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"57b8d5dd65b0","ts":"2026-09-09T15:03:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.605,"target":12.74,"target_label":"premarket_high","reward_risk":0.29,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.71,"vwap":12.5685,"ext_from_open_pct":0.79,"max_ext_allowed_pct":5.0,"volume_pace":4.307,"trend":"flat","recent_slope_pct":-0.2219,"volatility":"medium"},"price":12.71,"volume":{"bars":93,"last_bar_volume":6399.0,"baseline_avg":18612.15,"bar_rvol":0.343808,"raw_accel":-0.890895,"smooth_accel":-0.182624,"accel_momentum":-1.394045,"rvol_3bar":[0.453696,3.508887,0.343808],"trend_3bar":"MIXED","projected_rvol":2.488052},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":3159.0,"sell_vol":3486.0,"unclassified_vol":0.0,"imbalance":-0.04921,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.474196},"context":{"vwap":12.566338,"price_vs_vwap_pct":1.143233,"ema9":12.756621,"ema20":12.743362,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.935308,"dist_to_hod_atr":1.933542,"atr":0.062062,"spread_atr":0.161128,"own_change_pct":-0.547517,"rel_strength_pct":{"SPY":-0.447995,"IWM":-0.502819}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.016919},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f7fb82e59eb2","ts":"2026-09-09T15:04:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.5,"pos_in_5d_range_pct":107.6,"room_to_5d_high_atr":-0.12},"price":12.8321,"vwap":12.6644,"ext_from_open_pct":4.24,"max_ext_allowed_pct":3.0,"volume_pace":0.973,"trend":"flat","recent_slope_pct":0.3789,"volatility":"high"},"price":12.8321,"volume":{"bars":93,"last_bar_volume":344.0,"baseline_avg":762.65,"bar_rvol":0.451059,"raw_accel":0.127869,"smooth_accel":-0.121029,"accel_momentum":0.308948,"rvol_3bar":[0.684593,0.393752,0.451059],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":1153,"trade_rate":38.433333,"buy_vol":66075.0,"sell_vol":37407.0,"unclassified_vol":0.0,"imbalance":0.277034,"bid":12.74,"ask":12.83,"spread_pct":0.70395,"quote_size_imbalance":null,"quote_age_s":0.147154},"context":{"vwap":12.608985,"price_vs_vwap_pct":1.769493,"ema9":12.597988,"ema20":12.604495,"ema_stack":false,"ema_warm":true,"hod":12.9,"dist_to_hod_pct":-0.526357,"dist_to_hod_atr":1.73327,"atr":0.039174,"spread_atr":2.297413,"own_change_pct":0.240064,"rel_strength_pct":{"SPY":0.360506,"IWM":0.380441}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.124958},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3d15703e99ee","ts":"2026-09-09T15:04:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.7% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5539,"target":12.85,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":102.2,"room_to_5d_high_atr":-0.04},"price":12.76,"vwap":12.6644,"ext_from_open_pct":3.66,"max_ext_allowed_pct":3.0,"volume_pace":0.972,"trend":"flat","recent_slope_pct":0.3997,"volatility":"high"},"price":12.76,"volume":{"bars":94,"last_bar_volume":103482.0,"baseline_avg":700.0,"bar_rvol":147.831429,"raw_accel":299.819767,"smooth_accel":110.132337,"accel_momentum":110.253366,"rvol_3bar":[0.393752,0.451059,147.831429],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":1158,"trade_rate":38.6,"buy_vol":66075.0,"sell_vol":37586.0,"unclassified_vol":0.0,"imbalance":0.274829,"bid":12.74,"ask":12.82,"spread_pct":0.625978,"quote_size_imbalance":null,"quote_age_s":1.055151},"context":{"vwap":12.664362,"price_vs_vwap_pct":0.755176,"ema9":12.644811,"ema20":12.626172,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.846154,"dist_to_hod_atr":3.73637,"atr":0.064233,"spread_atr":1.245457,"own_change_pct":1.963449,"rel_strength_pct":{"SPY":2.083891,"IWM":2.103826}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":40.628294},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f6a88033326b","ts":"2026-09-09T15:04:05+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2836,"target":5.46,"target_label":"ceiling","reward_risk":1.2,"pos_in_5d_range_pct":11.0,"room_to_5d_high_atr":2.1},"price":5.3639,"vwap":5.3611,"ext_from_open_pct":-0.11,"max_ext_allowed_pct":3.0,"volume_pace":1.44,"trend":"flat","recent_slope_pct":-0.0883,"volatility":"medium"},"price":5.3639,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":141,"trade_rate":4.7,"buy_vol":3465.0,"sell_vol":36509.0,"unclassified_vol":0.0,"imbalance":-0.826637,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.255743},"context":{"vwap":5.361132,"price_vs_vwap_pct":0.051624,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.760073,"dist_to_hod_atr":5.235655,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.727103},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b41557116f71","ts":"2026-09-09T15:04:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 30.0s, plan says WATCH; stop 8.19, target 8.40 (prev_day_high), R:R 1.59; R:R 1.59 < 2.0 at 8.27; pullback: buy 8.22-8.27 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.1881,"target":8.4,"target_label":"prev_day_high","reward_risk":1.59,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":1.45},"price":8.27,"vwap":8.2116,"ext_from_open_pct":-3.27,"max_ext_allowed_pct":3.0,"volume_pace":1.956,"trend":"flat","recent_slope_pct":0.0698,"volatility":"medium"},"price":8.27,"volume":{"bars":94,"last_bar_volume":733.0,"baseline_avg":2607.75,"bar_rvol":0.281085,"raw_accel":-0.763701,"smooth_accel":1.31828,"accel_momentum":0.574623,"rvol_3bar":[0.888461,1.003137,0.281085],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":103.0,"sell_vol":21.0,"unclassified_vol":0.0,"imbalance":0.66129,"bid":8.27,"ask":8.28,"spread_pct":0.120846,"quote_size_imbalance":null,"quote_age_s":0.614117},"context":{"vwap":8.211555,"price_vs_vwap_pct":0.711743,"ema9":8.254563,"ema20":8.252774,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.808656,"dist_to_hod_atr":12.019272,"atr":0.042432,"spread_atr":0.235672,"own_change_pct":0.259394,"rel_strength_pct":{"SPY":0.379836,"IWM":0.399771}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.185879},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b23f6add227f","ts":"2026-09-09T15:04:10+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3611,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.439,"trend":"flat","recent_slope_pct":-0.1028,"volatility":"medium"},"price":5.36,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":127,"trade_rate":4.233333,"buy_vol":3621.0,"sell_vol":31712.0,"unclassified_vol":0.0,"imbalance":-0.795036,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.168854},"context":{"vwap":5.361132,"price_vs_vwap_pct":-0.021122,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.448133,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.699307},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4082d5728dad","ts":"2026-09-09T15:04:20+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2837,"target":5.46,"target_label":"ceiling","reward_risk":1.19,"pos_in_5d_range_pct":11.1,"room_to_5d_high_atr":2.1},"price":5.364,"vwap":5.3611,"ext_from_open_pct":-0.11,"max_ext_allowed_pct":3.0,"volume_pace":1.439,"trend":"flat","recent_slope_pct":-0.0879,"volatility":"medium"},"price":5.364,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":1.224038},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":3491.0,"sell_vol":40760.0,"unclassified_vol":0.0,"imbalance":-0.842218,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.167891},"context":{"vwap":5.361132,"price_vs_vwap_pct":0.053489,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.758242,"dist_to_hod_atr":5.230207,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.740808},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7b6c52c07587","ts":"2026-09-09T15:04:25+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3611,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.438,"trend":"flat","recent_slope_pct":-0.1028,"volatility":"medium"},"price":5.36,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":1.036366},"flow":{"window_s":30,"trades":148,"trade_rate":4.933333,"buy_vol":3518.0,"sell_vol":41656.0,"unclassified_vol":0.0,"imbalance":-0.844247,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.334554},"context":{"vwap":5.361132,"price_vs_vwap_pct":-0.021122,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.448133,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.742592},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f9775e1e2972","ts":"2026-09-09T15:04:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.441,"target":14.625,"target_label":"clear air (typical 60-min move)","reward_risk":0.55,"pos_in_5d_range_pct":183.1,"room_to_5d_high_atr":-2.76},"price":14.56,"vwap":14.4014,"ext_from_open_pct":3.13,"max_ext_allowed_pct":5.0,"volume_pace":6.894,"trend":"flat","recent_slope_pct":-0.0431,"volatility":"medium"},"price":14.56,"volume":{"bars":94,"last_bar_volume":10945.0,"baseline_avg":22509.65,"bar_rvol":0.486236,"raw_accel":0.187995,"smooth_accel":0.082024,"accel_momentum":-0.607253,"rvol_3bar":[2.780196,0.401875,0.486236],"trend_3bar":"MIXED","projected_rvol":0.396896},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":3200.0,"sell_vol":1267.0,"unclassified_vol":0.0,"imbalance":0.432729,"bid":14.56,"ask":14.57,"spread_pct":0.068658,"quote_size_imbalance":null,"quote_age_s":0.00162},"context":{"vwap":14.401095,"price_vs_vwap_pct":1.103426,"ema9":14.540395,"ema20":14.501452,"ema_stack":true,"ema_warm":true,"hod":14.625,"dist_to_hod_pct":-0.444444,"dist_to_hod_atr":1.294496,"atr":0.050213,"spread_atr":0.199153,"own_change_pct":0.483259,"rel_strength_pct":{"SPY":0.603701,"IWM":0.623636}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.210408},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"774417da3f6c","ts":"2026-09-09T15:04:30+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2847,"target":5.46,"target_label":"ceiling","reward_risk":1.18,"pos_in_5d_range_pct":11.2,"room_to_5d_high_atr":2.1},"price":5.365,"vwap":5.3612,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.436,"trend":"flat","recent_slope_pct":-0.0842,"volatility":"medium"},"price":5.365,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":0.903177},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":3367.0,"sell_vol":14976.0,"unclassified_vol":0.0,"imbalance":-0.632884,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.00177},"context":{"vwap":5.361132,"price_vs_vwap_pct":0.072142,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.739927,"dist_to_hod_atr":5.175726,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.55668},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"09f449cc1bae","ts":"2026-09-09T15:04:40+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5139,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.72,"vwap":12.6664,"ext_from_open_pct":3.33,"max_ext_allowed_pct":4.0,"volume_pace":0.99,"trend":"flat","recent_slope_pct":0.3369,"volatility":"high"},"price":12.72,"volume":{"bars":94,"last_bar_volume":103482.0,"baseline_avg":700.0,"bar_rvol":147.831429,"raw_accel":299.819767,"smooth_accel":110.132337,"accel_momentum":110.253366,"rvol_3bar":[0.393752,0.451059,147.831429],"trend_3bar":"ACCELERATING","projected_rvol":20.34},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":2674.0,"sell_vol":6587.0,"unclassified_vol":0.0,"imbalance":-0.422525,"bid":12.71,"ask":12.74,"spread_pct":0.235756,"quote_size_imbalance":null,"quote_age_s":0.237007},"context":{"vwap":12.664362,"price_vs_vwap_pct":0.439329,"ema9":12.644811,"ema20":12.626172,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-2.153846,"dist_to_hod_atr":4.359099,"atr":0.064233,"spread_atr":0.467046,"own_change_pct":1.963449,"rel_strength_pct":{"SPY":2.083891,"IWM":2.103826}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-62.46241},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7565a10f69aa","ts":"2026-09-09T15:04:40+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3612,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.435,"trend":"flat","recent_slope_pct":-0.1028,"volatility":"medium"},"price":5.36,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":0.877979},"flow":{"window_s":30,"trades":92,"trade_rate":3.066667,"buy_vol":1955.0,"sell_vol":14823.0,"unclassified_vol":0.0,"imbalance":-0.766957,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.400527},"context":{"vwap":5.361132,"price_vs_vwap_pct":-0.021122,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.448133,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.674609},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"08ed06f31312","ts":"2026-09-09T15:04:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5139,"target":12.85,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":99.3,"room_to_5d_high_atr":0.01},"price":12.72,"vwap":12.6672,"ext_from_open_pct":3.33,"max_ext_allowed_pct":3.0,"volume_pace":0.997,"trend":"flat","recent_slope_pct":0.3369,"volatility":"high"},"price":12.72,"volume":{"bars":94,"last_bar_volume":103482.0,"baseline_avg":700.0,"bar_rvol":147.831429,"raw_accel":299.819767,"smooth_accel":110.132337,"accel_momentum":110.253366,"rvol_3bar":[0.393752,0.451059,147.831429],"trend_3bar":"ACCELERATING","projected_rvol":22.515429},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":3085.0,"sell_vol":3275.0,"unclassified_vol":0.0,"imbalance":-0.029874,"bid":12.72,"ask":12.76,"spread_pct":0.313972,"quote_size_imbalance":null,"quote_age_s":2.233306},"context":{"vwap":12.664362,"price_vs_vwap_pct":0.439329,"ema9":12.644811,"ema20":12.626172,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-2.153846,"dist_to_hod_atr":4.359099,"atr":0.064233,"spread_atr":0.622728,"own_change_pct":1.963449,"rel_strength_pct":{"SPY":2.083891,"IWM":2.103826}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-4.416348},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d6180b0f53a8","ts":"2026-09-09T15:04:50+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.71,"pos_in_5d_range_pct":179.6,"room_to_5d_high_atr":-1.62},"price":12.035,"vwap":11.559,"ext_from_open_pct":2.86,"max_ext_allowed_pct":3.0,"volume_pace":2.649,"trend":"flat","recent_slope_pct":-0.1914,"volatility":"medium"},"price":12.035,"volume":{"bars":94,"last_bar_volume":2840.0,"baseline_avg":4900.55,"bar_rvol":0.579527,"raw_accel":-0.736305,"smooth_accel":1.264822,"accel_momentum":0.493971,"rvol_3bar":[1.885705,2.448813,0.579527],"trend_3bar":"MIXED","projected_rvol":1.255696},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":140.0,"sell_vol":625.0,"unclassified_vol":0.0,"imbalance":-0.633987,"bid":12.0,"ask":12.07,"spread_pct":0.581637,"quote_size_imbalance":null,"quote_age_s":4.627337},"context":{"vwap":11.552782,"price_vs_vwap_pct":4.174047,"ema9":12.000609,"ema20":11.903027,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.352459,"dist_to_hod_atr":1.12701,"atr":0.146405,"spread_atr":0.478126,"own_change_pct":-1.659751,"rel_strength_pct":{"SPY":-1.539309,"IWM":-1.519374}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.367412},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ea30ec476897","ts":"2026-09-09T15:04:50+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2823,"target":5.46,"target_label":"ceiling","reward_risk":1.21,"pos_in_5d_range_pct":10.9,"room_to_5d_high_atr":2.11},"price":5.3626,"vwap":5.3612,"ext_from_open_pct":-0.14,"max_ext_allowed_pct":3.0,"volume_pace":1.433,"trend":"flat","recent_slope_pct":-0.0931,"volatility":"medium"},"price":5.3626,"volume":{"bars":94,"last_bar_volume":35728.0,"baseline_avg":40618.85,"bar_rvol":0.879592,"raw_accel":0.310494,"smooth_accel":-0.521577,"accel_momentum":-1.129047,"rvol_3bar":[1.412226,0.677892,0.879592],"trend_3bar":"MIXED","projected_rvol":0.720936},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":1859.0,"sell_vol":5971.0,"unclassified_vol":0.0,"imbalance":-0.52516,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.939332},"context":{"vwap":5.361132,"price_vs_vwap_pct":0.027375,"ema9":5.375398,"ema20":5.380117,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.783883,"dist_to_hod_atr":5.306481,"atr":0.018355,"spread_atr":0.544813,"own_change_pct":-0.65059,"rel_strength_pct":{"SPY":-0.530148,"IWM":-0.510213}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.461926},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ca3dc9623c30","ts":"2026-09-09T15:05:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.6578,"target":12.905,"target_label":"prev_day_high","reward_risk":1.35,"pos_in_5d_range_pct":56.0,"room_to_5d_high_atr":0.92},"price":12.7628,"vwap":12.5697,"ext_from_open_pct":1.21,"max_ext_allowed_pct":4.0,"volume_pace":4.283,"trend":"flat","recent_slope_pct":0.0543,"volatility":"medium"},"price":12.7628,"volume":{"bars":95,"last_bar_volume":22875.0,"baseline_avg":19373.3,"bar_rvol":1.180749,"raw_accel":-0.466161,"smooth_accel":-0.384124,"accel_momentum":-0.864017,"rvol_3bar":[0.343808,2.387286,1.180749],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":4871.0,"sell_vol":3277.0,"unclassified_vol":0.0,"imbalance":0.195631,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":5.84676},"context":{"vwap":12.569604,"price_vs_vwap_pct":1.537008,"ema9":12.737538,"ema20":12.736215,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.523772,"dist_to_hod_atr":1.017527,"atr":0.066042,"spread_atr":0.151418,"own_change_pct":-0.823961,"rel_strength_pct":{"SPY":-0.700889,"IWM":-0.669899}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.230991},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e0c8aab822a4","ts":"2026-09-09T15:05:15+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.65,"pos_in_5d_range_pct":181.5,"room_to_5d_high_atr":-1.66},"price":12.0542,"vwap":11.5602,"ext_from_open_pct":3.03,"max_ext_allowed_pct":3.0,"volume_pace":2.646,"trend":"flat","recent_slope_pct":-0.1518,"volatility":"medium"},"price":12.0542,"volume":{"bars":95,"last_bar_volume":6148.0,"baseline_avg":4949.9,"bar_rvol":1.242045,"raw_accel":1.164789,"smooth_accel":0.70725,"accel_momentum":-0.557573,"rvol_3bar":[2.448813,0.579527,1.242045],"trend_3bar":"MIXED","projected_rvol":0.029091},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":1146.0,"sell_vol":660.0,"unclassified_vol":0.0,"imbalance":0.269103,"bid":12.0,"ask":12.07,"spread_pct":0.581637,"quote_size_imbalance":null,"quote_age_s":29.627337},"context":{"vwap":11.560167,"price_vs_vwap_pct":4.273583,"ema9":12.004707,"ema20":11.914272,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.195082,"dist_to_hod_atr":0.970491,"atr":0.150233,"spread_atr":0.465942,"own_change_pct":-0.481816,"rel_strength_pct":{"SPY":-0.358744,"IWM":-0.327754}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.334238},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c65ff7d1aae8","ts":"2026-09-09T15:05:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6356,"target":12.905,"target_label":"prev_day_high","reward_risk":1.57,"pos_in_5d_range_pct":53.5,"room_to_5d_high_atr":0.97},"price":12.7406,"vwap":12.5697,"ext_from_open_pct":1.04,"max_ext_allowed_pct":4.0,"volume_pace":4.28,"trend":"flat","recent_slope_pct":0.0194,"volatility":"medium"},"price":12.7406,"volume":{"bars":95,"last_bar_volume":22875.0,"baseline_avg":19373.3,"bar_rvol":1.180749,"raw_accel":-0.466161,"smooth_accel":-0.384124,"accel_momentum":-0.864017,"rvol_3bar":[0.343808,2.387286,1.180749],"trend_3bar":"MIXED","projected_rvol":0.39539},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":4669.0,"sell_vol":2695.0,"unclassified_vol":0.0,"imbalance":0.268061,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.468158},"context":{"vwap":12.569604,"price_vs_vwap_pct":1.360391,"ema9":12.737538,"ema20":12.736215,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.696804,"dist_to_hod_atr":1.353674,"atr":0.066042,"spread_atr":0.151418,"own_change_pct":-0.823961,"rel_strength_pct":{"SPY":-0.700889,"IWM":-0.669899}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.316513},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4cf274e6b18c","ts":"2026-09-09T15:05:25+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5239,"target":12.85,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":100.0,"room_to_5d_high_atr":0.0},"price":12.73,"vwap":12.6681,"ext_from_open_pct":3.41,"max_ext_allowed_pct":4.0,"volume_pace":1.004,"trend":"flat","recent_slope_pct":0.2754,"volatility":"high"},"price":12.73,"volume":{"bars":95,"last_bar_volume":13365.0,"baseline_avg":5840.15,"bar_rvol":2.288469,"raw_accel":-0.870847,"smooth_accel":117.975635,"accel_momentum":7.843297,"rvol_3bar":[0.451059,147.831429,2.288469],"trend_3bar":"MIXED","projected_rvol":2.05844},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":9.0,"sell_vol":5025.0,"unclassified_vol":0.0,"imbalance":-0.996424,"bid":12.72,"ask":12.74,"spread_pct":0.157109,"quote_size_imbalance":null,"quote_age_s":4.40942},"context":{"vwap":12.66732,"price_vs_vwap_pct":0.494816,"ema9":12.661849,"ema20":12.63606,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-2.076923,"dist_to_hod_atr":3.908451,"atr":0.069081,"spread_atr":0.289515,"own_change_pct":1.111994,"rel_strength_pct":{"SPY":1.235066,"IWM":1.266056}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.280286},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cf65cf809e32","ts":"2026-09-09T15:05:30+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.68,"pos_in_5d_range_pct":180.5,"room_to_5d_high_atr":-1.64},"price":12.0439,"vwap":11.5616,"ext_from_open_pct":2.94,"max_ext_allowed_pct":3.0,"volume_pace":2.646,"trend":"flat","recent_slope_pct":-0.169,"volatility":"medium"},"price":12.0439,"volume":{"bars":95,"last_bar_volume":6148.0,"baseline_avg":4949.9,"bar_rvol":1.242045,"raw_accel":1.164789,"smooth_accel":0.70725,"accel_momentum":-0.557573,"rvol_3bar":[2.448813,0.579527,1.242045],"trend_3bar":"MIXED","projected_rvol":0.424251},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":809.0,"sell_vol":241.0,"unclassified_vol":0.0,"imbalance":0.540952,"bid":12.03,"ask":12.15,"spread_pct":0.992556,"quote_size_imbalance":null,"quote_age_s":0.693496},"context":{"vwap":11.560167,"price_vs_vwap_pct":4.184484,"ema9":12.004707,"ema20":11.914272,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.279508,"dist_to_hod_atr":1.039051,"atr":0.150233,"spread_atr":0.798758,"own_change_pct":-0.481816,"rel_strength_pct":{"SPY":-0.358744,"IWM":-0.327754}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.671887},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e39efc47404f","ts":"2026-09-09T15:05:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":106.1,"room_to_5d_high_atr":-0.1},"price":12.8112,"vwap":12.669,"ext_from_open_pct":4.07,"max_ext_allowed_pct":4.0,"volume_pace":1.003,"trend":"flat","recent_slope_pct":0.4027,"volatility":"high"},"price":12.8112,"volume":{"bars":95,"last_bar_volume":13365.0,"baseline_avg":5840.15,"bar_rvol":2.288469,"raw_accel":-0.870847,"smooth_accel":117.975635,"accel_momentum":7.843297,"rvol_3bar":[0.451059,147.831429,2.288469],"trend_3bar":"MIXED","projected_rvol":1.482753},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":662.0,"sell_vol":5111.0,"unclassified_vol":0.0,"imbalance":-0.770657,"bid":12.75,"ask":12.79,"spread_pct":0.313234,"quote_size_imbalance":null,"quote_age_s":1.638122},"context":{"vwap":12.66732,"price_vs_vwap_pct":1.135836,"ema9":12.661849,"ema20":12.63606,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.452308,"dist_to_hod_atr":2.733021,"atr":0.069081,"spread_atr":0.57903,"own_change_pct":1.111994,"rel_strength_pct":{"SPY":1.235066,"IWM":1.266056}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.763623},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c3b248cf92be","ts":"2026-09-09T15:05:45+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.26,"pos_in_5d_range_pct":104.5,"room_to_5d_high_atr":-0.07},"price":12.7899,"vwap":12.6689,"ext_from_open_pct":3.9,"max_ext_allowed_pct":4.0,"volume_pace":1.003,"trend":"flat","recent_slope_pct":0.3693,"volatility":"high"},"price":12.7899,"volume":{"bars":95,"last_bar_volume":13365.0,"baseline_avg":5840.15,"bar_rvol":2.288469,"raw_accel":-0.870847,"smooth_accel":117.975635,"accel_momentum":7.843297,"rvol_3bar":[0.451059,147.831429,2.288469],"trend_3bar":"MIXED","projected_rvol":1.375079},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":653.0,"sell_vol":5361.0,"unclassified_vol":0.0,"imbalance":-0.78284,"bid":12.75,"ask":12.79,"spread_pct":0.313234,"quote_size_imbalance":null,"quote_age_s":4.391197},"context":{"vwap":12.66732,"price_vs_vwap_pct":0.967686,"ema9":12.661849,"ema20":12.63606,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.616154,"dist_to_hod_atr":3.041354,"atr":0.069081,"spread_atr":0.57903,"own_change_pct":1.111994,"rel_strength_pct":{"SPY":1.235066,"IWM":1.266056}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.791505},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4451507da1d2","ts":"2026-09-09T15:05:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.4% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":12.41,"target_label":"premarket_high","reward_risk":0.54,"pos_in_5d_range_pct":185.3,"room_to_5d_high_atr":-1.73},"price":12.092,"vwap":11.562,"ext_from_open_pct":3.35,"max_ext_allowed_pct":3.0,"volume_pace":2.641,"trend":"flat","recent_slope_pct":-0.0889,"volatility":"medium"},"price":12.092,"volume":{"bars":95,"last_bar_volume":6148.0,"baseline_avg":4949.9,"bar_rvol":1.242045,"raw_accel":1.164789,"smooth_accel":0.70725,"accel_momentum":-0.557573,"rvol_3bar":[2.448813,0.579527,1.242045],"trend_3bar":"MIXED","projected_rvol":0.338862},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":810.0,"sell_vol":412.0,"unclassified_vol":0.0,"imbalance":0.325696,"bid":12.03,"ask":12.11,"spread_pct":0.6628,"quote_size_imbalance":null,"quote_age_s":6.334618},"context":{"vwap":11.560167,"price_vs_vwap_pct":4.600568,"ema9":12.004707,"ema20":11.914272,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.885246,"dist_to_hod_atr":0.718882,"atr":0.150233,"spread_atr":0.532505,"own_change_pct":-0.481816,"rel_strength_pct":{"SPY":-0.358744,"IWM":-0.327754}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.404529},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f6fe2c279774","ts":"2026-09-09T15:05:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5439,"target":12.85,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":101.5,"room_to_5d_high_atr":-0.02},"price":12.75,"vwap":12.6694,"ext_from_open_pct":3.57,"max_ext_allowed_pct":3.0,"volume_pace":1.009,"trend":"flat","recent_slope_pct":0.3067,"volatility":"high"},"price":12.75,"volume":{"bars":95,"last_bar_volume":13365.0,"baseline_avg":5840.15,"bar_rvol":2.288469,"raw_accel":-0.870847,"smooth_accel":117.975635,"accel_momentum":7.843297,"rvol_3bar":[0.451059,147.831429,2.288469],"trend_3bar":"MIXED","projected_rvol":1.703381},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":1053.0,"sell_vol":3057.0,"unclassified_vol":0.0,"imbalance":-0.487591,"bid":12.72,"ask":12.77,"spread_pct":0.392311,"quote_size_imbalance":null,"quote_age_s":1.47483},"context":{"vwap":12.66732,"price_vs_vwap_pct":0.652703,"ema9":12.661849,"ema20":12.63606,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.923077,"dist_to_hod_atr":3.618936,"atr":0.069081,"spread_atr":0.723787,"own_change_pct":1.111994,"rel_strength_pct":{"SPY":1.235066,"IWM":1.266056}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.115837},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"40eac93dad9a","ts":"2026-09-09T15:06:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.59,"target":12.74,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.57,"ext_from_open_pct":0.67,"max_ext_allowed_pct":5.0,"volume_pace":4.251,"trend":"flat","recent_slope_pct":-0.0433,"volatility":"medium"},"price":12.695,"volume":{"bars":96,"last_bar_volume":7582.0,"baseline_avg":20288.55,"bar_rvol":0.373708,"raw_accel":-0.668546,"smooth_accel":-0.025419,"accel_momentum":0.358705,"rvol_3bar":[2.387286,1.180749,0.373708],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":1419.0,"sell_vol":534.0,"unclassified_vol":0.0,"imbalance":0.453149,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.454825},"context":{"vwap":12.569945,"price_vs_vwap_pct":0.994871,"ema9":12.72903,"ema20":12.73229,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":2.018471,"atr":0.066882,"spread_atr":0.149516,"own_change_pct":-0.897736,"rel_strength_pct":{"SPY":-0.701447,"IWM":-0.627586}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.169346},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"9ce25220d14a","ts":"2026-09-09T15:06:05+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3612,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.417,"trend":"flat","recent_slope_pct":-0.019,"volatility":"medium"},"price":5.36,"volume":{"bars":96,"last_bar_volume":9010.0,"baseline_avg":40487.25,"bar_rvol":0.222539,"raw_accel":-0.706858,"smooth_accel":-0.639629,"accel_momentum":-0.070647,"rvol_3bar":[0.879592,0.764722,0.222539],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":769.0,"sell_vol":5350.0,"unclassified_vol":0.0,"imbalance":-0.748652,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":2.157765},"context":{"vwap":5.361168,"price_vs_vwap_pct":-0.021786,"ema9":5.371015,"ema20":5.37706,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.410508,"atr":0.018483,"spread_atr":0.541051,"own_change_pct":-0.325273,"rel_strength_pct":{"SPY":-0.128984,"IWM":-0.055123}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.166604},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ca1f9c06acd4","ts":"2026-09-09T15:06:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.26,"pos_in_5d_range_pct":185.3,"room_to_5d_high_atr":-1.73},"price":12.092,"vwap":11.5619,"ext_from_open_pct":3.35,"max_ext_allowed_pct":4.0,"volume_pace":2.629,"trend":"flat","recent_slope_pct":0.2496,"volatility":"medium"},"price":12.092,"volume":{"bars":96,"last_bar_volume":1259.0,"baseline_avg":5171.05,"bar_rvol":0.243471,"raw_accel":-0.795218,"smooth_accel":-0.504497,"accel_momentum":-1.211747,"rvol_3bar":[0.579527,1.242045,0.243471],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":12.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.846154,"bid":12.03,"ask":12.11,"spread_pct":0.6628,"quote_size_imbalance":null,"quote_age_s":31.334618},"context":{"vwap":11.561931,"price_vs_vwap_pct":4.584606,"ema9":12.017766,"ema20":11.929104,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.885246,"dist_to_hod_atr":0.733115,"atr":0.147317,"spread_atr":0.543048,"own_change_pct":0.499584,"rel_strength_pct":{"SPY":0.695873,"IWM":0.769734}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.206014},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8a05a0e7513c","ts":"2026-09-09T15:06:15+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2897,"target":5.46,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":11.8,"room_to_5d_high_atr":2.08},"price":5.37,"vwap":5.3612,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":1.415,"trend":"flat","recent_slope_pct":0.0183,"volatility":"medium"},"price":5.37,"volume":{"bars":96,"last_bar_volume":9010.0,"baseline_avg":40487.25,"bar_rvol":0.222539,"raw_accel":-0.706858,"smooth_accel":-0.639629,"accel_momentum":-0.070647,"rvol_3bar":[0.879592,0.764722,0.222539],"trend_3bar":"DECELERATING","projected_rvol":0.418107},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":754.0,"sell_vol":6638.0,"unclassified_vol":0.0,"imbalance":-0.795996,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":1.739856},"context":{"vwap":5.361168,"price_vs_vwap_pct":0.164741,"ema9":5.371015,"ema20":5.37706,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.648352,"dist_to_hod_atr":4.869457,"atr":0.018483,"spread_atr":0.541051,"own_change_pct":-0.325273,"rel_strength_pct":{"SPY":-0.128984,"IWM":-0.055123}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.17714},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"4bab1b948435","ts":"2026-09-09T15:06:20+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3612,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.415,"trend":"flat","recent_slope_pct":-0.019,"volatility":"medium"},"price":5.36,"volume":{"bars":96,"last_bar_volume":9010.0,"baseline_avg":40487.25,"bar_rvol":0.222539,"raw_accel":-0.706858,"smooth_accel":-0.639629,"accel_momentum":-0.070647,"rvol_3bar":[0.879592,0.764722,0.222539],"trend_3bar":"DECELERATING","projected_rvol":0.660578},"flow":{"window_s":30,"trades":100,"trade_rate":3.333333,"buy_vol":1074.0,"sell_vol":10886.0,"unclassified_vol":0.0,"imbalance":-0.820401,"bid":5.35,"ask":5.36,"spread_pct":0.186741,"quote_size_imbalance":null,"quote_age_s":0.576439},"context":{"vwap":5.361168,"price_vs_vwap_pct":-0.021786,"ema9":5.371015,"ema20":5.37706,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.410508,"atr":0.018483,"spread_atr":0.541051,"own_change_pct":-0.325273,"rel_strength_pct":{"SPY":-0.128984,"IWM":-0.055123}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.182571},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7d091021a051","ts":"2026-09-09T15:06:35+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2842,"target":5.46,"target_label":"ceiling","reward_risk":1.19,"pos_in_5d_range_pct":11.1,"room_to_5d_high_atr":2.1},"price":5.3645,"vwap":5.3612,"ext_from_open_pct":-0.1,"max_ext_allowed_pct":3.0,"volume_pace":1.412,"trend":"flat","recent_slope_pct":-0.0022,"volatility":"medium"},"price":5.3645,"volume":{"bars":96,"last_bar_volume":9010.0,"baseline_avg":40487.25,"bar_rvol":0.222539,"raw_accel":-0.706858,"smooth_accel":-0.639629,"accel_momentum":-0.070647,"rvol_3bar":[0.879592,0.764722,0.222539],"trend_3bar":"DECELERATING","projected_rvol":0.633596},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":6229.0,"sell_vol":6441.0,"unclassified_vol":0.0,"imbalance":-0.016732,"bid":5.35,"ask":5.36,"spread_pct":0.186741,"quote_size_imbalance":null,"quote_age_s":0.938365},"context":{"vwap":5.361168,"price_vs_vwap_pct":0.062151,"ema9":5.371015,"ema20":5.37706,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.749084,"dist_to_hod_atr":5.167035,"atr":0.018483,"spread_atr":0.541051,"own_change_pct":-0.325273,"rel_strength_pct":{"SPY":-0.128984,"IWM":-0.055123}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.003724},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"6a5df5ff01a3","ts":"2026-09-09T15:06:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.57,"target":12.74,"target_label":"premarket_high","reward_risk":0.62,"pos_in_5d_range_pct":46.0,"room_to_5d_high_atr":1.13},"price":12.675,"vwap":12.5705,"ext_from_open_pct":0.52,"max_ext_allowed_pct":4.0,"volume_pace":4.244,"trend":"flat","recent_slope_pct":-0.0748,"volatility":"medium"},"price":12.675,"volume":{"bars":96,"last_bar_volume":7582.0,"baseline_avg":20288.55,"bar_rvol":0.373708,"raw_accel":-0.668546,"smooth_accel":-0.025419,"accel_momentum":0.358705,"rvol_3bar":[2.387286,1.180749,0.373708],"trend_3bar":"DECELERATING","projected_rvol":1.071738},"flow":{"window_s":30,"trades":147,"trade_rate":4.9,"buy_vol":7150.0,"sell_vol":6458.0,"unclassified_vol":0.0,"imbalance":0.050852,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":0.114388},"context":{"vwap":12.569945,"price_vs_vwap_pct":0.835761,"ema9":12.72903,"ema20":12.73229,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.208106,"dist_to_hod_atr":2.317504,"atr":0.066882,"spread_atr":0.149516,"own_change_pct":-0.897736,"rel_strength_pct":{"SPY":-0.701447,"IWM":-0.627586}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.019004},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"86843199ca3a","ts":"2026-09-09T15:06:40+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3612,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":4.0,"volume_pace":1.411,"trend":"flat","recent_slope_pct":-0.019,"volatility":"medium"},"price":5.36,"volume":{"bars":96,"last_bar_volume":9010.0,"baseline_avg":40487.25,"bar_rvol":0.222539,"raw_accel":-0.706858,"smooth_accel":-0.639629,"accel_momentum":-0.070647,"rvol_3bar":[0.879592,0.764722,0.222539],"trend_3bar":"DECELERATING","projected_rvol":0.55925},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":6245.0,"sell_vol":5929.0,"unclassified_vol":0.0,"imbalance":0.025957,"bid":5.35,"ask":5.36,"spread_pct":0.186741,"quote_size_imbalance":null,"quote_age_s":0.115111},"context":{"vwap":5.361168,"price_vs_vwap_pct":-0.021786,"ema9":5.371015,"ema20":5.37706,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.410508,"atr":0.018483,"spread_atr":0.541051,"own_change_pct":-0.325273,"rel_strength_pct":{"SPY":-0.128984,"IWM":-0.055123}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.005776},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ff541054a457","ts":"2026-09-09T15:06:45+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.5439,"target":12.85,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":101.5,"room_to_5d_high_atr":-0.02},"price":12.75,"vwap":12.6697,"ext_from_open_pct":3.57,"max_ext_allowed_pct":4.0,"volume_pace":1.002,"trend":"flat","recent_slope_pct":0.1629,"volatility":"high"},"price":12.75,"volume":{"bars":96,"last_bar_volume":9120.0,"baseline_avg":6499.35,"bar_rvol":1.403217,"raw_accel":-0.317621,"smooth_accel":107.405336,"accel_momentum":-10.570299,"rvol_3bar":[147.831429,2.288469,1.403217],"trend_3bar":"DECELERATING","projected_rvol":0.145861},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":11.0,"sell_vol":200.0,"unclassified_vol":0.0,"imbalance":-0.895735,"bid":12.72,"ask":12.78,"spread_pct":0.470588,"quote_size_imbalance":null,"quote_age_s":3.453441},"context":{"vwap":12.669521,"price_vs_vwap_pct":0.635214,"ema9":12.681479,"ema20":12.647864,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.923077,"dist_to_hod_atr":3.554187,"atr":0.07034,"spread_atr":0.853005,"own_change_pct":1.149425,"rel_strength_pct":{"SPY":1.345714,"IWM":1.419575}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.25691},"shadow":{"decision":"FAIL","failed":["vas","imbalance","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"23973d23d976","ts":"2026-09-09T15:06:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.11,"pos_in_5d_range_pct":187.1,"room_to_5d_high_atr":-1.77},"price":12.11,"vwap":11.562,"ext_from_open_pct":3.5,"max_ext_allowed_pct":3.0,"volume_pace":2.614,"trend":"flat","recent_slope_pct":0.2795,"volatility":"medium"},"price":12.11,"volume":{"bars":96,"last_bar_volume":1259.0,"baseline_avg":5171.05,"bar_rvol":0.243471,"raw_accel":-0.795218,"smooth_accel":-0.504497,"accel_momentum":-1.211747,"rvol_3bar":[0.579527,1.242045,0.243471],"trend_3bar":"MIXED","projected_rvol":0.017534},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":27.0,"sell_vol":37.0,"unclassified_vol":0.0,"imbalance":-0.15625,"bid":12.03,"ask":12.11,"spread_pct":0.6628,"quote_size_imbalance":null,"quote_age_s":4.026201},"context":{"vwap":11.561931,"price_vs_vwap_pct":4.740289,"ema9":12.017766,"ema20":11.929104,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.737705,"dist_to_hod_atr":0.610929,"atr":0.147317,"spread_atr":0.543048,"own_change_pct":0.499584,"rel_strength_pct":{"SPY":0.695873,"IWM":0.769734}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.038042},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9eb0f67b96be","ts":"2026-09-09T15:06:55+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.8225,"target":12.41,"target_label":"premarket_high","reward_risk":2.67,"pos_in_5d_range_pct":174.4,"room_to_5d_high_atr":-1.51},"price":11.9825,"vwap":11.5621,"ext_from_open_pct":2.41,"max_ext_allowed_pct":3.0,"volume_pace":2.61,"trend":"flat","recent_slope_pct":0.0675,"volatility":"medium"},"price":11.9825,"volume":{"bars":96,"last_bar_volume":1259.0,"baseline_avg":5171.05,"bar_rvol":0.243471,"raw_accel":-0.795218,"smooth_accel":-0.504497,"accel_momentum":-1.211747,"rvol_3bar":[0.579527,1.242045,0.243471],"trend_3bar":"MIXED","projected_rvol":0.020675},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":27.0,"sell_vol":63.0,"unclassified_vol":0.0,"imbalance":-0.4,"bid":12.03,"ask":12.11,"spread_pct":0.6628,"quote_size_imbalance":null,"quote_age_s":6.755479},"context":{"vwap":11.561931,"price_vs_vwap_pct":3.637532,"ema9":12.017766,"ema20":11.929104,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.782787,"dist_to_hod_atr":1.476412,"atr":0.147317,"spread_atr":0.543048,"own_change_pct":0.499584,"rel_strength_pct":{"SPY":0.695873,"IWM":0.769734}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.097388},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"25da9d477421","ts":"2026-09-09T15:07:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.4237,"target":14.625,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":181.4,"room_to_5d_high_atr":-2.71},"price":14.535,"vwap":14.4031,"ext_from_open_pct":2.95,"max_ext_allowed_pct":5.0,"volume_pace":6.791,"trend":"flat","recent_slope_pct":-0.0516,"volatility":"medium"},"price":14.535,"volume":{"bars":97,"last_bar_volume":2895.0,"baseline_avg":21724.9,"bar_rvol":0.133257,"raw_accel":-0.86719,"smooth_accel":-0.601264,"accel_momentum":0.029936,"rvol_3bar":[0.322038,1.035409,0.133257],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":665.0,"sell_vol":217.0,"unclassified_vol":0.0,"imbalance":0.507937,"bid":14.53,"ask":14.54,"spread_pct":0.068799,"quote_size_imbalance":null,"quote_age_s":3.724119},"context":{"vwap":14.403139,"price_vs_vwap_pct":0.915505,"ema9":14.542242,"ema20":14.512882,"ema_stack":false,"ema_warm":true,"hod":14.625,"dist_to_hod_pct":-0.615385,"dist_to_hod_atr":1.753623,"atr":0.051322,"spread_atr":0.194847,"own_change_pct":-0.205973,"rel_strength_pct":{"SPY":-0.120821,"IWM":-0.067286}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.067686},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d45a80354b35","ts":"2026-09-09T15:07:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.5439,"target":12.85,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":101.5,"room_to_5d_high_atr":-0.02},"price":12.75,"vwap":12.6697,"ext_from_open_pct":3.57,"max_ext_allowed_pct":3.0,"volume_pace":0.999,"trend":"flat","recent_slope_pct":-0.1051,"volatility":"high"},"price":12.75,"volume":{"bars":97,"last_bar_volume":718.0,"baseline_avg":6955.25,"bar_rvol":0.103231,"raw_accel":-0.921272,"smooth_accel":-0.777175,"accel_momentum":-108.182511,"rvol_3bar":[2.288469,1.403217,0.103231],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":7.0,"sell_vol":114.0,"unclassified_vol":0.0,"imbalance":-0.884298,"bid":12.72,"ask":12.77,"spread_pct":0.392311,"quote_size_imbalance":null,"quote_age_s":0.203988},"context":{"vwap":12.66967,"price_vs_vwap_pct":0.634032,"ema9":12.697183,"ema20":12.658544,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.923077,"dist_to_hod_atr":3.75088,"atr":0.066651,"spread_atr":0.750176,"own_change_pct":1.149425,"rel_strength_pct":{"SPY":1.234577,"IWM":1.288112}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.091287},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e20d763fe8f7","ts":"2026-09-09T15:07:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.48,"pos_in_5d_range_pct":183.1,"room_to_5d_high_atr":-1.69},"price":12.07,"vwap":11.5629,"ext_from_open_pct":3.16,"max_ext_allowed_pct":3.0,"volume_pace":2.61,"trend":"flat","recent_slope_pct":0.3739,"volatility":"medium"},"price":12.07,"volume":{"bars":97,"last_bar_volume":498.0,"baseline_avg":5088.1,"bar_rvol":0.097875,"raw_accel":-0.608498,"smooth_accel":-0.62714,"accel_momentum":-0.122643,"rvol_3bar":[1.242045,0.243471,0.097875],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":331.0,"sell_vol":337.0,"unclassified_vol":0.0,"imbalance":-0.008982,"bid":12.03,"ask":12.11,"spread_pct":0.6628,"quote_size_imbalance":null,"quote_age_s":16.755479},"context":{"vwap":11.562603,"price_vs_vwap_pct":4.388259,"ema9":12.020232,"ema20":11.938722,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.065574,"dist_to_hod_atr":0.891014,"atr":0.145901,"spread_atr":0.548317,"own_change_pct":-0.823578,"rel_strength_pct":{"SPY":-0.738426,"IWM":-0.684891}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.000879},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"0860e276c812","ts":"2026-09-09T15:07:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.5955,"target":12.74,"target_label":"premarket_high","reward_risk":0.38,"pos_in_5d_range_pct":48.9,"room_to_5d_high_atr":1.07},"price":12.7005,"vwap":12.5705,"ext_from_open_pct":0.72,"max_ext_allowed_pct":4.0,"volume_pace":4.227,"trend":"flat","recent_slope_pct":-0.0187,"volatility":"medium"},"price":12.7005,"volume":{"bars":97,"last_bar_volume":15589.0,"baseline_avg":20344.25,"bar_rvol":0.766261,"raw_accel":1.056054,"smooth_accel":-0.573249,"accel_momentum":-0.54783,"rvol_3bar":[1.180749,0.373708,0.766261],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":2878.0,"sell_vol":4107.0,"unclassified_vol":0.0,"imbalance":-0.175948,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":4.28221},"context":{"vwap":12.57054,"price_vs_vwap_pct":1.033848,"ema9":12.721964,"ema20":12.728614,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.009353,"dist_to_hod_atr":1.980837,"atr":0.065376,"spread_atr":0.15296,"own_change_pct":-0.206761,"rel_strength_pct":{"SPY":-0.121609,"IWM":-0.068074}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.134822},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7741a0950e32","ts":"2026-09-09T15:07:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.7604,"target":11.98,"target_label":"range_20d_high","reward_risk":0.1,"pos_in_5d_range_pct":172.2,"room_to_5d_high_atr":-1.47},"price":11.9604,"vwap":11.5633,"ext_from_open_pct":2.23,"max_ext_allowed_pct":3.0,"volume_pace":2.608,"trend":"flat","recent_slope_pct":0.1917,"volatility":"medium"},"price":11.9604,"volume":{"bars":97,"last_bar_volume":498.0,"baseline_avg":5088.1,"bar_rvol":0.097875,"raw_accel":-0.608498,"smooth_accel":-0.62714,"accel_momentum":-0.122643,"rvol_3bar":[1.242045,0.243471,0.097875],"trend_3bar":"DECELERATING","projected_rvol":0.433168},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":347.0,"sell_vol":634.0,"unclassified_vol":0.0,"imbalance":-0.292559,"bid":12.01,"ask":12.11,"spread_pct":0.829187,"quote_size_imbalance":null,"quote_age_s":0.221105},"context":{"vwap":11.562603,"price_vs_vwap_pct":3.440376,"ema9":12.020232,"ema20":11.938722,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.963934,"dist_to_hod_atr":1.642208,"atr":0.145901,"spread_atr":0.685396,"own_change_pct":-0.823578,"rel_strength_pct":{"SPY":-0.738426,"IWM":-0.684891}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.028634},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"98ba1d452c3c","ts":"2026-09-09T15:07:25+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.32,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.13},"price":12.84,"vwap":12.6711,"ext_from_open_pct":4.31,"max_ext_allowed_pct":3.0,"volume_pace":1.005,"trend":"flat","recent_slope_pct":0.0358,"volatility":"high"},"price":12.84,"volume":{"bars":97,"last_bar_volume":718.0,"baseline_avg":6955.25,"bar_rvol":0.103231,"raw_accel":-0.921272,"smooth_accel":-0.777175,"accel_momentum":-108.182511,"rvol_3bar":[2.288469,1.403217,0.103231],"trend_3bar":"DECELERATING","projected_rvol":1.399231},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":2485.0,"sell_vol":1570.0,"unclassified_vol":0.0,"imbalance":0.225647,"bid":12.82,"ask":12.92,"spread_pct":0.777001,"quote_size_imbalance":null,"quote_age_s":1.888433},"context":{"vwap":12.66967,"price_vs_vwap_pct":1.34439,"ema9":12.697183,"ema20":12.658544,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.230769,"dist_to_hod_atr":2.400563,"atr":0.066651,"spread_atr":1.500352,"own_change_pct":1.149425,"rel_strength_pct":{"SPY":1.234577,"IWM":1.288112}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.023294},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"37078482e6fc","ts":"2026-09-09T15:07:25+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2897,"target":5.46,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":11.8,"room_to_5d_high_atr":2.08},"price":5.37,"vwap":5.3612,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":1.413,"trend":"flat","recent_slope_pct":0.0205,"volatility":"medium"},"price":5.37,"volume":{"bars":97,"last_bar_volume":36828.0,"baseline_avg":38881.55,"bar_rvol":0.947184,"raw_accel":2.788738,"smooth_accel":-0.351694,"accel_momentum":0.287935,"rvol_3bar":[0.764722,0.222539,0.947184],"trend_3bar":"MIXED","projected_rvol":2.69014},"flow":{"window_s":30,"trades":114,"trade_rate":3.8,"buy_vol":35575.0,"sell_vol":17690.0,"unclassified_vol":0.0,"imbalance":0.335774,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.453394},"context":{"vwap":5.361154,"price_vs_vwap_pct":0.165003,"ema9":5.367812,"ema20":5.374959,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.648352,"dist_to_hod_atr":4.841067,"atr":0.018591,"spread_atr":0.537896,"own_change_pct":-0.372093,"rel_strength_pct":{"SPY":-0.286941,"IWM":-0.233406}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.31804},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5b37e8791a0d","ts":"2026-09-09T15:07:30+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.835,"target":12.41,"target_label":"premarket_high","reward_risk":1.61,"pos_in_5d_range_pct":181.6,"room_to_5d_high_atr":-1.66},"price":12.055,"vwap":11.5635,"ext_from_open_pct":3.03,"max_ext_allowed_pct":3.0,"volume_pace":2.602,"trend":"flat","recent_slope_pct":0.349,"volatility":"medium"},"price":12.055,"volume":{"bars":97,"last_bar_volume":498.0,"baseline_avg":5088.1,"bar_rvol":0.097875,"raw_accel":-0.608498,"smooth_accel":-0.62714,"accel_momentum":-0.122643,"rvol_3bar":[1.242045,0.243471,0.097875],"trend_3bar":"DECELERATING","projected_rvol":0.259429},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":348.0,"sell_vol":312.0,"unclassified_vol":0.0,"imbalance":0.054545,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":6.14766},"context":{"vwap":11.562603,"price_vs_vwap_pct":4.258531,"ema9":12.020232,"ema20":11.938722,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.188525,"dist_to_hod_atr":0.993824,"atr":0.145901,"spread_atr":0.753935,"own_change_pct":-0.823578,"rel_strength_pct":{"SPY":-0.738426,"IWM":-0.684891}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.005339},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"840b5803ad45","ts":"2026-09-09T15:07:30+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":5.2847,"target":5.46,"target_label":"ceiling","reward_risk":1.18,"pos_in_5d_range_pct":11.2,"room_to_5d_high_atr":2.1},"price":5.365,"vwap":5.3612,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.411,"trend":"flat","recent_slope_pct":0.0019,"volatility":"medium"},"price":5.365,"volume":{"bars":97,"last_bar_volume":36828.0,"baseline_avg":38881.55,"bar_rvol":0.947184,"raw_accel":2.788738,"smooth_accel":-0.351694,"accel_momentum":0.287935,"rvol_3bar":[0.764722,0.222539,0.947184],"trend_3bar":"MIXED","projected_rvol":2.244612},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":25925.0,"sell_vol":17712.0,"unclassified_vol":0.0,"imbalance":0.188212,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.001588},"context":{"vwap":5.361154,"price_vs_vwap_pct":0.07174,"ema9":5.367812,"ema20":5.374959,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.739927,"dist_to_hod_atr":5.110016,"atr":0.018591,"spread_atr":0.537896,"own_change_pct":-0.372093,"rel_strength_pct":{"SPY":-0.286941,"IWM":-0.233406}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.178271},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3ee89896846a","ts":"2026-09-09T15:07:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":107.5,"room_to_5d_high_atr":-0.12},"price":12.83,"vwap":12.6717,"ext_from_open_pct":4.22,"max_ext_allowed_pct":3.0,"volume_pace":1.008,"trend":"flat","recent_slope_pct":0.0202,"volatility":"high"},"price":12.83,"volume":{"bars":97,"last_bar_volume":718.0,"baseline_avg":6955.25,"bar_rvol":0.103231,"raw_accel":-0.921272,"smooth_accel":-0.777175,"accel_momentum":-108.182511,"rvol_3bar":[2.288469,1.403217,0.103231],"trend_3bar":"DECELERATING","projected_rvol":1.451483},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":4109.0,"sell_vol":1766.0,"unclassified_vol":0.0,"imbalance":0.398809,"bid":12.82,"ask":12.89,"spread_pct":0.544535,"quote_size_imbalance":null,"quote_age_s":0.463899},"context":{"vwap":12.66967,"price_vs_vwap_pct":1.265461,"ema9":12.697183,"ema20":12.658544,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.307692,"dist_to_hod_atr":2.550598,"atr":0.066651,"spread_atr":1.050246,"own_change_pct":1.149425,"rel_strength_pct":{"SPY":1.234577,"IWM":1.288112}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.04117},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"378bec1ef97f","ts":"2026-09-09T15:07:35+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.7411,"target":11.98,"target_label":"range_20d_high","reward_risk":0.09,"pos_in_5d_range_pct":172.2,"room_to_5d_high_atr":-1.47},"price":11.9611,"vwap":11.5634,"ext_from_open_pct":2.23,"max_ext_allowed_pct":3.0,"volume_pace":2.6,"trend":"flat","recent_slope_pct":0.1929,"volatility":"medium"},"price":11.9611,"volume":{"bars":97,"last_bar_volume":498.0,"baseline_avg":5088.1,"bar_rvol":0.097875,"raw_accel":-0.608498,"smooth_accel":-0.62714,"accel_momentum":-0.122643,"rvol_3bar":[1.242045,0.243471,0.097875],"trend_3bar":"DECELERATING","projected_rvol":0.228769},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":144.0,"sell_vol":331.0,"unclassified_vol":0.0,"imbalance":-0.393684,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":11.14766},"context":{"vwap":11.562603,"price_vs_vwap_pct":3.44643,"ema9":12.020232,"ema20":11.938722,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.958197,"dist_to_hod_atr":1.63741,"atr":0.145901,"spread_atr":0.753935,"own_change_pct":-0.823578,"rel_strength_pct":{"SPY":-0.738426,"IWM":-0.684891}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.038532},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"09bd4c697d0d","ts":"2026-09-09T15:07:35+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2885,"target":5.46,"target_label":"ceiling","reward_risk":1.14,"pos_in_5d_range_pct":11.7,"room_to_5d_high_atr":2.09},"price":5.3688,"vwap":5.3612,"ext_from_open_pct":-0.02,"max_ext_allowed_pct":4.0,"volume_pace":1.411,"trend":"flat","recent_slope_pct":0.016,"volatility":"medium"},"price":5.3688,"volume":{"bars":97,"last_bar_volume":36828.0,"baseline_avg":38881.55,"bar_rvol":0.947184,"raw_accel":2.788738,"smooth_accel":-0.351694,"accel_momentum":0.287935,"rvol_3bar":[0.764722,0.222539,0.947184],"trend_3bar":"MIXED","projected_rvol":2.186553},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":16441.0,"sell_vol":11219.0,"unclassified_vol":0.0,"imbalance":0.188792,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.308339},"context":{"vwap":5.361154,"price_vs_vwap_pct":0.14262,"ema9":5.367812,"ema20":5.374959,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.67033,"dist_to_hod_atr":4.905615,"atr":0.018591,"spread_atr":0.537896,"own_change_pct":-0.372093,"rel_strength_pct":{"SPY":-0.286941,"IWM":-0.233406}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.178821},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"33361b1d3726","ts":"2026-09-09T15:07:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.835,"target":12.41,"target_label":"premarket_high","reward_risk":1.61,"pos_in_5d_range_pct":181.6,"room_to_5d_high_atr":-1.66},"price":12.055,"vwap":11.5635,"ext_from_open_pct":3.03,"max_ext_allowed_pct":3.0,"volume_pace":2.598,"trend":"flat","recent_slope_pct":0.349,"volatility":"medium"},"price":12.055,"volume":{"bars":97,"last_bar_volume":498.0,"baseline_avg":5088.1,"bar_rvol":0.097875,"raw_accel":-0.608498,"smooth_accel":-0.62714,"accel_momentum":-0.122643,"rvol_3bar":[1.242045,0.243471,0.097875],"trend_3bar":"DECELERATING","projected_rvol":0.206069},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":121.0,"sell_vol":330.0,"unclassified_vol":0.0,"imbalance":-0.463415,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":16.14766},"context":{"vwap":11.562603,"price_vs_vwap_pct":4.258531,"ema9":12.020232,"ema20":11.938722,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.188525,"dist_to_hod_atr":0.993824,"atr":0.145901,"spread_atr":0.753935,"own_change_pct":-0.823578,"rel_strength_pct":{"SPY":-0.738426,"IWM":-0.684891}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.045357},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"bd0328f707c4","ts":"2026-09-09T15:07:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.56,"target":12.74,"target_label":"premarket_high","reward_risk":0.71,"pos_in_5d_range_pct":44.9,"room_to_5d_high_atr":1.15},"price":12.665,"vwap":12.5707,"ext_from_open_pct":0.44,"max_ext_allowed_pct":4.0,"volume_pace":4.209,"trend":"flat","recent_slope_pct":-0.0747,"volatility":"medium"},"price":12.665,"volume":{"bars":97,"last_bar_volume":15589.0,"baseline_avg":20344.25,"bar_rvol":0.766261,"raw_accel":1.056054,"smooth_accel":-0.573249,"accel_momentum":-0.54783,"rvol_3bar":[1.180749,0.373708,0.766261],"trend_3bar":"MIXED","projected_rvol":0.39564},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":926.0,"sell_vol":4318.0,"unclassified_vol":0.0,"imbalance":-0.646834,"bid":12.66,"ask":12.67,"spread_pct":0.078958,"quote_size_imbalance":null,"quote_age_s":0.225571},"context":{"vwap":12.57054,"price_vs_vwap_pct":0.751442,"ema9":12.721964,"ema20":12.728614,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.286048,"dist_to_hod_atr":2.523846,"atr":0.065376,"spread_atr":0.15296,"own_change_pct":-0.206761,"rel_strength_pct":{"SPY":-0.121609,"IWM":-0.068074}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.495644},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"af62b98c69c4","ts":"2026-09-09T15:07:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.0,"pos_in_5d_range_pct":109.3,"room_to_5d_high_atr":-0.15},"price":12.855,"vwap":12.6725,"ext_from_open_pct":4.43,"max_ext_allowed_pct":3.0,"volume_pace":1.009,"trend":"flat","recent_slope_pct":0.0593,"volatility":"high"},"price":12.855,"volume":{"bars":97,"last_bar_volume":718.0,"baseline_avg":6955.25,"bar_rvol":0.103231,"raw_accel":-0.921272,"smooth_accel":-0.777175,"accel_momentum":-108.182511,"rvol_3bar":[2.288469,1.403217,0.103231],"trend_3bar":"DECELERATING","projected_rvol":1.29692},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":4097.0,"sell_vol":3364.0,"unclassified_vol":0.0,"imbalance":0.098244,"bid":12.82,"ask":12.89,"spread_pct":0.544535,"quote_size_imbalance":null,"quote_age_s":0.014866},"context":{"vwap":12.66967,"price_vs_vwap_pct":1.462783,"ema9":12.697183,"ema20":12.658544,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.115385,"dist_to_hod_atr":2.17551,"atr":0.066651,"spread_atr":1.050246,"own_change_pct":1.149425,"rel_strength_pct":{"SPY":1.234577,"IWM":1.288112}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.010142},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e58deb5e75e4","ts":"2026-09-09T15:07:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":107.5,"room_to_5d_high_atr":-0.12},"price":12.83,"vwap":12.6729,"ext_from_open_pct":4.22,"max_ext_allowed_pct":3.0,"volume_pace":1.013,"trend":"flat","recent_slope_pct":0.0202,"volatility":"high"},"price":12.83,"volume":{"bars":97,"last_bar_volume":718.0,"baseline_avg":6955.25,"bar_rvol":0.103231,"raw_accel":-0.921272,"smooth_accel":-0.777175,"accel_momentum":-108.182511,"rvol_3bar":[2.288469,1.403217,0.103231],"trend_3bar":"DECELERATING","projected_rvol":1.437815},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":3102.0,"sell_vol":2010.0,"unclassified_vol":0.0,"imbalance":0.213615,"bid":12.82,"ask":12.88,"spread_pct":0.466926,"quote_size_imbalance":null,"quote_age_s":2.408384},"context":{"vwap":12.66967,"price_vs_vwap_pct":1.265461,"ema9":12.697183,"ema20":12.658544,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.307692,"dist_to_hod_atr":2.550598,"atr":0.066651,"spread_atr":0.900211,"own_change_pct":1.149425,"rel_strength_pct":{"SPY":1.234577,"IWM":1.288112}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.022052},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"bce0be8b5f8e","ts":"2026-09-09T15:08:00+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.32,"pos_in_5d_range_pct":184.6,"room_to_5d_high_atr":-1.72},"price":12.0852,"vwap":11.5636,"ext_from_open_pct":3.29,"max_ext_allowed_pct":4.0,"volume_pace":2.589,"trend":"flat","recent_slope_pct":0.3991,"volatility":"medium"},"price":12.0852,"volume":{"bars":97,"last_bar_volume":498.0,"baseline_avg":5088.1,"bar_rvol":0.097875,"raw_accel":-0.608498,"smooth_accel":-0.62714,"accel_momentum":-0.122643,"rvol_3bar":[1.242045,0.243471,0.097875],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":28.0,"sell_vol":19.0,"unclassified_vol":0.0,"imbalance":0.191489,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":36.14766},"context":{"vwap":11.562603,"price_vs_vwap_pct":4.519717,"ema9":12.020232,"ema20":11.938722,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.940984,"dist_to_hod_atr":0.786834,"atr":0.145901,"spread_atr":0.753935,"own_change_pct":-0.823578,"rel_strength_pct":{"SPY":-0.799983,"IWM":-0.741544}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.018742},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b2306a427679","ts":"2026-09-09T15:08:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.1,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.15},"price":12.85,"vwap":12.6729,"ext_from_open_pct":4.39,"max_ext_allowed_pct":3.0,"volume_pace":1.011,"trend":"flat","recent_slope_pct":0.2425,"volatility":"high"},"price":12.85,"volume":{"bars":98,"last_bar_volume":9167.0,"baseline_avg":6888.3,"bar_rvol":1.330807,"raw_accel":4.323229,"smooth_accel":-0.837829,"accel_momentum":-0.060654,"rvol_3bar":[1.403217,0.103231,1.330807],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":1478.0,"sell_vol":1825.0,"unclassified_vol":0.0,"imbalance":-0.105056,"bid":12.84,"ask":12.88,"spread_pct":0.311042,"quote_size_imbalance":null,"quote_age_s":2.884107},"context":{"vwap":12.672876,"price_vs_vwap_pct":1.39766,"ema9":12.723747,"ema20":12.674873,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.153846,"dist_to_hod_atr":2.118081,"atr":0.070819,"spread_atr":0.564822,"own_change_pct":1.743033,"rel_strength_pct":{"SPY":1.766628,"IWM":1.825068}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.139809},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"68470926bdb6","ts":"2026-09-09T15:08:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.14,"pos_in_5d_range_pct":106.3,"room_to_5d_high_atr":-0.1},"price":12.814,"vwap":12.6729,"ext_from_open_pct":4.09,"max_ext_allowed_pct":3.0,"volume_pace":1.009,"trend":"flat","recent_slope_pct":0.1862,"volatility":"high"},"price":12.814,"volume":{"bars":98,"last_bar_volume":9167.0,"baseline_avg":6888.3,"bar_rvol":1.330807,"raw_accel":4.323229,"smooth_accel":-0.837829,"accel_momentum":-0.060654,"rvol_3bar":[1.403217,0.103231,1.330807],"trend_3bar":"MIXED","projected_rvol":0.023808},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":1463.0,"sell_vol":241.0,"unclassified_vol":0.0,"imbalance":0.717136,"bid":12.84,"ask":12.88,"spread_pct":0.311042,"quote_size_imbalance":null,"quote_age_s":12.884107},"context":{"vwap":12.672876,"price_vs_vwap_pct":1.113589,"ema9":12.723747,"ema20":12.674873,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.430769,"dist_to_hod_atr":2.626421,"atr":0.070819,"spread_atr":0.564822,"own_change_pct":1.743033,"rel_strength_pct":{"SPY":1.766628,"IWM":1.825068}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.95437},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d8142c14dafa","ts":"2026-09-09T15:08:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.29,"pos_in_5d_range_pct":108.3,"room_to_5d_high_atr":-0.13},"price":12.841,"vwap":12.6734,"ext_from_open_pct":4.31,"max_ext_allowed_pct":3.0,"volume_pace":1.011,"trend":"flat","recent_slope_pct":0.2284,"volatility":"high"},"price":12.841,"volume":{"bars":98,"last_bar_volume":9167.0,"baseline_avg":6888.3,"bar_rvol":1.330807,"raw_accel":4.323229,"smooth_accel":-0.837829,"accel_momentum":-0.060654,"rvol_3bar":[1.403217,0.103231,1.330807],"trend_3bar":"MIXED","projected_rvol":0.529594},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":2550.0,"sell_vol":316.0,"unclassified_vol":0.0,"imbalance":0.779484,"bid":12.84,"ask":12.88,"spread_pct":0.311042,"quote_size_imbalance":null,"quote_age_s":3.398216},"context":{"vwap":12.672876,"price_vs_vwap_pct":1.326642,"ema9":12.723747,"ema20":12.674873,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.223077,"dist_to_hod_atr":2.245166,"atr":0.070819,"spread_atr":0.564822,"own_change_pct":1.743033,"rel_strength_pct":{"SPY":1.766628,"IWM":1.825068}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.037342},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a96270772ee0","ts":"2026-09-09T15:08:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.32,"pos_in_5d_range_pct":184.6,"room_to_5d_high_atr":-1.72},"price":12.0852,"vwap":11.5638,"ext_from_open_pct":3.29,"max_ext_allowed_pct":3.0,"volume_pace":2.575,"trend":"flat","recent_slope_pct":0.1189,"volatility":"medium"},"price":12.0852,"volume":{"bars":98,"last_bar_volume":707.0,"baseline_avg":5109.8,"bar_rvol":0.138362,"raw_accel":-0.446554,"smooth_accel":-0.875291,"accel_momentum":-0.248151,"rvol_3bar":[0.243471,0.097875,0.138362],"trend_3bar":"MIXED","projected_rvol":0.068104},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":1.0,"sell_vol":202.0,"unclassified_vol":0.0,"imbalance":-0.990148,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":17.083667},"context":{"vwap":11.563559,"price_vs_vwap_pct":4.511075,"ema9":12.033226,"ema20":11.952673,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.940984,"dist_to_hod_atr":0.795047,"atr":0.144394,"spread_atr":0.761805,"own_change_pct":0.275473,"rel_strength_pct":{"SPY":0.299067,"IWM":0.357507}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.136998},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a4ae685a66b5","ts":"2026-09-09T15:08:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.7954,"target":12.41,"target_label":"premarket_high","reward_risk":1.79,"pos_in_5d_range_pct":177.7,"room_to_5d_high_atr":-1.58},"price":12.0154,"vwap":11.5638,"ext_from_open_pct":2.7,"max_ext_allowed_pct":3.0,"volume_pace":2.573,"trend":"flat","recent_slope_pct":0.0032,"volatility":"medium"},"price":12.0154,"volume":{"bars":98,"last_bar_volume":707.0,"baseline_avg":5109.8,"bar_rvol":0.138362,"raw_accel":-0.446554,"smooth_accel":-0.875291,"accel_momentum":-0.248151,"rvol_3bar":[0.243471,0.097875,0.138362],"trend_3bar":"MIXED","projected_rvol":0.063701},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":1.0,"sell_vol":203.0,"unclassified_vol":0.0,"imbalance":-0.990196,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":3.038417},"context":{"vwap":11.563559,"price_vs_vwap_pct":3.907454,"ema9":12.033226,"ema20":11.952673,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.513115,"dist_to_hod_atr":1.278447,"atr":0.144394,"spread_atr":0.761805,"own_change_pct":0.275473,"rel_strength_pct":{"SPY":0.299067,"IWM":0.357507}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.137005},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7c7005f92cc3","ts":"2026-09-09T15:08:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.32,"pos_in_5d_range_pct":184.6,"room_to_5d_high_atr":-1.72},"price":12.0852,"vwap":11.5639,"ext_from_open_pct":3.29,"max_ext_allowed_pct":3.0,"volume_pace":2.571,"trend":"flat","recent_slope_pct":0.1189,"volatility":"medium"},"price":12.0852,"volume":{"bars":98,"last_bar_volume":707.0,"baseline_avg":5109.8,"bar_rvol":0.138362,"raw_accel":-0.446554,"smooth_accel":-0.875291,"accel_momentum":-0.248151,"rvol_3bar":[0.243471,0.097875,0.138362],"trend_3bar":"MIXED","projected_rvol":0.059754},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":13.0,"sell_vol":203.0,"unclassified_vol":0.0,"imbalance":-0.87963,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":8.038417},"context":{"vwap":11.563559,"price_vs_vwap_pct":4.511075,"ema9":12.033226,"ema20":11.952673,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.940984,"dist_to_hod_atr":0.795047,"atr":0.144394,"spread_atr":0.761805,"own_change_pct":0.275473,"rel_strength_pct":{"SPY":0.299067,"IWM":0.357507}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.121707},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"32513781a504","ts":"2026-09-09T15:08:50+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.8023,"target":12.41,"target_label":"premarket_high","reward_risk":1.76,"pos_in_5d_range_pct":178.3,"room_to_5d_high_atr":-1.59},"price":12.0223,"vwap":11.5639,"ext_from_open_pct":2.75,"max_ext_allowed_pct":3.0,"volume_pace":2.569,"trend":"flat","recent_slope_pct":0.0146,"volatility":"medium"},"price":12.0223,"volume":{"bars":98,"last_bar_volume":707.0,"baseline_avg":5109.8,"bar_rvol":0.138362,"raw_accel":-0.446554,"smooth_accel":-0.875291,"accel_momentum":-0.248151,"rvol_3bar":[0.243471,0.097875,0.138362],"trend_3bar":"MIXED","projected_rvol":0.062703},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":13.0,"sell_vol":52.0,"unclassified_vol":0.0,"imbalance":-0.6,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":13.038417},"context":{"vwap":11.563559,"price_vs_vwap_pct":3.967125,"ema9":12.033226,"ema20":11.952673,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.456557,"dist_to_hod_atr":1.230661,"atr":0.144394,"spread_atr":0.761805,"own_change_pct":0.275473,"rel_strength_pct":{"SPY":0.299067,"IWM":0.357507}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.083017},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"bdc5603e1e6c","ts":"2026-09-09T15:09:00+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $11.70 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":11.84,"target":12.41,"target_label":"premarket_high","reward_risk":1.32,"pos_in_5d_range_pct":184.6,"room_to_5d_high_atr":-1.72},"price":12.0852,"vwap":11.5639,"ext_from_open_pct":3.29,"max_ext_allowed_pct":3.0,"volume_pace":2.565,"trend":"flat","recent_slope_pct":0.1189,"volatility":"medium"},"price":12.0852,"volume":{"bars":98,"last_bar_volume":707.0,"baseline_avg":5109.8,"bar_rvol":0.138362,"raw_accel":-0.446554,"smooth_accel":-0.875291,"accel_momentum":-0.248151,"rvol_3bar":[0.243471,0.097875,0.138362],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":14.0,"sell_vol":52.0,"unclassified_vol":0.0,"imbalance":-0.575758,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":23.038417},"context":{"vwap":11.563559,"price_vs_vwap_pct":4.511075,"ema9":12.033226,"ema20":11.952673,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.940984,"dist_to_hod_atr":0.795047,"atr":0.144394,"spread_atr":0.761805,"own_change_pct":0.275473,"rel_strength_pct":{"SPY":0.308241,"IWM":0.289188}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.079663},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3d86e7c1567e","ts":"2026-09-09T15:09:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.8072,"target":12.41,"target_label":"premarket_high","reward_risk":1.74,"pos_in_5d_range_pct":178.8,"room_to_5d_high_atr":-1.6},"price":12.0272,"vwap":11.564,"ext_from_open_pct":2.8,"max_ext_allowed_pct":3.0,"volume_pace":2.561,"trend":"flat","recent_slope_pct":-0.0253,"volatility":"medium"},"price":12.0272,"volume":{"bars":99,"last_bar_volume":268.0,"baseline_avg":5090.95,"bar_rvol":0.052642,"raw_accel":-0.78943,"smooth_accel":-0.856251,"accel_momentum":0.01904,"rvol_3bar":[0.097875,0.138362,0.052642],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":43.0,"sell_vol":48.0,"unclassified_vol":0.0,"imbalance":-0.054945,"bid":12.0,"ask":12.11,"spread_pct":0.912484,"quote_size_imbalance":null,"quote_age_s":33.038417},"context":{"vwap":11.563931,"price_vs_vwap_pct":4.006158,"ema9":12.043621,"ema20":11.965294,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.416393,"dist_to_hod_atr":1.232826,"atr":0.140166,"spread_atr":0.784785,"own_change_pct":1.98481,"rel_strength_pct":{"SPY":2.017579,"IWM":1.998525}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.002892},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"601de0d1c34b","ts":"2026-09-09T15:09:10+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.62,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":4.0,"volume_pace":0.597,"trend":"flat","recent_slope_pct":0.0308,"volatility":"medium"},"price":14.625,"volume":{"bars":99,"last_bar_volume":13582.0,"baseline_avg":25293.75,"bar_rvol":0.536971,"raw_accel":-0.041158,"smooth_accel":-0.53288,"accel_momentum":-0.151526,"rvol_3bar":[0.465035,0.552855,0.536971],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":1476.0,"sell_vol":1271.0,"unclassified_vol":0.0,"imbalance":0.074627,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":1.167138},"context":{"vwap":14.619963,"price_vs_vwap_pct":0.034454,"ema9":14.614551,"ema20":14.613322,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":11.122112,"atr":0.026524,"spread_atr":0.377021,"own_change_pct":0.183521,"rel_strength_pct":{"SPY":0.21629,"IWM":0.197236}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.040072},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"57491b8d27a5","ts":"2026-09-09T15:09:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":107.0,"room_to_5d_high_atr":-0.11},"price":12.8238,"vwap":12.6753,"ext_from_open_pct":4.17,"max_ext_allowed_pct":3.0,"volume_pace":1.015,"trend":"flat","recent_slope_pct":0.1777,"volatility":"high"},"price":12.8238,"volume":{"bars":99,"last_bar_volume":2249.0,"baseline_avg":7289.9,"bar_rvol":0.308509,"raw_accel":-0.754663,"smooth_accel":-0.903673,"accel_momentum":-0.065844,"rvol_3bar":[0.103231,1.330807,0.308509],"trend_3bar":"MIXED","projected_rvol":2.309497},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":2723.0,"sell_vol":1612.0,"unclassified_vol":0.0,"imbalance":0.256286,"bid":12.82,"ask":12.85,"spread_pct":0.233736,"quote_size_imbalance":null,"quote_age_s":1.704006},"context":{"vwap":12.673819,"price_vs_vwap_pct":1.183393,"ema9":12.750997,"ema20":12.692504,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.355385,"dist_to_hod_atr":2.525791,"atr":0.06976,"spread_atr":0.430044,"own_change_pct":0.217423,"rel_strength_pct":{"SPY":0.250192,"IWM":0.231138}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.079067},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0167bc5417ed","ts":"2026-09-09T15:09:15+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.61 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.4799,"target":14.96,"target_label":"premarket_high","reward_risk":2.66,"pos_in_5d_range_pct":-5.9,"room_to_5d_high_atr":3.03},"price":14.6109,"vwap":14.62,"ext_from_open_pct":-2.07,"max_ext_allowed_pct":4.0,"volume_pace":0.597,"trend":"flat","recent_slope_pct":0.0115,"volatility":"medium"},"price":14.6109,"volume":{"bars":99,"last_bar_volume":13582.0,"baseline_avg":25293.75,"bar_rvol":0.536971,"raw_accel":-0.041158,"smooth_accel":-0.53288,"accel_momentum":-0.151526,"rvol_3bar":[0.465035,0.552855,0.536971],"trend_3bar":"MIXED","projected_rvol":0.330516},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":1473.0,"sell_vol":1313.0,"unclassified_vol":0.0,"imbalance":0.05743,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":0.016516},"context":{"vwap":14.619963,"price_vs_vwap_pct":-0.061989,"ema9":14.614551,"ema20":14.613322,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.071716,"dist_to_hod_atr":11.653711,"atr":0.026524,"spread_atr":0.377021,"own_change_pct":0.183521,"rel_strength_pct":{"SPY":0.21629,"IWM":0.197236}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.030838},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b4fdd7241d8c","ts":"2026-09-09T15:09:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.43,"pos_in_5d_range_pct":107.8,"room_to_5d_high_atr":-0.13},"price":12.835,"vwap":12.6754,"ext_from_open_pct":4.26,"max_ext_allowed_pct":3.0,"volume_pace":1.014,"trend":"flat","recent_slope_pct":0.1952,"volatility":"high"},"price":12.835,"volume":{"bars":99,"last_bar_volume":2249.0,"baseline_avg":7289.9,"bar_rvol":0.308509,"raw_accel":-0.754663,"smooth_accel":-0.903673,"accel_momentum":-0.065844,"rvol_3bar":[0.103231,1.330807,0.308509],"trend_3bar":"MIXED","projected_rvol":1.744468},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":2653.0,"sell_vol":1612.0,"unclassified_vol":0.0,"imbalance":0.24408,"bid":12.82,"ask":12.85,"spread_pct":0.233736,"quote_size_imbalance":null,"quote_age_s":6.704006},"context":{"vwap":12.673819,"price_vs_vwap_pct":1.271764,"ema9":12.750997,"ema20":12.692504,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.269231,"dist_to_hod_atr":2.365241,"atr":0.06976,"spread_atr":0.430044,"own_change_pct":0.217423,"rel_strength_pct":{"SPY":0.250192,"IWM":0.231138}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.075301},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"967ced6e50b0","ts":"2026-09-09T15:09:25+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.62,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":4.0,"volume_pace":0.597,"trend":"flat","recent_slope_pct":0.0308,"volatility":"medium"},"price":14.625,"volume":{"bars":99,"last_bar_volume":13582.0,"baseline_avg":25293.75,"bar_rvol":0.536971,"raw_accel":-0.041158,"smooth_accel":-0.53288,"accel_momentum":-0.151526,"rvol_3bar":[0.465035,0.552855,0.536971],"trend_3bar":"MIXED","projected_rvol":1.009293},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":9254.0,"sell_vol":1401.0,"unclassified_vol":0.0,"imbalance":0.737025,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":3.700391},"context":{"vwap":14.619963,"price_vs_vwap_pct":0.034454,"ema9":14.614551,"ema20":14.613322,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":11.122112,"atr":0.026524,"spread_atr":0.377021,"own_change_pct":0.183521,"rel_strength_pct":{"SPY":0.21629,"IWM":0.197236}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.395761},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9f228a01cbbb","ts":"2026-09-09T15:09:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.11,"pos_in_5d_range_pct":106.7,"room_to_5d_high_atr":-0.11},"price":12.82,"vwap":12.6754,"ext_from_open_pct":4.14,"max_ext_allowed_pct":3.0,"volume_pace":1.013,"trend":"flat","recent_slope_pct":0.1718,"volatility":"high"},"price":12.82,"volume":{"bars":99,"last_bar_volume":2249.0,"baseline_avg":7289.9,"bar_rvol":0.308509,"raw_accel":-0.754663,"smooth_accel":-0.903673,"accel_momentum":-0.065844,"rvol_3bar":[0.103231,1.330807,0.308509],"trend_3bar":"MIXED","projected_rvol":1.23239},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":2877.0,"sell_vol":1615.0,"unclassified_vol":0.0,"imbalance":0.280944,"bid":12.82,"ask":12.85,"spread_pct":0.233736,"quote_size_imbalance":null,"quote_age_s":16.704006},"context":{"vwap":12.673819,"price_vs_vwap_pct":1.15341,"ema9":12.750997,"ema20":12.692504,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.384615,"dist_to_hod_atr":2.580263,"atr":0.06976,"spread_atr":0.430044,"own_change_pct":0.217423,"rel_strength_pct":{"SPY":0.250192,"IWM":0.231138}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.086674},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"98956130b942","ts":"2026-09-09T15:09:30+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.24% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":11.82,"target":12.41,"target_label":"premarket_high","reward_risk":0.97,"pos_in_5d_range_pct":188.1,"room_to_5d_high_atr":-1.79},"price":12.12,"vwap":11.5661,"ext_from_open_pct":3.59,"max_ext_allowed_pct":4.0,"volume_pace":2.562,"trend":"flat","recent_slope_pct":0.1284,"volatility":"medium"},"price":12.12,"volume":{"bars":99,"last_bar_volume":268.0,"baseline_avg":5090.95,"bar_rvol":0.052642,"raw_accel":-0.78943,"smooth_accel":-0.856251,"accel_momentum":0.01904,"rvol_3bar":[0.097875,0.138362,0.052642],"trend_3bar":"MIXED","projected_rvol":0.57396},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":1350.0,"sell_vol":111.0,"unclassified_vol":0.0,"imbalance":0.848049,"bid":12.0,"ask":12.15,"spread_pct":1.242236,"quote_size_imbalance":null,"quote_age_s":2.260271},"context":{"vwap":11.563931,"price_vs_vwap_pct":4.808654,"ema9":12.043621,"ema20":11.965294,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-0.655738,"dist_to_hod_atr":0.570753,"atr":0.140166,"spread_atr":1.070161,"own_change_pct":1.98481,"rel_strength_pct":{"SPY":2.017579,"IWM":1.998525}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.044643},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2f8beb7052c4","ts":"2026-09-09T15:09:35+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2797,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.36,"vwap":5.3612,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":3.0,"volume_pace":1.393,"trend":"flat","recent_slope_pct":0.0078,"volatility":"medium"},"price":5.36,"volume":{"bars":99,"last_bar_volume":20269.0,"baseline_avg":41604.65,"bar_rvol":0.487181,"raw_accel":-0.716422,"smooth_accel":0.70354,"accel_momentum":0.451884,"rvol_3bar":[0.947184,1.843969,0.487181],"trend_3bar":"MIXED","projected_rvol":0.442451},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":4508.0,"sell_vol":4147.0,"unclassified_vol":0.0,"imbalance":0.04171,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":2.604532},"context":{"vwap":5.361211,"price_vs_vwap_pct":-0.022595,"ema9":5.368119,"ema20":5.373871,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.831502,"dist_to_hod_atr":5.360509,"atr":0.018655,"spread_atr":0.536051,"own_change_pct":0.08209,"rel_strength_pct":{"SPY":0.114858,"IWM":0.095804}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.02032},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1c3fd71a2a07","ts":"2026-09-09T15:09:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.43,"pos_in_5d_range_pct":107.8,"room_to_5d_high_atr":-0.13},"price":12.835,"vwap":12.6755,"ext_from_open_pct":4.26,"max_ext_allowed_pct":3.0,"volume_pace":1.011,"trend":"flat","recent_slope_pct":0.1952,"volatility":"high"},"price":12.835,"volume":{"bars":99,"last_bar_volume":2249.0,"baseline_avg":7289.9,"bar_rvol":0.308509,"raw_accel":-0.754663,"smooth_accel":-0.903673,"accel_momentum":-0.065844,"rvol_3bar":[0.103231,1.330807,0.308509],"trend_3bar":"MIXED","projected_rvol":0.924498},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":1157.0,"sell_vol":164.0,"unclassified_vol":0.0,"imbalance":0.751703,"bid":12.82,"ask":12.85,"spread_pct":0.233736,"quote_size_imbalance":null,"quote_age_s":26.704006},"context":{"vwap":12.673819,"price_vs_vwap_pct":1.271764,"ema9":12.750997,"ema20":12.692504,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.269231,"dist_to_hod_atr":2.365241,"atr":0.06976,"spread_atr":0.430044,"own_change_pct":0.217423,"rel_strength_pct":{"SPY":0.250192,"IWM":0.231138}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.231907},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c90362aab546","ts":"2026-09-09T15:09:40+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2847,"target":5.46,"target_label":"ceiling","reward_risk":1.18,"pos_in_5d_range_pct":11.2,"room_to_5d_high_atr":2.1},"price":5.365,"vwap":5.3612,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.392,"trend":"flat","recent_slope_pct":0.0265,"volatility":"medium"},"price":5.365,"volume":{"bars":99,"last_bar_volume":20269.0,"baseline_avg":41604.65,"bar_rvol":0.487181,"raw_accel":-0.716422,"smooth_accel":0.70354,"accel_momentum":0.451884,"rvol_3bar":[0.947184,1.843969,0.487181],"trend_3bar":"MIXED","projected_rvol":0.409461},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":5086.0,"sell_vol":3022.0,"unclassified_vol":0.0,"imbalance":0.254563,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":1.542641},"context":{"vwap":5.361211,"price_vs_vwap_pct":0.070667,"ema9":5.368119,"ema20":5.373871,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.739927,"dist_to_hod_atr":5.092484,"atr":0.018655,"spread_atr":0.536051,"own_change_pct":0.08209,"rel_strength_pct":{"SPY":0.114858,"IWM":0.095804}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.124018},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5f3199d9aaf5","ts":"2026-09-09T15:09:45+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2798,"target":5.46,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":10.5,"room_to_5d_high_atr":2.12},"price":5.3601,"vwap":5.3612,"ext_from_open_pct":-0.18,"max_ext_allowed_pct":3.0,"volume_pace":1.392,"trend":"flat","recent_slope_pct":0.0082,"volatility":"medium"},"price":5.3601,"volume":{"bars":99,"last_bar_volume":20269.0,"baseline_avg":41604.65,"bar_rvol":0.487181,"raw_accel":-0.716422,"smooth_accel":0.70354,"accel_momentum":0.451884,"rvol_3bar":[0.947184,1.843969,0.487181],"trend_3bar":"MIXED","projected_rvol":0.5775},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":5197.0,"sell_vol":8954.0,"unclassified_vol":0.0,"imbalance":-0.265494,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":2.901207},"context":{"vwap":5.361211,"price_vs_vwap_pct":-0.02073,"ema9":5.368119,"ema20":5.373871,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.82967,"dist_to_hod_atr":5.355149,"atr":0.018655,"spread_atr":0.536051,"own_change_pct":0.08209,"rel_strength_pct":{"SPY":0.114858,"IWM":0.095804}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.129343},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"26d7a172eff3","ts":"2026-09-09T15:09:45+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":14.4891,"target":14.96,"target_label":"premarket_high","reward_risk":2.59,"pos_in_5d_range_pct":-5.3,"room_to_5d_high_atr":3.01},"price":14.6201,"vwap":14.62,"ext_from_open_pct":-2.01,"max_ext_allowed_pct":3.0,"volume_pace":0.596,"trend":"flat","recent_slope_pct":0.0241,"volatility":"medium"},"price":14.6201,"volume":{"bars":99,"last_bar_volume":13582.0,"baseline_avg":25293.75,"bar_rvol":0.536971,"raw_accel":-0.041158,"smooth_accel":-0.53288,"accel_momentum":-0.151526,"rvol_3bar":[0.465035,0.552855,0.536971],"trend_3bar":"MIXED","projected_rvol":0.701095},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":10069.0,"sell_vol":1141.0,"unclassified_vol":0.0,"imbalance":0.796432,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":4.754289},"context":{"vwap":14.619963,"price_vs_vwap_pct":0.000938,"ema9":14.614551,"ema20":14.613322,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.010054,"dist_to_hod_atr":11.306852,"atr":0.026524,"spread_atr":0.377021,"own_change_pct":0.183521,"rel_strength_pct":{"SPY":0.21629,"IWM":0.197236}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.42766},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9ca9a1c65a52","ts":"2026-09-09T15:09:50+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2897,"target":5.46,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":11.8,"room_to_5d_high_atr":2.08},"price":5.37,"vwap":5.3612,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":1.391,"trend":"flat","recent_slope_pct":0.0451,"volatility":"medium"},"price":5.37,"volume":{"bars":99,"last_bar_volume":20269.0,"baseline_avg":41604.65,"bar_rvol":0.487181,"raw_accel":-0.716422,"smooth_accel":0.70354,"accel_momentum":0.451884,"rvol_3bar":[0.947184,1.843969,0.487181],"trend_3bar":"MIXED","projected_rvol":0.534546},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":4523.0,"sell_vol":8659.0,"unclassified_vol":0.0,"imbalance":-0.313761,"bid":5.36,"ask":5.37,"spread_pct":0.186393,"quote_size_imbalance":null,"quote_age_s":0.385139},"context":{"vwap":5.361211,"price_vs_vwap_pct":0.16393,"ema9":5.368119,"ema20":5.373871,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.648352,"dist_to_hod_atr":4.824458,"atr":0.018655,"spread_atr":0.536051,"own_change_pct":0.08209,"rel_strength_pct":{"SPY":0.114858,"IWM":0.095804}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.152859},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cedbb9d351a6","ts":"2026-09-09T15:09:50+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.494,"target":14.96,"target_label":"premarket_high","reward_risk":2.56,"pos_in_5d_range_pct":-5.0,"room_to_5d_high_atr":3.0},"price":14.625,"vwap":14.62,"ext_from_open_pct":-1.98,"max_ext_allowed_pct":4.0,"volume_pace":0.596,"trend":"flat","recent_slope_pct":0.0308,"volatility":"medium"},"price":14.625,"volume":{"bars":99,"last_bar_volume":13582.0,"baseline_avg":25293.75,"bar_rvol":0.536971,"raw_accel":-0.041158,"smooth_accel":-0.53288,"accel_momentum":-0.151526,"rvol_3bar":[0.465035,0.552855,0.536971],"trend_3bar":"MIXED","projected_rvol":0.665619},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":2388.0,"sell_vol":1358.0,"unclassified_vol":0.0,"imbalance":0.27496,"bid":14.62,"ask":14.63,"spread_pct":0.068376,"quote_size_imbalance":null,"quote_age_s":9.754289},"context":{"vwap":14.619963,"price_vs_vwap_pct":0.034454,"ema9":14.614551,"ema20":14.613322,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.977212,"dist_to_hod_atr":11.122112,"atr":0.026524,"spread_atr":0.377021,"own_change_pct":0.183521,"rel_strength_pct":{"SPY":0.21629,"IWM":0.197236}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.147645},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"12092ec3fdea","ts":"2026-09-09T15:09:55+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.61 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.474,"target":14.96,"target_label":"premarket_high","reward_risk":2.71,"pos_in_5d_range_pct":-6.3,"room_to_5d_high_atr":3.04},"price":14.605,"vwap":14.6199,"ext_from_open_pct":-2.11,"max_ext_allowed_pct":3.0,"volume_pace":0.598,"trend":"flat","recent_slope_pct":0.0034,"volatility":"medium"},"price":14.605,"volume":{"bars":99,"last_bar_volume":13582.0,"baseline_avg":25293.75,"bar_rvol":0.536971,"raw_accel":-0.041158,"smooth_accel":-0.53288,"accel_momentum":-0.151526,"rvol_3bar":[0.465035,0.552855,0.536971],"trend_3bar":"MIXED","projected_rvol":1.372729},"flow":{"window_s":30,"trades":147,"trade_rate":4.9,"buy_vol":8207.0,"sell_vol":12984.0,"unclassified_vol":0.0,"imbalance":-0.225426,"bid":14.6,"ask":14.61,"spread_pct":0.06847,"quote_size_imbalance":null,"quote_age_s":1.974226},"context":{"vwap":14.619963,"price_vs_vwap_pct":-0.102345,"ema9":14.614551,"ema20":14.613322,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.11126,"dist_to_hod_atr":11.876153,"atr":0.026524,"spread_atr":0.377021,"own_change_pct":0.183521,"rel_strength_pct":{"SPY":0.21629,"IWM":0.197236}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.121047},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e0bc7b9e0761","ts":"2026-09-09T15:10:00+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.36 below VWAP $5.36","plan":{"state":"PASS","setup":"","stop":5.2747,"target":5.46,"target_label":"ceiling","reward_risk":1.31,"pos_in_5d_range_pct":9.9,"room_to_5d_high_atr":2.13},"price":5.355,"vwap":5.3612,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":3.0,"volume_pace":1.4,"trend":"flat","recent_slope_pct":-0.0108,"volatility":"high"},"price":5.355,"volume":{"bars":99,"last_bar_volume":20269.0,"baseline_avg":41604.65,"bar_rvol":0.487181,"raw_accel":-0.716422,"smooth_accel":0.70354,"accel_momentum":0.451884,"rvol_3bar":[0.947184,1.843969,0.487181],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":3929.0,"sell_vol":64636.0,"unclassified_vol":0.0,"imbalance":-0.885393,"bid":5.35,"ask":5.36,"spread_pct":0.186741,"quote_size_imbalance":null,"quote_age_s":0.001452},"context":{"vwap":5.361211,"price_vs_vwap_pct":-0.115858,"ema9":5.368119,"ema20":5.373871,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-1.923077,"dist_to_hod_atr":5.628535,"atr":0.018655,"spread_atr":0.536051,"own_change_pct":0.08209,"rel_strength_pct":{"SPY":0.160743,"IWM":0.119807}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.431347},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"20bd9511cb11","ts":"2026-09-09T15:10:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.425,"target":12.74,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":36.0,"room_to_5d_high_atr":1.34},"price":12.587,"vwap":12.5727,"ext_from_open_pct":-0.18,"max_ext_allowed_pct":4.0,"volume_pace":4.241,"trend":"flat","recent_slope_pct":-0.2428,"volatility":"medium"},"price":12.587,"volume":{"bars":100,"last_bar_volume":22049.0,"baseline_avg":21157.1,"bar_rvol":1.042156,"raw_accel":-0.674913,"smooth_accel":1.345198,"accel_momentum":0.960242,"rvol_3bar":[0.87668,3.224365,1.042156],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":188,"trade_rate":6.266667,"buy_vol":7900.0,"sell_vol":12448.0,"unclassified_vol":0.0,"imbalance":-0.223511,"bid":12.6,"ask":12.61,"spread_pct":0.079334,"quote_size_imbalance":null,"quote_age_s":0.092463},"context":{"vwap":12.572674,"price_vs_vwap_pct":0.113949,"ema9":12.675081,"ema20":12.702921,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.893998,"dist_to_hod_atr":2.951297,"atr":0.082337,"spread_atr":0.121453,"own_change_pct":-0.815057,"rel_strength_pct":{"SPY":-0.736403,"IWM":-0.777339}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.232933},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5aaa69c63ed2","ts":"2026-09-09T15:10:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":107.5,"room_to_5d_high_atr":-0.12},"price":12.83,"vwap":12.6758,"ext_from_open_pct":4.22,"max_ext_allowed_pct":4.0,"volume_pace":1.004,"trend":"flat","recent_slope_pct":0.1131,"volatility":"high"},"price":12.83,"volume":{"bars":100,"last_bar_volume":4493.0,"baseline_avg":7344.1,"bar_rvol":0.611784,"raw_accel":0.997777,"smooth_accel":-0.314356,"accel_momentum":0.589317,"rvol_3bar":[1.330807,0.308509,0.611784],"trend_3bar":"MIXED","projected_rvol":0.188606},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":798.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.975248,"bid":12.83,"ask":12.89,"spread_pct":0.466563,"quote_size_imbalance":null,"quote_age_s":8.191936},"context":{"vwap":12.67549,"price_vs_vwap_pct":1.21897,"ema9":12.767798,"ema20":12.706075,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.307692,"dist_to_hod_atr":2.357873,"atr":0.072099,"spread_atr":0.832191,"own_change_pct":0.824823,"rel_strength_pct":{"SPY":0.903477,"IWM":0.862541}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.59664},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f024920d55c4","ts":"2026-09-09T15:10:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.0,"pos_in_5d_range_pct":109.3,"room_to_5d_high_atr":-0.15},"price":12.855,"vwap":12.6758,"ext_from_open_pct":4.43,"max_ext_allowed_pct":4.0,"volume_pace":1.002,"trend":"flat","recent_slope_pct":0.152,"volatility":"high"},"price":12.855,"volume":{"bars":100,"last_bar_volume":4493.0,"baseline_avg":7344.1,"bar_rvol":0.611784,"raw_accel":0.997777,"smooth_accel":-0.314356,"accel_momentum":0.589317,"rvol_3bar":[1.330807,0.308509,0.611784],"trend_3bar":"MIXED","projected_rvol":0.151233},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":798.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.975248,"bid":12.82,"ask":12.89,"spread_pct":0.544535,"quote_size_imbalance":null,"quote_age_s":3.395814},"context":{"vwap":12.67549,"price_vs_vwap_pct":1.416201,"ema9":12.767798,"ema20":12.706075,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.115385,"dist_to_hod_atr":2.011127,"atr":0.072099,"spread_atr":0.970889,"own_change_pct":0.824823,"rel_strength_pct":{"SPY":0.903477,"IWM":0.862541}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.59664},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7e3608509f28","ts":"2026-09-09T15:11:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.13,"pos_in_5d_range_pct":106.5,"room_to_5d_high_atr":-0.11},"price":12.8171,"vwap":12.676,"ext_from_open_pct":4.12,"max_ext_allowed_pct":3.0,"volume_pace":1.0,"trend":"flat","recent_slope_pct":-0.024,"volatility":"high"},"price":12.8171,"volume":{"bars":101,"last_bar_volume":1058.0,"baseline_avg":7560.05,"bar_rvol":0.139946,"raw_accel":-0.764523,"smooth_accel":-0.589582,"accel_momentum":-0.275226,"rvol_3bar":[0.308509,0.611784,0.139946],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":156.0,"sell_vol":204.0,"unclassified_vol":0.0,"imbalance":-0.133333,"bid":12.82,"ask":12.87,"spread_pct":0.389257,"quote_size_imbalance":null,"quote_age_s":0.197179},"context":{"vwap":12.675922,"price_vs_vwap_pct":1.113753,"ema9":12.785238,"ema20":12.720258,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.406923,"dist_to_hod_atr":2.647202,"atr":0.069092,"spread_atr":0.723675,"own_change_pct":0.744514,"rel_strength_pct":{"SPY":0.834985,"IWM":0.833665}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.018659},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"928249daf128","ts":"2026-09-09T15:11:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.21,"pos_in_5d_range_pct":108.6,"room_to_5d_high_atr":-0.14},"price":12.845,"vwap":12.676,"ext_from_open_pct":4.35,"max_ext_allowed_pct":3.0,"volume_pace":0.997,"trend":"flat","recent_slope_pct":0.0195,"volatility":"high"},"price":12.845,"volume":{"bars":101,"last_bar_volume":1058.0,"baseline_avg":7560.05,"bar_rvol":0.139946,"raw_accel":-0.764523,"smooth_accel":-0.589582,"accel_momentum":-0.275226,"rvol_3bar":[0.308509,0.611784,0.139946],"trend_3bar":"MIXED","projected_rvol":0.046825},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":139.0,"sell_vol":204.0,"unclassified_vol":0.0,"imbalance":-0.189504,"bid":12.82,"ask":12.87,"spread_pct":0.389257,"quote_size_imbalance":null,"quote_age_s":15.197179},"context":{"vwap":12.675922,"price_vs_vwap_pct":1.333855,"ema9":12.785238,"ema20":12.720258,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.192308,"dist_to_hod_atr":2.243392,"atr":0.069092,"spread_atr":0.723675,"own_change_pct":0.744514,"rel_strength_pct":{"SPY":0.834985,"IWM":0.833665}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.02652},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a0d9bfabed18","ts":"2026-09-09T15:11:25+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.07,"pos_in_5d_range_pct":107.5,"room_to_5d_high_atr":-0.12},"price":12.83,"vwap":12.676,"ext_from_open_pct":4.22,"max_ext_allowed_pct":3.0,"volume_pace":0.996,"trend":"flat","recent_slope_pct":-0.0039,"volatility":"high"},"price":12.83,"volume":{"bars":101,"last_bar_volume":1058.0,"baseline_avg":7560.05,"bar_rvol":0.139946,"raw_accel":-0.764523,"smooth_accel":-0.589582,"accel_momentum":-0.275226,"rvol_3bar":[0.308509,0.611784,0.139946],"trend_3bar":"MIXED","projected_rvol":0.037778},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":14.0,"sell_vol":105.0,"unclassified_vol":0.0,"imbalance":-0.764706,"bid":12.82,"ask":12.87,"spread_pct":0.389257,"quote_size_imbalance":null,"quote_age_s":20.197179},"context":{"vwap":12.675922,"price_vs_vwap_pct":1.215521,"ema9":12.785238,"ema20":12.720258,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.307692,"dist_to_hod_atr":2.460494,"atr":0.069092,"spread_atr":0.723675,"own_change_pct":0.744514,"rel_strength_pct":{"SPY":0.834985,"IWM":0.833665}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.107018},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"67955033dae6","ts":"2026-09-09T15:11:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":5.21,"pos_in_5d_range_pct":108.6,"room_to_5d_high_atr":-0.14},"price":12.845,"vwap":12.676,"ext_from_open_pct":4.35,"max_ext_allowed_pct":4.0,"volume_pace":0.992,"trend":"flat","recent_slope_pct":0.0195,"volatility":"high"},"price":12.845,"volume":{"bars":101,"last_bar_volume":1058.0,"baseline_avg":7560.05,"bar_rvol":0.139946,"raw_accel":-0.764523,"smooth_accel":-0.589582,"accel_momentum":-0.275226,"rvol_3bar":[0.308509,0.611784,0.139946],"trend_3bar":"MIXED","projected_rvol":0.029365},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":63.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":0.880597,"bid":12.82,"ask":12.87,"spread_pct":0.389257,"quote_size_imbalance":null,"quote_age_s":9.354541},"context":{"vwap":12.675922,"price_vs_vwap_pct":1.333855,"ema9":12.785238,"ema20":12.720258,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.192308,"dist_to_hod_atr":2.243392,"atr":0.069092,"spread_atr":0.723675,"own_change_pct":0.744514,"rel_strength_pct":{"SPY":0.834985,"IWM":0.833665}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.123236},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6fffc4c0d60b","ts":"2026-09-09T15:12:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.09,"pos_in_5d_range_pct":107.1,"room_to_5d_high_atr":-0.12},"price":12.8251,"vwap":12.6813,"ext_from_open_pct":4.18,"max_ext_allowed_pct":3.0,"volume_pace":1.009,"trend":"flat","recent_slope_pct":0.0196,"volatility":"high"},"price":12.8251,"volume":{"bars":102,"last_bar_volume":8809.0,"baseline_avg":7609.8,"bar_rvol":1.157586,"raw_accel":3.630345,"smooth_accel":0.183451,"accel_momentum":0.773033,"rvol_3bar":[0.611784,0.139946,1.157586],"trend_3bar":"MIXED","projected_rvol":0.323793},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":720.0,"sell_vol":512.0,"unclassified_vol":0.0,"imbalance":0.168831,"bid":12.85,"ask":12.96,"spread_pct":0.852383,"quote_size_imbalance":null,"quote_age_s":0.308175},"context":{"vwap":12.680809,"price_vs_vwap_pct":1.137867,"ema9":12.814191,"ema20":12.740234,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.345385,"dist_to_hod_atr":2.264929,"atr":0.077221,"spread_atr":1.424484,"own_change_pct":1.332288,"rel_strength_pct":{"SPY":1.488971,"IWM":1.469453}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.195437},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a5beeea7e08f","ts":"2026-09-09T15:12:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":4.54,"pos_in_5d_range_pct":111.2,"room_to_5d_high_atr":-0.18},"price":12.88,"vwap":12.6814,"ext_from_open_pct":4.63,"max_ext_allowed_pct":3.0,"volume_pace":1.007,"trend":"flat","recent_slope_pct":0.1049,"volatility":"high"},"price":12.88,"volume":{"bars":102,"last_bar_volume":8809.0,"baseline_avg":7609.8,"bar_rvol":1.157586,"raw_accel":3.630345,"smooth_accel":0.183451,"accel_momentum":0.773033,"rvol_3bar":[0.611784,0.139946,1.157586],"trend_3bar":"MIXED","projected_rvol":0.233383},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":8.0,"sell_vol":607.0,"unclassified_vol":0.0,"imbalance":-0.973984,"bid":12.85,"ask":12.93,"spread_pct":0.620636,"quote_size_imbalance":null,"quote_age_s":0.8119},"context":{"vwap":12.680809,"price_vs_vwap_pct":1.570805,"ema9":12.814191,"ema20":12.740234,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.923077,"dist_to_hod_atr":1.553982,"atr":0.077221,"spread_atr":1.035988,"own_change_pct":1.332288,"rel_strength_pct":{"SPY":1.488971,"IWM":1.469453}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.12747},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b2f409677ab2","ts":"2026-09-09T15:13:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.72,"target":11.98,"target_label":"range_20d_high","reward_risk":0.62,"pos_in_5d_range_pct":164.2,"room_to_5d_high_atr":-1.3},"price":11.88,"vwap":11.5734,"ext_from_open_pct":1.54,"max_ext_allowed_pct":3.0,"volume_pace":2.513,"trend":"flat","recent_slope_pct":-0.4415,"volatility":"medium"},"price":11.88,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":9.0,"sell_vol":105.0,"unclassified_vol":0.0,"imbalance":-0.842105,"bid":11.88,"ask":11.96,"spread_pct":0.671141,"quote_size_imbalance":null,"quote_age_s":3.774483},"context":{"vwap":11.573354,"price_vs_vwap_pct":2.649589,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.622951,"dist_to_hod_atr":2.400394,"atr":0.133311,"spread_atr":0.600099,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.370445,"IWM":-0.406906}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.522198},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2a55e55c7221","ts":"2026-09-09T15:13:10+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.09,"pos_in_5d_range_pct":107.2,"room_to_5d_high_atr":-0.12},"price":12.8263,"vwap":12.6827,"ext_from_open_pct":4.19,"max_ext_allowed_pct":3.0,"volume_pace":1.009,"trend":"flat","recent_slope_pct":0.0098,"volatility":"high"},"price":12.8263,"volume":{"bars":103,"last_bar_volume":2440.0,"baseline_avg":7965.0,"bar_rvol":0.30634,"raw_accel":-0.723011,"smooth_accel":-0.226413,"accel_momentum":-0.409864,"rvol_3bar":[0.139946,1.157586,0.30634],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":1208.0,"sell_vol":1797.0,"unclassified_vol":0.0,"imbalance":-0.196007,"bid":12.86,"ask":12.92,"spread_pct":0.465477,"quote_size_imbalance":null,"quote_age_s":0.302414},"context":{"vwap":12.681975,"price_vs_vwap_pct":1.138036,"ema9":12.828352,"ema20":12.754021,"ema_stack":false,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.336154,"dist_to_hod_atr":2.144875,"atr":0.080984,"spread_atr":0.740889,"own_change_pct":0.428683,"rel_strength_pct":{"SPY":0.588639,"IWM":0.552178}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.060045},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"92afcd4a5c0f","ts":"2026-09-09T15:13:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.9% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":4.07,"pos_in_5d_range_pct":113.4,"room_to_5d_high_atr":-0.22},"price":12.91,"vwap":12.6838,"ext_from_open_pct":4.87,"max_ext_allowed_pct":3.0,"volume_pace":1.013,"trend":"flat","recent_slope_pct":0.1397,"volatility":"high"},"price":12.91,"volume":{"bars":103,"last_bar_volume":2440.0,"baseline_avg":7965.0,"bar_rvol":0.30634,"raw_accel":-0.723011,"smooth_accel":-0.226413,"accel_momentum":-0.409864,"rvol_3bar":[0.139946,1.157586,0.30634],"trend_3bar":"MIXED","projected_rvol":1.882235},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":1542.0,"sell_vol":3314.0,"unclassified_vol":0.0,"imbalance":-0.364909,"bid":12.88,"ask":12.97,"spread_pct":0.696325,"quote_size_imbalance":null,"quote_age_s":0.109655},"context":{"vwap":12.681975,"price_vs_vwap_pct":1.798028,"ema9":12.828352,"ema20":12.754021,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.692308,"dist_to_hod_atr":1.111334,"atr":0.080984,"spread_atr":1.111334,"own_change_pct":0.428683,"rel_strength_pct":{"SPY":0.588639,"IWM":0.552178}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.111786},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a2caa081bc84","ts":"2026-09-09T15:13:25+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.76,"target":11.98,"target_label":"range_20d_high","reward_risk":0.38,"pos_in_5d_range_pct":168.2,"room_to_5d_high_atr":-1.38},"price":11.92,"vwap":11.5734,"ext_from_open_pct":1.88,"max_ext_allowed_pct":3.0,"volume_pace":2.505,"trend":"flat","recent_slope_pct":-0.3748,"volatility":"medium"},"price":11.92,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":0.060366},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":0.0,"sell_vol":104.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":11.88,"ask":11.96,"spread_pct":0.671141,"quote_size_imbalance":null,"quote_age_s":0.643608},"context":{"vwap":11.573354,"price_vs_vwap_pct":2.99521,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.295082,"dist_to_hod_atr":2.100345,"atr":0.133311,"spread_atr":0.600099,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.370445,"IWM":-0.406906}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.62011},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9ccb2ecb65f2","ts":"2026-09-09T15:13:30+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.7024,"target":11.98,"target_label":"range_20d_high","reward_risk":0.54,"pos_in_5d_range_pct":164.4,"room_to_5d_high_atr":-1.31},"price":11.8824,"vwap":11.5735,"ext_from_open_pct":1.56,"max_ext_allowed_pct":3.0,"volume_pace":2.504,"trend":"flat","recent_slope_pct":-0.4375,"volatility":"medium"},"price":11.8824,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":0.103513},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":0.0,"sell_vol":214.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":11.87,"ask":11.96,"spread_pct":0.75535,"quote_size_imbalance":null,"quote_age_s":3.059806},"context":{"vwap":11.573354,"price_vs_vwap_pct":2.670326,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.603279,"dist_to_hod_atr":2.382391,"atr":0.133311,"spread_atr":0.675111,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.370445,"IWM":-0.406906}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.62011},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2b27eb1d7d59","ts":"2026-09-09T15:13:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.7607,"target":11.98,"target_label":"range_20d_high","reward_risk":0.77,"pos_in_5d_range_pct":164.6,"room_to_5d_high_atr":-1.31},"price":11.8844,"vwap":11.5737,"ext_from_open_pct":1.58,"max_ext_allowed_pct":3.0,"volume_pace":2.503,"trend":"flat","recent_slope_pct":-0.4342,"volatility":"medium"},"price":11.8844,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":0.157964},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":1.0,"sell_vol":280.0,"unclassified_vol":0.0,"imbalance":-0.992883,"bid":11.88,"ask":11.94,"spread_pct":0.503778,"quote_size_imbalance":null,"quote_age_s":1.540221},"context":{"vwap":11.573354,"price_vs_vwap_pct":2.687607,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.586885,"dist_to_hod_atr":2.367389,"atr":0.133311,"spread_atr":0.450074,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.370445,"IWM":-0.406906}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.615696},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"672666f235e5","ts":"2026-09-09T15:13:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.8816,"target":12.2,"target_label":"ceiling","reward_risk":1.57,"pos_in_5d_range_pct":176.6,"room_to_5d_high_atr":-1.56},"price":12.0053,"vwap":11.5738,"ext_from_open_pct":2.61,"max_ext_allowed_pct":3.0,"volume_pace":2.501,"trend":"flat","recent_slope_pct":-0.2328,"volatility":"medium"},"price":12.0053,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":0.140395},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":7.0,"sell_vol":280.0,"unclassified_vol":0.0,"imbalance":-0.95122,"bid":11.88,"ask":11.94,"spread_pct":0.503778,"quote_size_imbalance":null,"quote_age_s":6.540221},"context":{"vwap":11.573354,"price_vs_vwap_pct":3.732248,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.595902,"dist_to_hod_atr":1.46049,"atr":0.133311,"spread_atr":0.450074,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.370445,"IWM":-0.406906}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.589861},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c7d1c12eac12","ts":"2026-09-09T15:13:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.7863,"target":11.98,"target_label":"range_20d_high","reward_risk":0.57,"pos_in_5d_range_pct":167.2,"room_to_5d_high_atr":-1.36},"price":11.91,"vwap":11.5737,"ext_from_open_pct":1.79,"max_ext_allowed_pct":3.0,"volume_pace":2.499,"trend":"flat","recent_slope_pct":-0.3915,"volatility":"medium"},"price":11.91,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":0.128988},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":7.0,"sell_vol":293.0,"unclassified_vol":0.0,"imbalance":-0.953333,"bid":11.88,"ask":11.94,"spread_pct":0.503778,"quote_size_imbalance":null,"quote_age_s":11.540221},"context":{"vwap":11.573354,"price_vs_vwap_pct":2.908805,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.377049,"dist_to_hod_atr":2.175357,"atr":0.133311,"spread_atr":0.450074,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.370445,"IWM":-0.406906}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.591172},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4ca68f2cb7a3","ts":"2026-09-09T15:14:00+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.8845,"target":12.2,"target_label":"ceiling","reward_risk":1.55,"pos_in_5d_range_pct":176.9,"room_to_5d_high_atr":-1.56},"price":12.0082,"vwap":11.5738,"ext_from_open_pct":2.63,"max_ext_allowed_pct":4.0,"volume_pace":2.493,"trend":"flat","recent_slope_pct":-0.228,"volatility":"medium"},"price":12.0082,"volume":{"bars":103,"last_bar_volume":2564.0,"baseline_avg":4134.75,"bar_rvol":0.62011,"raw_accel":0.799298,"smooth_accel":1.24668,"accel_momentum":-0.827997,"rvol_3bar":[0.309848,0.276648,0.62011],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":9.0,"sell_vol":188.0,"unclassified_vol":0.0,"imbalance":-0.908629,"bid":11.88,"ask":11.94,"spread_pct":0.503778,"quote_size_imbalance":null,"quote_age_s":12.760838},"context":{"vwap":11.573354,"price_vs_vwap_pct":3.757305,"ema9":12.055426,"ema20":11.999218,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-1.572131,"dist_to_hod_atr":1.438736,"atr":0.133311,"spread_atr":0.450074,"own_change_pct":-0.530401,"rel_strength_pct":{"SPY":-0.390106,"IWM":-0.382949}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.56345},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bea3298f8ef1","ts":"2026-09-09T15:14:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1531,"target":8.4,"target_label":"prev_day_high","reward_risk":2.02,"pos_in_5d_range_pct":26.1,"room_to_5d_high_atr":1.56},"price":8.235,"vwap":8.2133,"ext_from_open_pct":-3.68,"max_ext_allowed_pct":4.0,"volume_pace":1.862,"trend":"flat","recent_slope_pct":-0.0177,"volatility":"medium"},"price":8.235,"volume":{"bars":104,"last_bar_volume":147.0,"baseline_avg":2266.85,"bar_rvol":0.064848,"raw_accel":-0.740609,"smooth_accel":-0.63498,"accel_momentum":-0.084567,"rvol_3bar":[2.868395,0.081497,0.064848],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":17.0,"sell_vol":102.0,"unclassified_vol":0.0,"imbalance":-0.714286,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":8.271879},"context":{"vwap":8.213337,"price_vs_vwap_pct":0.263751,"ema9":8.245849,"ema20":8.249285,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.207289,"dist_to_hod_atr":17.521827,"atr":0.031104,"spread_atr":0.321501,"own_change_pct":0.060753,"rel_strength_pct":{"SPY":0.201048,"IWM":0.208206}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.04632},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"cb980f752f3f","ts":"2026-09-09T15:14:10+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.7143,"target":8.2,"target_label":"premarket_high","reward_risk":0.13,"pos_in_5d_range_pct":56.8,"room_to_5d_high_atr":0.55},"price":8.145,"vwap":8.0561,"ext_from_open_pct":1.69,"max_ext_allowed_pct":4.0,"volume_pace":2.421,"trend":"flat","recent_slope_pct":0.5853,"volatility":"high"},"price":8.145,"volume":{"bars":104,"last_bar_volume":29610.0,"baseline_avg":4260.4,"bar_rvol":6.950052,"raw_accel":21.27991,"smooth_accel":0.38328,"accel_momentum":1.263478,"rvol_3bar":[0.150746,0.302107,6.950052],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":126,"trade_rate":4.2,"buy_vol":14735.0,"sell_vol":4133.0,"unclassified_vol":0.0,"imbalance":0.561904,"bid":8.12,"ask":8.17,"spread_pct":0.613874,"quote_size_imbalance":null,"quote_age_s":0.134764},"context":{"vwap":8.055171,"price_vs_vwap_pct":1.115171,"ema9":8.005768,"ema20":8.002182,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-3.380783,"dist_to_hod_atr":5.302783,"atr":0.053745,"spread_atr":0.930313,"own_change_pct":0.749064,"rel_strength_pct":{"SPY":0.889358,"IWM":0.896516}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":3.90526},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"96839390a433","ts":"2026-09-09T15:14:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":0.44,"pos_in_5d_range_pct":159.7,"room_to_5d_high_atr":-1.21},"price":11.835,"vwap":11.5745,"ext_from_open_pct":1.15,"max_ext_allowed_pct":3.0,"volume_pace":2.495,"trend":"flat","recent_slope_pct":-0.4597,"volatility":"medium"},"price":11.835,"volume":{"bars":104,"last_bar_volume":411.0,"baseline_avg":3489.15,"bar_rvol":0.117794,"raw_accel":-0.839704,"smooth_accel":0.304864,"accel_momentum":-0.941816,"rvol_3bar":[0.276648,0.62011,0.117794],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":8.0,"sell_vol":929.0,"unclassified_vol":0.0,"imbalance":-0.982924,"bid":11.83,"ask":11.92,"spread_pct":0.757895,"quote_size_imbalance":null,"quote_age_s":2.470717},"context":{"vwap":11.573797,"price_vs_vwap_pct":2.256846,"ema9":12.045981,"ema20":12.000074,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.991803,"dist_to_hod_atr":2.726571,"atr":0.133868,"spread_atr":0.672305,"own_change_pct":-0.637143,"rel_strength_pct":{"SPY":-0.496848,"IWM":-0.489691}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.115782},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"67b7b3af8ee1","ts":"2026-09-09T15:14:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.695,"target":11.98,"target_label":"range_20d_high","reward_risk":0.58,"pos_in_5d_range_pct":163.7,"room_to_5d_high_atr":-1.29},"price":11.875,"vwap":11.5745,"ext_from_open_pct":1.5,"max_ext_allowed_pct":3.0,"volume_pace":2.493,"trend":"flat","recent_slope_pct":-0.3928,"volatility":"medium"},"price":11.875,"volume":{"bars":104,"last_bar_volume":411.0,"baseline_avg":3489.15,"bar_rvol":0.117794,"raw_accel":-0.839704,"smooth_accel":0.304864,"accel_momentum":-0.941816,"rvol_3bar":[0.276648,0.62011,0.117794],"trend_3bar":"MIXED","projected_rvol":1.048966},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":10.0,"sell_vol":916.0,"unclassified_vol":0.0,"imbalance":-0.978402,"bid":11.83,"ask":11.92,"spread_pct":0.757895,"quote_size_imbalance":null,"quote_age_s":3.999956},"context":{"vwap":11.573797,"price_vs_vwap_pct":2.602454,"ema9":12.045981,"ema20":12.000074,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.663934,"dist_to_hod_atr":2.427769,"atr":0.133868,"spread_atr":0.672305,"own_change_pct":-0.637143,"rel_strength_pct":{"SPY":-0.496848,"IWM":-0.489691}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.11525},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9af1c903ec53","ts":"2026-09-09T15:14:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.04,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.13},"price":12.8379,"vwap":12.6842,"ext_from_open_pct":4.29,"max_ext_allowed_pct":3.0,"volume_pace":1.0,"trend":"flat","recent_slope_pct":-0.0227,"volatility":"high"},"price":12.8379,"volume":{"bars":104,"last_bar_volume":4128.0,"baseline_avg":7989.2,"bar_rvol":0.516698,"raw_accel":0.691803,"smooth_accel":0.97141,"accel_momentum":1.197823,"rvol_3bar":[1.157586,0.30634,0.516698],"trend_3bar":"MIXED","projected_rvol":0.028351},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":6.0,"sell_vol":33.0,"unclassified_vol":0.0,"imbalance":-0.692308,"bid":12.91,"ask":12.97,"spread_pct":0.463679,"quote_size_imbalance":null,"quote_age_s":1.10286},"context":{"vwap":12.684093,"price_vs_vwap_pct":1.212599,"ema9":12.849682,"ema20":12.771257,"ema_stack":false,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-1.246923,"dist_to_hod_atr":1.912702,"atr":0.084749,"spread_atr":0.707971,"own_change_pct":0.583204,"rel_strength_pct":{"SPY":0.723498,"IWM":0.730656}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.357714},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"961d4749fe84","ts":"2026-09-09T15:14:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.9% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":3.95,"pos_in_5d_range_pct":114.1,"room_to_5d_high_atr":-0.23},"price":12.9184,"vwap":12.6842,"ext_from_open_pct":4.94,"max_ext_allowed_pct":3.0,"volume_pace":1.0,"trend":"flat","recent_slope_pct":0.1021,"volatility":"high"},"price":12.9184,"volume":{"bars":104,"last_bar_volume":4128.0,"baseline_avg":7989.2,"bar_rvol":0.516698,"raw_accel":0.691803,"smooth_accel":0.97141,"accel_momentum":1.197823,"rvol_3bar":[1.157586,0.30634,0.516698],"trend_3bar":"MIXED","projected_rvol":0.028372},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":25.0,"sell_vol":33.0,"unclassified_vol":0.0,"imbalance":-0.137931,"bid":12.91,"ask":12.97,"spread_pct":0.463679,"quote_size_imbalance":null,"quote_age_s":6.10286},"context":{"vwap":12.684093,"price_vs_vwap_pct":1.847252,"ema9":12.849682,"ema20":12.771257,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.627692,"dist_to_hod_atr":0.962841,"atr":0.084749,"spread_atr":0.707971,"own_change_pct":0.583204,"rel_strength_pct":{"SPY":0.723498,"IWM":0.730656}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.071269},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"91d537b4e852","ts":"2026-09-09T15:14:50+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.7197,"target":11.98,"target_label":"range_20d_high","reward_risk":0.45,"pos_in_5d_range_pct":166.1,"room_to_5d_high_atr":-1.34},"price":11.8997,"vwap":11.5746,"ext_from_open_pct":1.71,"max_ext_allowed_pct":4.0,"volume_pace":2.48,"trend":"flat","recent_slope_pct":-0.3515,"volatility":"medium"},"price":11.8997,"volume":{"bars":104,"last_bar_volume":411.0,"baseline_avg":3489.15,"bar_rvol":0.117794,"raw_accel":-0.839704,"smooth_accel":0.304864,"accel_momentum":-0.941816,"rvol_3bar":[0.276648,0.62011,0.117794],"trend_3bar":"MIXED","projected_rvol":0.332574},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":43.0,"sell_vol":9.0,"unclassified_vol":0.0,"imbalance":0.653846,"bid":11.83,"ask":11.92,"spread_pct":0.757895,"quote_size_imbalance":null,"quote_age_s":38.999956},"context":{"vwap":11.573797,"price_vs_vwap_pct":2.815868,"ema9":12.045981,"ema20":12.000074,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.461475,"dist_to_hod_atr":2.243258,"atr":0.133868,"spread_atr":0.672305,"own_change_pct":-0.637143,"rel_strength_pct":{"SPY":-0.496848,"IWM":-0.489691}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.077019},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fe20f32a2566","ts":"2026-09-09T15:15:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.7376,"target":11.98,"target_label":"range_20d_high","reward_risk":0.96,"pos_in_5d_range_pct":162.3,"room_to_5d_high_atr":-1.27},"price":11.8613,"vwap":11.576,"ext_from_open_pct":1.38,"max_ext_allowed_pct":3.0,"volume_pace":2.484,"trend":"flat","recent_slope_pct":-0.5004,"volatility":"medium"},"price":11.8613,"volume":{"bars":105,"last_bar_volume":2336.0,"baseline_avg":3179.25,"bar_rvol":0.734764,"raw_accel":1.939058,"smooth_accel":0.172665,"accel_momentum":-0.132199,"rvol_3bar":[0.62011,0.117794,0.734764],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":103.0,"sell_vol":1789.0,"unclassified_vol":0.0,"imbalance":-0.891121,"bid":11.85,"ask":11.9,"spread_pct":0.421053,"quote_size_imbalance":null,"quote_age_s":4.953709},"context":{"vwap":11.575636,"price_vs_vwap_pct":2.467802,"ema9":12.004785,"ema20":11.984829,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.77623,"dist_to_hod_atr":2.478101,"atr":0.136677,"spread_atr":0.365825,"own_change_pct":-2.279593,"rel_strength_pct":{"SPY":-2.199565,"IWM":-2.205844}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.654764},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d78c7fb8b4d9","ts":"2026-09-09T15:15:15+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.765,"target":11.98,"target_label":"range_20d_high","reward_risk":0.74,"pos_in_5d_range_pct":165.0,"room_to_5d_high_atr":-1.32},"price":11.8887,"vwap":11.5761,"ext_from_open_pct":1.61,"max_ext_allowed_pct":3.0,"volume_pace":2.482,"trend":"flat","recent_slope_pct":-0.4544,"volatility":"medium"},"price":11.8887,"volume":{"bars":105,"last_bar_volume":2336.0,"baseline_avg":3179.25,"bar_rvol":0.734764,"raw_accel":1.939058,"smooth_accel":0.172665,"accel_momentum":-0.132199,"rvol_3bar":[0.62011,0.117794,0.734764],"trend_3bar":"MIXED","projected_rvol":0.603916},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":104.0,"sell_vol":1789.0,"unclassified_vol":0.0,"imbalance":-0.890122,"bid":11.85,"ask":11.9,"spread_pct":0.421053,"quote_size_imbalance":null,"quote_age_s":9.953709},"context":{"vwap":11.575636,"price_vs_vwap_pct":2.704506,"ema9":12.004785,"ema20":11.984829,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.551639,"dist_to_hod_atr":2.277629,"atr":0.136677,"spread_atr":0.365825,"own_change_pct":-2.279593,"rel_strength_pct":{"SPY":-2.199565,"IWM":-2.205844}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.65403},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7b33c3944f16","ts":"2026-09-09T15:15:45+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.7489,"target":11.98,"target_label":"range_20d_high","reward_risk":0.87,"pos_in_5d_range_pct":163.4,"room_to_5d_high_atr":-1.29},"price":11.8726,"vwap":11.5765,"ext_from_open_pct":1.48,"max_ext_allowed_pct":3.0,"volume_pace":2.474,"trend":"flat","recent_slope_pct":-0.4814,"volatility":"medium"},"price":11.8726,"volume":{"bars":105,"last_bar_volume":2336.0,"baseline_avg":3179.25,"bar_rvol":0.734764,"raw_accel":1.939058,"smooth_accel":0.172665,"accel_momentum":-0.132199,"rvol_3bar":[0.62011,0.117794,0.734764],"trend_3bar":"MIXED","projected_rvol":0.393804},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":348.0,"sell_vol":111.0,"unclassified_vol":0.0,"imbalance":0.51634,"bid":11.85,"ask":11.9,"spread_pct":0.421053,"quote_size_imbalance":null,"quote_age_s":28.172744},"context":{"vwap":11.575636,"price_vs_vwap_pct":2.565421,"ema9":12.004785,"ema20":11.984829,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.683607,"dist_to_hod_atr":2.395425,"atr":0.136677,"spread_atr":0.365825,"own_change_pct":-2.279593,"rel_strength_pct":{"SPY":-2.199565,"IWM":-2.205844}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.379388},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"06016b85bb94","ts":"2026-09-09T15:15:50+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":0.38,"pos_in_5d_range_pct":161.2,"room_to_5d_high_atr":-1.24},"price":11.85,"vwap":11.5765,"ext_from_open_pct":1.28,"max_ext_allowed_pct":3.0,"volume_pace":2.472,"trend":"flat","recent_slope_pct":-0.5194,"volatility":"medium"},"price":11.85,"volume":{"bars":105,"last_bar_volume":2336.0,"baseline_avg":3179.25,"bar_rvol":0.734764,"raw_accel":1.939058,"smooth_accel":0.172665,"accel_momentum":-0.132199,"rvol_3bar":[0.62011,0.117794,0.734764],"trend_3bar":"MIXED","projected_rvol":0.386129},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":5.0,"sell_vol":91.0,"unclassified_vol":0.0,"imbalance":-0.895833,"bid":11.85,"ask":11.9,"spread_pct":0.421053,"quote_size_imbalance":null,"quote_age_s":33.172744},"context":{"vwap":11.575636,"price_vs_vwap_pct":2.370183,"ema9":12.004785,"ema20":11.984829,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.868852,"dist_to_hod_atr":2.560778,"atr":0.136677,"spread_atr":0.365825,"own_change_pct":-2.279593,"rel_strength_pct":{"SPY":-2.199565,"IWM":-2.205844}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.658227},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5ffd3f4faa03","ts":"2026-09-09T15:16:00+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.03 below VWAP $8.06","plan":{"state":"PASS","setup":"","stop":7.6028,"target":8.15,"target_label":"prev_day_high","reward_risk":0.27,"pos_in_5d_range_pct":51.8,"room_to_5d_high_atr":0.61},"price":8.0335,"vwap":8.0563,"ext_from_open_pct":0.29,"max_ext_allowed_pct":3.0,"volume_pace":2.395,"trend":"flat","recent_slope_pct":0.2912,"volatility":"high"},"price":8.0335,"volume":{"bars":105,"last_bar_volume":23233.0,"baseline_avg":5703.25,"bar_rvol":4.073642,"raw_accel":-0.215366,"smooth_accel":1.470449,"accel_momentum":1.087169,"rvol_3bar":[0.302107,6.950052,4.073642],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":451.0,"sell_vol":943.0,"unclassified_vol":0.0,"imbalance":-0.352941,"bid":7.96,"ask":8.04,"spread_pct":1.0,"quote_size_imbalance":null,"quote_age_s":0.835758},"context":{"vwap":8.056275,"price_vs_vwap_pct":-0.282696,"ema9":8.032614,"ema20":8.015307,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.70344,"dist_to_hod_atr":6.86419,"atr":0.057764,"spread_atr":1.384956,"own_change_pct":2.661117,"rel_strength_pct":{"SPY":2.697863,"IWM":2.681709}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.437756},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cfa269004918","ts":"2026-09-09T15:16:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.7,"target":11.98,"target_label":"range_20d_high","reward_risk":0.4,"pos_in_5d_range_pct":166.2,"room_to_5d_high_atr":-1.34},"price":11.9,"vwap":11.5796,"ext_from_open_pct":1.71,"max_ext_allowed_pct":3.0,"volume_pace":2.491,"trend":"flat","recent_slope_pct":-0.3358,"volatility":"medium"},"price":11.9,"volume":{"bars":106,"last_bar_volume":1024.0,"baseline_avg":3199.95,"bar_rvol":0.320005,"raw_accel":-0.561644,"smooth_accel":-0.324557,"accel_momentum":-0.497222,"rvol_3bar":[0.117794,0.734764,0.320005],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":88,"trade_rate":2.933333,"buy_vol":2171.0,"sell_vol":1610.0,"unclassified_vol":0.0,"imbalance":0.148373,"bid":11.86,"ask":11.96,"spread_pct":0.839631,"quote_size_imbalance":null,"quote_age_s":1.876263},"context":{"vwap":11.576508,"price_vs_vwap_pct":2.794385,"ema9":11.973828,"ema20":11.971988,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-2.459016,"dist_to_hod_atr":2.20843,"atr":0.135843,"spread_atr":0.736143,"own_change_pct":-1.903974,"rel_strength_pct":{"SPY":-1.867228,"IWM":-1.883382}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.04748},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fbc888ca43c7","ts":"2026-09-09T15:16:50+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":1.02,"pos_in_5d_range_pct":150.2,"room_to_5d_high_atr":-1.02},"price":11.74,"vwap":11.5805,"ext_from_open_pct":0.34,"max_ext_allowed_pct":3.0,"volume_pace":2.492,"trend":"flat","recent_slope_pct":-0.6058,"volatility":"medium"},"price":11.74,"volume":{"bars":106,"last_bar_volume":1024.0,"baseline_avg":3199.95,"bar_rvol":0.320005,"raw_accel":-0.561644,"smooth_accel":-0.324557,"accel_momentum":-0.497222,"rvol_3bar":[0.117794,0.734764,0.320005],"trend_3bar":"MIXED","projected_rvol":2.378287},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":32.0,"sell_vol":2616.0,"unclassified_vol":0.0,"imbalance":-0.975831,"bid":11.73,"ask":11.78,"spread_pct":0.425351,"quote_size_imbalance":null,"quote_age_s":0.675899},"context":{"vwap":11.576508,"price_vs_vwap_pct":1.412275,"ema9":11.973828,"ema20":11.971988,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.770492,"dist_to_hod_atr":3.386259,"atr":0.135843,"spread_atr":0.368072,"own_change_pct":-1.903974,"rel_strength_pct":{"SPY":-1.867228,"IWM":-1.883382}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.312271},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"83d9450c778e","ts":"2026-09-09T15:17:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.5054,"target":11.98,"target_label":"range_20d_high","reward_risk":0.48,"pos_in_5d_range_pct":158.7,"room_to_5d_high_atr":-1.19},"price":11.8254,"vwap":11.5821,"ext_from_open_pct":1.07,"max_ext_allowed_pct":3.0,"volume_pace":2.505,"trend":"flat","recent_slope_pct":-0.3758,"volatility":"medium"},"price":11.8254,"volume":{"bars":107,"last_bar_volume":9069.0,"baseline_avg":2897.75,"bar_rvol":3.12967,"raw_accel":7.856445,"smooth_accel":1.824773,"accel_momentum":2.149329,"rvol_3bar":[0.734764,0.320005,3.12967],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":2359.0,"sell_vol":3157.0,"unclassified_vol":0.0,"imbalance":-0.14467,"bid":11.7,"ask":11.78,"spread_pct":0.681431,"quote_size_imbalance":null,"quote_age_s":7.026906},"context":{"vwap":11.581993,"price_vs_vwap_pct":2.101598,"ema9":11.931062,"ema20":11.951798,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.070492,"dist_to_hod_atr":2.612455,"atr":0.14339,"spread_atr":0.557919,"own_change_pct":-2.568351,"rel_strength_pct":{"SPY":-2.633355,"IWM":-2.637028}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.452769},"shadow":{"decision":"FAIL","failed":["imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bb741f097618","ts":"2026-09-09T15:17:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.4901,"target":12.74,"target_label":"premarket_high","reward_risk":1.38,"pos_in_5d_range_pct":36.9,"room_to_5d_high_atr":1.32},"price":12.5951,"vwap":12.5738,"ext_from_open_pct":-0.12,"max_ext_allowed_pct":4.0,"volume_pace":4.089,"trend":"flat","recent_slope_pct":0.0021,"volatility":"medium"},"price":12.5951,"volume":{"bars":107,"last_bar_volume":8283.0,"baseline_avg":23740.95,"bar_rvol":0.348891,"raw_accel":0.156036,"smooth_accel":-0.658744,"accel_momentum":0.010515,"rvol_3bar":[0.395303,0.300726,0.348891],"trend_3bar":"MIXED","projected_rvol":0.642603},"flow":{"window_s":30,"trades":93,"trade_rate":3.1,"buy_vol":3687.0,"sell_vol":2518.0,"unclassified_vol":0.0,"imbalance":0.188396,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":0.7485},"context":{"vwap":12.573748,"price_vs_vwap_pct":0.169817,"ema9":12.612804,"ema20":12.648924,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.830865,"dist_to_hod_atr":3.597018,"atr":0.065304,"spread_atr":0.15313,"own_change_pct":0.040492,"rel_strength_pct":{"SPY":-0.024511,"IWM":-0.028184}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.06573},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bb7d9e837b89","ts":"2026-09-09T15:18:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.43,"target":11.98,"target_label":"range_20d_high","reward_risk":1.5,"pos_in_5d_range_pct":141.3,"room_to_5d_high_atr":-0.84},"price":11.65,"vwap":11.5837,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":2.506,"trend":"flat","recent_slope_pct":-0.4208,"volatility":"medium"},"price":11.65,"volume":{"bars":108,"last_bar_volume":3837.0,"baseline_avg":3200.55,"bar_rvol":1.198856,"raw_accel":-0.57691,"smooth_accel":1.622858,"accel_momentum":-0.201915,"rvol_3bar":[0.320005,3.12967,1.198856],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":89,"trade_rate":2.966667,"buy_vol":1844.0,"sell_vol":1828.0,"unclassified_vol":0.0,"imbalance":0.004357,"bid":11.64,"ask":11.75,"spread_pct":0.940573,"quote_size_imbalance":null,"quote_age_s":11.783106},"context":{"vwap":11.583724,"price_vs_vwap_pct":0.572145,"ema9":11.89181,"ema20":11.931132,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.508197,"dist_to_hod_atr":3.549744,"atr":0.154941,"spread_atr":0.709949,"own_change_pct":-2.381646,"rel_strength_pct":{"SPY":-2.435553,"IWM":-2.395415}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.005224},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e6eeb9e5d19e","ts":"2026-09-09T15:18:10+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.6875,"target":8.15,"target_label":"prev_day_high","reward_risk":0.07,"pos_in_5d_range_pct":55.6,"room_to_5d_high_atr":0.56},"price":8.1182,"vwap":8.0564,"ext_from_open_pct":1.35,"max_ext_allowed_pct":4.0,"volume_pace":2.359,"trend":"flat","recent_slope_pct":-0.0274,"volatility":"high"},"price":8.1182,"volume":{"bars":108,"last_bar_volume":657.0,"baseline_avg":6769.35,"bar_rvol":0.097055,"raw_accel":-0.66751,"smooth_accel":-0.864524,"accel_momentum":-0.808155,"rvol_3bar":[0.71283,0.292362,0.097055],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":5041.0,"sell_vol":138.0,"unclassified_vol":0.0,"imbalance":0.946708,"bid":8.04,"ask":8.12,"spread_pct":0.990099,"quote_size_imbalance":null,"quote_age_s":0.492734},"context":{"vwap":8.05623,"price_vs_vwap_pct":0.769221,"ema9":8.038386,"ema20":8.022634,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-3.698695,"dist_to_hod_atr":4.931096,"atr":0.063231,"spread_atr":1.265195,"own_change_pct":0.779461,"rel_strength_pct":{"SPY":0.725554,"IWM":0.765692}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.091883},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"2c00c93b6dcf","ts":"2026-09-09T15:18:40+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.05 below VWAP $8.06","plan":{"state":"PASS","setup":"","stop":7.6217,"target":8.15,"target_label":"prev_day_high","reward_risk":0.23,"pos_in_5d_range_pct":52.6,"room_to_5d_high_atr":0.6},"price":8.0524,"vwap":8.0563,"ext_from_open_pct":0.53,"max_ext_allowed_pct":3.0,"volume_pace":2.357,"trend":"flat","recent_slope_pct":-0.1906,"volatility":"high"},"price":8.0524,"volume":{"bars":108,"last_bar_volume":657.0,"baseline_avg":6769.35,"bar_rvol":0.097055,"raw_accel":-0.66751,"smooth_accel":-0.864524,"accel_momentum":-0.808155,"rvol_3bar":[0.71283,0.292362,0.097055],"trend_3bar":"DECELERATING","projected_rvol":2.241796},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":240.0,"sell_vol":4870.0,"unclassified_vol":0.0,"imbalance":-0.906067,"bid":8.04,"ask":8.11,"spread_pct":0.866873,"quote_size_imbalance":null,"quote_age_s":1.347432},"context":{"vwap":8.05623,"price_vs_vwap_pct":-0.047538,"ema9":8.038386,"ema20":8.022634,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.479241,"dist_to_hod_atr":5.971718,"atr":0.063231,"spread_atr":1.107045,"own_change_pct":0.779461,"rel_strength_pct":{"SPY":0.725554,"IWM":0.765692}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.087938},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"95eaa1156517","ts":"2026-09-09T15:18:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.9% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.556,"target":13.0,"target_label":"ceiling","reward_risk":0.23,"pos_in_5d_range_pct":113.9,"room_to_5d_high_atr":-0.23},"price":12.9169,"vwap":12.6962,"ext_from_open_pct":4.93,"max_ext_allowed_pct":4.0,"volume_pace":1.015,"trend":"flat","recent_slope_pct":-0.0001,"volatility":"high"},"price":12.9169,"volume":{"bars":108,"last_bar_volume":14396.0,"baseline_avg":8389.6,"bar_rvol":1.715934,"raw_accel":3.190975,"smooth_accel":1.522498,"accel_momentum":2.114161,"rvol_3bar":[0.205514,0.41654,1.715934],"trend_3bar":"ACCELERATING","projected_rvol":0.485887},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":2810.0,"sell_vol":587.0,"unclassified_vol":0.0,"imbalance":0.654401,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":0.177241},"context":{"vwap":12.694466,"price_vs_vwap_pct":1.752212,"ema9":12.893265,"ema20":12.821195,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.639231,"dist_to_hod_atr":0.918062,"atr":0.090517,"spread_atr":0.441907,"own_change_pct":0.582072,"rel_strength_pct":{"SPY":0.528165,"IWM":0.568303}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.122909},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c1ef42dacc9e","ts":"2026-09-09T15:19:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.5,"target":11.98,"target_label":"range_20d_high","reward_risk":1.4,"pos_in_5d_range_pct":146.3,"room_to_5d_high_atr":-0.94},"price":11.7,"vwap":11.5838,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":2.484,"trend":"flat","recent_slope_pct":-0.33,"volatility":"medium"},"price":11.7,"volume":{"bars":109,"last_bar_volume":361.0,"baseline_avg":3160.6,"bar_rvol":0.114219,"raw_accel":-0.905916,"smooth_accel":2.518165,"accel_momentum":0.895307,"rvol_3bar":[3.12967,1.198856,0.114219],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":9.0,"sell_vol":284.0,"unclassified_vol":0.0,"imbalance":-0.938567,"bid":11.65,"ask":11.75,"spread_pct":0.854701,"quote_size_imbalance":null,"quote_age_s":16.214177},"context":{"vwap":11.583823,"price_vs_vwap_pct":1.002926,"ema9":11.847948,"ema20":11.9065,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.098361,"dist_to_hod_atr":3.326949,"atr":0.150288,"spread_atr":0.66539,"own_change_pct":-2.79559,"rel_strength_pct":{"SPY":-2.853362,"IWM":-2.829932}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.107202},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"9957b6e33d46","ts":"2026-09-09T15:19:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.4% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.556,"target":14.35,"target_label":"range_20d_high","reward_risk":3.33,"pos_in_5d_range_pct":117.9,"room_to_5d_high_atr":-0.29},"price":12.9699,"vwap":12.6962,"ext_from_open_pct":5.36,"max_ext_allowed_pct":4.0,"volume_pace":1.011,"trend":"flat","recent_slope_pct":0.1191,"volatility":"high"},"price":12.9699,"volume":{"bars":109,"last_bar_volume":3397.0,"baseline_avg":9064.5,"bar_rvol":0.374759,"raw_accel":-0.764032,"smooth_accel":2.04475,"accel_momentum":0.522252,"rvol_3bar":[0.41654,1.715934,0.374759],"trend_3bar":"MIXED","projected_rvol":0.001765},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":4.0,"sell_vol":137.0,"unclassified_vol":0.0,"imbalance":-0.943262,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":22.30883},"context":{"vwap":12.696187,"price_vs_vwap_pct":2.155865,"ema9":12.897992,"ema20":12.83031,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.231538,"dist_to_hod_atr":0.338007,"atr":0.089051,"spread_atr":0.449179,"own_change_pct":-0.13993,"rel_strength_pct":{"SPY":-0.197703,"IWM":-0.174272}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.353496},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"cf077e43df07","ts":"2026-09-09T15:19:15+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.504,"target":14.96,"target_label":"premarket_high","reward_risk":2.48,"pos_in_5d_range_pct":-4.3,"room_to_5d_high_atr":2.99},"price":14.635,"vwap":14.6188,"ext_from_open_pct":-1.91,"max_ext_allowed_pct":3.0,"volume_pace":0.583,"trend":"flat","recent_slope_pct":0.1026,"volatility":"medium"},"price":14.635,"volume":{"bars":109,"last_bar_volume":22279.0,"baseline_avg":22690.2,"bar_rvol":0.981878,"raw_accel":-0.209572,"smooth_accel":0.067424,"accel_momentum":0.073733,"rvol_3bar":[1.187095,1.151081,0.981878],"trend_3bar":"DECELERATING","projected_rvol":0.771611},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":15128.0,"sell_vol":5112.0,"unclassified_vol":0.0,"imbalance":0.494862,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":7.226072},"context":{"vwap":14.618823,"price_vs_vwap_pct":0.110657,"ema9":14.611194,"ema20":14.609538,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.910188,"dist_to_hod_atr":9.973798,"atr":0.028575,"spread_atr":0.349958,"own_change_pct":0.230058,"rel_strength_pct":{"SPY":0.172286,"IWM":0.195716}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.485894},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"93bec67496d9","ts":"2026-09-09T15:19:20+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.6302,"target":8.15,"target_label":"prev_day_high","reward_risk":0.21,"pos_in_5d_range_pct":53.0,"room_to_5d_high_atr":0.6},"price":8.0609,"vwap":8.0563,"ext_from_open_pct":0.64,"max_ext_allowed_pct":3.0,"volume_pace":2.344,"trend":"flat","recent_slope_pct":0.0805,"volatility":"high"},"price":8.0609,"volume":{"bars":109,"last_bar_volume":10700.0,"baseline_avg":6700.25,"bar_rvol":1.596955,"raw_accel":5.387821,"smooth_accel":-0.768319,"accel_momentum":0.096205,"rvol_3bar":[0.292362,0.097055,1.596955],"trend_3bar":"MIXED","projected_rvol":0.119548},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":12.0,"sell_vol":755.0,"unclassified_vol":0.0,"imbalance":-0.968709,"bid":8.05,"ask":8.11,"spread_pct":0.742574,"quote_size_imbalance":null,"quote_age_s":14.769767},"context":{"vwap":8.056327,"price_vs_vwap_pct":0.056766,"ema9":8.040709,"ema20":8.02524,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.37841,"dist_to_hod_atr":5.740229,"atr":0.064301,"spread_atr":0.933118,"own_change_pct":-0.247831,"rel_strength_pct":{"SPY":-0.305604,"IWM":-0.282173}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.546985},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"673ae9095e7a","ts":"2026-09-09T15:19:20+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.61 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.474,"target":14.96,"target_label":"premarket_high","reward_risk":2.71,"pos_in_5d_range_pct":-6.3,"room_to_5d_high_atr":3.04},"price":14.605,"vwap":14.6188,"ext_from_open_pct":-2.11,"max_ext_allowed_pct":3.0,"volume_pace":0.583,"trend":"flat","recent_slope_pct":0.0616,"volatility":"medium"},"price":14.605,"volume":{"bars":109,"last_bar_volume":22279.0,"baseline_avg":22690.2,"bar_rvol":0.981878,"raw_accel":-0.209572,"smooth_accel":0.067424,"accel_momentum":0.073733,"rvol_3bar":[1.187095,1.151081,0.981878],"trend_3bar":"DECELERATING","projected_rvol":0.790914},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":14120.0,"sell_vol":5342.0,"unclassified_vol":0.0,"imbalance":0.451033,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":1.744787},"context":{"vwap":14.618823,"price_vs_vwap_pct":-0.094558,"ema9":14.611194,"ema20":14.609538,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.11126,"dist_to_hod_atr":11.023671,"atr":0.028575,"spread_atr":0.349958,"own_change_pct":0.230058,"rel_strength_pct":{"SPY":0.172286,"IWM":0.195716}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.442859},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f8258096b85c","ts":"2026-09-09T15:19:25+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.05 below VWAP $8.06","plan":{"state":"PASS","setup":"","stop":7.6194,"target":8.15,"target_label":"prev_day_high","reward_risk":0.23,"pos_in_5d_range_pct":52.5,"room_to_5d_high_atr":0.6},"price":8.0501,"vwap":8.0563,"ext_from_open_pct":0.5,"max_ext_allowed_pct":3.0,"volume_pace":2.342,"trend":"flat","recent_slope_pct":0.0537,"volatility":"high"},"price":8.0501,"volume":{"bars":109,"last_bar_volume":10700.0,"baseline_avg":6700.25,"bar_rvol":1.596955,"raw_accel":5.387821,"smooth_accel":-0.768319,"accel_momentum":0.096205,"rvol_3bar":[0.292362,0.097055,1.596955],"trend_3bar":"MIXED","projected_rvol":0.095996},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":12.0,"sell_vol":756.0,"unclassified_vol":0.0,"imbalance":-0.96875,"bid":8.05,"ask":8.11,"spread_pct":0.742574,"quote_size_imbalance":null,"quote_age_s":19.769767},"context":{"vwap":8.056327,"price_vs_vwap_pct":-0.077291,"ema9":8.040709,"ema20":8.02524,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.506524,"dist_to_hod_atr":5.90819,"atr":0.064301,"spread_atr":0.933118,"own_change_pct":-0.247831,"rel_strength_pct":{"SPY":-0.305604,"IWM":-0.282173}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.54705},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ee7561136f2c","ts":"2026-09-09T15:19:25+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.5004,"target":14.96,"target_label":"premarket_high","reward_risk":2.51,"pos_in_5d_range_pct":-4.6,"room_to_5d_high_atr":2.99},"price":14.6314,"vwap":14.6188,"ext_from_open_pct":-1.93,"max_ext_allowed_pct":3.0,"volume_pace":0.582,"trend":"flat","recent_slope_pct":0.0977,"volatility":"medium"},"price":14.6314,"volume":{"bars":109,"last_bar_volume":22279.0,"baseline_avg":22690.2,"bar_rvol":0.981878,"raw_accel":-0.209572,"smooth_accel":0.067424,"accel_momentum":0.073733,"rvol_3bar":[1.187095,1.151081,0.981878],"trend_3bar":"DECELERATING","projected_rvol":0.659069},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":1341.0,"sell_vol":5096.0,"unclassified_vol":0.0,"imbalance":-0.583346,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":0.969309},"context":{"vwap":14.618823,"price_vs_vwap_pct":0.086031,"ema9":14.611194,"ema20":14.609538,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.934316,"dist_to_hod_atr":10.099782,"atr":0.028575,"spread_atr":0.349958,"own_change_pct":0.230058,"rel_strength_pct":{"SPY":0.172286,"IWM":0.195716}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.572775},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e396da3b76e4","ts":"2026-09-09T15:19:45+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.6393,"target":8.15,"target_label":"prev_day_high","reward_risk":0.19,"pos_in_5d_range_pct":53.4,"room_to_5d_high_atr":0.59},"price":8.07,"vwap":8.0563,"ext_from_open_pct":0.75,"max_ext_allowed_pct":3.0,"volume_pace":2.338,"trend":"flat","recent_slope_pct":0.1031,"volatility":"high"},"price":8.07,"volume":{"bars":109,"last_bar_volume":10700.0,"baseline_avg":6700.25,"bar_rvol":1.596955,"raw_accel":5.387821,"smooth_accel":-0.768319,"accel_momentum":0.096205,"rvol_3bar":[0.292362,0.097055,1.596955],"trend_3bar":"MIXED","projected_rvol":0.438591},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":550.0,"sell_vol":1397.0,"unclassified_vol":0.0,"imbalance":-0.435028,"bid":8.04,"ask":8.1,"spread_pct":0.743494,"quote_size_imbalance":null,"quote_age_s":4.317575},"context":{"vwap":8.056327,"price_vs_vwap_pct":0.16972,"ema9":8.040709,"ema20":8.02524,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.270463,"dist_to_hod_atr":5.598706,"atr":0.064301,"spread_atr":0.933118,"own_change_pct":-0.247831,"rel_strength_pct":{"SPY":-0.305604,"IWM":-0.282173}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.694721},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9a62228d2f3f","ts":"2026-09-09T15:19:50+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.46,"target":11.98,"target_label":"range_20d_high","reward_risk":1.89,"pos_in_5d_range_pct":140.3,"room_to_5d_high_atr":-0.82},"price":11.64,"vwap":11.584,"ext_from_open_pct":-0.51,"max_ext_allowed_pct":3.0,"volume_pace":2.473,"trend":"flat","recent_slope_pct":-0.4326,"volatility":"medium"},"price":11.64,"volume":{"bars":109,"last_bar_volume":361.0,"baseline_avg":3160.6,"bar_rvol":0.114219,"raw_accel":-0.905916,"smooth_accel":2.518165,"accel_momentum":0.895307,"rvol_3bar":[3.12967,1.198856,0.114219],"trend_3bar":"DECELERATING","projected_rvol":0.269189},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":4.0,"sell_vol":700.0,"unclassified_vol":0.0,"imbalance":-0.988636,"bid":11.61,"ask":11.7,"spread_pct":0.772201,"quote_size_imbalance":null,"quote_age_s":0.055535},"context":{"vwap":11.583823,"price_vs_vwap_pct":0.484962,"ema9":11.847948,"ema20":11.9065,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.590164,"dist_to_hod_atr":3.726183,"atr":0.150288,"spread_atr":0.598851,"own_change_pct":-2.79559,"rel_strength_pct":{"SPY":-2.853362,"IWM":-2.829932}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.112921},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"010eafaec103","ts":"2026-09-09T15:19:55+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.05 below VWAP $8.06","plan":{"state":"PASS","setup":"","stop":7.6193,"target":8.15,"target_label":"prev_day_high","reward_risk":0.23,"pos_in_5d_range_pct":52.5,"room_to_5d_high_atr":0.6},"price":8.05,"vwap":8.0563,"ext_from_open_pct":0.5,"max_ext_allowed_pct":3.0,"volume_pace":2.335,"trend":"flat","recent_slope_pct":0.0534,"volatility":"high"},"price":8.05,"volume":{"bars":109,"last_bar_volume":10700.0,"baseline_avg":6700.25,"bar_rvol":1.596955,"raw_accel":5.387821,"smooth_accel":-0.768319,"accel_momentum":0.096205,"rvol_3bar":[0.292362,0.097055,1.596955],"trend_3bar":"MIXED","projected_rvol":0.425601},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":622.0,"sell_vol":1724.0,"unclassified_vol":0.0,"imbalance":-0.469736,"bid":8.02,"ask":8.1,"spread_pct":0.992556,"quote_size_imbalance":null,"quote_age_s":1.317025},"context":{"vwap":8.056327,"price_vs_vwap_pct":-0.078532,"ema9":8.040709,"ema20":8.02524,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.507711,"dist_to_hod_atr":5.909745,"atr":0.064301,"spread_atr":1.244157,"own_change_pct":-0.247831,"rel_strength_pct":{"SPY":-0.305604,"IWM":-0.282173}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.750147},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"69c47dcd5fd1","ts":"2026-09-09T15:19:55+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.61 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.474,"target":14.96,"target_label":"premarket_high","reward_risk":2.71,"pos_in_5d_range_pct":-6.3,"room_to_5d_high_atr":3.04},"price":14.605,"vwap":14.6188,"ext_from_open_pct":-2.11,"max_ext_allowed_pct":4.0,"volume_pace":0.581,"trend":"flat","recent_slope_pct":0.0616,"volatility":"medium"},"price":14.605,"volume":{"bars":109,"last_bar_volume":22279.0,"baseline_avg":22690.2,"bar_rvol":0.981878,"raw_accel":-0.209572,"smooth_accel":0.067424,"accel_momentum":0.073733,"rvol_3bar":[1.187095,1.151081,0.981878],"trend_3bar":"DECELERATING","projected_rvol":0.579489},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":4553.0,"sell_vol":1269.0,"unclassified_vol":0.0,"imbalance":0.564067,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":2.661189},"context":{"vwap":14.618823,"price_vs_vwap_pct":-0.094558,"ema9":14.611194,"ema20":14.609538,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.11126,"dist_to_hod_atr":11.023671,"atr":0.028575,"spread_atr":0.349958,"own_change_pct":0.230058,"rel_strength_pct":{"SPY":0.172286,"IWM":0.195716}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.553845},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"d1fd603fa290","ts":"2026-09-09T15:20:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.5,"target":11.98,"target_label":"range_20d_high","reward_risk":1.67,"pos_in_5d_range_pct":144.3,"room_to_5d_high_atr":-0.9},"price":11.68,"vwap":11.584,"ext_from_open_pct":-0.17,"max_ext_allowed_pct":3.0,"volume_pace":2.469,"trend":"flat","recent_slope_pct":-0.2081,"volatility":"medium"},"price":11.68,"volume":{"bars":110,"last_bar_volume":835.0,"baseline_avg":2909.7,"bar_rvol":0.286971,"raw_accel":0.147885,"smooth_accel":-0.59506,"accel_momentum":-3.113225,"rvol_3bar":[1.198856,0.114219,0.286971],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":11.0,"sell_vol":757.0,"unclassified_vol":0.0,"imbalance":-0.971354,"bid":11.61,"ask":11.7,"spread_pct":0.772201,"quote_size_imbalance":null,"quote_age_s":15.055535},"context":{"vwap":11.584004,"price_vs_vwap_pct":0.828698,"ema9":11.808618,"ema20":11.882196,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.262295,"dist_to_hod_atr":3.531851,"atr":0.147232,"spread_atr":0.611282,"own_change_pct":-1.59375,"rel_strength_pct":{"SPY":-1.648908,"IWM":-1.550841}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.278751},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2bea63121924","ts":"2026-09-09T15:20:10+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.504,"target":14.96,"target_label":"premarket_high","reward_risk":2.48,"pos_in_5d_range_pct":-4.3,"room_to_5d_high_atr":2.99},"price":14.635,"vwap":14.6188,"ext_from_open_pct":-1.91,"max_ext_allowed_pct":3.0,"volume_pace":0.581,"trend":"flat","recent_slope_pct":0.0427,"volatility":"medium"},"price":14.635,"volume":{"bars":110,"last_bar_volume":14151.0,"baseline_avg":23136.65,"bar_rvol":0.611627,"raw_accel":-0.364828,"smooth_accel":-0.21901,"accel_momentum":-0.286434,"rvol_3bar":[1.151081,0.981878,0.611627],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":8483.0,"sell_vol":5305.0,"unclassified_vol":0.0,"imbalance":0.23049,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":0.29506},"context":{"vwap":14.618816,"price_vs_vwap_pct":0.110707,"ema9":14.610536,"ema20":14.609382,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.910188,"dist_to_hod_atr":9.775258,"atr":0.029155,"spread_atr":0.342992,"own_change_pct":0.058907,"rel_strength_pct":{"SPY":0.003749,"IWM":0.101816}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.140974},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"844be0bc85ba","ts":"2026-09-09T15:20:25+00:00","symbol":"USDE","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.6293,"target":8.15,"target_label":"prev_day_high","reward_risk":0.21,"pos_in_5d_range_pct":53.0,"room_to_5d_high_atr":0.6},"price":8.06,"vwap":8.0563,"ext_from_open_pct":0.62,"max_ext_allowed_pct":3.0,"volume_pace":2.326,"trend":"flat","recent_slope_pct":0.0435,"volatility":"high"},"price":8.06,"volume":{"bars":110,"last_bar_volume":2723.0,"baseline_avg":6963.2,"bar_rvol":0.391056,"raw_accel":-0.745514,"smooth_accel":-0.529333,"accel_momentum":0.238986,"rvol_3bar":[0.097055,1.596955,0.391056],"trend_3bar":"MIXED","projected_rvol":0.290901},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":448.0,"sell_vol":505.0,"unclassified_vol":0.0,"imbalance":-0.059811,"bid":8.02,"ask":8.1,"spread_pct":0.992556,"quote_size_imbalance":null,"quote_age_s":15.636209},"context":{"vwap":8.056325,"price_vs_vwap_pct":0.045612,"ema9":8.042567,"ema20":8.027598,"ema_stack":true,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-4.389087,"dist_to_hod_atr":5.676044,"atr":0.065186,"spread_atr":1.227253,"own_change_pct":-1.105651,"rel_strength_pct":{"SPY":-1.160809,"IWM":-1.062742}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.023389},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a71038ddadc7","ts":"2026-09-09T15:20:30+00:00","symbol":"USDE","event":"REJECT","bot":{"state":"REJECT","reason":"price $7.98 below VWAP $8.06","plan":{"state":"PASS","setup":"","stop":7.5504,"target":8.15,"target_label":"prev_day_high","reward_risk":0.39,"pos_in_5d_range_pct":49.4,"room_to_5d_high_atr":0.64},"price":7.9811,"vwap":8.0563,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":3.0,"volume_pace":2.327,"trend":"flat","recent_slope_pct":-0.1528,"volatility":"high"},"price":7.9811,"volume":{"bars":110,"last_bar_volume":2723.0,"baseline_avg":6963.2,"bar_rvol":0.391056,"raw_accel":-0.745514,"smooth_accel":-0.529333,"accel_momentum":0.238986,"rvol_3bar":[0.097055,1.596955,0.391056],"trend_3bar":"MIXED","projected_rvol":0.662052},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":347.0,"sell_vol":1958.0,"unclassified_vol":0.0,"imbalance":-0.698915,"bid":7.96,"ask":8.05,"spread_pct":1.124297,"quote_size_imbalance":null,"quote_age_s":4.715946},"context":{"vwap":8.056325,"price_vs_vwap_pct":-0.933743,"ema9":8.042567,"ema20":8.027598,"ema_stack":false,"ema_warm":true,"hod":8.43,"dist_to_hod_pct":-5.32503,"dist_to_hod_atr":6.886422,"atr":0.065186,"spread_atr":1.380659,"own_change_pct":-1.105651,"rel_strength_pct":{"SPY":-1.160809,"IWM":-1.062742}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.273315},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"760c9cb4f866","ts":"2026-09-09T15:20:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.58 below VWAP $11.58","plan":{"state":"PASS","setup":"","stop":11.28,"target":11.98,"target_label":"range_20d_high","reward_risk":1.33,"pos_in_5d_range_pct":134.3,"room_to_5d_high_atr":-0.7},"price":11.58,"vwap":11.584,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":2.459,"trend":"flat","recent_slope_pct":-0.3797,"volatility":"medium"},"price":11.58,"volume":{"bars":110,"last_bar_volume":835.0,"baseline_avg":2909.7,"bar_rvol":0.286971,"raw_accel":0.147885,"smooth_accel":-0.59506,"accel_momentum":-3.113225,"rvol_3bar":[1.198856,0.114219,0.286971],"trend_3bar":"MIXED","projected_rvol":0.130205},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":10.0,"sell_vol":173.0,"unclassified_vol":0.0,"imbalance":-0.89071,"bid":11.57,"ask":11.72,"spread_pct":1.288106,"quote_size_imbalance":null,"quote_age_s":1.976756},"context":{"vwap":11.584004,"price_vs_vwap_pct":-0.034561,"ema9":11.808618,"ema20":11.882196,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.081967,"dist_to_hod_atr":4.211053,"atr":0.147232,"spread_atr":1.018803,"own_change_pct":-1.59375,"rel_strength_pct":{"SPY":-1.648908,"IWM":-1.550841}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.255608},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8349c8bfa1ca","ts":"2026-09-09T15:20:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.7% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.6839,"target":13.0,"target_label":"ceiling","reward_risk":0.53,"pos_in_5d_range_pct":111.9,"room_to_5d_high_atr":-0.19},"price":12.89,"vwap":12.6971,"ext_from_open_pct":4.71,"max_ext_allowed_pct":3.0,"volume_pace":1.002,"trend":"flat","recent_slope_pct":0.0286,"volatility":"high"},"price":12.89,"volume":{"bars":110,"last_bar_volume":157.0,"baseline_avg":9221.5,"bar_rvol":0.017025,"raw_accel":-0.953783,"smooth_accel":1.858735,"accel_momentum":-0.186015,"rvol_3bar":[1.715934,0.374759,0.017025],"trend_3bar":"DECELERATING","projected_rvol":0.296047},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":728.0,"sell_vol":1082.0,"unclassified_vol":0.0,"imbalance":-0.19558,"bid":12.88,"ask":12.95,"spread_pct":0.542005,"quote_size_imbalance":null,"quote_age_s":5.598909},"context":{"vwap":12.696278,"price_vs_vwap_pct":1.525821,"ema9":12.911774,"ema20":12.843318,"ema_stack":false,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.846154,"dist_to_hod_atr":1.271921,"atr":0.086483,"spread_atr":0.809404,"own_change_pct":0.207883,"rel_strength_pct":{"SPY":0.152725,"IWM":0.250791}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.00333},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a5f8f90fcbaa","ts":"2026-09-09T15:20:50+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.62 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.4872,"target":14.96,"target_label":"premarket_high","reward_risk":2.61,"pos_in_5d_range_pct":-5.5,"room_to_5d_high_atr":3.02},"price":14.6182,"vwap":14.6188,"ext_from_open_pct":-2.02,"max_ext_allowed_pct":3.0,"volume_pace":0.583,"trend":"flat","recent_slope_pct":0.0198,"volatility":"medium"},"price":14.6182,"volume":{"bars":110,"last_bar_volume":14151.0,"baseline_avg":23136.65,"bar_rvol":0.611627,"raw_accel":-0.364828,"smooth_accel":-0.21901,"accel_momentum":-0.286434,"rvol_3bar":[1.151081,0.981878,0.611627],"trend_3bar":"DECELERATING","projected_rvol":1.916647},"flow":{"window_s":30,"trades":154,"trade_rate":5.133333,"buy_vol":198.0,"sell_vol":26221.0,"unclassified_vol":0.0,"imbalance":-0.985011,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":2.070887},"context":{"vwap":14.618816,"price_vs_vwap_pct":-0.004213,"ema9":14.610536,"ema20":14.609382,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.022788,"dist_to_hod_atr":10.351484,"atr":0.029155,"spread_atr":0.342992,"own_change_pct":0.058907,"rel_strength_pct":{"SPY":0.003749,"IWM":0.101816}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.602459},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"68e4c737e678","ts":"2026-09-09T15:20:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.7276,"target":14.35,"target_label":"range_20d_high","reward_risk":6.87,"pos_in_5d_range_pct":115.2,"room_to_5d_high_atr":-0.25},"price":12.9337,"vwap":12.6972,"ext_from_open_pct":5.07,"max_ext_allowed_pct":3.0,"volume_pace":1.0,"trend":"flat","recent_slope_pct":0.0961,"volatility":"high"},"price":12.9337,"volume":{"bars":110,"last_bar_volume":157.0,"baseline_avg":9221.5,"bar_rvol":0.017025,"raw_accel":-0.953783,"smooth_accel":1.858735,"accel_momentum":-0.186015,"rvol_3bar":[1.715934,0.374759,0.017025],"trend_3bar":"DECELERATING","projected_rvol":0.21578},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":4.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":0.0,"bid":12.88,"ask":12.95,"spread_pct":0.542005,"quote_size_imbalance":null,"quote_age_s":20.598909},"context":{"vwap":12.696278,"price_vs_vwap_pct":1.870016,"ema9":12.911774,"ema20":12.843318,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.51,"dist_to_hod_atr":0.766621,"atr":0.086483,"spread_atr":0.809404,"own_change_pct":0.207883,"rel_strength_pct":{"SPY":0.152725,"IWM":0.250791}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.0},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"dbc0b28d28f9","ts":"2026-09-09T15:20:55+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.5018,"target":14.96,"target_label":"premarket_high","reward_risk":2.5,"pos_in_5d_range_pct":-4.5,"room_to_5d_high_atr":2.99},"price":14.6328,"vwap":14.6189,"ext_from_open_pct":-1.92,"max_ext_allowed_pct":3.0,"volume_pace":0.582,"trend":"flat","recent_slope_pct":0.0397,"volatility":"medium"},"price":14.6328,"volume":{"bars":110,"last_bar_volume":14151.0,"baseline_avg":23136.65,"bar_rvol":0.611627,"raw_accel":-0.364828,"smooth_accel":-0.21901,"accel_momentum":-0.286434,"rvol_3bar":[1.151081,0.981878,0.611627],"trend_3bar":"DECELERATING","projected_rvol":1.743303},"flow":{"window_s":30,"trades":151,"trade_rate":5.033333,"buy_vol":214.0,"sell_vol":26056.0,"unclassified_vol":0.0,"imbalance":-0.983708,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":3.468559},"context":{"vwap":14.618816,"price_vs_vwap_pct":0.095658,"ema9":14.610536,"ema20":14.609382,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.924933,"dist_to_hod_atr":9.850717,"atr":0.029155,"spread_atr":0.342992,"own_change_pct":0.058907,"rel_strength_pct":{"SPY":0.003749,"IWM":0.101816}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.601662},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"9c7f304da705","ts":"2026-09-09T15:21:00+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"price $14.61 below VWAP $14.62","plan":{"state":"PASS","setup":"","stop":14.4776,"target":14.96,"target_label":"premarket_high","reward_risk":2.68,"pos_in_5d_range_pct":-6.1,"room_to_5d_high_atr":3.04},"price":14.6086,"vwap":14.6188,"ext_from_open_pct":-2.09,"max_ext_allowed_pct":3.0,"volume_pace":0.582,"trend":"flat","recent_slope_pct":0.0066,"volatility":"medium"},"price":14.6086,"volume":{"bars":110,"last_bar_volume":14151.0,"baseline_avg":23136.65,"bar_rvol":0.611627,"raw_accel":-0.364828,"smooth_accel":-0.21901,"accel_momentum":-0.286434,"rvol_3bar":[1.151081,0.981878,0.611627],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":148,"trade_rate":4.933333,"buy_vol":134.0,"sell_vol":26049.0,"unclassified_vol":0.0,"imbalance":-0.989764,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":0.002849},"context":{"vwap":14.618816,"price_vs_vwap_pct":-0.069882,"ema9":14.610536,"ema20":14.609382,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-2.087131,"dist_to_hod_atr":10.680756,"atr":0.029155,"spread_atr":0.342992,"own_change_pct":0.058907,"rel_strength_pct":{"SPY":0.026086,"IWM":0.117262}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.605367},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a9c282590c59","ts":"2026-09-09T15:21:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.6739,"target":13.0,"target_label":"ceiling","reward_risk":0.58,"pos_in_5d_range_pct":111.2,"room_to_5d_high_atr":-0.18},"price":12.88,"vwap":12.6972,"ext_from_open_pct":4.63,"max_ext_allowed_pct":3.0,"volume_pace":0.998,"trend":"flat","recent_slope_pct":-0.1107,"volatility":"high"},"price":12.88,"volume":{"bars":111,"last_bar_volume":1824.0,"baseline_avg":9221.0,"bar_rvol":0.197809,"raw_accel":-0.208763,"smooth_accel":-0.724332,"accel_momentum":-2.583068,"rvol_3bar":[0.374759,0.017025,0.197809],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":4.0,"sell_vol":9.0,"unclassified_vol":0.0,"imbalance":-0.384615,"bid":12.88,"ask":12.95,"spread_pct":0.542005,"quote_size_imbalance":null,"quote_age_s":0.366931},"context":{"vwap":12.697174,"price_vs_vwap_pct":1.439899,"ema9":12.916159,"ema20":12.851926,"ema_stack":false,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.923077,"dist_to_hod_atr":1.39862,"atr":0.085799,"spread_atr":0.815862,"own_change_pct":0.153323,"rel_strength_pct":{"SPY":0.120502,"IWM":0.211678}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.076081},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8784f61d5c16","ts":"2026-09-09T15:21:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 220.0s, plan says WATCH; stop 8.18, target 8.40 (prev_day_high), R:R 1.71; no pullback yet (still at the swing high); R:R 1.71 < 2.0 at 8.26; pullback: buy 8.25-8.29 holding + reclaim/fading sell","plan":{"state":"WATCH","setup":"","stop":8.178,"target":8.4,"target_label":"prev_day_high","reward_risk":1.71,"pos_in_5d_range_pct":29.7,"room_to_5d_high_atr":1.48},"price":8.2599,"vwap":8.2145,"ext_from_open_pct":-3.39,"max_ext_allowed_pct":3.0,"volume_pace":1.775,"trend":"flat","recent_slope_pct":0.0093,"volatility":"medium"},"price":8.2599,"volume":{"bars":111,"last_bar_volume":168.0,"baseline_avg":2193.95,"bar_rvol":0.076574,"raw_accel":-0.961521,"smooth_accel":1.296682,"accel_momentum":0.829961,"rvol_3bar":[0.049999,2.1169,0.076574],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":103.0,"sell_vol":606.0,"unclassified_vol":0.0,"imbalance":-0.70945,"bid":8.32,"ask":8.34,"spread_pct":0.240096,"quote_size_imbalance":null,"quote_age_s":0.381559},"context":{"vwap":8.214474,"price_vs_vwap_pct":0.553004,"ema9":8.273011,"ema20":8.262781,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.92369,"dist_to_hod_atr":15.187099,"atr":0.034246,"spread_atr":0.584007,"own_change_pct":0.423071,"rel_strength_pct":{"SPY":0.39025,"IWM":0.481426}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.054326},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4a0739dfc606","ts":"2026-09-09T15:21:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.76,"target":14.06,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":28.8,"room_to_5d_high_atr":2.31},"price":13.915,"vwap":13.851,"ext_from_open_pct":-0.68,"max_ext_allowed_pct":3.0,"volume_pace":0.74,"trend":"flat","recent_slope_pct":0.2437,"volatility":"medium"},"price":13.915,"volume":{"bars":111,"last_bar_volume":22709.0,"baseline_avg":22412.7,"bar_rvol":1.01322,"raw_accel":-0.775731,"smooth_accel":1.883973,"accel_momentum":0.056906,"rvol_3bar":[0.756037,5.627696,1.01322],"trend_3bar":"MIXED","projected_rvol":12.702976},"flow":{"window_s":30,"trades":911,"trade_rate":30.366667,"buy_vol":92404.0,"sell_vol":49950.0,"unclassified_vol":0.0,"imbalance":0.298228,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.39458},"context":{"vwap":13.849933,"price_vs_vwap_pct":0.4698,"ema9":13.812996,"ema20":13.81096,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.206958,"dist_to_hod_atr":5.045661,"atr":0.033692,"spread_atr":0.296804,"own_change_pct":0.580131,"rel_strength_pct":{"SPY":0.54731,"IWM":0.638486}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.302171},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5d44c82e911e","ts":"2026-09-09T15:21:45+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.85","plan":{"state":"PASS","setup":"","stop":13.7031,"target":13.9555,"target_label":"ceiling","reward_risk":0.73,"pos_in_5d_range_pct":25.3,"room_to_5d_high_atr":2.42},"price":13.8486,"vwap":13.8503,"ext_from_open_pct":-1.15,"max_ext_allowed_pct":3.0,"volume_pace":0.739,"trend":"flat","recent_slope_pct":0.1479,"volatility":"medium"},"price":13.8486,"volume":{"bars":111,"last_bar_volume":22709.0,"baseline_avg":22412.7,"bar_rvol":1.01322,"raw_accel":-0.775731,"smooth_accel":1.883973,"accel_momentum":0.056906,"rvol_3bar":[0.756037,5.627696,1.01322],"trend_3bar":"MIXED","projected_rvol":8.7056},"flow":{"window_s":30,"trades":899,"trade_rate":29.966667,"buy_vol":91321.0,"sell_vol":46494.0,"unclassified_vol":0.0,"imbalance":0.325269,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.312807},"context":{"vwap":13.849933,"price_vs_vwap_pct":-0.009625,"ema9":13.812996,"ema20":13.81096,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.678381,"dist_to_hod_atr":7.016437,"atr":0.033692,"spread_atr":0.296804,"own_change_pct":0.580131,"rel_strength_pct":{"SPY":0.54731,"IWM":0.638486}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.32957},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4b0740038ae1","ts":"2026-09-09T15:21:45+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.5022,"target":14.96,"target_label":"premarket_high","reward_risk":2.49,"pos_in_5d_range_pct":-4.5,"room_to_5d_high_atr":2.99},"price":14.6332,"vwap":14.6188,"ext_from_open_pct":-1.92,"max_ext_allowed_pct":3.0,"volume_pace":0.58,"trend":"flat","recent_slope_pct":-0.0093,"volatility":"medium"},"price":14.6332,"volume":{"bars":111,"last_bar_volume":37073.0,"baseline_avg":21175.2,"bar_rvol":1.750774,"raw_accel":1.619815,"smooth_accel":-0.053455,"accel_momentum":0.165555,"rvol_3bar":[0.981878,0.611627,1.750774],"trend_3bar":"MIXED","projected_rvol":0.731611},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":3325.0,"sell_vol":4801.0,"unclassified_vol":0.0,"imbalance":-0.181639,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":1.572775},"context":{"vwap":14.618807,"price_vs_vwap_pct":0.098456,"ema9":14.610148,"ema20":14.609308,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.922252,"dist_to_hod_atr":9.707505,"atr":0.029544,"spread_atr":0.338476,"own_change_pct":0.184478,"rel_strength_pct":{"SPY":0.151657,"IWM":0.242833}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.318009},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ba634b95ac5f","ts":"2026-09-09T15:21:50+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.76,"target":14.06,"target_label":"premarket_high","reward_risk":0.88,"pos_in_5d_range_pct":29.1,"room_to_5d_high_atr":2.3},"price":13.9199,"vwap":13.8511,"ext_from_open_pct":-0.64,"max_ext_allowed_pct":3.0,"volume_pace":0.739,"trend":"flat","recent_slope_pct":0.2508,"volatility":"medium"},"price":13.9199,"volume":{"bars":111,"last_bar_volume":22709.0,"baseline_avg":22412.7,"bar_rvol":1.01322,"raw_accel":-0.775731,"smooth_accel":1.883973,"accel_momentum":0.056906,"rvol_3bar":[0.756037,5.627696,1.01322],"trend_3bar":"MIXED","projected_rvol":7.890401},"flow":{"window_s":30,"trades":907,"trade_rate":30.233333,"buy_vol":91923.0,"sell_vol":46612.0,"unclassified_vol":0.0,"imbalance":0.327073,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.97787},"context":{"vwap":13.849933,"price_vs_vwap_pct":0.505179,"ema9":13.812996,"ema20":13.81096,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.172169,"dist_to_hod_atr":4.900227,"atr":0.033692,"spread_atr":0.296804,"own_change_pct":0.580131,"rel_strength_pct":{"SPY":0.54731,"IWM":0.638486}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.331397},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3b49ad70ff2e","ts":"2026-09-09T15:21:55+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.85","plan":{"state":"PASS","setup":"","stop":13.704,"target":13.9555,"target_label":"ceiling","reward_risk":0.73,"pos_in_5d_range_pct":25.4,"room_to_5d_high_atr":2.42},"price":13.8495,"vwap":13.8503,"ext_from_open_pct":-1.15,"max_ext_allowed_pct":3.0,"volume_pace":0.739,"trend":"flat","recent_slope_pct":0.1492,"volatility":"medium"},"price":13.8495,"volume":{"bars":111,"last_bar_volume":22709.0,"baseline_avg":22412.7,"bar_rvol":1.01322,"raw_accel":-0.775731,"smooth_accel":1.883973,"accel_momentum":0.056906,"rvol_3bar":[0.756037,5.627696,1.01322],"trend_3bar":"MIXED","projected_rvol":7.313126},"flow":{"window_s":30,"trades":432,"trade_rate":14.4,"buy_vol":57279.0,"sell_vol":24542.0,"unclassified_vol":0.0,"imbalance":0.400105,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":2.283505},"context":{"vwap":13.849933,"price_vs_vwap_pct":-0.003126,"ema9":13.812996,"ema20":13.81096,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.671991,"dist_to_hod_atr":6.989725,"atr":0.033692,"spread_atr":0.296804,"own_change_pct":0.580131,"rel_strength_pct":{"SPY":0.54731,"IWM":0.638486}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.405395},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"af866c01abbe","ts":"2026-09-09T15:22:00+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.76,"target":14.06,"target_label":"premarket_high","reward_risk":0.89,"pos_in_5d_range_pct":29.0,"room_to_5d_high_atr":2.3},"price":13.9186,"vwap":13.8511,"ext_from_open_pct":-0.65,"max_ext_allowed_pct":3.0,"volume_pace":0.738,"trend":"flat","recent_slope_pct":0.2489,"volatility":"medium"},"price":13.9186,"volume":{"bars":111,"last_bar_volume":22709.0,"baseline_avg":22412.7,"bar_rvol":1.01322,"raw_accel":-0.775731,"smooth_accel":1.883973,"accel_momentum":0.056906,"rvol_3bar":[0.756037,5.627696,1.01322],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":3335.0,"sell_vol":5315.0,"unclassified_vol":0.0,"imbalance":-0.228902,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.700556},"context":{"vwap":13.849933,"price_vs_vwap_pct":0.495793,"ema9":13.812996,"ema20":13.81096,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.181399,"dist_to_hod_atr":4.938812,"atr":0.033692,"spread_atr":0.296804,"own_change_pct":0.580131,"rel_strength_pct":{"SPY":0.611627,"IWM":0.67278}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.231928},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"289f089adae5","ts":"2026-09-09T15:22:25+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.85","plan":{"state":"PASS","setup":"","stop":13.7021,"target":13.9555,"target_label":"ceiling","reward_risk":0.74,"pos_in_5d_range_pct":25.3,"room_to_5d_high_atr":2.43},"price":13.8476,"vwap":13.8513,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.742,"trend":"flat","recent_slope_pct":0.1627,"volatility":"medium"},"price":13.8476,"volume":{"bars":112,"last_bar_volume":151004.0,"baseline_avg":20856.3,"bar_rvol":7.24021,"raw_accel":5.649522,"smooth_accel":4.947505,"accel_momentum":3.063532,"rvol_3bar":[5.627696,1.01322,7.24021],"trend_3bar":"MIXED","projected_rvol":4.069447},"flow":{"window_s":30,"trades":162,"trade_rate":5.4,"buy_vol":13124.0,"sell_vol":22996.0,"unclassified_vol":0.0,"imbalance":-0.273311,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":2.217289},"context":{"vwap":13.851116,"price_vs_vwap_pct":-0.025384,"ema9":13.834117,"ema20":13.821211,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.685481,"dist_to_hod_atr":6.06275,"atr":0.039157,"spread_atr":0.255381,"own_change_pct":0.93256,"rel_strength_pct":{"SPY":0.964056,"IWM":1.02521}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-1.97883},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a360f46d41a6","ts":"2026-09-09T15:22:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.76,"target":14.06,"target_label":"premarket_high","reward_risk":0.97,"pos_in_5d_range_pct":28.7,"room_to_5d_high_atr":2.32},"price":13.9123,"vwap":13.8515,"ext_from_open_pct":-0.7,"max_ext_allowed_pct":3.0,"volume_pace":0.741,"trend":"flat","recent_slope_pct":0.2559,"volatility":"medium"},"price":13.9123,"volume":{"bars":112,"last_bar_volume":151004.0,"baseline_avg":20856.3,"bar_rvol":7.24021,"raw_accel":5.649522,"smooth_accel":4.947505,"accel_momentum":3.063532,"rvol_3bar":[5.627696,1.01322,7.24021],"trend_3bar":"MIXED","projected_rvol":3.407124},"flow":{"window_s":30,"trades":156,"trade_rate":5.2,"buy_vol":12672.0,"sell_vol":22858.0,"unclassified_vol":0.0,"imbalance":-0.286687,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.719724},"context":{"vwap":13.851116,"price_vs_vwap_pct":0.441726,"ema9":13.834117,"ema20":13.821211,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.226127,"dist_to_hod_atr":4.410433,"atr":0.039157,"spread_atr":0.255381,"own_change_pct":0.93256,"rel_strength_pct":{"SPY":0.964056,"IWM":1.02521}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-2.075676},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"628cbbfcbc0b","ts":"2026-09-09T15:22:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.1% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.7275,"target":14.35,"target_label":"range_20d_high","reward_risk":6.87,"pos_in_5d_range_pct":115.2,"room_to_5d_high_atr":-0.25},"price":12.9336,"vwap":12.7058,"ext_from_open_pct":5.07,"max_ext_allowed_pct":4.0,"volume_pace":1.02,"trend":"flat","recent_slope_pct":-0.0143,"volatility":"high"},"price":12.9336,"volume":{"bars":112,"last_bar_volume":2890.0,"baseline_avg":9286.55,"bar_rvol":0.311203,"raw_accel":0.244811,"smooth_accel":-0.770539,"accel_momentum":-0.046207,"rvol_3bar":[0.017025,0.197809,0.311203],"trend_3bar":"ACCELERATING","projected_rvol":2.517927},"flow":{"window_s":30,"trades":154,"trade_rate":5.133333,"buy_vol":10430.0,"sell_vol":3210.0,"unclassified_vol":0.0,"imbalance":0.529326,"bid":12.9,"ask":12.93,"spread_pct":0.232288,"quote_size_imbalance":null,"quote_age_s":0.019936},"context":{"vwap":12.698418,"price_vs_vwap_pct":1.852057,"ema9":12.915927,"ema20":12.857933,"ema_stack":true,"ema_warm":true,"hod":13.0,"dist_to_hod_pct":-0.510769,"dist_to_hod_atr":0.785543,"atr":0.084527,"spread_atr":0.354914,"own_change_pct":0.31068,"rel_strength_pct":{"SPY":0.342176,"IWM":0.403329}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.164728},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"92b7cd3383d4","ts":"2026-09-09T15:22:35+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.85","plan":{"state":"PASS","setup":"","stop":13.7026,"target":13.9555,"target_label":"ceiling","reward_risk":0.74,"pos_in_5d_range_pct":25.3,"room_to_5d_high_atr":2.43},"price":13.8481,"vwap":13.8513,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.741,"trend":"flat","recent_slope_pct":0.1634,"volatility":"medium"},"price":13.8481,"volume":{"bars":112,"last_bar_volume":151004.0,"baseline_avg":20856.3,"bar_rvol":7.24021,"raw_accel":5.649522,"smooth_accel":4.947505,"accel_momentum":3.063532,"rvol_3bar":[5.627696,1.01322,7.24021],"trend_3bar":"MIXED","projected_rvol":2.943818},"flow":{"window_s":30,"trades":141,"trade_rate":4.7,"buy_vol":9969.0,"sell_vol":11574.0,"unclassified_vol":0.0,"imbalance":-0.074502,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.095705},"context":{"vwap":13.851116,"price_vs_vwap_pct":-0.021775,"ema9":13.834117,"ema20":13.821211,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.681931,"dist_to_hod_atr":6.049981,"atr":0.039157,"spread_atr":0.255381,"own_change_pct":0.93256,"rel_strength_pct":{"SPY":0.964056,"IWM":1.02521}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.539411},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"94dc8517adec","ts":"2026-09-09T15:22:40+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.76,"target":14.06,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":29.1,"room_to_5d_high_atr":2.3},"price":13.9208,"vwap":13.8517,"ext_from_open_pct":-0.64,"max_ext_allowed_pct":4.0,"volume_pace":0.742,"trend":"flat","recent_slope_pct":0.2681,"volatility":"medium"},"price":13.9208,"volume":{"bars":112,"last_bar_volume":151004.0,"baseline_avg":20856.3,"bar_rvol":7.24021,"raw_accel":5.649522,"smooth_accel":4.947505,"accel_momentum":3.063532,"rvol_3bar":[5.627696,1.01322,7.24021],"trend_3bar":"MIXED","projected_rvol":3.478733},"flow":{"window_s":30,"trades":162,"trade_rate":5.4,"buy_vol":17234.0,"sell_vol":14010.0,"unclassified_vol":0.0,"imbalance":0.103188,"bid":13.92,"ask":13.93,"spread_pct":0.071813,"quote_size_imbalance":null,"quote_age_s":2.595558},"context":{"vwap":13.851116,"price_vs_vwap_pct":0.503093,"ema9":13.834117,"ema20":13.821211,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.165779,"dist_to_hod_atr":4.193359,"atr":0.039157,"spread_atr":0.255381,"own_change_pct":0.93256,"rel_strength_pct":{"SPY":0.964056,"IWM":1.02521}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.747101},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"72fa7cca36a7","ts":"2026-09-09T15:23:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.1% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.7313,"target":13.03,"target_label":"ceiling","reward_risk":0.45,"pos_in_5d_range_pct":115.5,"room_to_5d_high_atr":-0.25},"price":12.9374,"vwap":12.7068,"ext_from_open_pct":5.1,"max_ext_allowed_pct":4.0,"volume_pace":1.018,"trend":"flat","recent_slope_pct":-0.0485,"volatility":"high"},"price":12.9374,"volume":{"bars":113,"last_bar_volume":15640.0,"baseline_avg":9415.8,"bar_rvol":1.661038,"raw_accel":4.411765,"smooth_accel":0.133928,"accel_momentum":0.904466,"rvol_3bar":[0.197809,0.311203,1.661038],"trend_3bar":"ACCELERATING","projected_rvol":0.014869},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":33.0,"sell_vol":2002.0,"unclassified_vol":0.0,"imbalance":-0.967568,"bid":12.9,"ask":12.93,"spread_pct":0.232288,"quote_size_imbalance":null,"quote_age_s":35.447423},"context":{"vwap":12.706805,"price_vs_vwap_pct":1.814733,"ema9":12.918742,"ema20":12.864797,"ema_stack":true,"ema_warm":true,"hod":13.03,"dist_to_hod_pct":-0.710668,"dist_to_hod_atr":1.066068,"atr":0.086861,"spread_atr":0.345378,"own_change_pct":-0.231481,"rel_strength_pct":{"SPY":-0.163165,"IWM":-0.169649}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.607166},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f3a41186d5a9","ts":"2026-09-09T15:26:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2078,"target":8.4,"target_label":"prev_day_high","reward_risk":1.35,"pos_in_5d_range_pct":34.0,"room_to_5d_high_atr":1.39},"price":8.2897,"vwap":8.2187,"ext_from_open_pct":-3.04,"max_ext_allowed_pct":4.0,"volume_pace":1.793,"trend":"flat","recent_slope_pct":-0.1113,"volatility":"medium"},"price":8.2897,"volume":{"bars":116,"last_bar_volume":7257.0,"baseline_avg":2736.1,"bar_rvol":2.652315,"raw_accel":-0.547597,"smooth_accel":11.741729,"accel_momentum":10.017226,"rvol_3bar":[0.297291,8.254516,2.652315],"trend_3bar":"MIXED","projected_rvol":4.358028},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":23.0,"sell_vol":80.0,"unclassified_vol":0.0,"imbalance":-0.553398,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":8.823887},"context":{"vwap":8.217779,"price_vs_vwap_pct":0.875193,"ema9":8.288654,"ema20":8.277167,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.584282,"dist_to_hod_atr":12.76527,"atr":0.038409,"spread_atr":0.260356,"own_change_pct":-0.109849,"rel_strength_pct":{"SPY":-0.016012,"IWM":-0.063481}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.467786},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7f3aa6a6494b","ts":"2026-09-09T15:26:50+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.202,"target":8.4,"target_label":"prev_day_high","reward_risk":1.42,"pos_in_5d_range_pct":33.2,"room_to_5d_high_atr":1.41},"price":8.2839,"vwap":8.2186,"ext_from_open_pct":-3.11,"max_ext_allowed_pct":4.0,"volume_pace":1.792,"trend":"flat","recent_slope_pct":-0.1253,"volatility":"medium"},"price":8.2839,"volume":{"bars":116,"last_bar_volume":7257.0,"baseline_avg":2736.1,"bar_rvol":2.652315,"raw_accel":-0.547597,"smooth_accel":11.741729,"accel_momentum":10.017226,"rvol_3bar":[0.297291,8.254516,2.652315],"trend_3bar":"MIXED","projected_rvol":3.956434},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":15.0,"sell_vol":158.0,"unclassified_vol":0.0,"imbalance":-0.82659,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":1.249575},"context":{"vwap":8.217779,"price_vs_vwap_pct":0.804614,"ema9":8.288654,"ema20":8.277167,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.650342,"dist_to_hod_atr":12.916276,"atr":0.038409,"spread_atr":0.260356,"own_change_pct":-0.109849,"rel_strength_pct":{"SPY":-0.016012,"IWM":-0.063481}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.192376},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"47cf9ad3d05b","ts":"2026-09-09T15:26:55+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2082,"target":8.4,"target_label":"prev_day_high","reward_risk":1.34,"pos_in_5d_range_pct":34.1,"room_to_5d_high_atr":1.39},"price":8.2901,"vwap":8.2187,"ext_from_open_pct":-3.04,"max_ext_allowed_pct":4.0,"volume_pace":1.791,"trend":"flat","recent_slope_pct":-0.1103,"volatility":"medium"},"price":8.2901,"volume":{"bars":116,"last_bar_volume":7257.0,"baseline_avg":2736.1,"bar_rvol":2.652315,"raw_accel":-0.547597,"smooth_accel":11.741729,"accel_momentum":10.017226,"rvol_3bar":[0.297291,8.254516,2.652315],"trend_3bar":"MIXED","projected_rvol":3.606328},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":39.0,"sell_vol":78.0,"unclassified_vol":0.0,"imbalance":-0.333333,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":1.24608},"context":{"vwap":8.217779,"price_vs_vwap_pct":0.88006,"ema9":8.288654,"ema20":8.277167,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.579727,"dist_to_hod_atr":12.754855,"atr":0.038409,"spread_atr":0.260356,"own_change_pct":-0.109849,"rel_strength_pct":{"SPY":-0.016012,"IWM":-0.063481}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.884105},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0937ff44dce7","ts":"2026-09-09T15:27:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.1731,"target":8.4,"target_label":"prev_day_high","reward_risk":1.77,"pos_in_5d_range_pct":29.0,"room_to_5d_high_atr":1.5},"price":8.255,"vwap":8.2188,"ext_from_open_pct":-3.45,"max_ext_allowed_pct":4.0,"volume_pace":1.801,"trend":"flat","recent_slope_pct":-0.1951,"volatility":"medium"},"price":8.255,"volume":{"bars":116,"last_bar_volume":7257.0,"baseline_avg":2736.1,"bar_rvol":2.652315,"raw_accel":-0.547597,"smooth_accel":11.741729,"accel_momentum":10.017226,"rvol_3bar":[0.297291,8.254516,2.652315],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":39.0,"sell_vol":3941.0,"unclassified_vol":0.0,"imbalance":-0.980402,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":2.425178},"context":{"vwap":8.217779,"price_vs_vwap_pct":0.452938,"ema9":8.288654,"ema20":8.277167,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.979499,"dist_to_hod_atr":13.668706,"atr":0.038409,"spread_atr":0.260356,"own_change_pct":-0.109849,"rel_strength_pct":{"SPY":-0.0534,"IWM":-0.093294}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.600335},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"81c017e6b0b9","ts":"2026-09-09T15:27:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.39,"target":11.98,"target_label":"range_20d_high","reward_risk":1.68,"pos_in_5d_range_pct":137.3,"room_to_5d_high_atr":-0.76},"price":11.61,"vwap":11.5844,"ext_from_open_pct":-0.77,"max_ext_allowed_pct":3.0,"volume_pace":2.336,"trend":"flat","recent_slope_pct":-0.2948,"volatility":"medium"},"price":11.61,"volume":{"bars":117,"last_bar_volume":228.0,"baseline_avg":1432.25,"bar_rvol":0.15919,"raw_accel":-0.36324,"smooth_accel":-0.573041,"accel_momentum":0.162051,"rvol_3bar":[0.142548,0.108261,0.15919],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":148.0,"sell_vol":169.0,"unclassified_vol":0.0,"imbalance":-0.066246,"bid":11.56,"ask":11.67,"spread_pct":0.947051,"quote_size_imbalance":null,"quote_age_s":0.30005},"context":{"vwap":11.584418,"price_vs_vwap_pct":0.220831,"ema9":11.677995,"ema20":11.761772,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.836066,"dist_to_hod_atr":4.026526,"atr":0.146528,"spread_atr":0.750708,"own_change_pct":-0.056815,"rel_strength_pct":{"SPY":-0.000366,"IWM":-0.04026}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.010546},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bbd2136e57a7","ts":"2026-09-09T15:30:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.5% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.6529,"target":13.03,"target_label":"ceiling","reward_risk":0.83,"pos_in_5d_range_pct":109.6,"room_to_5d_high_atr":-0.16},"price":12.859,"vwap":12.7153,"ext_from_open_pct":4.46,"max_ext_allowed_pct":3.0,"volume_pace":1.006,"trend":"flat","recent_slope_pct":0.0117,"volatility":"high"},"price":12.859,"volume":{"bars":120,"last_bar_volume":161.0,"baseline_avg":4448.05,"bar_rvol":0.036196,"raw_accel":-0.855217,"smooth_accel":-0.866549,"accel_momentum":-1.80994,"rvol_3bar":[0.252586,0.157352,0.036196],"trend_3bar":"DECELERATING","projected_rvol":0.089927},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":143.0,"sell_vol":3.0,"unclassified_vol":0.0,"imbalance":0.958904,"bid":12.84,"ask":12.89,"spread_pct":0.388651,"quote_size_imbalance":null,"quote_age_s":31.219339},"context":{"vwap":12.715303,"price_vs_vwap_pct":1.13011,"ema9":12.876825,"ema20":12.868062,"ema_stack":false,"ema_warm":true,"hod":13.03,"dist_to_hod_pct":-1.312356,"dist_to_hod_atr":2.39145,"atr":0.071505,"spread_atr":0.699254,"own_change_pct":-0.37687,"rel_strength_pct":{"SPY":-0.441255,"IWM":-0.459355}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.034708},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"2d2177a22c47","ts":"2026-09-09T15:30:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 205.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 5.56; target 0.83 away > ~0.19 reachable in 265 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":5.56,"pos_in_5d_range_pct":48.6,"room_to_5d_high_atr":1.08},"price":8.39,"vwap":8.2228,"ext_from_open_pct":-1.87,"max_ext_allowed_pct":3.0,"volume_pace":1.831,"trend":"flat","recent_slope_pct":0.3903,"volatility":"medium"},"price":8.39,"volume":{"bars":120,"last_bar_volume":5126.0,"baseline_avg":3958.15,"bar_rvol":1.295049,"raw_accel":-0.746225,"smooth_accel":-0.24681,"accel_momentum":-0.714772,"rvol_3bar":[0.527594,5.470574,1.295049],"trend_3bar":"MIXED","projected_rvol":0.034562},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":52.0,"sell_vol":159.0,"unclassified_vol":0.0,"imbalance":-0.507109,"bid":8.38,"ask":8.39,"spread_pct":0.119261,"quote_size_imbalance":null,"quote_age_s":28.89314},"context":{"vwap":8.222818,"price_vs_vwap_pct":2.033144,"ema9":8.290129,"ema20":8.280628,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.441913,"dist_to_hod_atr":8.293175,"atr":0.047027,"spread_atr":0.212646,"own_change_pct":0.450211,"rel_strength_pct":{"SPY":0.385826,"IWM":0.367726}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.656731},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b97ddce71feb","ts":"2026-09-09T15:30:35+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 215.0s, plan says WATCH; stop 8.24, target 8.40 (prev_day_high), R:R 0.24; R:R 0.24 < 2.0 at 8.37; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.24,"target":8.4,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":45.5,"room_to_5d_high_atr":1.15},"price":8.3691,"vwap":8.2229,"ext_from_open_pct":-2.12,"max_ext_allowed_pct":3.0,"volume_pace":1.828,"trend":"flat","recent_slope_pct":0.3402,"volatility":"medium"},"price":8.3691,"volume":{"bars":120,"last_bar_volume":5126.0,"baseline_avg":3958.15,"bar_rvol":1.295049,"raw_accel":-0.746225,"smooth_accel":-0.24681,"accel_momentum":-0.714772,"rvol_3bar":[0.527594,5.470574,1.295049],"trend_3bar":"MIXED","projected_rvol":0.070596},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":22.0,"sell_vol":141.0,"unclassified_vol":0.0,"imbalance":-0.730061,"bid":8.38,"ask":8.39,"spread_pct":0.119261,"quote_size_imbalance":null,"quote_age_s":2.206072},"context":{"vwap":8.222818,"price_vs_vwap_pct":1.778974,"ema9":8.290129,"ema20":8.280628,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.679954,"dist_to_hod_atr":8.737605,"atr":0.047027,"spread_atr":0.212646,"own_change_pct":0.450211,"rel_strength_pct":{"SPY":0.385826,"IWM":0.367726}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.945466},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"57e93a18cf02","ts":"2026-09-09T15:31:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 240.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 5.56; target 0.83 away > ~0.19 reachable in 264 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":5.56,"pos_in_5d_range_pct":48.6,"room_to_5d_high_atr":1.08},"price":8.39,"vwap":8.223,"ext_from_open_pct":-1.87,"max_ext_allowed_pct":3.0,"volume_pace":1.824,"trend":"flat","recent_slope_pct":0.3903,"volatility":"medium"},"price":8.39,"volume":{"bars":120,"last_bar_volume":5126.0,"baseline_avg":3958.15,"bar_rvol":1.295049,"raw_accel":-0.746225,"smooth_accel":-0.24681,"accel_momentum":-0.714772,"rvol_3bar":[0.527594,5.470574,1.295049],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":327.0,"sell_vol":456.0,"unclassified_vol":0.0,"imbalance":-0.164751,"bid":8.38,"ask":8.39,"spread_pct":0.119261,"quote_size_imbalance":null,"quote_age_s":0.170085},"context":{"vwap":8.222818,"price_vs_vwap_pct":2.033144,"ema9":8.290129,"ema20":8.280628,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.441913,"dist_to_hod_atr":8.293175,"atr":0.047027,"spread_atr":0.212646,"own_change_pct":0.450211,"rel_strength_pct":{"SPY":0.379932,"IWM":0.372896}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.213361},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c98c67a51917","ts":"2026-09-09T15:31:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 265.0s, plan says WATCH; stop 8.22, target 8.39 (ceiling), R:R 1.07; R:R 1.07 < 2.0 at 8.30; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.2202,"target":8.39,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":35.8,"room_to_5d_high_atr":1.35},"price":8.3021,"vwap":8.2232,"ext_from_open_pct":-2.9,"max_ext_allowed_pct":3.0,"volume_pace":1.822,"trend":"flat","recent_slope_pct":0.1975,"volatility":"medium"},"price":8.3021,"volume":{"bars":121,"last_bar_volume":840.0,"baseline_avg":4159.9,"bar_rvol":0.201928,"raw_accel":-0.83613,"smooth_accel":0.183401,"accel_momentum":0.430211,"rvol_3bar":[5.470574,1.295049,0.201928],"trend_3bar":"DECELERATING","projected_rvol":0.810596},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":555.0,"sell_vol":1501.0,"unclassified_vol":0.0,"imbalance":-0.460117,"bid":8.36,"ask":8.37,"spread_pct":0.119546,"quote_size_imbalance":null,"quote_age_s":0.313839},"context":{"vwap":8.223003,"price_vs_vwap_pct":0.961896,"ema9":8.310103,"ema20":8.291045,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.443052,"dist_to_hod_atr":9.5451,"atr":0.050068,"spread_atr":0.19973,"own_change_pct":1.389728,"rel_strength_pct":{"SPY":1.319448,"IWM":1.312412}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.09291},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"ff8de253cc1b","ts":"2026-09-09T15:31:30+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 270.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 6.45; target 0.85 away > ~0.19 reachable in 264 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":6.45,"pos_in_5d_range_pct":46.0,"room_to_5d_high_atr":1.14},"price":8.3721,"vwap":8.2233,"ext_from_open_pct":-2.08,"max_ext_allowed_pct":3.0,"volume_pace":1.821,"trend":"flat","recent_slope_pct":0.3652,"volatility":"medium"},"price":8.3721,"volume":{"bars":121,"last_bar_volume":840.0,"baseline_avg":4159.9,"bar_rvol":0.201928,"raw_accel":-0.83613,"smooth_accel":0.183401,"accel_momentum":0.430211,"rvol_3bar":[5.470574,1.295049,0.201928],"trend_3bar":"DECELERATING","projected_rvol":0.678382},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":260.0,"sell_vol":1151.0,"unclassified_vol":0.0,"imbalance":-0.631467,"bid":8.36,"ask":8.37,"spread_pct":0.119546,"quote_size_imbalance":null,"quote_age_s":0.627836},"context":{"vwap":8.223003,"price_vs_vwap_pct":1.813166,"ema9":8.310103,"ema20":8.291045,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.645786,"dist_to_hod_atr":8.146989,"atr":0.050068,"spread_atr":0.19973,"own_change_pct":1.389728,"rel_strength_pct":{"SPY":1.319448,"IWM":1.312412}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.127511},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"58d0eaccee90","ts":"2026-09-09T15:31:30+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.20% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.38,"target":11.98,"target_label":"range_20d_high","reward_risk":1.14,"pos_in_5d_range_pct":142.3,"room_to_5d_high_atr":-0.86},"price":11.66,"vwap":11.5856,"ext_from_open_pct":-0.34,"max_ext_allowed_pct":3.0,"volume_pace":2.304,"trend":"flat","recent_slope_pct":0.0658,"volatility":"medium"},"price":11.66,"volume":{"bars":121,"last_bar_volume":1935.0,"baseline_avg":1364.5,"bar_rvol":1.418102,"raw_accel":4.672407,"smooth_accel":0.791604,"accel_momentum":-0.38569,"rvol_3bar":[0.15797,0.160302,1.418102],"trend_3bar":"ACCELERATING","projected_rvol":8.309271},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":1400.0,"sell_vol":4269.0,"unclassified_vol":0.0,"imbalance":-0.506086,"bid":11.6,"ask":11.74,"spread_pct":1.199657,"quote_size_imbalance":null,"quote_age_s":3.151253},"context":{"vwap":11.585021,"price_vs_vwap_pct":0.64721,"ema9":11.662307,"ema20":11.724687,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.42623,"dist_to_hod_atr":4.271996,"atr":0.126405,"spread_atr":1.107555,"own_change_pct":0.29331,"rel_strength_pct":{"SPY":0.223031,"IWM":0.215995}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.717681},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5003fb4a03ce","ts":"2026-09-09T15:32:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 300.0s, plan says WATCH; stop 8.22, target 8.39 (ceiling), R:R 1.07; R:R 1.07 < 2.0 at 8.30; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.2207,"target":8.39,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":35.9,"room_to_5d_high_atr":1.35},"price":8.3026,"vwap":8.2234,"ext_from_open_pct":-2.89,"max_ext_allowed_pct":3.0,"volume_pace":1.815,"trend":"flat","recent_slope_pct":0.1987,"volatility":"medium"},"price":8.3026,"volume":{"bars":121,"last_bar_volume":840.0,"baseline_avg":4159.9,"bar_rvol":0.201928,"raw_accel":-0.83613,"smooth_accel":0.183401,"accel_momentum":0.430211,"rvol_3bar":[5.470574,1.295049,0.201928],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":137.0,"sell_vol":633.0,"unclassified_vol":0.0,"imbalance":-0.644156,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":2.851902},"context":{"vwap":8.223003,"price_vs_vwap_pct":0.967976,"ema9":8.310103,"ema20":8.291045,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.437358,"dist_to_hod_atr":9.535113,"atr":0.050068,"spread_atr":0.19973,"own_change_pct":1.389728,"rel_strength_pct":{"SPY":1.350323,"IWM":1.359429}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.130073},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"5eb095d208b8","ts":"2026-09-09T15:32:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 325.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 7.29; target 0.86 away > ~0.19 reachable in 263 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":7.29,"pos_in_5d_range_pct":44.0,"room_to_5d_high_atr":1.18},"price":8.3587,"vwap":8.2236,"ext_from_open_pct":-2.24,"max_ext_allowed_pct":4.0,"volume_pace":1.813,"trend":"flat","recent_slope_pct":0.1321,"volatility":"medium"},"price":8.3587,"volume":{"bars":122,"last_bar_volume":2181.0,"baseline_avg":4116.9,"bar_rvol":0.529768,"raw_accel":1.11907,"smooth_accel":-0.767574,"accel_momentum":-0.950975,"rvol_3bar":[1.295049,0.201928,0.529768],"trend_3bar":"MIXED","projected_rvol":0.69839},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":952.0,"sell_vol":328.0,"unclassified_vol":0.0,"imbalance":0.4875,"bid":8.34,"ask":8.35,"spread_pct":0.119832,"quote_size_imbalance":null,"quote_age_s":8.425502},"context":{"vwap":8.223378,"price_vs_vwap_pct":1.645579,"ema9":8.308603,"ema20":8.292145,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.798405,"dist_to_hod_atr":7.983719,"atr":0.05277,"spread_atr":0.189502,"own_change_pct":0.57662,"rel_strength_pct":{"SPY":0.537215,"IWM":0.546322}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.258262},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fe33878918c3","ts":"2026-09-09T15:32:50+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 350.0s, plan says WATCH; stop 8.22, target 8.39 (ceiling), R:R 1.04; R:R 1.04 < 2.0 at 8.30; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.223,"target":8.39,"target_label":"ceiling","reward_risk":1.04,"pos_in_5d_range_pct":36.2,"room_to_5d_high_atr":1.34},"price":8.3049,"vwap":8.2243,"ext_from_open_pct":-2.87,"max_ext_allowed_pct":3.0,"volume_pace":1.819,"trend":"flat","recent_slope_pct":0.003,"volatility":"medium"},"price":8.3049,"volume":{"bars":122,"last_bar_volume":2181.0,"baseline_avg":4116.9,"bar_rvol":0.529768,"raw_accel":1.11907,"smooth_accel":-0.767574,"accel_momentum":-0.950975,"rvol_3bar":[1.295049,0.201928,0.529768],"trend_3bar":"MIXED","projected_rvol":1.58974},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":1843.0,"sell_vol":2440.0,"unclassified_vol":0.0,"imbalance":-0.139388,"bid":8.32,"ask":8.34,"spread_pct":0.240096,"quote_size_imbalance":null,"quote_age_s":2.051049},"context":{"vwap":8.223378,"price_vs_vwap_pct":0.991347,"ema9":8.308603,"ema20":8.292145,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.411162,"dist_to_hod_atr":9.00324,"atr":0.05277,"spread_atr":0.379004,"own_change_pct":0.57662,"rel_strength_pct":{"SPY":0.537215,"IWM":0.546322}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.073843},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"739fc6588479","ts":"2026-09-09T15:33:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.493,"target":11.98,"target_label":"range_20d_high","reward_risk":1.21,"pos_in_5d_range_pct":147.6,"room_to_5d_high_atr":-0.97},"price":11.713,"vwap":11.5858,"ext_from_open_pct":0.11,"max_ext_allowed_pct":3.0,"volume_pace":2.278,"trend":"flat","recent_slope_pct":0.1852,"volatility":"medium"},"price":11.713,"volume":{"bars":122,"last_bar_volume":5834.0,"baseline_avg":1381.55,"bar_rvol":4.222793,"raw_accel":2.014987,"smooth_accel":4.716941,"accel_momentum":3.925336,"rvol_3bar":[0.160302,1.418102,4.222793],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":43.0,"sell_vol":368.0,"unclassified_vol":0.0,"imbalance":-0.790754,"bid":11.63,"ask":11.74,"spread_pct":0.941378,"quote_size_imbalance":null,"quote_age_s":3.908117},"context":{"vwap":11.585722,"price_vs_vwap_pct":1.098573,"ema9":11.664845,"ema20":11.719955,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.991803,"dist_to_hod_atr":3.807322,"atr":0.127911,"spread_atr":0.85997,"own_change_pct":0.559862,"rel_strength_pct":{"SPY":0.48959,"IWM":0.501453}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.339192},"shadow":{"decision":"FAIL","failed":["imbalance","spread"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d49b543bbd22","ts":"2026-09-09T15:33:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 370.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 7.53; target 0.87 away > ~0.19 reachable in 262 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":7.53,"pos_in_5d_range_pct":43.5,"room_to_5d_high_atr":1.19},"price":8.3553,"vwap":8.2244,"ext_from_open_pct":-2.28,"max_ext_allowed_pct":3.0,"volume_pace":1.814,"trend":"flat","recent_slope_pct":0.0139,"volatility":"medium"},"price":8.3553,"volume":{"bars":123,"last_bar_volume":5556.0,"baseline_avg":3920.05,"bar_rvol":1.417329,"raw_accel":1.547455,"smooth_accel":-0.685479,"accel_momentum":0.082095,"rvol_3bar":[0.201928,0.529768,1.417329],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":1685.0,"sell_vol":2441.0,"unclassified_vol":0.0,"imbalance":-0.183228,"bid":8.32,"ask":8.34,"spread_pct":0.240096,"quote_size_imbalance":null,"quote_age_s":5.395905},"context":{"vwap":8.224374,"price_vs_vwap_pct":1.591931,"ema9":8.314002,"ema20":8.296284,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.83713,"dist_to_hod_atr":7.902355,"atr":0.053743,"spread_atr":0.372138,"own_change_pct":0.816391,"rel_strength_pct":{"SPY":0.746118,"IWM":0.757981}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.259695},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"86a20ed749d7","ts":"2026-09-09T15:33:15+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 375.0s, plan says WATCH; stop 8.24, target 8.39 (ceiling), R:R 0.49; R:R 0.49 < 2.0 at 8.34; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.24,"target":8.39,"target_label":"ceiling","reward_risk":0.49,"pos_in_5d_range_pct":41.4,"room_to_5d_high_atr":1.24},"price":8.3404,"vwap":8.2244,"ext_from_open_pct":-2.45,"max_ext_allowed_pct":3.0,"volume_pace":1.813,"trend":"flat","recent_slope_pct":-0.0218,"volatility":"medium"},"price":8.3404,"volume":{"bars":123,"last_bar_volume":5556.0,"baseline_avg":3920.05,"bar_rvol":1.417329,"raw_accel":1.547455,"smooth_accel":-0.685479,"accel_momentum":0.082095,"rvol_3bar":[0.201928,0.529768,1.417329],"trend_3bar":"ACCELERATING","projected_rvol":0.027551},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":824.0,"sell_vol":1740.0,"unclassified_vol":0.0,"imbalance":-0.357254,"bid":8.32,"ask":8.34,"spread_pct":0.240096,"quote_size_imbalance":null,"quote_age_s":10.395905},"context":{"vwap":8.224374,"price_vs_vwap_pct":1.410762,"ema9":8.314002,"ema20":8.296284,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.006834,"dist_to_hod_atr":8.179598,"atr":0.053743,"spread_atr":0.372138,"own_change_pct":0.816391,"rel_strength_pct":{"SPY":0.746118,"IWM":0.757981}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.506347},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3bfab152c88b","ts":"2026-09-09T15:35:30+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 510.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 6.87; target 0.86 away > ~0.19 reachable in 260 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":6.87,"pos_in_5d_range_pct":44.9,"room_to_5d_high_atr":1.16},"price":8.365,"vwap":8.2264,"ext_from_open_pct":-2.16,"max_ext_allowed_pct":3.0,"volume_pace":1.812,"trend":"flat","recent_slope_pct":0.155,"volatility":"medium"},"price":8.365,"volume":{"bars":125,"last_bar_volume":989.0,"baseline_avg":4188.15,"bar_rvol":0.236142,"raw_accel":-0.05543,"smooth_accel":-0.179575,"accel_momentum":0.519412,"rvol_3bar":[1.417329,0.033186,0.236142],"trend_3bar":"MIXED","projected_rvol":4.719506},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":9495.0,"sell_vol":388.0,"unclassified_vol":0.0,"imbalance":0.921481,"bid":8.36,"ask":8.37,"spread_pct":0.119546,"quote_size_imbalance":null,"quote_age_s":1.440997},"context":{"vwap":8.22456,"price_vs_vwap_pct":1.70757,"ema9":8.322577,"ema20":8.303792,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.726651,"dist_to_hod_atr":7.95171,"atr":0.05219,"spread_atr":0.191607,"own_change_pct":0.212682,"rel_strength_pct":{"SPY":0.132581,"IWM":0.178341}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.217601},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7e46f8d068b9","ts":"2026-09-09T15:36:40+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 580.0s, plan says WATCH; stop 8.24, target 8.39 (ceiling), R:R 0.76; R:R 0.76 < 2.0 at 8.33; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.24,"target":8.39,"target_label":"ceiling","reward_risk":0.76,"pos_in_5d_range_pct":39.2,"room_to_5d_high_atr":1.28},"price":8.3253,"vwap":8.2266,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":3.0,"volume_pace":1.799,"trend":"flat","recent_slope_pct":-0.0008,"volatility":"medium"},"price":8.3253,"volume":{"bars":126,"last_bar_volume":10777.0,"baseline_avg":4106.15,"bar_rvol":2.6246,"raw_accel":9.498399,"smooth_accel":0.388014,"accel_momentum":0.56759,"rvol_3bar":[0.033186,0.236142,2.6246],"trend_3bar":"ACCELERATING","projected_rvol":0.180826},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":214.0,"sell_vol":279.0,"unclassified_vol":0.0,"imbalance":-0.131846,"bid":8.35,"ask":8.36,"spread_pct":0.119689,"quote_size_imbalance":null,"quote_age_s":21.369732},"context":{"vwap":8.226526,"price_vs_vwap_pct":1.200671,"ema9":8.329062,"ema20":8.308669,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.178815,"dist_to_hod_atr":8.628429,"atr":0.052698,"spread_atr":0.189761,"own_change_pct":-0.417163,"rel_strength_pct":{"SPY":-0.460483,"IWM":-0.406863}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.346043},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bdea7d149870","ts":"2026-09-09T15:36:45+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 585.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 7.60; target 0.87 away > ~0.19 reachable in 258 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":7.6,"pos_in_5d_range_pct":43.4,"room_to_5d_high_atr":1.19},"price":8.3544,"vwap":8.2266,"ext_from_open_pct":-2.29,"max_ext_allowed_pct":3.0,"volume_pace":1.798,"trend":"flat","recent_slope_pct":0.0689,"volatility":"medium"},"price":8.3544,"volume":{"bars":126,"last_bar_volume":10777.0,"baseline_avg":4106.15,"bar_rvol":2.6246,"raw_accel":9.498399,"smooth_accel":0.388014,"accel_momentum":0.56759,"rvol_3bar":[0.033186,0.236142,2.6246],"trend_3bar":"ACCELERATING","projected_rvol":0.169177},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":240.0,"sell_vol":279.0,"unclassified_vol":0.0,"imbalance":-0.075145,"bid":8.35,"ask":8.36,"spread_pct":0.119689,"quote_size_imbalance":null,"quote_age_s":26.369732},"context":{"vwap":8.226526,"price_vs_vwap_pct":1.554405,"ema9":8.329062,"ema20":8.308669,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.84738,"dist_to_hod_atr":8.076225,"atr":0.052698,"spread_atr":0.189761,"own_change_pct":-0.417163,"rel_strength_pct":{"SPY":-0.460483,"IWM":-0.406863}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.197224},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"de8143fb9b93","ts":"2026-09-09T15:36:50+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 590.0s, plan says WATCH; stop 8.24, target 8.39 (ceiling), R:R 0.76; R:R 0.76 < 2.0 at 8.33; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.24,"target":8.39,"target_label":"ceiling","reward_risk":0.76,"pos_in_5d_range_pct":39.2,"room_to_5d_high_atr":1.28},"price":8.3253,"vwap":8.2266,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":3.0,"volume_pace":1.797,"trend":"flat","recent_slope_pct":-0.0008,"volatility":"medium"},"price":8.3253,"volume":{"bars":126,"last_bar_volume":10777.0,"baseline_avg":4106.15,"bar_rvol":2.6246,"raw_accel":9.498399,"smooth_accel":0.388014,"accel_momentum":0.56759,"rvol_3bar":[0.033186,0.236142,2.6246],"trend_3bar":"ACCELERATING","projected_rvol":0.184114},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":35.0,"sell_vol":201.0,"unclassified_vol":0.0,"imbalance":-0.70339,"bid":8.35,"ask":8.36,"spread_pct":0.119689,"quote_size_imbalance":null,"quote_age_s":31.369732},"context":{"vwap":8.226526,"price_vs_vwap_pct":1.200671,"ema9":8.329062,"ema20":8.308669,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.178815,"dist_to_hod_atr":8.628429,"atr":0.052698,"spread_atr":0.189761,"own_change_pct":-0.417163,"rel_strength_pct":{"SPY":-0.460483,"IWM":-0.406863}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.846117},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bebfd9f37d4e","ts":"2026-09-09T15:36:55+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 595.0s, plan says PASS; stop 8.24, target 9.22 (premarket_high), R:R 7.55; target 0.87 away > ~0.19 reachable in 258 min","plan":{"state":"PASS","setup":"","stop":8.24,"target":9.2235,"target_label":"premarket_high","reward_risk":7.55,"pos_in_5d_range_pct":43.5,"room_to_5d_high_atr":1.19},"price":8.355,"vwap":8.2266,"ext_from_open_pct":-2.28,"max_ext_allowed_pct":3.0,"volume_pace":1.796,"trend":"flat","recent_slope_pct":0.0703,"volatility":"medium"},"price":8.355,"volume":{"bars":126,"last_bar_volume":10777.0,"baseline_avg":4106.15,"bar_rvol":2.6246,"raw_accel":9.498399,"smooth_accel":0.388014,"accel_momentum":0.56759,"rvol_3bar":[0.033186,0.236142,2.6246],"trend_3bar":"ACCELERATING","projected_rvol":0.170299},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":45.0,"sell_vol":201.0,"unclassified_vol":0.0,"imbalance":-0.634146,"bid":8.35,"ask":8.36,"spread_pct":0.119689,"quote_size_imbalance":null,"quote_age_s":36.369732},"context":{"vwap":8.226526,"price_vs_vwap_pct":1.561699,"ema9":8.329062,"ema20":8.308669,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.840547,"dist_to_hod_atr":8.064839,"atr":0.052698,"spread_atr":0.189761,"own_change_pct":-0.417163,"rel_strength_pct":{"SPY":-0.460483,"IWM":-0.406863}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.66438},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d25e31f86187","ts":"2026-09-09T15:37:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 600.0s, plan says WATCH; stop 8.24, target 8.39 (ceiling), R:R 0.65; R:R 0.65 < 2.0 at 8.33; pullback: buy 8.25-8.29 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.24,"target":8.39,"target_label":"ceiling","reward_risk":0.65,"pos_in_5d_range_pct":40.0,"room_to_5d_high_atr":1.26},"price":8.331,"vwap":8.2267,"ext_from_open_pct":-2.56,"max_ext_allowed_pct":3.0,"volume_pace":1.795,"trend":"flat","recent_slope_pct":0.0128,"volatility":"medium"},"price":8.331,"volume":{"bars":126,"last_bar_volume":10777.0,"baseline_avg":4106.15,"bar_rvol":2.6246,"raw_accel":9.498399,"smooth_accel":0.388014,"accel_momentum":0.56759,"rvol_3bar":[0.033186,0.236142,2.6246],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":56.0,"sell_vol":301.0,"unclassified_vol":0.0,"imbalance":-0.686275,"bid":8.35,"ask":8.36,"spread_pct":0.119689,"quote_size_imbalance":null,"quote_age_s":0.752349},"context":{"vwap":8.226526,"price_vs_vwap_pct":1.269959,"ema9":8.329062,"ema20":8.308669,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.113895,"dist_to_hod_atr":8.520266,"atr":0.052698,"spread_atr":0.189761,"own_change_pct":-0.417163,"rel_strength_pct":{"SPY":-0.501195,"IWM":-0.475544}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.801196},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7fa3f4d3c5e0","ts":"2026-09-09T15:37:20+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 620.0s, plan says PASS; stop 8.27, target 9.22 (premarket_high), R:R 10.61; target 0.87 away > ~0.19 reachable in 258 min","plan":{"state":"PASS","setup":"","stop":8.2731,"target":9.2235,"target_label":"premarket_high","reward_risk":10.61,"pos_in_5d_range_pct":43.5,"room_to_5d_high_atr":1.19},"price":8.355,"vwap":8.2267,"ext_from_open_pct":-2.28,"max_ext_allowed_pct":3.0,"volume_pace":1.79,"trend":"flat","recent_slope_pct":0.0369,"volatility":"medium"},"price":8.355,"volume":{"bars":127,"last_bar_volume":752.0,"baseline_avg":4594.55,"bar_rvol":0.163672,"raw_accel":-0.930222,"smooth_accel":0.589385,"accel_momentum":0.201371,"rvol_3bar":[0.236142,2.6246,0.163672],"trend_3bar":"MIXED","projected_rvol":0.073783},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":34.0,"sell_vol":201.0,"unclassified_vol":0.0,"imbalance":-0.710638,"bid":8.35,"ask":8.36,"spread_pct":0.119689,"quote_size_imbalance":null,"quote_age_s":1.440127},"context":{"vwap":8.226658,"price_vs_vwap_pct":1.56008,"ema9":8.32945,"ema20":8.310796,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.840547,"dist_to_hod_atr":8.2665,"atr":0.051412,"spread_atr":0.194506,"own_change_pct":0.342062,"rel_strength_pct":{"SPY":0.25803,"IWM":0.28368}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.116312},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6b14145d80d3","ts":"2026-09-09T15:37:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.47,"target":12.74,"target_label":"premarket_high","reward_risk":1.57,"pos_in_5d_range_pct":34.7,"room_to_5d_high_atr":1.37},"price":12.575,"vwap":12.5724,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":4.0,"volume_pace":3.658,"trend":"flat","recent_slope_pct":0.0285,"volatility":"medium"},"price":12.575,"volume":{"bars":127,"last_bar_volume":3799.0,"baseline_avg":10819.5,"bar_rvol":0.351125,"raw_accel":0.058807,"smooth_accel":-0.248238,"accel_momentum":0.038733,"rvol_3bar":[0.982632,0.326231,0.351125],"trend_3bar":"MIXED","projected_rvol":1.927076},"flow":{"window_s":30,"trades":127,"trade_rate":4.233333,"buy_vol":5043.0,"sell_vol":2851.0,"unclassified_vol":0.0,"imbalance":0.277679,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":0.23669},"context":{"vwap":12.572386,"price_vs_vwap_pct":0.02079,"ema9":12.551976,"ema20":12.56162,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.987529,"dist_to_hod_atr":7.333229,"atr":0.034773,"spread_atr":0.287578,"own_change_pct":0.08609,"rel_strength_pct":{"SPY":0.002059,"IWM":0.027709}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.0975},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"229b7de3a50c","ts":"2026-09-09T15:37:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.56 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.4544,"target":12.74,"target_label":"premarket_high","reward_risk":1.72,"pos_in_5d_range_pct":32.9,"room_to_5d_high_atr":1.41},"price":12.5594,"vwap":12.5724,"ext_from_open_pct":-0.4,"max_ext_allowed_pct":4.0,"volume_pace":3.656,"trend":"flat","recent_slope_pct":0.0037,"volatility":"medium"},"price":12.5594,"volume":{"bars":127,"last_bar_volume":3799.0,"baseline_avg":10819.5,"bar_rvol":0.351125,"raw_accel":0.058807,"smooth_accel":-0.248238,"accel_momentum":0.038733,"rvol_3bar":[0.982632,0.326231,0.351125],"trend_3bar":"MIXED","projected_rvol":1.884217},"flow":{"window_s":30,"trades":180,"trade_rate":6.0,"buy_vol":6751.0,"sell_vol":4843.0,"unclassified_vol":0.0,"imbalance":0.164568,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":2.098752},"context":{"vwap":12.572386,"price_vs_vwap_pct":-0.103292,"ema9":12.551976,"ema20":12.56162,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.109119,"dist_to_hod_atr":7.78185,"atr":0.034773,"spread_atr":0.287578,"own_change_pct":0.08609,"rel_strength_pct":{"SPY":0.002059,"IWM":0.027709}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.057784},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"84f4fa63aec3","ts":"2026-09-09T15:37:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.4701,"target":12.74,"target_label":"premarket_high","reward_risk":1.57,"pos_in_5d_range_pct":34.7,"room_to_5d_high_atr":1.37},"price":12.5751,"vwap":12.5724,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":4.0,"volume_pace":3.654,"trend":"flat","recent_slope_pct":0.0287,"volatility":"medium"},"price":12.5751,"volume":{"bars":127,"last_bar_volume":3799.0,"baseline_avg":10819.5,"bar_rvol":0.351125,"raw_accel":0.058807,"smooth_accel":-0.248238,"accel_momentum":0.038733,"rvol_3bar":[0.982632,0.326231,0.351125],"trend_3bar":"MIXED","projected_rvol":1.721475},"flow":{"window_s":30,"trades":183,"trade_rate":6.1,"buy_vol":7274.0,"sell_vol":4586.0,"unclassified_vol":0.0,"imbalance":0.226644,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":0.154617},"context":{"vwap":12.572386,"price_vs_vwap_pct":0.021585,"ema9":12.551976,"ema20":12.56162,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.98675,"dist_to_hod_atr":7.330353,"atr":0.034773,"spread_atr":0.287578,"own_change_pct":0.08609,"rel_strength_pct":{"SPY":0.002059,"IWM":0.027709}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.079581},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"af54c6fd8973","ts":"2026-09-09T15:37:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.55 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.4473,"target":12.74,"target_label":"premarket_high","reward_risk":1.79,"pos_in_5d_range_pct":32.1,"room_to_5d_high_atr":1.42},"price":12.5523,"vwap":12.5723,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":4.0,"volume_pace":3.648,"trend":"flat","recent_slope_pct":-0.0076,"volatility":"medium"},"price":12.5523,"volume":{"bars":127,"last_bar_volume":3799.0,"baseline_avg":10819.5,"bar_rvol":0.351125,"raw_accel":0.058807,"smooth_accel":-0.248238,"accel_momentum":0.038733,"rvol_3bar":[0.982632,0.326231,0.351125],"trend_3bar":"MIXED","projected_rvol":1.340408},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":3323.0,"sell_vol":2919.0,"unclassified_vol":0.0,"imbalance":0.064723,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":0.069464},"context":{"vwap":12.572386,"price_vs_vwap_pct":-0.159765,"ema9":12.551976,"ema20":12.56162,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.164458,"dist_to_hod_atr":7.98603,"atr":0.034773,"spread_atr":0.287578,"own_change_pct":0.08609,"rel_strength_pct":{"SPY":0.002059,"IWM":0.027709}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.022726},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"bee820964ae8","ts":"2026-09-09T15:38:30+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.5367,"target":11.98,"target_label":"range_20d_high","reward_risk":1.56,"pos_in_5d_range_pct":147.3,"room_to_5d_high_atr":-0.96},"price":11.71,"vwap":11.5938,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":2.311,"trend":"flat","recent_slope_pct":-0.0945,"volatility":"medium"},"price":11.71,"volume":{"bars":128,"last_bar_volume":616.0,"baseline_avg":1806.15,"bar_rvol":0.341057,"raw_accel":-0.258724,"smooth_accel":-0.88521,"accel_momentum":-0.243342,"rvol_3bar":[0.278361,0.374653,0.341057],"trend_3bar":"MIXED","projected_rvol":4.067215},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":27.0,"sell_vol":3646.0,"unclassified_vol":0.0,"imbalance":-0.985298,"bid":11.69,"ask":11.73,"spread_pct":0.341588,"quote_size_imbalance":null,"quote_age_s":4.578208},"context":{"vwap":11.592623,"price_vs_vwap_pct":1.012519,"ema9":11.725885,"ema20":11.732219,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.016393,"dist_to_hod_atr":4.499389,"atr":0.108904,"spread_atr":0.367297,"own_change_pct":0.230513,"rel_strength_pct":{"SPY":0.201636,"IWM":0.223645}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.336043},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f32e653a805d","ts":"2026-09-09T15:38:35+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 695.0s, plan says WATCH; stop 8.25, target 8.39 (ceiling), R:R 0.67; R:R 0.67 < 2.0 at 8.34; pullback: buy 8.30-8.33 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.2531,"target":8.39,"target_label":"ceiling","reward_risk":0.67,"pos_in_5d_range_pct":40.6,"room_to_5d_high_atr":1.25},"price":8.335,"vwap":8.2279,"ext_from_open_pct":-2.51,"max_ext_allowed_pct":4.0,"volume_pace":1.792,"trend":"flat","recent_slope_pct":-0.0127,"volatility":"medium"},"price":8.335,"volume":{"bars":128,"last_bar_volume":429.0,"baseline_avg":4629.25,"bar_rvol":0.092672,"raw_accel":-0.629314,"smooth_accel":0.789048,"accel_momentum":0.199663,"rvol_3bar":[2.6246,0.163672,0.092672],"trend_3bar":"DECELERATING","projected_rvol":2.42557},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":5108.0,"sell_vol":1442.0,"unclassified_vol":0.0,"imbalance":0.559695,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":2.219224},"context":{"vwap":8.226738,"price_vs_vwap_pct":1.315974,"ema9":8.33444,"ema20":8.314948,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.068337,"dist_to_hod_atr":8.958097,"atr":0.049676,"spread_atr":0.201306,"own_change_pct":0.225539,"rel_strength_pct":{"SPY":0.196662,"IWM":0.218671}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.051868},"shadow":{"decision":"FAIL","failed":["bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"cd59c3cf30d1","ts":"2026-09-09T15:38:40+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 700.0s, plan says PASS; stop 8.27, target 9.22 (premarket_high), R:R 10.65; target 0.87 away > ~0.19 reachable in 256 min","plan":{"state":"PASS","setup":"","stop":8.2695,"target":9.2235,"target_label":"premarket_high","reward_risk":10.65,"pos_in_5d_range_pct":43.0,"room_to_5d_high_atr":1.2},"price":8.3514,"vwap":8.2279,"ext_from_open_pct":-2.32,"max_ext_allowed_pct":4.0,"volume_pace":1.791,"trend":"flat","recent_slope_pct":0.0266,"volatility":"medium"},"price":8.3514,"volume":{"bars":128,"last_bar_volume":429.0,"baseline_avg":4629.25,"bar_rvol":0.092672,"raw_accel":-0.629314,"smooth_accel":0.789048,"accel_momentum":0.199663,"rvol_3bar":[2.6246,0.163672,0.092672],"trend_3bar":"DECELERATING","projected_rvol":2.155101},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":5208.0,"sell_vol":732.0,"unclassified_vol":0.0,"imbalance":0.753535,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":2.877154},"context":{"vwap":8.226738,"price_vs_vwap_pct":1.515324,"ema9":8.33444,"ema20":8.314948,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.881549,"dist_to_hod_atr":8.627956,"atr":0.049676,"spread_atr":0.201306,"own_change_pct":0.225539,"rel_strength_pct":{"SPY":0.196662,"IWM":0.218671}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.069831},"shadow":{"decision":"FAIL","failed":["bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"b6832324beb3","ts":"2026-09-09T15:38:50+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 710.0s, plan says WATCH; stop 8.25, target 8.39 (ceiling), R:R 0.67; R:R 0.67 < 2.0 at 8.34; pullback: buy 8.30-8.33 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.2531,"target":8.39,"target_label":"ceiling","reward_risk":0.67,"pos_in_5d_range_pct":40.6,"room_to_5d_high_atr":1.25},"price":8.335,"vwap":8.2279,"ext_from_open_pct":-2.51,"max_ext_allowed_pct":4.0,"volume_pace":1.789,"trend":"flat","recent_slope_pct":-0.0127,"volatility":"medium"},"price":8.335,"volume":{"bars":128,"last_bar_volume":429.0,"baseline_avg":4629.25,"bar_rvol":0.092672,"raw_accel":-0.629314,"smooth_accel":0.789048,"accel_momentum":0.199663,"rvol_3bar":[2.6246,0.163672,0.092672],"trend_3bar":"DECELERATING","projected_rvol":1.735746},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":5202.0,"sell_vol":676.0,"unclassified_vol":0.0,"imbalance":0.76999,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":4.836224},"context":{"vwap":8.226738,"price_vs_vwap_pct":1.315974,"ema9":8.33444,"ema20":8.314948,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.068337,"dist_to_hod_atr":8.958097,"atr":0.049676,"spread_atr":0.201306,"own_change_pct":0.225539,"rel_strength_pct":{"SPY":0.196662,"IWM":0.218671}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.071356},"shadow":{"decision":"FAIL","failed":["bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"56082766425b","ts":"2026-09-09T15:39:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 720.0s, plan says PASS; stop 8.27, target 9.22 (premarket_high), R:R 10.65; target 0.87 away > ~0.19 reachable in 256 min","plan":{"state":"PASS","setup":"","stop":8.2694,"target":9.2235,"target_label":"premarket_high","reward_risk":10.65,"pos_in_5d_range_pct":42.9,"room_to_5d_high_atr":1.2},"price":8.3513,"vwap":8.228,"ext_from_open_pct":-2.32,"max_ext_allowed_pct":4.0,"volume_pace":1.787,"trend":"flat","recent_slope_pct":0.0264,"volatility":"medium"},"price":8.3513,"volume":{"bars":128,"last_bar_volume":429.0,"baseline_avg":4629.25,"bar_rvol":0.092672,"raw_accel":-0.629314,"smooth_accel":0.789048,"accel_momentum":0.199663,"rvol_3bar":[2.6246,0.163672,0.092672],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":5313.0,"sell_vol":758.0,"unclassified_vol":0.0,"imbalance":0.750288,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":0.194297},"context":{"vwap":8.226738,"price_vs_vwap_pct":1.514108,"ema9":8.33444,"ema20":8.314948,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.882688,"dist_to_hod_atr":8.629969,"atr":0.049676,"spread_atr":0.201306,"own_change_pct":0.225539,"rel_strength_pct":{"SPY":0.231444,"IWM":0.191193}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.06953},"shadow":{"decision":"FAIL","failed":["bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"3035c931069d","ts":"2026-09-09T15:39:25+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.5367,"target":11.98,"target_label":"range_20d_high","reward_risk":1.04,"pos_in_5d_range_pct":151.7,"room_to_5d_high_atr":-1.05},"price":11.7542,"vwap":11.5948,"ext_from_open_pct":0.46,"max_ext_allowed_pct":4.0,"volume_pace":2.317,"trend":"flat","recent_slope_pct":-0.0227,"volatility":"medium"},"price":11.7542,"volume":{"bars":129,"last_bar_volume":7751.0,"baseline_avg":1645.1,"bar_rvol":4.711568,"raw_accel":11.582792,"smooth_accel":-0.494226,"accel_momentum":0.390984,"rvol_3bar":[0.374653,0.341057,4.711568],"trend_3bar":"MIXED","projected_rvol":0.001459},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":1.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":11.7,"ask":11.77,"spread_pct":0.596506,"quote_size_imbalance":null,"quote_age_s":2.040963},"context":{"vwap":11.594775,"price_vs_vwap_pct":1.374976,"ema9":11.723008,"ema20":11.730246,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.654098,"dist_to_hod_atr":4.127102,"atr":0.108018,"spread_atr":0.648042,"own_change_pct":-0.420883,"rel_strength_pct":{"SPY":-0.414977,"IWM":-0.455228}},"vas":{"raw":4,"score":6.9,"components":{"rvol":3,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":4.711568},"shadow":{"decision":"FAIL","failed":["spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6ceb17155ac3","ts":"2026-09-09T15:39:30+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 750.0s, plan says WATCH; stop 8.25, target 8.39 (ceiling), R:R 0.73; R:R 0.73 < 2.0 at 8.33; pullback: buy 8.30-8.33 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.2481,"target":8.39,"target_label":"ceiling","reward_risk":0.73,"pos_in_5d_range_pct":39.9,"room_to_5d_high_atr":1.27},"price":8.33,"vwap":8.2284,"ext_from_open_pct":-2.57,"max_ext_allowed_pct":3.0,"volume_pace":1.786,"trend":"flat","recent_slope_pct":-0.0356,"volatility":"medium"},"price":8.33,"volume":{"bars":129,"last_bar_volume":6889.0,"baseline_avg":4603.1,"bar_rvol":1.4966,"raw_accel":4.9864,"smooth_accel":-0.322134,"accel_momentum":-1.111182,"rvol_3bar":[0.163672,0.092672,1.4966],"trend_3bar":"MIXED","projected_rvol":0.963264},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":1595.0,"sell_vol":622.0,"unclassified_vol":0.0,"imbalance":0.438881,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":0.211805},"context":{"vwap":8.227986,"price_vs_vwap_pct":1.239837,"ema9":8.337812,"ema20":8.31841,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.125285,"dist_to_hod_atr":9.400397,"atr":0.04787,"spread_atr":0.208898,"own_change_pct":0.194359,"rel_strength_pct":{"SPY":0.200265,"IWM":0.160013}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.65683},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e183555765cb","ts":"2026-09-09T15:39:35+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 755.0s, plan says PASS; stop 8.27, target 9.22 (premarket_high), R:R 10.64; target 0.87 away > ~0.19 reachable in 255 min","plan":{"state":"PASS","setup":"","stop":8.2701,"target":9.2235,"target_label":"premarket_high","reward_risk":10.64,"pos_in_5d_range_pct":43.0,"room_to_5d_high_atr":1.2},"price":8.352,"vwap":8.2284,"ext_from_open_pct":-2.32,"max_ext_allowed_pct":3.0,"volume_pace":1.786,"trend":"flat","recent_slope_pct":0.0171,"volatility":"medium"},"price":8.352,"volume":{"bars":129,"last_bar_volume":6889.0,"baseline_avg":4603.1,"bar_rvol":1.4966,"raw_accel":4.9864,"smooth_accel":-0.322134,"accel_momentum":-1.111182,"rvol_3bar":[0.163672,0.092672,1.4966],"trend_3bar":"MIXED","projected_rvol":0.900139},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":1707.0,"sell_vol":622.0,"unclassified_vol":0.0,"imbalance":0.465865,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":2.70117},"context":{"vwap":8.227986,"price_vs_vwap_pct":1.507217,"ema9":8.337812,"ema20":8.31841,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.874715,"dist_to_hod_atr":8.940822,"atr":0.04787,"spread_atr":0.208898,"own_change_pct":0.194359,"rel_strength_pct":{"SPY":0.200265,"IWM":0.160013}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.697214},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ba9f6e957fef","ts":"2026-09-09T15:39:55+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 775.0s, plan says WATCH; stop 8.24, target 8.39 (ceiling), R:R 0.79; no reclaim yet (needs a close > 8.36); R:R 0.79 < 2.0 at 8.32; pullback: buy 8.30-8.33 holding + reclaim/fading selling/suppor","plan":{"state":"WATCH","setup":"","stop":8.2431,"target":8.39,"target_label":"ceiling","reward_risk":0.79,"pos_in_5d_range_pct":39.1,"room_to_5d_high_atr":1.28},"price":8.325,"vwap":8.2284,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":4.0,"volume_pace":1.781,"trend":"flat","recent_slope_pct":-0.0476,"volatility":"medium"},"price":8.325,"volume":{"bars":129,"last_bar_volume":6889.0,"baseline_avg":4603.1,"bar_rvol":1.4966,"raw_accel":4.9864,"smooth_accel":-0.322134,"accel_momentum":-1.111182,"rvol_3bar":[0.163672,0.092672,1.4966],"trend_3bar":"MIXED","projected_rvol":0.606469},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":320.0,"sell_vol":655.0,"unclassified_vol":0.0,"imbalance":-0.34359,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":0.041882},"context":{"vwap":8.227986,"price_vs_vwap_pct":1.179069,"ema9":8.337812,"ema20":8.31841,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.182232,"dist_to_hod_atr":9.504846,"atr":0.04787,"spread_atr":0.208898,"own_change_pct":0.194359,"rel_strength_pct":{"SPY":0.200265,"IWM":0.160013}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.514216},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b987e1734d55","ts":"2026-09-09T15:40:00+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2581,"target":9.2235,"target_label":"premarket_high","reward_risk":10.79,"pos_in_5d_range_pct":41.3,"room_to_5d_high_atr":1.24},"price":8.34,"vwap":8.2287,"ext_from_open_pct":-2.46,"max_ext_allowed_pct":4.0,"volume_pace":1.784,"trend":"flat","recent_slope_pct":-0.0116,"volatility":"medium"},"price":8.34,"volume":{"bars":129,"last_bar_volume":6889.0,"baseline_avg":4603.1,"bar_rvol":1.4966,"raw_accel":4.9864,"smooth_accel":-0.322134,"accel_momentum":-1.111182,"rvol_3bar":[0.163672,0.092672,1.4966],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":1353.0,"sell_vol":434.0,"unclassified_vol":0.0,"imbalance":0.51427,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":0.092201},"context":{"vwap":8.227986,"price_vs_vwap_pct":1.361374,"ema9":8.337812,"ema20":8.31841,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.01139,"dist_to_hod_atr":9.191499,"atr":0.04787,"spread_atr":0.208898,"own_change_pct":0.194359,"rel_strength_pct":{"SPY":0.094641,"IWM":0.067342}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.769656},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"227652421105","ts":"2026-09-09T15:40:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.2659,"target":9.2235,"target_label":"premarket_high","reward_risk":10.7,"pos_in_5d_range_pct":42.4,"room_to_5d_high_atr":1.21},"price":8.3478,"vwap":8.2287,"ext_from_open_pct":-2.36,"max_ext_allowed_pct":4.0,"volume_pace":1.783,"trend":"flat","recent_slope_pct":0.023,"volatility":"medium"},"price":8.3478,"volume":{"bars":130,"last_bar_volume":4004.0,"baseline_avg":4942.4,"bar_rvol":0.810133,"raw_accel":-0.418784,"smooth_accel":-0.095542,"accel_momentum":0.226591,"rvol_3bar":[0.092672,1.4966,0.810133],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1189.0,"sell_vol":434.0,"unclassified_vol":0.0,"imbalance":0.465188,"bid":8.33,"ask":8.34,"spread_pct":0.119976,"quote_size_imbalance":null,"quote_age_s":0.519481},"context":{"vwap":8.228665,"price_vs_vwap_pct":1.447806,"ema9":8.338249,"ema20":8.320467,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.922551,"dist_to_hod_atr":9.318756,"atr":0.04638,"spread_atr":0.215612,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.099718,"IWM":-0.127017}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.376864},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"cd92434758bc","ts":"2026-09-09T15:40:05+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.47,"target":12.74,"target_label":"premarket_high","reward_risk":1.57,"pos_in_5d_range_pct":34.7,"room_to_5d_high_atr":1.37},"price":12.575,"vwap":12.5723,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":4.0,"volume_pace":3.618,"trend":"flat","recent_slope_pct":0.0342,"volatility":"medium"},"price":12.575,"volume":{"bars":130,"last_bar_volume":20797.0,"baseline_avg":8577.4,"bar_rvol":2.424628,"raw_accel":3.01409,"smooth_accel":1.216902,"accel_momentum":1.169051,"rvol_3bar":[1.341161,0.592666,2.424628],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":249,"trade_rate":8.3,"buy_vol":8932.0,"sell_vol":11271.0,"unclassified_vol":0.0,"imbalance":-0.115775,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":0.332123},"context":{"vwap":12.572279,"price_vs_vwap_pct":0.02164,"ema9":12.55771,"ema20":12.562121,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.987529,"dist_to_hod_atr":7.90363,"atr":0.032264,"spread_atr":0.309946,"own_change_pct":0.039013,"rel_strength_pct":{"SPY":-0.060705,"IWM":-0.088004}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.280711},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9d28c3ecab94","ts":"2026-09-09T15:40:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.56 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.46,"target":12.74,"target_label":"premarket_high","reward_risk":1.67,"pos_in_5d_range_pct":33.5,"room_to_5d_high_atr":1.39},"price":12.565,"vwap":12.5723,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":4.0,"volume_pace":3.617,"trend":"flat","recent_slope_pct":0.0183,"volatility":"medium"},"price":12.565,"volume":{"bars":130,"last_bar_volume":20797.0,"baseline_avg":8577.4,"bar_rvol":2.424628,"raw_accel":3.01409,"smooth_accel":1.216902,"accel_momentum":1.169051,"rvol_3bar":[1.341161,0.592666,2.424628],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":267,"trade_rate":8.9,"buy_vol":9153.0,"sell_vol":11762.0,"unclassified_vol":0.0,"imbalance":-0.124743,"bid":12.56,"ask":12.57,"spread_pct":0.079586,"quote_size_imbalance":null,"quote_age_s":0.564038},"context":{"vwap":12.572279,"price_vs_vwap_pct":-0.0579,"ema9":12.55771,"ema20":12.562121,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.065472,"dist_to_hod_atr":8.213576,"atr":0.032264,"spread_atr":0.309946,"own_change_pct":0.039013,"rel_strength_pct":{"SPY":-0.060705,"IWM":-0.088004}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.302455},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ab706d1165a5","ts":"2026-09-09T15:40:20+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2431,"target":8.39,"target_label":"ceiling","reward_risk":0.79,"pos_in_5d_range_pct":39.1,"room_to_5d_high_atr":1.28},"price":8.325,"vwap":8.229,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":3.0,"volume_pace":1.785,"trend":"flat","recent_slope_pct":-0.0317,"volatility":"medium"},"price":8.325,"volume":{"bars":130,"last_bar_volume":4004.0,"baseline_avg":4942.4,"bar_rvol":0.810133,"raw_accel":-0.418784,"smooth_accel":-0.095542,"accel_momentum":0.226591,"rvol_3bar":[0.092672,1.4966,0.810133],"trend_3bar":"MIXED","projected_rvol":1.303213},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":2454.0,"sell_vol":1139.0,"unclassified_vol":0.0,"imbalance":0.365989,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":0.787387},"context":{"vwap":8.228665,"price_vs_vwap_pct":1.170726,"ema9":8.338249,"ema20":8.320467,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.182232,"dist_to_hod_atr":9.810351,"atr":0.04638,"spread_atr":0.215612,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.099718,"IWM":-0.127017}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.2965},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"373bb9e42864","ts":"2026-09-09T15:40:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2651,"target":9.2235,"target_label":"premarket_high","reward_risk":10.71,"pos_in_5d_range_pct":42.3,"room_to_5d_high_atr":1.22},"price":8.347,"vwap":8.229,"ext_from_open_pct":-2.37,"max_ext_allowed_pct":3.0,"volume_pace":1.784,"trend":"flat","recent_slope_pct":0.0211,"volatility":"medium"},"price":8.347,"volume":{"bars":130,"last_bar_volume":4004.0,"baseline_avg":4942.4,"bar_rvol":0.810133,"raw_accel":-0.418784,"smooth_accel":-0.095542,"accel_momentum":0.226591,"rvol_3bar":[0.092672,1.4966,0.810133],"trend_3bar":"MIXED","projected_rvol":1.048883},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":2467.0,"sell_vol":1138.0,"unclassified_vol":0.0,"imbalance":0.368655,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":1.515028},"context":{"vwap":8.228665,"price_vs_vwap_pct":1.438084,"ema9":8.338249,"ema20":8.320467,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.931663,"dist_to_hod_atr":9.336005,"atr":0.04638,"spread_atr":0.215612,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.099718,"IWM":-0.127017}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.298659},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"48266e9e8142","ts":"2026-09-09T15:40:40+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2513,"target":8.39,"target_label":"ceiling","reward_risk":0.69,"pos_in_5d_range_pct":40.3,"room_to_5d_high_atr":1.26},"price":8.3332,"vwap":8.229,"ext_from_open_pct":-2.54,"max_ext_allowed_pct":4.0,"volume_pace":1.781,"trend":"flat","recent_slope_pct":-0.012,"volatility":"medium"},"price":8.3332,"volume":{"bars":130,"last_bar_volume":4004.0,"baseline_avg":4942.4,"bar_rvol":0.810133,"raw_accel":-0.418784,"smooth_accel":-0.095542,"accel_momentum":0.226591,"rvol_3bar":[0.092672,1.4966,0.810133],"trend_3bar":"MIXED","projected_rvol":0.698952},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":723.0,"sell_vol":404.0,"unclassified_vol":0.0,"imbalance":0.283052,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":9.48295},"context":{"vwap":8.228665,"price_vs_vwap_pct":1.270378,"ema9":8.338249,"ema20":8.320467,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.088838,"dist_to_hod_atr":9.633549,"atr":0.04638,"spread_atr":0.215612,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.099718,"IWM":-0.127017}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.22931},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d4408b3565c4","ts":"2026-09-09T15:40:45+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2431,"target":8.39,"target_label":"ceiling","reward_risk":0.79,"pos_in_5d_range_pct":39.1,"room_to_5d_high_atr":1.28},"price":8.325,"vwap":8.229,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":4.0,"volume_pace":1.78,"trend":"flat","recent_slope_pct":-0.0317,"volatility":"medium"},"price":8.325,"volume":{"bars":130,"last_bar_volume":4004.0,"baseline_avg":4942.4,"bar_rvol":0.810133,"raw_accel":-0.418784,"smooth_accel":-0.095542,"accel_momentum":0.226591,"rvol_3bar":[0.092672,1.4966,0.810133],"trend_3bar":"MIXED","projected_rvol":0.62156},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":723.0,"sell_vol":405.0,"unclassified_vol":0.0,"imbalance":0.281915,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":14.48295},"context":{"vwap":8.228665,"price_vs_vwap_pct":1.170726,"ema9":8.338249,"ema20":8.320467,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.182232,"dist_to_hod_atr":9.810351,"atr":0.04638,"spread_atr":0.215612,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.099718,"IWM":-0.127017}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.228388},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"412163f40223","ts":"2026-09-09T15:40:55+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2543,"target":8.39,"target_label":"ceiling","reward_risk":0.66,"pos_in_5d_range_pct":40.8,"room_to_5d_high_atr":1.25},"price":8.3362,"vwap":8.2291,"ext_from_open_pct":-2.5,"max_ext_allowed_pct":4.0,"volume_pace":1.778,"trend":"flat","recent_slope_pct":-0.0048,"volatility":"medium"},"price":8.3362,"volume":{"bars":130,"last_bar_volume":4004.0,"baseline_avg":4942.4,"bar_rvol":0.810133,"raw_accel":-0.418784,"smooth_accel":-0.095542,"accel_momentum":0.226591,"rvol_3bar":[0.092672,1.4966,0.810133],"trend_3bar":"MIXED","projected_rvol":0.531725},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":242.0,"sell_vol":7.0,"unclassified_vol":0.0,"imbalance":0.943775,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":8.785497},"context":{"vwap":8.228665,"price_vs_vwap_pct":1.306835,"ema9":8.338249,"ema20":8.320467,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.05467,"dist_to_hod_atr":9.568866,"atr":0.04638,"spread_atr":0.215612,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.099718,"IWM":-0.127017}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.764583},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4e7a114c3f75","ts":"2026-09-09T15:41:05+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.47,"target":12.74,"target_label":"premarket_high","reward_risk":1.57,"pos_in_5d_range_pct":34.7,"room_to_5d_high_atr":1.37},"price":12.575,"vwap":12.5723,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":4.0,"volume_pace":3.598,"trend":"flat","recent_slope_pct":0.0234,"volatility":"medium"},"price":12.575,"volume":{"bars":131,"last_bar_volume":9485.0,"baseline_avg":8995.45,"bar_rvol":1.054422,"raw_accel":-0.543925,"smooth_accel":0.642034,"accel_momentum":-0.574868,"rvol_3bar":[0.592666,2.424628,1.054422],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":3234.0,"sell_vol":1635.0,"unclassified_vol":0.0,"imbalance":0.328404,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":1.19776},"context":{"vwap":12.572263,"price_vs_vwap_pct":0.021772,"ema9":12.559168,"ema20":12.562395,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.987529,"dist_to_hod_atr":8.166953,"atr":0.031223,"spread_atr":0.320273,"own_change_pct":0.076461,"rel_strength_pct":{"SPY":0.034472,"IWM":0.028386}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.346277},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8575376971c0","ts":"2026-09-09T15:41:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.56 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.4593,"target":12.74,"target_label":"premarket_high","reward_risk":1.67,"pos_in_5d_range_pct":33.4,"room_to_5d_high_atr":1.39},"price":12.5643,"vwap":12.5723,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":4.0,"volume_pace":3.597,"trend":"flat","recent_slope_pct":0.0064,"volatility":"medium"},"price":12.5643,"volume":{"bars":131,"last_bar_volume":9485.0,"baseline_avg":8995.45,"bar_rvol":1.054422,"raw_accel":-0.543925,"smooth_accel":0.642034,"accel_momentum":-0.574868,"rvol_3bar":[0.592666,2.424628,1.054422],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":3855.0,"sell_vol":1411.0,"unclassified_vol":0.0,"imbalance":0.464109,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":0.05308},"context":{"vwap":12.572263,"price_vs_vwap_pct":-0.063336,"ema9":12.559168,"ema20":12.562395,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.070928,"dist_to_hod_atr":8.509645,"atr":0.031223,"spread_atr":0.320273,"own_change_pct":0.076461,"rel_strength_pct":{"SPY":0.034472,"IWM":0.028386}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.489367},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2ead17484364","ts":"2026-09-09T15:41:15+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2431,"target":8.39,"target_label":"ceiling","reward_risk":0.79,"pos_in_5d_range_pct":39.1,"room_to_5d_high_atr":1.28},"price":8.325,"vwap":8.2291,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":4.0,"volume_pace":1.774,"trend":"flat","recent_slope_pct":-0.0886,"volatility":"medium"},"price":8.325,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":0.01056},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":112.0,"sell_vol":6.0,"unclassified_vol":0.0,"imbalance":0.898305,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":5.123615},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.165951,"ema9":8.337839,"ema20":8.321965,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.182232,"dist_to_hod_atr":10.099335,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.267004,"IWM":-0.27309}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.439457},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"446f991d80db","ts":"2026-09-09T15:41:20+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2528,"target":8.39,"target_label":"ceiling","reward_risk":0.68,"pos_in_5d_range_pct":40.5,"room_to_5d_high_atr":1.25},"price":8.3347,"vwap":8.2291,"ext_from_open_pct":-2.52,"max_ext_allowed_pct":4.0,"volume_pace":1.773,"trend":"flat","recent_slope_pct":-0.0653,"volatility":"medium"},"price":8.3347,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":0.071888},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":212.0,"sell_vol":11.0,"unclassified_vol":0.0,"imbalance":0.901345,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":1.222935},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.283826,"ema9":8.337839,"ema20":8.321965,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.071754,"dist_to_hod_atr":9.884031,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.267004,"IWM":-0.27309}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.440944},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"53e4b56c79af","ts":"2026-09-09T15:41:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2634,"target":9.2235,"target_label":"premarket_high","reward_risk":10.73,"pos_in_5d_range_pct":42.1,"room_to_5d_high_atr":1.22},"price":8.3453,"vwap":8.2291,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":4.0,"volume_pace":1.773,"trend":"flat","recent_slope_pct":-0.0399,"volatility":"medium"},"price":8.3453,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":0.203724},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":412.0,"sell_vol":6.0,"unclassified_vol":0.0,"imbalance":0.971292,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":0.486229},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.412638,"ema9":8.337839,"ema20":8.321965,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.951025,"dist_to_hod_atr":9.64875,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.267004,"IWM":-0.27309}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.475162},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8e2fcbdd9b60","ts":"2026-09-09T15:41:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.4701,"target":12.74,"target_label":"premarket_high","reward_risk":1.57,"pos_in_5d_range_pct":34.7,"room_to_5d_high_atr":1.37},"price":12.5751,"vwap":12.5723,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":4.0,"volume_pace":3.586,"trend":"flat","recent_slope_pct":0.0236,"volatility":"medium"},"price":12.5751,"volume":{"bars":131,"last_bar_volume":9485.0,"baseline_avg":8995.45,"bar_rvol":1.054422,"raw_accel":-0.543925,"smooth_accel":0.642034,"accel_momentum":-0.574868,"rvol_3bar":[0.592666,2.424628,1.054422],"trend_3bar":"MIXED","projected_rvol":0.822702},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":697.0,"sell_vol":226.0,"unclassified_vol":0.0,"imbalance":0.510293,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":24.545132},"context":{"vwap":12.572263,"price_vs_vwap_pct":0.022568,"ema9":12.559168,"ema20":12.562395,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.98675,"dist_to_hod_atr":8.16375,"atr":0.031223,"spread_atr":0.320273,"own_change_pct":0.076461,"rel_strength_pct":{"SPY":0.034472,"IWM":0.028386}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.538064},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e718ee872f3c","ts":"2026-09-09T15:41:40+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2518,"target":8.39,"target_label":"ceiling","reward_risk":0.69,"pos_in_5d_range_pct":40.4,"room_to_5d_high_atr":1.26},"price":8.3337,"vwap":8.2291,"ext_from_open_pct":-2.53,"max_ext_allowed_pct":4.0,"volume_pace":1.77,"trend":"flat","recent_slope_pct":-0.0677,"volatility":"medium"},"price":8.3337,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":0.173933},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":467.0,"sell_vol":104.0,"unclassified_vol":0.0,"imbalance":0.635727,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":8.405838},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.271674,"ema9":8.337839,"ema20":8.321965,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.083144,"dist_to_hod_atr":9.906227,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.267004,"IWM":-0.27309}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.311002},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"3795688c0f3f","ts":"2026-09-09T15:41:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.56 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.4538,"target":12.74,"target_label":"premarket_high","reward_risk":1.73,"pos_in_5d_range_pct":32.8,"room_to_5d_high_atr":1.41},"price":12.5588,"vwap":12.5723,"ext_from_open_pct":-0.41,"max_ext_allowed_pct":4.0,"volume_pace":3.584,"trend":"flat","recent_slope_pct":-0.0024,"volatility":"medium"},"price":12.5588,"volume":{"bars":131,"last_bar_volume":9485.0,"baseline_avg":8995.45,"bar_rvol":1.054422,"raw_accel":-0.543925,"smooth_accel":0.642034,"accel_momentum":-0.574868,"rvol_3bar":[0.592666,2.424628,1.054422],"trend_3bar":"MIXED","projected_rvol":0.753214},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":84.0,"sell_vol":311.0,"unclassified_vol":0.0,"imbalance":-0.574684,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":29.545132},"context":{"vwap":12.572263,"price_vs_vwap_pct":-0.107083,"ema9":12.559168,"ema20":12.562395,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.113796,"dist_to_hod_atr":8.685795,"atr":0.031223,"spread_atr":0.320273,"own_change_pct":0.076461,"rel_strength_pct":{"SPY":0.034472,"IWM":0.028386}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.605959},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e81f844562ca","ts":"2026-09-09T15:41:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2606,"target":9.2235,"target_label":"premarket_high","reward_risk":10.76,"pos_in_5d_range_pct":41.7,"room_to_5d_high_atr":1.23},"price":8.3425,"vwap":8.2292,"ext_from_open_pct":-2.43,"max_ext_allowed_pct":4.0,"volume_pace":1.769,"trend":"flat","recent_slope_pct":-0.0466,"volatility":"medium"},"price":8.3425,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":0.16273},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":479.0,"sell_vol":109.0,"unclassified_vol":0.0,"imbalance":0.629252,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":2.343085},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.378612,"ema9":8.337839,"ema20":8.321965,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.982916,"dist_to_hod_atr":9.710899,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.267004,"IWM":-0.27309}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.307834},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"2d861d1f7410","ts":"2026-09-09T15:41:55+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2512,"target":8.39,"target_label":"ceiling","reward_risk":0.69,"pos_in_5d_range_pct":40.3,"room_to_5d_high_atr":1.26},"price":8.3331,"vwap":8.2291,"ext_from_open_pct":-2.54,"max_ext_allowed_pct":3.0,"volume_pace":1.766,"trend":"flat","recent_slope_pct":-0.0692,"volatility":"medium"},"price":8.3331,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":0.133586},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":79.0,"sell_vol":106.0,"unclassified_vol":0.0,"imbalance":-0.145946,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":3.414611},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.264383,"ema9":8.337839,"ema20":8.321965,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.089977,"dist_to_hod_atr":9.919545,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.267004,"IWM":-0.27309}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.071398},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"dbded070fe4e","ts":"2026-09-09T15:42:00+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2634,"target":9.2235,"target_label":"premarket_high","reward_risk":10.73,"pos_in_5d_range_pct":42.1,"room_to_5d_high_atr":1.22},"price":8.3453,"vwap":8.2292,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":4.0,"volume_pace":1.765,"trend":"flat","recent_slope_pct":-0.0399,"volatility":"medium"},"price":8.3453,"volume":{"bars":131,"last_bar_volume":2409.0,"baseline_avg":4924.3,"bar_rvol":0.489207,"raw_accel":-0.398352,"smooth_accel":0.112393,"accel_momentum":0.207936,"rvol_3bar":[1.4966,0.810133,0.489207],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":89.0,"sell_vol":106.0,"unclassified_vol":0.0,"imbalance":-0.087179,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":0.821941},"context":{"vwap":8.229053,"price_vs_vwap_pct":1.412638,"ema9":8.337839,"ema20":8.321965,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.951025,"dist_to_hod_atr":9.64875,"atr":0.045052,"spread_atr":0.221963,"own_change_pct":-0.225015,"rel_strength_pct":{"SPY":-0.212552,"IWM":-0.176964}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.042649},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"444a02e6ae23","ts":"2026-09-09T15:42:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2431,"target":8.39,"target_label":"ceiling","reward_risk":0.79,"pos_in_5d_range_pct":39.1,"room_to_5d_high_atr":1.28},"price":8.325,"vwap":8.2292,"ext_from_open_pct":-2.63,"max_ext_allowed_pct":4.0,"volume_pace":1.763,"trend":"flat","recent_slope_pct":-0.0567,"volatility":"medium"},"price":8.325,"volume":{"bars":132,"last_bar_volume":613.0,"baseline_avg":5036.35,"bar_rvol":0.121715,"raw_accel":-0.745538,"smooth_accel":-0.129368,"accel_momentum":-0.241761,"rvol_3bar":[0.810133,0.489207,0.121715],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":34.0,"sell_vol":15.0,"unclassified_vol":0.0,"imbalance":0.387755,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":3.638334},"context":{"vwap":8.229154,"price_vs_vwap_pct":1.164714,"ema9":8.339332,"ema20":8.324187,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.182232,"dist_to_hod_atr":10.413906,"atr":0.043692,"spread_atr":0.228877,"own_change_pct":0.171648,"rel_strength_pct":{"SPY":0.184111,"IWM":0.219699}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.047196},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"fdb147b5bc61","ts":"2026-09-09T15:43:00+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2131,"target":8.39,"target_label":"ceiling","reward_risk":1.16,"pos_in_5d_range_pct":34.8,"room_to_5d_high_atr":1.37},"price":8.295,"vwap":8.2293,"ext_from_open_pct":-2.98,"max_ext_allowed_pct":3.0,"volume_pace":1.755,"trend":"flat","recent_slope_pct":-0.1288,"volatility":"medium"},"price":8.295,"volume":{"bars":132,"last_bar_volume":613.0,"baseline_avg":5036.35,"bar_rvol":0.121715,"raw_accel":-0.745538,"smooth_accel":-0.129368,"accel_momentum":-0.241761,"rvol_3bar":[0.810133,0.489207,0.121715],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":259.0,"sell_vol":810.0,"unclassified_vol":0.0,"imbalance":-0.515435,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":1.312555},"context":{"vwap":8.229154,"price_vs_vwap_pct":0.800156,"ema9":8.339332,"ema20":8.324187,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.523918,"dist_to_hod_atr":11.100537,"atr":0.043692,"spread_atr":0.228877,"own_change_pct":0.171648,"rel_strength_pct":{"SPY":0.150653,"IWM":0.15448}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.062736},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e0f3f5193324","ts":"2026-09-09T15:43:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2283,"target":8.39,"target_label":"ceiling","reward_risk":0.97,"pos_in_5d_range_pct":37.0,"room_to_5d_high_atr":1.33},"price":8.3102,"vwap":8.2293,"ext_from_open_pct":-2.8,"max_ext_allowed_pct":3.0,"volume_pace":1.754,"trend":"flat","recent_slope_pct":-0.1211,"volatility":"medium"},"price":8.3102,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":233.0,"sell_vol":216.0,"unclassified_vol":0.0,"imbalance":0.037862,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":0.998686},"context":{"vwap":8.22929,"price_vs_vwap_pct":0.983194,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.350797,"dist_to_hod_atr":10.613685,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.008207},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"58dbea9f0038","ts":"2026-09-09T15:43:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":105.7,"room_to_5d_high_atr":-0.19},"price":10.935,"vwap":10.9165,"ext_from_open_pct":-0.59,"max_ext_allowed_pct":4.0,"volume_pace":1.156,"trend":"flat","recent_slope_pct":0.0869,"volatility":"medium"},"price":10.935,"volume":{"bars":133,"last_bar_volume":278534.0,"baseline_avg":396250.15,"bar_rvol":0.702925,"raw_accel":-0.411123,"smooth_accel":-0.37867,"accel_momentum":-0.052198,"rvol_3bar":[0.550615,1.247821,0.702925],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":188,"trade_rate":6.266667,"buy_vol":99558.0,"sell_vol":8617.0,"unclassified_vol":0.0,"imbalance":0.840684,"bid":10.93,"ask":10.94,"spread_pct":0.091449,"quote_size_imbalance":null,"quote_age_s":0.038238},"context":{"vwap":10.916528,"price_vs_vwap_pct":0.169213,"ema9":10.896279,"ema20":10.874537,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.97221,"dist_to_hod_atr":2.368452,"atr":0.092888,"spread_atr":0.107657,"own_change_pct":0.640565,"rel_strength_pct":{"SPY":0.61957,"IWM":0.623397}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.590938},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"11dbda81c719","ts":"2026-09-09T15:43:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2081,"target":8.39,"target_label":"ceiling","reward_risk":1.22,"pos_in_5d_range_pct":34.1,"room_to_5d_high_atr":1.39},"price":8.29,"vwap":8.2293,"ext_from_open_pct":-3.04,"max_ext_allowed_pct":3.0,"volume_pace":1.753,"trend":"flat","recent_slope_pct":-0.1697,"volatility":"medium"},"price":8.29,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":233.0,"sell_vol":251.0,"unclassified_vol":0.0,"imbalance":-0.03719,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":4.193251},"context":{"vwap":8.22929,"price_vs_vwap_pct":0.737729,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.580866,"dist_to_hod_atr":11.070042,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.008062},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dfbda6ca130f","ts":"2026-09-09T15:43:10+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":105.7,"room_to_5d_high_atr":-0.19},"price":10.9347,"vwap":10.9165,"ext_from_open_pct":-0.59,"max_ext_allowed_pct":4.0,"volume_pace":1.155,"trend":"flat","recent_slope_pct":0.0863,"volatility":"medium"},"price":10.9347,"volume":{"bars":133,"last_bar_volume":278534.0,"baseline_avg":396250.15,"bar_rvol":0.702925,"raw_accel":-0.411123,"smooth_accel":-0.37867,"accel_momentum":-0.052198,"rvol_3bar":[0.550615,1.247821,0.702925],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":186,"trade_rate":6.2,"buy_vol":96959.0,"sell_vol":5783.0,"unclassified_vol":0.0,"imbalance":0.887427,"bid":10.93,"ask":10.94,"spread_pct":0.091449,"quote_size_imbalance":null,"quote_age_s":0.012805},"context":{"vwap":10.916528,"price_vs_vwap_pct":0.166464,"ema9":10.896279,"ema20":10.874537,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.974899,"dist_to_hod_atr":2.371682,"atr":0.092888,"spread_atr":0.107657,"own_change_pct":0.640565,"rel_strength_pct":{"SPY":0.61957,"IWM":0.623397}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.623794},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dcf670e884f6","ts":"2026-09-09T15:43:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":12.47,"target":12.74,"target_label":"premarket_high","reward_risk":1.57,"pos_in_5d_range_pct":34.7,"room_to_5d_high_atr":1.37},"price":12.575,"vwap":12.5722,"ext_from_open_pct":-0.28,"max_ext_allowed_pct":4.0,"volume_pace":3.555,"trend":"flat","recent_slope_pct":0.0161,"volatility":"medium"},"price":12.575,"volume":{"bars":133,"last_bar_volume":4057.0,"baseline_avg":9270.85,"bar_rvol":0.437608,"raw_accel":-0.569321,"smooth_accel":-0.428635,"accel_momentum":-1.140666,"rvol_3bar":[1.054422,1.020607,0.437608],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":1990.0,"sell_vol":4026.0,"unclassified_vol":0.0,"imbalance":-0.338431,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":1.389045},"context":{"vwap":12.57224,"price_vs_vwap_pct":0.021954,"ema9":12.560468,"ema20":12.562437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.987529,"dist_to_hod_atr":8.746243,"atr":0.029155,"spread_atr":0.34299,"own_change_pct":0.037419,"rel_strength_pct":{"SPY":0.016424,"IWM":0.020252}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.1481},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1e02b391c241","ts":"2026-09-09T15:43:15+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2304,"target":8.39,"target_label":"ceiling","reward_risk":0.95,"pos_in_5d_range_pct":37.3,"room_to_5d_high_atr":1.32},"price":8.3123,"vwap":8.2293,"ext_from_open_pct":-2.78,"max_ext_allowed_pct":3.0,"volume_pace":1.752,"trend":"flat","recent_slope_pct":-0.116,"volatility":"medium"},"price":8.3123,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":0.043314},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":249.0,"sell_vol":251.0,"unclassified_vol":0.0,"imbalance":-0.004,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":4.856229},"context":{"vwap":8.22929,"price_vs_vwap_pct":1.008712,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.326879,"dist_to_hod_atr":10.566242,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.000867},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1f40ccb893bc","ts":"2026-09-09T15:43:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.56 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.4596,"target":12.74,"target_label":"premarket_high","reward_risk":1.67,"pos_in_5d_range_pct":33.5,"room_to_5d_high_atr":1.39},"price":12.5646,"vwap":12.5722,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":4.0,"volume_pace":3.553,"trend":"flat","recent_slope_pct":-0.0005,"volatility":"medium"},"price":12.5646,"volume":{"bars":133,"last_bar_volume":4057.0,"baseline_avg":9270.85,"bar_rvol":0.437608,"raw_accel":-0.569321,"smooth_accel":-0.428635,"accel_momentum":-1.140666,"rvol_3bar":[1.054422,1.020607,0.437608],"trend_3bar":"DECELERATING","projected_rvol":1.565768},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":2113.0,"sell_vol":3234.0,"unclassified_vol":0.0,"imbalance":-0.20965,"bid":12.57,"ask":12.58,"spread_pct":0.079523,"quote_size_imbalance":null,"quote_age_s":3.086087},"context":{"vwap":12.57224,"price_vs_vwap_pct":-0.060768,"ema9":12.560468,"ema20":12.562437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.068589,"dist_to_hod_atr":9.102952,"atr":0.029155,"spread_atr":0.34299,"own_change_pct":0.037419,"rel_strength_pct":{"SPY":0.016424,"IWM":0.020252}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.091745},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"9dd950b214ef","ts":"2026-09-09T15:43:20+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.223,"target":8.39,"target_label":"ceiling","reward_risk":1.04,"pos_in_5d_range_pct":36.2,"room_to_5d_high_atr":1.34},"price":8.3049,"vwap":8.2294,"ext_from_open_pct":-2.87,"max_ext_allowed_pct":4.0,"volume_pace":1.752,"trend":"flat","recent_slope_pct":-0.1338,"volatility":"medium"},"price":8.3049,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":0.396447},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":546.0,"sell_vol":559.0,"unclassified_vol":0.0,"imbalance":-0.011765,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":0.999127},"context":{"vwap":8.22929,"price_vs_vwap_pct":0.91879,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.411162,"dist_to_hod_atr":10.733422,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.00255},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"139be088c96d","ts":"2026-09-09T15:43:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2628,"target":9.2235,"target_label":"premarket_high","reward_risk":10.73,"pos_in_5d_range_pct":42.0,"room_to_5d_high_atr":1.22},"price":8.3447,"vwap":8.2294,"ext_from_open_pct":-2.4,"max_ext_allowed_pct":4.0,"volume_pace":1.751,"trend":"flat","recent_slope_pct":-0.0382,"volatility":"medium"},"price":8.3447,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":0.31812},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":518.0,"sell_vol":558.0,"unclassified_vol":0.0,"imbalance":-0.037175,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":1.378715},"context":{"vwap":8.22929,"price_vs_vwap_pct":1.402428,"ema9":8.330465,"ema20":8.321408,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.957859,"dist_to_hod_atr":9.834264,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.008058},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"87426fdb8714","ts":"2026-09-09T15:43:30+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2296,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":4.0,"volume_pace":1.755,"trend":"flat","recent_slope_pct":-0.1095,"volatility":"medium"},"price":8.315,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":1.005454},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":1989.0,"sell_vol":518.0,"unclassified_vol":0.0,"imbalance":0.586757,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":1.634684},"context":{"vwap":8.22929,"price_vs_vwap_pct":1.041522,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.505244,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.127193},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c23c8e5b3bbe","ts":"2026-09-09T15:43:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2209,"target":8.39,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":35.9,"room_to_5d_high_atr":1.35},"price":8.3028,"vwap":8.2296,"ext_from_open_pct":-2.89,"max_ext_allowed_pct":4.0,"volume_pace":1.752,"trend":"flat","recent_slope_pct":-0.1389,"volatility":"medium"},"price":8.3028,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":0.694099},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":2012.0,"sell_vol":530.0,"unclassified_vol":0.0,"imbalance":0.583006,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":1.677255},"context":{"vwap":8.22929,"price_vs_vwap_pct":0.893271,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.43508,"dist_to_hod_atr":10.780865,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.126379},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e17405e201ae","ts":"2026-09-09T15:43:50+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":105.7,"room_to_5d_high_atr":-0.19},"price":10.935,"vwap":10.9165,"ext_from_open_pct":-0.59,"max_ext_allowed_pct":3.0,"volume_pace":1.153,"trend":"flat","recent_slope_pct":0.0869,"volatility":"medium"},"price":10.935,"volume":{"bars":133,"last_bar_volume":278534.0,"baseline_avg":396250.15,"bar_rvol":0.702925,"raw_accel":-0.411123,"smooth_accel":-0.37867,"accel_momentum":-0.052198,"rvol_3bar":[0.550615,1.247821,0.702925],"trend_3bar":"MIXED","projected_rvol":0.538932},"flow":{"window_s":30,"trades":240,"trade_rate":8.0,"buy_vol":66340.0,"sell_vol":49752.0,"unclassified_vol":0.0,"imbalance":0.142887,"bid":10.93,"ask":10.94,"spread_pct":0.091449,"quote_size_imbalance":null,"quote_age_s":0.275522},"context":{"vwap":10.916528,"price_vs_vwap_pct":0.169213,"ema9":10.896279,"ema20":10.874537,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.97221,"dist_to_hod_atr":2.368452,"atr":0.092888,"spread_atr":0.107657,"own_change_pct":0.640565,"rel_strength_pct":{"SPY":0.61957,"IWM":0.623397}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.100439},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eb36c1101af6","ts":"2026-09-09T15:43:55+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2296,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":1.75,"trend":"flat","recent_slope_pct":-0.1095,"volatility":"medium"},"price":8.315,"volume":{"bars":133,"last_bar_volume":1081.0,"baseline_avg":4986.8,"bar_rvol":0.216772,"raw_accel":-0.132911,"smooth_accel":-0.637608,"accel_momentum":-0.50824,"rvol_3bar":[0.489207,0.121715,0.216772],"trend_3bar":"MIXED","projected_rvol":0.568118},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":1714.0,"sell_vol":222.0,"unclassified_vol":0.0,"imbalance":0.770661,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":11.677255},"context":{"vwap":8.22929,"price_vs_vwap_pct":1.041522,"ema9":8.330465,"ema20":8.321408,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.505244,"atr":0.044264,"spread_atr":0.225919,"own_change_pct":-0.711003,"rel_strength_pct":{"SPY":-0.731998,"IWM":-0.728171}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.167058},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"279ec1b9a7e7","ts":"2026-09-09T15:44:15+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2599,"target":9.2235,"target_label":"premarket_high","reward_risk":10.77,"pos_in_5d_range_pct":41.6,"room_to_5d_high_atr":1.23},"price":8.3418,"vwap":8.2297,"ext_from_open_pct":-2.44,"max_ext_allowed_pct":3.0,"volume_pace":1.746,"trend":"flat","recent_slope_pct":-0.0229,"volatility":"medium"},"price":8.3418,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.195403},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":205.0,"sell_vol":143.0,"unclassified_vol":0.0,"imbalance":0.178161,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":4.012198},"context":{"vwap":8.229643,"price_vs_vwap_pct":1.362838,"ema9":8.327372,"ema20":8.320797,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.990888,"dist_to_hod_atr":9.703478,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.095453},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"453dd7abf92b","ts":"2026-09-09T15:44:20+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2297,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":1.745,"trend":"flat","recent_slope_pct":-0.0874,"volatility":"medium"},"price":8.315,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.162041},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":205.0,"sell_vol":169.0,"unclassified_vol":0.0,"imbalance":0.096257,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":3.52465},"context":{"vwap":8.229643,"price_vs_vwap_pct":1.037186,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.296936,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.051571},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e5fffad11237","ts":"2026-09-09T15:44:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2217,"target":8.39,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":36.0,"room_to_5d_high_atr":1.35},"price":8.3036,"vwap":8.2297,"ext_from_open_pct":-2.88,"max_ext_allowed_pct":3.0,"volume_pace":1.743,"trend":"flat","recent_slope_pct":-0.1148,"volatility":"medium"},"price":8.3036,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.127886},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":114.0,"sell_vol":208.0,"unclassified_vol":0.0,"imbalance":-0.291925,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":13.52465},"context":{"vwap":8.229643,"price_vs_vwap_pct":0.898662,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.425968,"dist_to_hod_atr":10.549377,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.156405},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c491eb8bec6c","ts":"2026-09-09T15:44:40+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2297,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":1.741,"trend":"flat","recent_slope_pct":-0.0874,"volatility":"medium"},"price":8.315,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.099489},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":123.0,"sell_vol":65.0,"unclassified_vol":0.0,"imbalance":0.308511,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":23.52465},"context":{"vwap":8.229643,"price_vs_vwap_pct":1.037186,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.296936,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.165291},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"adbbfce7108c","ts":"2026-09-09T15:44:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2196,"target":8.39,"target_label":"ceiling","reward_risk":1.08,"pos_in_5d_range_pct":35.7,"room_to_5d_high_atr":1.35},"price":8.3015,"vwap":8.2297,"ext_from_open_pct":-2.91,"max_ext_allowed_pct":3.0,"volume_pace":1.74,"trend":"flat","recent_slope_pct":-0.1199,"volatility":"medium"},"price":8.3015,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.124179},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":136.0,"sell_vol":87.0,"unclassified_vol":0.0,"imbalance":0.219731,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":0.698729},"context":{"vwap":8.229643,"price_vs_vwap_pct":0.873145,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.449886,"dist_to_hod_atr":10.595879,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.117725},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7a7f76818a69","ts":"2026-09-09T15:44:50+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2297,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":1.739,"trend":"flat","recent_slope_pct":-0.0874,"volatility":"medium"},"price":8.315,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.114144},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":136.0,"sell_vol":71.0,"unclassified_vol":0.0,"imbalance":0.31401,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":1.905541},"context":{"vwap":8.229643,"price_vs_vwap_pct":1.037186,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.296936,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.168237},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"542ceef2758d","ts":"2026-09-09T15:44:55+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.223,"target":8.39,"target_label":"ceiling","reward_risk":1.04,"pos_in_5d_range_pct":36.2,"room_to_5d_high_atr":1.34},"price":8.3049,"vwap":8.2297,"ext_from_open_pct":-2.87,"max_ext_allowed_pct":3.0,"volume_pace":1.739,"trend":"flat","recent_slope_pct":-0.1117,"volatility":"medium"},"price":8.3049,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":0.130846},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":254.0,"sell_vol":68.0,"unclassified_vol":0.0,"imbalance":0.57764,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":0.620917},"context":{"vwap":8.229643,"price_vs_vwap_pct":0.914459,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.411162,"dist_to_hod_atr":10.52059,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.474037,"IWM":-0.439813}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.309482},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3d0188f7175a","ts":"2026-09-09T15:45:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2297,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":1.738,"trend":"flat","recent_slope_pct":-0.0874,"volatility":"medium"},"price":8.315,"volume":{"bars":134,"last_bar_volume":2698.0,"baseline_avg":5035.75,"bar_rvol":0.535769,"raw_accel":1.143077,"smooth_accel":-0.669824,"accel_momentum":-0.032216,"rvol_3bar":[0.121715,0.216772,0.535769],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":246.0,"sell_vol":38.0,"unclassified_vol":0.0,"imbalance":0.732394,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":5.620917},"context":{"vwap":8.229643,"price_vs_vwap_pct":1.037186,"ema9":8.327372,"ema20":8.320797,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.296936,"atr":0.045159,"spread_atr":0.221439,"own_change_pct":-0.434663,"rel_strength_pct":{"SPY":-0.346841,"IWM":-0.309521}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.392394},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"42dd60d7a293","ts":"2026-09-09T15:45:15+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.65,"target":11.98,"target_label":"range_20d_high","reward_risk":1.65,"pos_in_5d_range_pct":153.7,"room_to_5d_high_atr":-1.09},"price":11.7747,"vwap":11.5992,"ext_from_open_pct":0.64,"max_ext_allowed_pct":3.0,"volume_pace":2.279,"trend":"flat","recent_slope_pct":-0.1178,"volatility":"medium"},"price":11.7747,"volume":{"bars":135,"last_bar_volume":226.0,"baseline_avg":2423.55,"bar_rvol":0.093252,"raw_accel":-0.856962,"smooth_accel":-0.65262,"accel_momentum":0.081709,"rvol_3bar":[0.451835,0.673229,0.093252],"trend_3bar":"MIXED","projected_rvol":1.092612},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":79.0,"sell_vol":622.0,"unclassified_vol":0.0,"imbalance":-0.774608,"bid":11.7,"ask":11.74,"spread_pct":0.341297,"quote_size_imbalance":null,"quote_age_s":1.3177},"context":{"vwap":11.599019,"price_vs_vwap_pct":1.514616,"ema9":11.75869,"ema20":11.749576,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.486066,"dist_to_hod_atr":4.415895,"atr":0.096311,"spread_atr":0.41532,"own_change_pct":0.226042,"rel_strength_pct":{"SPY":0.313863,"IWM":0.351183}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.072233},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b98a65b43864","ts":"2026-09-09T15:45:50+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.90 below VWAP $10.92","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.17,"pos_in_5d_range_pct":102.9,"room_to_5d_high_atr":-0.1},"price":10.8989,"vwap":10.9168,"ext_from_open_pct":-0.92,"max_ext_allowed_pct":3.0,"volume_pace":1.149,"trend":"flat","recent_slope_pct":-0.0247,"volatility":"medium"},"price":10.8989,"volume":{"bars":135,"last_bar_volume":336058.0,"baseline_avg":403513.85,"bar_rvol":0.832829,"raw_accel":0.668005,"smooth_accel":-0.17504,"accel_momentum":-0.509149,"rvol_3bar":[0.702925,0.502462,0.832829],"trend_3bar":"MIXED","projected_rvol":0.501021},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":8856.0,"sell_vol":9749.0,"unclassified_vol":0.0,"imbalance":-0.047998,"bid":10.96,"ask":10.97,"spread_pct":0.091199,"quote_size_imbalance":null,"quote_age_s":0.206811},"context":{"vwap":10.916755,"price_vs_vwap_pct":-0.163558,"ema9":10.918003,"ema20":10.889261,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-2.295831,"dist_to_hod_atr":2.868908,"atr":0.089267,"spread_atr":0.112023,"own_change_pct":0.596057,"rel_strength_pct":{"SPY":0.683878,"IWM":0.721198}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.039974},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"da120743cdf3","ts":"2026-09-09T15:45:55+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.11,"pos_in_5d_range_pct":107.1,"room_to_5d_high_atr":-0.23},"price":10.9533,"vwap":10.9169,"ext_from_open_pct":-0.42,"max_ext_allowed_pct":3.0,"volume_pace":1.149,"trend":"flat","recent_slope_pct":0.0747,"volatility":"medium"},"price":10.9533,"volume":{"bars":135,"last_bar_volume":336058.0,"baseline_avg":403513.85,"bar_rvol":0.832829,"raw_accel":0.668005,"smooth_accel":-0.17504,"accel_momentum":-0.509149,"rvol_3bar":[0.702925,0.502462,0.832829],"trend_3bar":"MIXED","projected_rvol":0.50627},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":12596.0,"sell_vol":19263.0,"unclassified_vol":0.0,"imbalance":-0.209266,"bid":10.95,"ask":10.96,"spread_pct":0.091283,"quote_size_imbalance":null,"quote_age_s":0.319918},"context":{"vwap":10.916755,"price_vs_vwap_pct":0.334758,"ema9":10.918003,"ema20":10.889261,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.808158,"dist_to_hod_atr":2.259503,"atr":0.089267,"spread_atr":0.112023,"own_change_pct":0.596057,"rel_strength_pct":{"SPY":0.683878,"IWM":0.721198}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.174283},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b01f4e27471a","ts":"2026-09-09T15:46:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.4984,"target":14.8064,"target_label":"clear air (typical 60-min move)","reward_risk":1.77,"pos_in_5d_range_pct":186.5,"room_to_5d_high_atr":-2.87},"price":14.6097,"vwap":14.4214,"ext_from_open_pct":3.48,"max_ext_allowed_pct":4.0,"volume_pace":5.34,"trend":"flat","recent_slope_pct":-0.02,"volatility":"medium"},"price":14.6097,"volume":{"bars":136,"last_bar_volume":5521.0,"baseline_avg":5296.05,"bar_rvol":1.042475,"raw_accel":-0.315607,"smooth_accel":-0.085928,"accel_momentum":-0.153416,"rvol_3bar":[0.427385,1.53723,1.042475],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":1509.0,"sell_vol":2665.0,"unclassified_vol":0.0,"imbalance":-0.276953,"bid":14.6,"ask":14.61,"spread_pct":0.06847,"quote_size_imbalance":null,"quote_age_s":1.922028},"context":{"vwap":14.42138,"price_vs_vwap_pct":1.305841,"ema9":14.616584,"ema20":14.61287,"ema_stack":false,"ema_warm":true,"hod":14.64,"dist_to_hod_pct":-0.206967,"dist_to_hod_atr":1.332388,"atr":0.022741,"spread_atr":0.439732,"own_change_pct":-0.069767,"rel_strength_pct":{"SPY":-0.026485,"IWM":-0.021715}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.288716},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1af83d1f7b45","ts":"2026-09-09T15:46:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 70.0s, plan says PASS; stop 8.23, target 8.39 (ceiling), R:R 0.92; R:R 0.92 < 2.0 at 8.31; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":8.2331,"target":8.39,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":37.7,"room_to_5d_high_atr":1.31},"price":8.315,"vwap":8.2299,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":1.726,"trend":"flat","recent_slope_pct":0.0535,"volatility":"medium"},"price":8.315,"volume":{"bars":136,"last_bar_volume":977.0,"baseline_avg":4369.9,"bar_rvol":0.223575,"raw_accel":-0.1057,"smooth_accel":0.043383,"accel_momentum":0.419272,"rvol_3bar":[0.535769,0.117861,0.223575],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":34.0,"sell_vol":478.0,"unclassified_vol":0.0,"imbalance":-0.867188,"bid":8.31,"ask":8.32,"spread_pct":0.120265,"quote_size_imbalance":null,"quote_age_s":1.337855},"context":{"vwap":8.229863,"price_vs_vwap_pct":1.034492,"ema9":8.323818,"ema20":8.320174,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.296128,"dist_to_hod_atr":10.813078,"atr":0.043003,"spread_atr":0.232539,"own_change_pct":-0.200331,"rel_strength_pct":{"SPY":-0.157048,"IWM":-0.152279}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.193881},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"257c039dd35b","ts":"2026-09-09T15:46:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.54,"target":11.98,"target_label":"range_20d_high","reward_risk":1.75,"pos_in_5d_range_pct":146.3,"room_to_5d_high_atr":-0.94},"price":11.7,"vwap":11.5993,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":2.265,"trend":"flat","recent_slope_pct":-0.2266,"volatility":"medium"},"price":11.7,"volume":{"bars":136,"last_bar_volume":887.0,"baseline_avg":2422.15,"bar_rvol":0.366204,"raw_accel":0.464814,"smooth_accel":-0.453863,"accel_momentum":0.198757,"rvol_3bar":[0.673229,0.093252,0.366204],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":72.0,"sell_vol":112.0,"unclassified_vol":0.0,"imbalance":-0.217391,"bid":11.66,"ask":11.74,"spread_pct":0.683761,"quote_size_imbalance":null,"quote_age_s":5.824012},"context":{"vwap":11.599251,"price_vs_vwap_pct":0.868584,"ema9":11.743012,"ema20":11.742979,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.098361,"dist_to_hod_atr":5.198874,"atr":0.096175,"spread_atr":0.83182,"own_change_pct":-1.022795,"rel_strength_pct":{"SPY":-0.979512,"IWM":-0.974743}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.079609},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"63b1a6531dce","ts":"2026-09-09T15:46:25+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.1589,"target":8.8,"target_label":"premarket_high","reward_risk":2.86,"pos_in_5d_range_pct":100.7,"room_to_5d_high_atr":-0.03},"price":8.3251,"vwap":8.3085,"ext_from_open_pct":1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.943,"trend":"flat","recent_slope_pct":0.1468,"volatility":"high"},"price":8.3251,"volume":{"bars":136,"last_bar_volume":5068.0,"baseline_avg":6923.35,"bar_rvol":0.732016,"raw_accel":1.928062,"smooth_accel":-0.685788,"accel_momentum":-1.57419,"rvol_3bar":[0.80488,0.100966,0.732016],"trend_3bar":"MIXED","projected_rvol":0.080423},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":7.0,"sell_vol":3426.0,"unclassified_vol":0.0,"imbalance":-0.995922,"bid":8.29,"ask":8.33,"spread_pct":0.481348,"quote_size_imbalance":null,"quote_age_s":8.66816},"context":{"vwap":8.308503,"price_vs_vwap_pct":0.199763,"ema9":8.248486,"ema20":8.215171,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-5.072976,"dist_to_hod_atr":7.846796,"atr":0.056698,"spread_atr":0.705488,"own_change_pct":1.034693,"rel_strength_pct":{"SPY":1.077975,"IWM":1.082745}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.72903},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"452502057f4c","ts":"2026-09-09T15:46:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.29 below VWAP $8.31","plan":{"state":"PASS","setup":"","stop":8.1479,"target":8.31,"target_label":"prev_day_high","reward_risk":0.12,"pos_in_5d_range_pct":99.2,"room_to_5d_high_atr":0.03},"price":8.2932,"vwap":8.3085,"ext_from_open_pct":0.77,"max_ext_allowed_pct":3.0,"volume_pace":0.943,"trend":"flat","recent_slope_pct":0.0699,"volatility":"high"},"price":8.2932,"volume":{"bars":136,"last_bar_volume":5068.0,"baseline_avg":6923.35,"bar_rvol":0.732016,"raw_accel":1.928062,"smooth_accel":-0.685788,"accel_momentum":-1.57419,"rvol_3bar":[0.80488,0.100966,0.732016],"trend_3bar":"MIXED","projected_rvol":0.427033},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":296.0,"sell_vol":1575.0,"unclassified_vol":0.0,"imbalance":-0.683592,"bid":8.29,"ask":8.33,"spread_pct":0.481348,"quote_size_imbalance":null,"quote_age_s":0.000121},"context":{"vwap":8.308503,"price_vs_vwap_pct":-0.184181,"ema9":8.248486,"ema20":8.215171,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-5.436716,"dist_to_hod_atr":8.409423,"atr":0.056698,"spread_atr":0.705488,"own_change_pct":1.034693,"rel_strength_pct":{"SPY":1.077975,"IWM":1.082745}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.5004},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3a7eb0bb9d47","ts":"2026-09-09T15:47:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5037,"target":14.8114,"target_label":"clear air (typical 60-min move)","reward_risk":1.76,"pos_in_5d_range_pct":186.8,"room_to_5d_high_atr":-2.89},"price":14.615,"vwap":14.4215,"ext_from_open_pct":3.52,"max_ext_allowed_pct":5.0,"volume_pace":5.305,"trend":"flat","recent_slope_pct":-0.0034,"volatility":"medium"},"price":14.615,"volume":{"bars":137,"last_bar_volume":1667.0,"baseline_avg":5245.75,"bar_rvol":0.317781,"raw_accel":-0.698062,"smooth_accel":-0.034555,"accel_momentum":0.051374,"rvol_3bar":[1.53723,1.042475,0.317781],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":713.0,"sell_vol":423.0,"unclassified_vol":0.0,"imbalance":0.255282,"bid":14.61,"ask":14.62,"spread_pct":0.068423,"quote_size_imbalance":null,"quote_age_s":0.543639},"context":{"vwap":14.421502,"price_vs_vwap_pct":1.341731,"ema9":14.616268,"ema20":14.613073,"ema_stack":false,"ema_warm":true,"hod":14.64,"dist_to_hod_pct":-0.170765,"dist_to_hod_atr":1.124554,"atr":0.022231,"spread_atr":0.449822,"own_change_pct":0.058878,"rel_strength_pct":{"SPY":0.068719,"IWM":0.069214}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.081124},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"72c7f5c1daff","ts":"2026-09-09T15:47:30+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.5698,"target":11.98,"target_label":"range_20d_high","reward_risk":2.32,"pos_in_5d_range_pct":145.6,"room_to_5d_high_atr":-0.93},"price":11.6935,"vwap":11.5993,"ext_from_open_pct":-0.06,"max_ext_allowed_pct":3.0,"volume_pace":2.244,"trend":"flat","recent_slope_pct":-0.1306,"volatility":"medium"},"price":11.6935,"volume":{"bars":137,"last_bar_volume":309.0,"baseline_avg":2458.45,"bar_rvol":0.125689,"raw_accel":-0.651635,"smooth_accel":-0.634917,"accel_momentum":-0.181053,"rvol_3bar":[0.093252,0.366204,0.125689],"trend_3bar":"MIXED","projected_rvol":0.01383},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":2.0,"sell_vol":15.0,"unclassified_vol":0.0,"imbalance":-0.764706,"bid":11.68,"ask":11.74,"spread_pct":0.512383,"quote_size_imbalance":null,"quote_age_s":34.758965},"context":{"vwap":11.59934,"price_vs_vwap_pct":0.81177,"ema9":11.73641,"ema20":11.739838,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.151639,"dist_to_hod_atr":5.322093,"atr":0.095169,"spread_atr":0.630455,"own_change_pct":-0.930626,"rel_strength_pct":{"SPY":-0.920786,"IWM":-0.92029}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.096115},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d809d7e8b327","ts":"2026-09-09T15:48:00+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.1589,"target":8.8,"target_label":"premarket_high","reward_risk":2.35,"pos_in_5d_range_pct":101.9,"room_to_5d_high_atr":-0.07},"price":8.35,"vwap":8.3086,"ext_from_open_pct":1.46,"max_ext_allowed_pct":4.0,"volume_pace":0.94,"trend":"flat","recent_slope_pct":0.2006,"volatility":"high"},"price":8.35,"volume":{"bars":137,"last_bar_volume":2281.0,"baseline_avg":7105.65,"bar_rvol":0.321012,"raw_accel":-0.549921,"smooth_accel":-0.772473,"accel_momentum":-0.086685,"rvol_3bar":[0.100966,0.732016,0.321012],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":4711.0,"sell_vol":183.0,"unclassified_vol":0.0,"imbalance":0.925215,"bid":8.32,"ask":8.36,"spread_pct":0.479616,"quote_size_imbalance":null,"quote_age_s":0.072648},"context":{"vwap":8.308486,"price_vs_vwap_pct":0.499661,"ema9":8.260789,"ema20":8.224202,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.789054,"dist_to_hod_atr":7.393642,"atr":0.056806,"spread_atr":0.704156,"own_change_pct":1.003962,"rel_strength_pct":{"SPY":1.023641,"IWM":1.017694}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.297005},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c09626e6086a","ts":"2026-09-09T15:48:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.5863,"target":11.98,"target_label":"range_20d_high","reward_risk":2.18,"pos_in_5d_range_pct":147.3,"room_to_5d_high_atr":-0.96},"price":11.71,"vwap":11.5993,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":2.234,"trend":"flat","recent_slope_pct":-0.042,"volatility":"medium"},"price":11.71,"volume":{"bars":138,"last_bar_volume":21.0,"baseline_avg":2462.5,"bar_rvol":0.008528,"raw_accel":-0.965888,"smooth_accel":-0.572082,"accel_momentum":0.062835,"rvol_3bar":[0.366204,0.125689,0.008528],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":4.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.6,"bid":11.68,"ask":11.74,"spread_pct":0.512383,"quote_size_imbalance":null,"quote_age_s":26.913959},"context":{"vwap":11.599345,"price_vs_vwap_pct":0.953975,"ema9":11.731348,"ema20":11.737101,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.016393,"dist_to_hod_atr":5.467001,"atr":0.089629,"spread_atr":0.669429,"own_change_pct":-0.737407,"rel_strength_pct":{"SPY":-0.717728,"IWM":-0.723675}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.005117},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"eea3090e7d77","ts":"2026-09-09T15:49:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.1981,"target":8.39,"target_label":"ceiling","reward_risk":1.34,"pos_in_5d_range_pct":32.6,"room_to_5d_high_atr":1.42},"price":8.28,"vwap":8.2305,"ext_from_open_pct":-3.16,"max_ext_allowed_pct":3.0,"volume_pace":1.699,"trend":"flat","recent_slope_pct":-0.1037,"volatility":"medium"},"price":8.28,"volume":{"bars":139,"last_bar_volume":453.0,"baseline_avg":3368.45,"bar_rvol":0.134483,"raw_accel":-0.462067,"smooth_accel":-0.6363,"accel_momentum":-0.110872,"rvol_3bar":[0.180971,0.107333,0.134483],"trend_3bar":"MIXED","projected_rvol":2.58279},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":208.0,"sell_vol":4142.0,"unclassified_vol":0.0,"imbalance":-0.904368,"bid":8.26,"ask":8.28,"spread_pct":0.241838,"quote_size_imbalance":null,"quote_age_s":0.96604},"context":{"vwap":8.230064,"price_vs_vwap_pct":0.606747,"ema9":8.319991,"ema20":8.319166,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.694761,"dist_to_hod_atr":12.312315,"atr":0.04061,"spread_atr":0.492493,"own_change_pct":-0.044498,"rel_strength_pct":{"SPY":-0.027442,"IWM":-0.032482}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.121622},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"46ef97a8f933","ts":"2026-09-09T15:50:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1981,"target":8.39,"target_label":"ceiling","reward_risk":1.34,"pos_in_5d_range_pct":32.6,"room_to_5d_high_atr":1.42},"price":8.28,"vwap":8.2307,"ext_from_open_pct":-3.16,"max_ext_allowed_pct":4.0,"volume_pace":1.697,"trend":"flat","recent_slope_pct":-0.1262,"volatility":"medium"},"price":8.28,"volume":{"bars":140,"last_bar_volume":6144.0,"baseline_avg":2381.15,"bar_rvol":2.580266,"raw_accel":9.321063,"smooth_accel":2.006905,"accel_momentum":2.643205,"rvol_3bar":[0.107333,0.134483,2.580266],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":1586.0,"sell_vol":170.0,"unclassified_vol":0.0,"imbalance":0.806378,"bid":8.27,"ask":8.29,"spread_pct":0.241546,"quote_size_imbalance":null,"quote_age_s":2.500131},"context":{"vwap":8.230657,"price_vs_vwap_pct":0.599504,"ema9":8.314393,"ema20":8.316579,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.694761,"dist_to_hod_atr":12.062171,"atr":0.041452,"spread_atr":0.482487,"own_change_pct":-0.276609,"rel_strength_pct":{"SPY":-0.280544,"IWM":-0.273176}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.08067},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fbe9d1567083","ts":"2026-09-09T15:50:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.7366,"target":14.06,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":27.1,"room_to_5d_high_atr":2.37},"price":13.8821,"vwap":13.8566,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":4.0,"volume_pace":0.668,"trend":"flat","recent_slope_pct":-0.0294,"volatility":"medium"},"price":13.8821,"volume":{"bars":140,"last_bar_volume":27451.0,"baseline_avg":16253.65,"bar_rvol":1.688913,"raw_accel":1.613634,"smooth_accel":0.418227,"accel_momentum":0.520307,"rvol_3bar":[0.890086,0.629439,1.688913],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":1491.0,"sell_vol":3009.0,"unclassified_vol":0.0,"imbalance":-0.337333,"bid":13.87,"ask":13.88,"spread_pct":0.072072,"quote_size_imbalance":null,"quote_age_s":1.995278},"context":{"vwap":13.856632,"price_vs_vwap_pct":0.1838,"ema9":13.886654,"ema20":13.888323,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.44054,"dist_to_hod_atr":6.601006,"atr":0.030738,"spread_atr":0.325333,"own_change_pct":-0.110149,"rel_strength_pct":{"SPY":-0.114085,"IWM":-0.106716}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.569727},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"29af92b8cf36","ts":"2026-09-09T15:50:35+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5224,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":4.0,"volume_pace":1.046,"trend":"flat","recent_slope_pct":0.0274,"volatility":"medium"},"price":5.525,"volume":{"bars":140,"last_bar_volume":27835.0,"baseline_avg":50018.25,"bar_rvol":0.556497,"raw_accel":1.225988,"smooth_accel":-0.426051,"accel_momentum":0.344942,"rvol_3bar":[0.148648,0.207972,0.556497],"trend_3bar":"ACCELERATING","projected_rvol":1.358487},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":34134.0,"sell_vol":5493.0,"unclassified_vol":0.0,"imbalance":0.722765,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.067045},"context":{"vwap":5.522401,"price_vs_vwap_pct":0.04706,"ema9":5.514927,"ema20":5.511349,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":6.064635,"atr":0.015665,"spread_atr":0.638383,"own_change_pct":0.161492,"rel_strength_pct":{"SPY":0.157556,"IWM":0.164925}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.402216},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3d22379d124c","ts":"2026-09-09T15:50:50+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4569,"target":5.58,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":66.1,"room_to_5d_high_atr":0.67},"price":5.5204,"vwap":5.5224,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":1.049,"trend":"flat","recent_slope_pct":0.0107,"volatility":"medium"},"price":5.5204,"volume":{"bars":140,"last_bar_volume":27835.0,"baseline_avg":50018.25,"bar_rvol":0.556497,"raw_accel":1.225988,"smooth_accel":-0.426051,"accel_momentum":0.344942,"rvol_3bar":[0.148648,0.207972,0.556497],"trend_3bar":"ACCELERATING","projected_rvol":1.976423},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":44039.0,"sell_vol":32495.0,"unclassified_vol":0.0,"imbalance":0.150835,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":1.337608},"context":{"vwap":5.522401,"price_vs_vwap_pct":-0.036237,"ema9":5.514927,"ema20":5.511349,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.772242,"dist_to_hod_atr":6.358291,"atr":0.015665,"spread_atr":0.638383,"own_change_pct":0.161492,"rel_strength_pct":{"SPY":0.157556,"IWM":0.164925}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.083939},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ca9f565dc84f","ts":"2026-09-09T15:51:00+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4598,"target":5.58,"target_label":"premarket_high","reward_risk":0.89,"pos_in_5d_range_pct":66.7,"room_to_5d_high_atr":0.66},"price":5.5233,"vwap":5.5224,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":3.0,"volume_pace":1.048,"trend":"flat","recent_slope_pct":0.0212,"volatility":"medium"},"price":5.5233,"volume":{"bars":140,"last_bar_volume":27835.0,"baseline_avg":50018.25,"bar_rvol":0.556497,"raw_accel":1.225988,"smooth_accel":-0.426051,"accel_momentum":0.344942,"rvol_3bar":[0.148648,0.207972,0.556497],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":34877.0,"sell_vol":36397.0,"unclassified_vol":0.0,"imbalance":-0.021326,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.572319},"context":{"vwap":5.522401,"price_vs_vwap_pct":0.016276,"ema9":5.514927,"ema20":5.511349,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.720641,"dist_to_hod_atr":6.17316,"atr":0.015665,"spread_atr":0.638383,"own_change_pct":0.161492,"rel_strength_pct":{"SPY":0.102209,"IWM":0.087662}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.011868},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"778e57d13a65","ts":"2026-09-09T15:51:05+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.1881,"target":8.39,"target_label":"ceiling","reward_risk":1.47,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":1.45},"price":8.27,"vwap":8.2307,"ext_from_open_pct":-3.27,"max_ext_allowed_pct":3.0,"volume_pace":1.686,"trend":"flat","recent_slope_pct":-0.1578,"volatility":"medium"},"price":8.27,"volume":{"bars":141,"last_bar_volume":696.0,"baseline_avg":2432.05,"bar_rvol":0.286178,"raw_accel":-0.886719,"smooth_accel":2.504565,"accel_momentum":0.49766,"rvol_3bar":[0.134483,2.580266,0.286178],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":107.0,"sell_vol":65.0,"unclassified_vol":0.0,"imbalance":0.244186,"bid":8.26,"ask":8.29,"spread_pct":0.362538,"quote_size_imbalance":null,"quote_age_s":0.809596},"context":{"vwap":8.230716,"price_vs_vwap_pct":0.477288,"ema9":8.307514,"ema20":8.313095,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.808656,"dist_to_hod_atr":12.71651,"atr":0.040105,"spread_atr":0.74803,"own_change_pct":-0.474788,"rel_strength_pct":{"SPY":-0.534072,"IWM":-0.548618}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.069881},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"63c9636a268a","ts":"2026-09-09T15:51:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7395,"target":14.06,"target_label":"premarket_high","reward_risk":1.2,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.885,"vwap":13.8567,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":0.664,"trend":"flat","recent_slope_pct":0.0048,"volatility":"medium"},"price":13.885,"volume":{"bars":141,"last_bar_volume":12145.0,"baseline_avg":16552.25,"bar_rvol":0.733737,"raw_accel":-0.557575,"smooth_accel":0.210501,"accel_momentum":-0.207726,"rvol_3bar":[0.629439,1.688913,0.733737],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":125.0,"sell_vol":2170.0,"unclassified_vol":0.0,"imbalance":-0.891068,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":2.406505},"context":{"vwap":13.856691,"price_vs_vwap_pct":0.204295,"ema9":13.885664,"ema20":13.887692,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.41995,"dist_to_hod_atr":6.695511,"atr":0.029871,"spread_atr":0.334776,"own_change_pct":0.048288,"rel_strength_pct":{"SPY":-0.010995,"IWM":-0.025542}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.653809},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0e5cd667264d","ts":"2026-09-09T15:51:10+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4566,"target":5.58,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.5201,"vwap":5.5224,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":1.049,"trend":"flat","recent_slope_pct":0.0245,"volatility":"medium"},"price":5.5201,"volume":{"bars":141,"last_bar_volume":86402.0,"baseline_avg":45733.65,"bar_rvol":1.889243,"raw_accel":2.104078,"smooth_accel":4.363328,"accel_momentum":4.789379,"rvol_3bar":[0.207972,0.556497,1.889243],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":10999.0,"sell_vol":20211.0,"unclassified_vol":0.0,"imbalance":-0.295162,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.073976},"context":{"vwap":5.522394,"price_vs_vwap_pct":-0.041539,"ema9":5.516602,"ema20":5.512488,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.77758,"dist_to_hod_atr":6.301713,"atr":0.015853,"spread_atr":0.630802,"own_change_pct":0.208643,"rel_strength_pct":{"SPY":0.14936,"IWM":0.134813}},"vas":{"raw":4,"score":6.9,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.557633},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cb1069c65606","ts":"2026-09-09T15:51:25+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5224,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":1.052,"trend":"flat","recent_slope_pct":0.0422,"volatility":"medium"},"price":5.525,"volume":{"bars":141,"last_bar_volume":86402.0,"baseline_avg":45733.65,"bar_rvol":1.889243,"raw_accel":2.104078,"smooth_accel":4.363328,"accel_momentum":4.789379,"rvol_3bar":[0.207972,0.556497,1.889243],"trend_3bar":"ACCELERATING","projected_rvol":3.115868},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":13551.0,"sell_vol":49845.0,"unclassified_vol":0.0,"imbalance":-0.572497,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.030459},"context":{"vwap":5.522394,"price_vs_vwap_pct":0.047191,"ema9":5.516602,"ema20":5.512488,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":5.99262,"atr":0.015853,"spread_atr":0.630802,"own_change_pct":0.208643,"rel_strength_pct":{"SPY":0.14936,"IWM":0.134813}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.081586},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8532fe0df07a","ts":"2026-09-09T15:51:45+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4556,"target":5.559,"target_label":"ceiling","reward_risk":0.63,"pos_in_5d_range_pct":65.8,"room_to_5d_high_atr":0.67},"price":5.5191,"vwap":5.5224,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":3.0,"volume_pace":1.053,"trend":"flat","recent_slope_pct":0.0208,"volatility":"medium"},"price":5.5191,"volume":{"bars":141,"last_bar_volume":86402.0,"baseline_avg":45733.65,"bar_rvol":1.889243,"raw_accel":2.104078,"smooth_accel":4.363328,"accel_momentum":4.789379,"rvol_3bar":[0.207972,0.556497,1.889243],"trend_3bar":"ACCELERATING","projected_rvol":2.578612},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":12631.0,"sell_vol":50313.0,"unclassified_vol":0.0,"imbalance":-0.598659,"bid":5.51,"ask":5.52,"spread_pct":0.181324,"quote_size_imbalance":null,"quote_age_s":1.504792},"context":{"vwap":5.522394,"price_vs_vwap_pct":-0.059647,"ema9":5.516602,"ema20":5.512488,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.795374,"dist_to_hod_atr":6.364794,"atr":0.015853,"spread_atr":0.630802,"own_change_pct":0.208643,"rel_strength_pct":{"SPY":0.14936,"IWM":0.134813}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.131013},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8652824841b7","ts":"2026-09-09T15:52:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1881,"target":8.39,"target_label":"ceiling","reward_risk":1.47,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":1.45},"price":8.27,"vwap":8.2307,"ext_from_open_pct":-3.27,"max_ext_allowed_pct":4.0,"volume_pace":1.675,"trend":"flat","recent_slope_pct":-0.1263,"volatility":"medium"},"price":8.27,"volume":{"bars":142,"last_bar_volume":440.0,"baseline_avg":2424.85,"bar_rvol":0.181455,"raw_accel":-0.367816,"smooth_accel":3.675658,"accel_momentum":1.171093,"rvol_3bar":[2.580266,0.286178,0.181455],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":18.0,"sell_vol":110.0,"unclassified_vol":0.0,"imbalance":-0.71875,"bid":8.26,"ask":8.28,"spread_pct":0.241838,"quote_size_imbalance":null,"quote_age_s":15.233815},"context":{"vwap":8.230748,"price_vs_vwap_pct":0.476894,"ema9":8.300011,"ema20":8.308991,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.808656,"dist_to_hod_atr":12.951924,"atr":0.039376,"spread_atr":0.507919,"own_change_pct":-0.583038,"rel_strength_pct":{"SPY":-0.639462,"IWM":-0.620848}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.13042},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"61a67f7b813d","ts":"2026-09-09T15:53:10+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.86 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.7095,"target":13.94,"target_label":"ceiling","reward_risk":0.58,"pos_in_5d_range_pct":25.7,"room_to_5d_high_atr":2.41},"price":13.855,"vwap":13.8569,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":3.0,"volume_pace":0.663,"trend":"flat","recent_slope_pct":-0.0275,"volatility":"medium"},"price":13.855,"volume":{"bars":143,"last_bar_volume":9814.0,"baseline_avg":16682.9,"bar_rvol":0.588267,"raw_accel":-0.679166,"smooth_accel":-0.003338,"accel_momentum":-0.967159,"rvol_3bar":[0.733737,1.840576,0.588267],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":168,"trade_rate":5.6,"buy_vol":9317.0,"sell_vol":13907.0,"unclassified_vol":0.0,"imbalance":-0.19764,"bid":13.85,"ask":13.86,"spread_pct":0.072176,"quote_size_imbalance":null,"quote_age_s":0.193621},"context":{"vwap":13.856897,"price_vs_vwap_pct":-0.01369,"ema9":13.884345,"ema20":13.88664,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.632943,"dist_to_hod_atr":8.270106,"atr":0.027811,"spread_atr":0.35957,"own_change_pct":0.025937,"rel_strength_pct":{"SPY":-0.021302,"IWM":0.01907}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.116265},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f9659e3efcc7","ts":"2026-09-09T15:53:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7325,"target":14.06,"target_label":"premarket_high","reward_risk":1.25,"pos_in_5d_range_pct":26.9,"room_to_5d_high_atr":2.37},"price":13.878,"vwap":13.857,"ext_from_open_pct":-0.94,"max_ext_allowed_pct":3.0,"volume_pace":0.663,"trend":"flat","recent_slope_pct":0.0057,"volatility":"medium"},"price":13.878,"volume":{"bars":143,"last_bar_volume":9814.0,"baseline_avg":16682.9,"bar_rvol":0.588267,"raw_accel":-0.679166,"smooth_accel":-0.003338,"accel_momentum":-0.967159,"rvol_3bar":[0.733737,1.840576,0.588267],"trend_3bar":"MIXED","projected_rvol":4.968201},"flow":{"window_s":30,"trades":160,"trade_rate":5.333333,"buy_vol":9378.0,"sell_vol":12108.0,"unclassified_vol":0.0,"imbalance":-0.127059,"bid":13.85,"ask":13.86,"spread_pct":0.072176,"quote_size_imbalance":null,"quote_age_s":0.850324},"context":{"vwap":13.856897,"price_vs_vwap_pct":0.152293,"ema9":13.884345,"ema20":13.88664,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.469649,"dist_to_hod_atr":7.443095,"atr":0.027811,"spread_atr":0.35957,"own_change_pct":0.025937,"rel_strength_pct":{"SPY":-0.021302,"IWM":0.01907}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.074745},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a816d2a95d4b","ts":"2026-09-09T15:53:25+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.84 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.6945,"target":13.94,"target_label":"ceiling","reward_risk":0.69,"pos_in_5d_range_pct":24.9,"room_to_5d_high_atr":2.44},"price":13.84,"vwap":13.8569,"ext_from_open_pct":-1.21,"max_ext_allowed_pct":3.0,"volume_pace":0.662,"trend":"flat","recent_slope_pct":-0.0491,"volatility":"medium"},"price":13.84,"volume":{"bars":143,"last_bar_volume":9814.0,"baseline_avg":16682.9,"bar_rvol":0.588267,"raw_accel":-0.679166,"smooth_accel":-0.003338,"accel_momentum":-0.967159,"rvol_3bar":[0.733737,1.840576,0.588267],"trend_3bar":"MIXED","projected_rvol":3.514065},"flow":{"window_s":30,"trades":172,"trade_rate":5.733333,"buy_vol":12278.0,"sell_vol":12667.0,"unclassified_vol":0.0,"imbalance":-0.015594,"bid":13.84,"ask":13.85,"spread_pct":0.072228,"quote_size_imbalance":null,"quote_age_s":4.245652},"context":{"vwap":13.856897,"price_vs_vwap_pct":-0.121939,"ema9":13.884345,"ema20":13.88664,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.739439,"dist_to_hod_atr":8.80946,"atr":0.027811,"spread_atr":0.35957,"own_change_pct":0.025937,"rel_strength_pct":{"SPY":-0.021302,"IWM":0.01907}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.009174},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8522aa7e50cb","ts":"2026-09-09T15:53:35+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7312,"target":14.06,"target_label":"premarket_high","reward_risk":1.26,"pos_in_5d_range_pct":26.8,"room_to_5d_high_atr":2.38},"price":13.8767,"vwap":13.857,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":4.0,"volume_pace":0.662,"trend":"flat","recent_slope_pct":0.0038,"volatility":"medium"},"price":13.8767,"volume":{"bars":143,"last_bar_volume":9814.0,"baseline_avg":16682.9,"bar_rvol":0.588267,"raw_accel":-0.679166,"smooth_accel":-0.003338,"accel_momentum":-0.967159,"rvol_3bar":[0.733737,1.840576,0.588267],"trend_3bar":"MIXED","projected_rvol":2.563789},"flow":{"window_s":30,"trades":171,"trade_rate":5.7,"buy_vol":12129.0,"sell_vol":12595.0,"unclassified_vol":0.0,"imbalance":-0.018848,"bid":13.84,"ask":13.85,"spread_pct":0.072228,"quote_size_imbalance":null,"quote_age_s":5.232033},"context":{"vwap":13.856897,"price_vs_vwap_pct":0.142911,"ema9":13.884345,"ema20":13.88664,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.478878,"dist_to_hod_atr":7.489839,"atr":0.027811,"spread_atr":0.35957,"own_change_pct":0.025937,"rel_strength_pct":{"SPY":-0.021302,"IWM":0.01907}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.011088},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8979d89d36d0","ts":"2026-09-09T15:53:55+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":105.7,"room_to_5d_high_atr":-0.19},"price":10.935,"vwap":10.9177,"ext_from_open_pct":-0.59,"max_ext_allowed_pct":3.0,"volume_pace":1.119,"trend":"flat","recent_slope_pct":-0.0252,"volatility":"medium"},"price":10.935,"volume":{"bars":143,"last_bar_volume":35342.0,"baseline_avg":260344.9,"bar_rvol":0.135751,"raw_accel":-0.456997,"smooth_accel":-0.378621,"accel_momentum":0.169351,"rvol_3bar":[0.764992,0.079656,0.135751],"trend_3bar":"MIXED","projected_rvol":2.18104},"flow":{"window_s":30,"trades":396,"trade_rate":13.2,"buy_vol":321560.0,"sell_vol":90802.0,"unclassified_vol":0.0,"imbalance":0.559601,"bid":10.93,"ask":10.94,"spread_pct":0.091449,"quote_size_imbalance":null,"quote_age_s":1.768739},"context":{"vwap":10.917375,"price_vs_vwap_pct":0.161439,"ema9":10.943339,"ema20":10.921969,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.97221,"dist_to_hod_atr":3.376945,"atr":0.065148,"spread_atr":0.153497,"own_change_pct":0.031988,"rel_strength_pct":{"SPY":-0.01525,"IWM":0.025121}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.075966},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"90d0a632ea90","ts":"2026-09-09T15:54:00+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.1531,"target":8.39,"target_label":"ceiling","reward_risk":1.89,"pos_in_5d_range_pct":26.1,"room_to_5d_high_atr":1.56},"price":8.235,"vwap":8.2312,"ext_from_open_pct":-3.68,"max_ext_allowed_pct":3.0,"volume_pace":1.681,"trend":"flat","recent_slope_pct":-0.15,"volatility":"medium"},"price":8.235,"volume":{"bars":143,"last_bar_volume":1035.0,"baseline_avg":2337.8,"bar_rvol":0.442724,"raw_accel":0.770896,"smooth_accel":-0.688388,"accel_momentum":-4.364046,"rvol_3bar":[0.286178,0.181455,0.442724],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":2100.0,"sell_vol":5534.0,"unclassified_vol":0.0,"imbalance":-0.44983,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":1.18299},"context":{"vwap":8.230822,"price_vs_vwap_pct":0.050756,"ema9":8.294009,"ema20":8.305278,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.207289,"dist_to_hod_atr":14.150775,"atr":0.038514,"spread_atr":0.259647,"own_change_pct":-0.598572,"rel_strength_pct":{"SPY":-0.652372,"IWM":-0.584838}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.19915},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"91edd1217122","ts":"2026-09-09T15:54:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1531,"target":8.39,"target_label":"ceiling","reward_risk":1.89,"pos_in_5d_range_pct":26.1,"room_to_5d_high_atr":1.56},"price":8.235,"vwap":8.2312,"ext_from_open_pct":-3.68,"max_ext_allowed_pct":3.0,"volume_pace":1.68,"trend":"flat","recent_slope_pct":-0.1514,"volatility":"medium"},"price":8.235,"volume":{"bars":144,"last_bar_volume":10365.0,"baseline_avg":2111.75,"bar_rvol":4.908251,"raw_accel":9.014493,"smooth_accel":0.623475,"accel_momentum":1.311863,"rvol_3bar":[0.181455,0.442724,4.908251],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":2220.0,"sell_vol":5534.0,"unclassified_vol":0.0,"imbalance":-0.427392,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":0.826288},"context":{"vwap":8.231155,"price_vs_vwap_pct":0.046719,"ema9":8.282207,"ema20":8.298584,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.207289,"dist_to_hod_atr":13.531265,"atr":0.040277,"spread_atr":0.24828,"own_change_pct":-0.918027,"rel_strength_pct":{"SPY":-0.971827,"IWM":-0.904293}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.097749},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b78125199034","ts":"2026-09-09T15:54:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.6995,"target":13.94,"target_label":"ceiling","reward_risk":0.65,"pos_in_5d_range_pct":25.1,"room_to_5d_high_atr":2.43},"price":13.845,"vwap":13.8569,"ext_from_open_pct":-1.18,"max_ext_allowed_pct":3.0,"volume_pace":0.66,"trend":"flat","recent_slope_pct":-0.0653,"volatility":"medium"},"price":13.845,"volume":{"bars":144,"last_bar_volume":28318.0,"baseline_avg":15886.4,"bar_rvol":1.782531,"raw_accel":1.88547,"smooth_accel":0.371704,"accel_momentum":0.375042,"rvol_3bar":[1.840576,0.588267,1.782531],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":2438.0,"sell_vol":1067.0,"unclassified_vol":0.0,"imbalance":0.391155,"bid":13.84,"ask":13.85,"spread_pct":0.072228,"quote_size_imbalance":null,"quote_age_s":0.552567},"context":{"vwap":13.856932,"price_vs_vwap_pct":-0.086111,"ema9":13.880036,"ema20":13.884369,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.70394,"dist_to_hod_atr":8.244526,"atr":0.02911,"spread_atr":0.343522,"own_change_pct":-0.159885,"rel_strength_pct":{"SPY":-0.213684,"IWM":-0.14615}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.697247},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3e80ec61e54c","ts":"2026-09-09T15:54:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.30 below VWAP $8.31","plan":{"state":"PASS","setup":"","stop":8.1547,"target":8.8,"target_label":"premarket_high","reward_risk":3.44,"pos_in_5d_range_pct":99.5,"room_to_5d_high_atr":0.02},"price":8.3,"vwap":8.3094,"ext_from_open_pct":0.85,"max_ext_allowed_pct":3.0,"volume_pace":0.918,"trend":"flat","recent_slope_pct":-0.1759,"volatility":"high"},"price":8.3,"volume":{"bars":144,"last_bar_volume":763.0,"baseline_avg":5582.1,"bar_rvol":0.136687,"raw_accel":-0.838142,"smooth_accel":-0.252716,"accel_momentum":0.016964,"rvol_3bar":[0.227542,0.823572,0.136687],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":1658.0,"sell_vol":3571.0,"unclassified_vol":0.0,"imbalance":-0.365844,"bid":8.3,"ask":8.33,"spread_pct":0.360794,"quote_size_imbalance":null,"quote_age_s":1.9894},"context":{"vwap":8.309322,"price_vs_vwap_pct":-0.112185,"ema9":8.34427,"ema20":8.294567,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-5.359179,"dist_to_hod_atr":9.950877,"atr":0.047232,"spread_atr":0.635162,"own_change_pct":0.419664,"rel_strength_pct":{"SPY":0.365865,"IWM":0.433399}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.050006},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9502da5ac474","ts":"2026-09-09T15:55:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":105.9,"room_to_5d_high_atr":-0.19},"price":10.9376,"vwap":10.9177,"ext_from_open_pct":-0.57,"max_ext_allowed_pct":4.0,"volume_pace":1.114,"trend":"flat","recent_slope_pct":-0.0409,"volatility":"medium"},"price":10.9376,"volume":{"bars":145,"last_bar_volume":150664.0,"baseline_avg":262978.2,"bar_rvol":0.572914,"raw_accel":-0.713375,"smooth_accel":1.60648,"accel_momentum":1.516829,"rvol_3bar":[0.135751,2.163829,0.572914],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":114,"trade_rate":3.8,"buy_vol":56034.0,"sell_vol":1616.0,"unclassified_vol":0.0,"imbalance":0.943938,"bid":10.93,"ask":10.94,"spread_pct":0.091449,"quote_size_imbalance":null,"quote_age_s":1.995461},"context":{"vwap":10.917739,"price_vs_vwap_pct":0.181914,"ema9":10.940337,"ema20":10.924333,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.948902,"dist_to_hod_atr":3.619624,"atr":0.060061,"spread_atr":0.166496,"own_change_pct":-0.103231,"rel_strength_pct":{"SPY":-0.139964,"IWM":-0.074051}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.540795},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f62ea35a18c4","ts":"2026-09-09T15:55:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.1747,"target":8.8,"target_label":"premarket_high","reward_risk":3.3,"pos_in_5d_range_pct":100.5,"room_to_5d_high_atr":-0.02},"price":8.32,"vwap":8.3094,"ext_from_open_pct":1.09,"max_ext_allowed_pct":4.0,"volume_pace":0.914,"trend":"flat","recent_slope_pct":-0.2156,"volatility":"high"},"price":8.32,"volume":{"bars":145,"last_bar_volume":6352.0,"baseline_avg":5317.15,"bar_rvol":1.194625,"raw_accel":3.7785,"smooth_accel":0.370207,"accel_momentum":0.622923,"rvol_3bar":[0.823572,0.136687,1.194625],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":2461.0,"sell_vol":132.0,"unclassified_vol":0.0,"imbalance":0.898187,"bid":8.31,"ask":8.34,"spread_pct":0.36036,"quote_size_imbalance":null,"quote_age_s":0.27431},"context":{"vwap":8.309404,"price_vs_vwap_pct":0.127518,"ema9":8.335416,"ema20":8.295084,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-5.131129,"dist_to_hod_atr":9.143471,"atr":0.049215,"spread_atr":0.609565,"own_change_pct":-0.573797,"rel_strength_pct":{"SPY":-0.610529,"IWM":-0.544617}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.072997},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f0c9052ad189","ts":"2026-09-09T15:55:55+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.08,"target_label":"ceiling","reward_risk":0.14,"pos_in_5d_range_pct":104.9,"room_to_5d_high_atr":-0.16},"price":10.9253,"vwap":10.9178,"ext_from_open_pct":-0.68,"max_ext_allowed_pct":3.0,"volume_pace":1.112,"trend":"flat","recent_slope_pct":-0.0634,"volatility":"medium"},"price":10.9253,"volume":{"bars":145,"last_bar_volume":150664.0,"baseline_avg":262978.2,"bar_rvol":0.572914,"raw_accel":-0.713375,"smooth_accel":1.60648,"accel_momentum":1.516829,"rvol_3bar":[0.135751,2.163829,0.572914],"trend_3bar":"MIXED","projected_rvol":0.781284},"flow":{"window_s":30,"trades":179,"trade_rate":5.966667,"buy_vol":86377.0,"sell_vol":51410.0,"unclassified_vol":0.0,"imbalance":0.253776,"bid":10.92,"ask":10.93,"spread_pct":0.091533,"quote_size_imbalance":null,"quote_age_s":2.191254},"context":{"vwap":10.917739,"price_vs_vwap_pct":0.069254,"ema9":10.940337,"ema20":10.924333,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-2.059166,"dist_to_hod_atr":3.824414,"atr":0.060061,"spread_atr":0.166496,"own_change_pct":-0.103231,"rel_strength_pct":{"SPY":-0.139964,"IWM":-0.074051}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.145392},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"90518002cf21","ts":"2026-09-09T15:56:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.11,"pos_in_5d_range_pct":106.0,"room_to_5d_high_atr":-0.2},"price":10.9391,"vwap":10.9178,"ext_from_open_pct":-0.55,"max_ext_allowed_pct":3.0,"volume_pace":1.11,"trend":"flat","recent_slope_pct":-0.0183,"volatility":"medium"},"price":10.9391,"volume":{"bars":146,"last_bar_volume":193241.0,"baseline_avg":262401.7,"bar_rvol":0.736432,"raw_accel":0.282596,"smooth_accel":2.179124,"accel_momentum":0.572644,"rvol_3bar":[2.163829,0.572914,0.736432],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":150,"trade_rate":5.0,"buy_vol":41543.0,"sell_vol":55918.0,"unclassified_vol":0.0,"imbalance":-0.147495,"bid":10.92,"ask":10.93,"spread_pct":0.091533,"quote_size_imbalance":null,"quote_age_s":1.720076},"context":{"vwap":10.917798,"price_vs_vwap_pct":0.195113,"ema9":10.93763,"ema20":10.924568,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.935455,"dist_to_hod_atr":3.762263,"atr":0.057386,"spread_atr":0.17426,"own_change_pct":-0.211872,"rel_strength_pct":{"SPY":-0.153935,"IWM":-0.086626}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.10862},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2c47a6bfd19e","ts":"2026-09-09T15:56:10+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.11,"pos_in_5d_range_pct":105.6,"room_to_5d_high_atr":-0.18},"price":10.9339,"vwap":10.9178,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":3.0,"volume_pace":1.11,"trend":"flat","recent_slope_pct":-0.0278,"volatility":"medium"},"price":10.9339,"volume":{"bars":146,"last_bar_volume":193241.0,"baseline_avg":262401.7,"bar_rvol":0.736432,"raw_accel":0.282596,"smooth_accel":2.179124,"accel_momentum":0.572644,"rvol_3bar":[2.163829,0.572914,0.736432],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":147,"trade_rate":4.9,"buy_vol":36150.0,"sell_vol":56204.0,"unclassified_vol":0.0,"imbalance":-0.217143,"bid":10.92,"ask":10.93,"spread_pct":0.091533,"quote_size_imbalance":null,"quote_age_s":6.720076},"context":{"vwap":10.917798,"price_vs_vwap_pct":0.147484,"ema9":10.93763,"ema20":10.924568,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.982071,"dist_to_hod_atr":3.852878,"atr":0.057386,"spread_atr":0.17426,"own_change_pct":-0.211872,"rel_strength_pct":{"SPY":-0.153935,"IWM":-0.086626}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.159911},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"544678d500a0","ts":"2026-09-09T15:56:55+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.22 below VWAP $8.23","plan":{"state":"PASS","setup":"","stop":8.1431,"target":8.39,"target_label":"ceiling","reward_risk":2.02,"pos_in_5d_range_pct":24.6,"room_to_5d_high_atr":1.59},"price":8.225,"vwap":8.2317,"ext_from_open_pct":-3.8,"max_ext_allowed_pct":3.0,"volume_pace":1.686,"trend":"flat","recent_slope_pct":-0.0909,"volatility":"medium"},"price":8.225,"volume":{"bars":146,"last_bar_volume":3266.0,"baseline_avg":2956.65,"bar_rvol":1.104629,"raw_accel":-0.573685,"smooth_accel":8.807462,"accel_momentum":7.189193,"rvol_3bar":[4.908251,2.920646,1.104629],"trend_3bar":"DECELERATING","projected_rvol":1.835616},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":1012.0,"sell_vol":3750.0,"unclassified_vol":0.0,"imbalance":-0.574969,"bid":8.22,"ask":8.23,"spread_pct":0.121581,"quote_size_imbalance":null,"quote_age_s":0.648087},"context":{"vwap":8.2316,"price_vs_vwap_pct":-0.080182,"ema9":8.274053,"ema20":8.291624,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.321185,"dist_to_hod_atr":14.234254,"atr":0.03899,"spread_atr":0.256473,"own_change_pct":-0.362319,"rel_strength_pct":{"SPY":-0.304382,"IWM":-0.237072}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.635127},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"6fda78bacdd2","ts":"2026-09-09T15:57:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1632,"target":8.39,"target_label":"ceiling","reward_risk":1.77,"pos_in_5d_range_pct":27.6,"room_to_5d_high_atr":1.53},"price":8.2451,"vwap":8.2317,"ext_from_open_pct":-3.57,"max_ext_allowed_pct":3.0,"volume_pace":1.684,"trend":"flat","recent_slope_pct":-0.0258,"volatility":"medium"},"price":8.2451,"volume":{"bars":147,"last_bar_volume":5000.0,"baseline_avg":2581.1,"bar_rvol":1.937159,"raw_accel":0.530925,"smooth_accel":0.345186,"accel_momentum":-8.462276,"rvol_3bar":[2.920646,1.104629,1.937159],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":67.0,"sell_vol":1587.0,"unclassified_vol":0.0,"imbalance":-0.918984,"bid":8.22,"ask":8.23,"spread_pct":0.121581,"quote_size_imbalance":null,"quote_age_s":2.701326},"context":{"vwap":8.231662,"price_vs_vwap_pct":0.163242,"ema9":8.265242,"ema20":8.285755,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.092255,"dist_to_hod_atr":13.67092,"atr":0.039127,"spread_atr":0.255579,"own_change_pct":-0.483676,"rel_strength_pct":{"SPY":-0.415835,"IWM":-0.40472}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.780218},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"66932adc3b50","ts":"2026-09-09T15:57:25+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.21 below VWAP $8.23","plan":{"state":"PASS","setup":"","stop":8.1331,"target":8.39,"target_label":"ceiling","reward_risk":2.14,"pos_in_5d_range_pct":23.2,"room_to_5d_high_atr":1.62},"price":8.215,"vwap":8.2317,"ext_from_open_pct":-3.92,"max_ext_allowed_pct":3.0,"volume_pace":1.682,"trend":"flat","recent_slope_pct":-0.0989,"volatility":"medium"},"price":8.215,"volume":{"bars":147,"last_bar_volume":5000.0,"baseline_avg":2581.1,"bar_rvol":1.937159,"raw_accel":0.530925,"smooth_accel":0.345186,"accel_momentum":-8.462276,"rvol_3bar":[2.920646,1.104629,1.937159],"trend_3bar":"MIXED","projected_rvol":0.692728},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":169.0,"sell_vol":601.0,"unclassified_vol":0.0,"imbalance":-0.561039,"bid":8.2,"ask":8.22,"spread_pct":0.243605,"quote_size_imbalance":null,"quote_age_s":0.359426},"context":{"vwap":8.231662,"price_vs_vwap_pct":-0.202419,"ema9":8.265242,"ema20":8.285755,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.43508,"dist_to_hod_atr":14.440213,"atr":0.039127,"spread_atr":0.511158,"own_change_pct":-0.483676,"rel_strength_pct":{"SPY":-0.415835,"IWM":-0.40472}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.086821},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e5ae0e019433","ts":"2026-09-09T15:57:25+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.2,"pos_in_5d_range_pct":105.2,"room_to_5d_high_atr":-0.08},"price":12.8,"vwap":12.7347,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":0.975,"trend":"flat","recent_slope_pct":-0.091,"volatility":"high"},"price":12.8,"volume":{"bars":147,"last_bar_volume":1529.0,"baseline_avg":4270.0,"bar_rvol":0.35808,"raw_accel":-0.645244,"smooth_accel":15.064667,"accel_momentum":4.619629,"rvol_3bar":[14.63464,1.032669,0.35808],"trend_3bar":"DECELERATING","projected_rvol":0.909977},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":1320.0,"sell_vol":299.0,"unclassified_vol":0.0,"imbalance":0.630636,"bid":12.78,"ask":12.82,"spread_pct":0.3125,"quote_size_imbalance":null,"quote_age_s":2.505388},"context":{"vwap":12.734498,"price_vs_vwap_pct":0.514369,"ema9":12.829953,"ema20":12.847121,"ema_stack":false,"ema_warm":true,"hod":13.03,"dist_to_hod_pct":-1.765157,"dist_to_hod_atr":4.354495,"atr":0.052819,"spread_atr":0.757303,"own_change_pct":-0.477855,"rel_strength_pct":{"SPY":-0.410015,"IWM":-0.398899}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.225818},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b65891d3b371","ts":"2026-09-09T15:57:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.6139,"target":12.85,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":106.7,"room_to_5d_high_atr":-0.11},"price":12.82,"vwap":12.7347,"ext_from_open_pct":4.14,"max_ext_allowed_pct":4.0,"volume_pace":0.975,"trend":"flat","recent_slope_pct":-0.0597,"volatility":"high"},"price":12.82,"volume":{"bars":147,"last_bar_volume":1529.0,"baseline_avg":4270.0,"bar_rvol":0.35808,"raw_accel":-0.645244,"smooth_accel":15.064667,"accel_momentum":4.619629,"rvol_3bar":[14.63464,1.032669,0.35808],"trend_3bar":"DECELERATING","projected_rvol":0.976112},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":1785.0,"sell_vol":299.0,"unclassified_vol":0.0,"imbalance":0.713052,"bid":12.8,"ask":12.85,"spread_pct":0.389864,"quote_size_imbalance":null,"quote_age_s":1.344291},"context":{"vwap":12.734498,"price_vs_vwap_pct":0.671423,"ema9":12.829953,"ema20":12.847121,"ema_stack":false,"ema_warm":true,"hod":13.03,"dist_to_hod_pct":-1.611665,"dist_to_hod_atr":3.975843,"atr":0.052819,"spread_atr":0.946629,"own_change_pct":-0.477855,"rel_strength_pct":{"SPY":-0.410015,"IWM":-0.398899}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.255329},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"3b88fc2c6879","ts":"2026-09-09T15:57:35+00:00","symbol":"HELP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.556,"target":12.85,"target_label":"premarket_high","reward_risk":0.26,"pos_in_5d_range_pct":104.5,"room_to_5d_high_atr":-0.07},"price":12.7901,"vwap":12.7347,"ext_from_open_pct":3.9,"max_ext_allowed_pct":4.0,"volume_pace":0.974,"trend":"flat","recent_slope_pct":-0.1064,"volatility":"high"},"price":12.7901,"volume":{"bars":147,"last_bar_volume":1529.0,"baseline_avg":4270.0,"bar_rvol":0.35808,"raw_accel":-0.645244,"smooth_accel":15.064667,"accel_momentum":4.619629,"rvol_3bar":[14.63464,1.032669,0.35808],"trend_3bar":"DECELERATING","projected_rvol":0.839478},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":1791.0,"sell_vol":300.0,"unclassified_vol":0.0,"imbalance":0.713056,"bid":12.81,"ask":12.87,"spread_pct":0.46729,"quote_size_imbalance":null,"quote_age_s":1.391778},"context":{"vwap":12.734498,"price_vs_vwap_pct":0.436628,"ema9":12.829953,"ema20":12.847121,"ema_stack":false,"ema_warm":true,"hod":13.03,"dist_to_hod_pct":-1.841136,"dist_to_hod_atr":4.541928,"atr":0.052819,"spread_atr":1.135955,"own_change_pct":-0.477855,"rel_strength_pct":{"SPY":-0.410015,"IWM":-0.398899}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.255331},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"77c3bb5e37fa","ts":"2026-09-09T15:57:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":12.6389,"target":13.03,"target_label":"ceiling","reward_risk":0.9,"pos_in_5d_range_pct":108.6,"room_to_5d_high_atr":-0.14},"price":12.845,"vwap":12.7348,"ext_from_open_pct":4.35,"max_ext_allowed_pct":3.0,"volume_pace":0.973,"trend":"flat","recent_slope_pct":-0.0207,"volatility":"high"},"price":12.845,"volume":{"bars":147,"last_bar_volume":1529.0,"baseline_avg":4270.0,"bar_rvol":0.35808,"raw_accel":-0.645244,"smooth_accel":15.064667,"accel_momentum":4.619629,"rvol_3bar":[14.63464,1.032669,0.35808],"trend_3bar":"DECELERATING","projected_rvol":0.661546},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":1892.0,"sell_vol":462.0,"unclassified_vol":0.0,"imbalance":0.607477,"bid":12.81,"ask":12.88,"spread_pct":0.544959,"quote_size_imbalance":null,"quote_age_s":0.242579},"context":{"vwap":12.734498,"price_vs_vwap_pct":0.86774,"ema9":12.829953,"ema20":12.847121,"ema_stack":false,"ema_warm":true,"hod":13.03,"dist_to_hod_pct":-1.4198,"dist_to_hod_atr":3.502529,"atr":0.052819,"spread_atr":1.325281,"own_change_pct":-0.477855,"rel_strength_pct":{"SPY":-0.410015,"IWM":-0.398899}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.217525},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"165135a570ac","ts":"2026-09-09T15:57:55+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.6276,"target":14.96,"target_label":"premarket_high","reward_risk":1.54,"pos_in_5d_range_pct":3.9,"room_to_5d_high_atr":2.75},"price":14.7586,"vwap":14.6415,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":3.0,"volume_pace":0.58,"trend":"flat","recent_slope_pct":-0.0075,"volatility":"medium"},"price":14.7586,"volume":{"bars":147,"last_bar_volume":32190.0,"baseline_avg":28763.85,"bar_rvol":1.119113,"raw_accel":3.476452,"smooth_accel":-0.38845,"accel_momentum":0.169444,"rvol_3bar":[0.526208,0.200619,1.119113],"trend_3bar":"MIXED","projected_rvol":1.045517},"flow":{"window_s":30,"trades":111,"trade_rate":3.7,"buy_vol":1839.0,"sell_vol":11047.0,"unclassified_vol":0.0,"imbalance":-0.714574,"bid":14.75,"ask":14.76,"spread_pct":0.067774,"quote_size_imbalance":null,"quote_age_s":0.744445},"context":{"vwap":14.640752,"price_vs_vwap_pct":0.804934,"ema9":14.766178,"ema20":14.748112,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.081769,"dist_to_hod_atr":5.718849,"atr":0.028222,"spread_atr":0.354328,"own_change_pct":-0.061576,"rel_strength_pct":{"SPY":0.006265,"IWM":0.017381}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.799689},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"85dee36025a9","ts":"2026-09-09T15:58:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.11,"pos_in_5d_range_pct":105.9,"room_to_5d_high_atr":-0.19},"price":10.9374,"vwap":10.918,"ext_from_open_pct":-0.57,"max_ext_allowed_pct":4.0,"volume_pace":1.113,"trend":"flat","recent_slope_pct":0.001,"volatility":"medium"},"price":10.9374,"volume":{"bars":148,"last_bar_volume":542168.0,"baseline_avg":262289.95,"bar_rvol":2.067056,"raw_accel":1.31407,"smooth_accel":0.3626,"accel_momentum":0.371185,"rvol_3bar":[0.736432,0.893196,2.067056],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":120,"trade_rate":4.0,"buy_vol":77268.0,"sell_vol":37091.0,"unclassified_vol":0.0,"imbalance":0.351323,"bid":10.92,"ask":10.93,"spread_pct":0.091533,"quote_size_imbalance":null,"quote_age_s":0.43097},"context":{"vwap":10.917974,"price_vs_vwap_pct":0.177924,"ema9":10.933503,"ema20":10.924896,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.950695,"dist_to_hod_atr":4.148802,"atr":0.052449,"spread_atr":0.190662,"own_change_pct":-0.200091,"rel_strength_pct":{"SPY":-0.122696,"IWM":-0.093661}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.726205},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a6913043f7e2","ts":"2026-09-09T15:58:20+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.91 below VWAP $10.92","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.14,"pos_in_5d_range_pct":103.8,"room_to_5d_high_atr":-0.13},"price":10.9106,"vwap":10.918,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":1.115,"trend":"flat","recent_slope_pct":-0.0481,"volatility":"medium"},"price":10.9106,"volume":{"bars":148,"last_bar_volume":542168.0,"baseline_avg":262289.95,"bar_rvol":2.067056,"raw_accel":1.31407,"smooth_accel":0.3626,"accel_momentum":0.371185,"rvol_3bar":[0.736432,0.893196,2.067056],"trend_3bar":"ACCELERATING","projected_rvol":1.766728},"flow":{"window_s":30,"trades":264,"trade_rate":8.8,"buy_vol":125990.0,"sell_vol":132518.0,"unclassified_vol":0.0,"imbalance":-0.025253,"bid":10.91,"ask":10.92,"spread_pct":0.091617,"quote_size_imbalance":null,"quote_age_s":1.269325},"context":{"vwap":10.917974,"price_vs_vwap_pct":-0.067542,"ema9":10.933503,"ema20":10.924896,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-2.190946,"dist_to_hod_atr":4.659776,"atr":0.052449,"spread_atr":0.190662,"own_change_pct":-0.200091,"rel_strength_pct":{"SPY":-0.122696,"IWM":-0.093661}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.052199},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3a8c693527a2","ts":"2026-09-09T15:59:05+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.11,"pos_in_5d_range_pct":105.7,"room_to_5d_high_atr":-0.19},"price":10.9348,"vwap":10.918,"ext_from_open_pct":-0.59,"max_ext_allowed_pct":3.0,"volume_pace":1.111,"trend":"flat","recent_slope_pct":0.0009,"volatility":"medium"},"price":10.9348,"volume":{"bars":149,"last_bar_volume":235946.0,"baseline_avg":237600.45,"bar_rvol":0.993037,"raw_accel":-0.56481,"smooth_accel":0.164282,"accel_momentum":-0.198318,"rvol_3bar":[0.893196,2.067056,0.993037],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":95,"trade_rate":3.166667,"buy_vol":3883.0,"sell_vol":50868.0,"unclassified_vol":0.0,"imbalance":-0.858158,"bid":10.91,"ask":10.92,"spread_pct":0.091617,"quote_size_imbalance":null,"quote_age_s":0.01247},"context":{"vwap":10.917988,"price_vs_vwap_pct":0.153984,"ema9":10.929802,"ema20":10.923954,"ema_stack":true,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-1.974003,"dist_to_hod_atr":4.346653,"atr":0.05066,"spread_atr":0.197396,"own_change_pct":-0.182899,"rel_strength_pct":{"SPY":-0.118558,"IWM":-0.112501}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.852182},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1efa8daaa99b","ts":"2026-09-09T15:59:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.635,"target":14.96,"target_label":"premarket_high","reward_risk":1.32,"pos_in_5d_range_pct":5.0,"room_to_5d_high_atr":2.72},"price":14.775,"vwap":14.6423,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":4.0,"volume_pace":0.58,"trend":"flat","recent_slope_pct":-0.0025,"volatility":"medium"},"price":14.775,"volume":{"bars":149,"last_bar_volume":18987.0,"baseline_avg":29106.8,"bar_rvol":0.652322,"raw_accel":-0.324017,"smooth_accel":1.237039,"accel_momentum":0.849127,"rvol_3bar":[1.119113,0.970905,0.652322],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":134,"trade_rate":4.466667,"buy_vol":21274.0,"sell_vol":5020.0,"unclassified_vol":0.0,"imbalance":0.618164,"bid":14.77,"ask":14.78,"spread_pct":0.067682,"quote_size_imbalance":null,"quote_age_s":0.461203},"context":{"vwap":14.642002,"price_vs_vwap_pct":0.908335,"ema9":14.76473,"ema20":14.750624,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.97185,"dist_to_hod_atr":5.438718,"atr":0.026661,"spread_atr":0.375084,"own_change_pct":0.0,"rel_strength_pct":{"SPY":0.064341,"IWM":0.070398}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.403242},"shadow":{"decision":"FAIL","failed":["bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"33e62d55312d","ts":"2026-09-09T15:59:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1681,"target":8.39,"target_label":"ceiling","reward_risk":1.71,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":1.51},"price":8.25,"vwap":8.2317,"ext_from_open_pct":-3.51,"max_ext_allowed_pct":4.0,"volume_pace":1.679,"trend":"flat","recent_slope_pct":0.0357,"volatility":"medium"},"price":8.25,"volume":{"bars":149,"last_bar_volume":344.0,"baseline_avg":2925.4,"bar_rvol":0.117591,"raw_accel":-0.887838,"smooth_accel":-0.604969,"accel_momentum":-0.199534,"rvol_3bar":[1.937159,1.097906,0.117591],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":3875.0,"sell_vol":671.0,"unclassified_vol":0.0,"imbalance":0.704795,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":1.558882},"context":{"vwap":8.231653,"price_vs_vwap_pct":0.222888,"ema9":8.256835,"ema20":8.277579,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.036446,"dist_to_hod_atr":12.814507,"atr":0.041359,"spread_atr":0.241783,"own_change_pct":0.296296,"rel_strength_pct":{"SPY":0.360637,"IWM":0.366695}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.082877},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"c4c9e903d6a2","ts":"2026-09-09T15:59:10+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.91 below VWAP $10.92","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.14,"pos_in_5d_range_pct":103.8,"room_to_5d_high_atr":-0.12},"price":10.91,"vwap":10.918,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":1.111,"trend":"flat","recent_slope_pct":-0.0445,"volatility":"medium"},"price":10.91,"volume":{"bars":149,"last_bar_volume":235946.0,"baseline_avg":237600.45,"bar_rvol":0.993037,"raw_accel":-0.56481,"smooth_accel":0.164282,"accel_momentum":-0.198318,"rvol_3bar":[0.893196,2.067056,0.993037],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":96,"trade_rate":3.2,"buy_vol":3983.0,"sell_vol":48392.0,"unclassified_vol":0.0,"imbalance":-0.847905,"bid":10.91,"ask":10.92,"spread_pct":0.091617,"quote_size_imbalance":null,"quote_age_s":3.948372},"context":{"vwap":10.917988,"price_vs_vwap_pct":-0.073164,"ema9":10.929802,"ema20":10.923954,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-2.196325,"dist_to_hod_atr":4.836195,"atr":0.05066,"spread_atr":0.197396,"own_change_pct":-0.182899,"rel_strength_pct":{"SPY":-0.118558,"IWM":-0.112501}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.842},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4c33db92ee66","ts":"2026-09-09T15:59:15+00:00","symbol":"NOK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":104.5,"room_to_5d_high_atr":-0.15},"price":10.92,"vwap":10.918,"ext_from_open_pct":-0.73,"max_ext_allowed_pct":3.0,"volume_pace":1.11,"trend":"flat","recent_slope_pct":-0.0262,"volatility":"medium"},"price":10.92,"volume":{"bars":149,"last_bar_volume":235946.0,"baseline_avg":237600.45,"bar_rvol":0.993037,"raw_accel":-0.56481,"smooth_accel":0.164282,"accel_momentum":-0.198318,"rvol_3bar":[0.893196,2.067056,0.993037],"trend_3bar":"MIXED","projected_rvol":0.058182},"flow":{"window_s":30,"trades":85,"trade_rate":2.833333,"buy_vol":3680.0,"sell_vol":47371.0,"unclassified_vol":0.0,"imbalance":-0.85583,"bid":10.91,"ask":10.92,"spread_pct":0.091617,"quote_size_imbalance":null,"quote_age_s":1.566908},"context":{"vwap":10.917988,"price_vs_vwap_pct":0.018428,"ema9":10.929802,"ema20":10.923954,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-2.106679,"dist_to_hod_atr":4.638799,"atr":0.05066,"spread_atr":0.197396,"own_change_pct":-0.182899,"rel_strength_pct":{"SPY":-0.118558,"IWM":-0.112501}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.849871},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7a24399534de","ts":"2026-09-09T15:59:20+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.23 below VWAP $8.23","plan":{"state":"PASS","setup":"","stop":8.1442,"target":8.39,"target_label":"ceiling","reward_risk":2.0,"pos_in_5d_range_pct":24.8,"room_to_5d_high_atr":1.58},"price":8.2261,"vwap":8.2317,"ext_from_open_pct":-3.79,"max_ext_allowed_pct":4.0,"volume_pace":1.677,"trend":"flat","recent_slope_pct":-0.0223,"volatility":"medium"},"price":8.2261,"volume":{"bars":149,"last_bar_volume":344.0,"baseline_avg":2925.4,"bar_rvol":0.117591,"raw_accel":-0.887838,"smooth_accel":-0.604969,"accel_momentum":-0.199534,"rvol_3bar":[1.937159,1.097906,0.117591],"trend_3bar":"DECELERATING","projected_rvol":4.554249},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":3875.0,"sell_vol":677.0,"unclassified_vol":0.0,"imbalance":0.702548,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":2.507541},"context":{"vwap":8.231653,"price_vs_vwap_pct":-0.067455,"ema9":8.256835,"ema20":8.277579,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.308656,"dist_to_hod_atr":13.392369,"atr":0.041359,"spread_atr":0.241783,"own_change_pct":0.296296,"rel_strength_pct":{"SPY":0.360637,"IWM":0.366695}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.082613},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"ec133bd1f894","ts":"2026-09-09T15:59:20+00:00","symbol":"NOK","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.91 below VWAP $10.92","plan":{"state":"PASS","setup":"","stop":9.8182,"target":11.06,"target_label":"ceiling","reward_risk":0.13,"pos_in_5d_range_pct":104.0,"room_to_5d_high_atr":-0.13},"price":10.913,"vwap":10.918,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":1.11,"trend":"flat","recent_slope_pct":-0.039,"volatility":"medium"},"price":10.913,"volume":{"bars":149,"last_bar_volume":235946.0,"baseline_avg":237600.45,"bar_rvol":0.993037,"raw_accel":-0.56481,"smooth_accel":0.164282,"accel_momentum":-0.198318,"rvol_3bar":[0.893196,2.067056,0.993037],"trend_3bar":"MIXED","projected_rvol":0.06298},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":3261.0,"sell_vol":27453.0,"unclassified_vol":0.0,"imbalance":-0.787654,"bid":10.91,"ask":10.92,"spread_pct":0.091617,"quote_size_imbalance":null,"quote_age_s":0.195628},"context":{"vwap":10.917988,"price_vs_vwap_pct":-0.045686,"ema9":10.929802,"ema20":10.923954,"ema_stack":false,"ema_warm":true,"hod":11.155,"dist_to_hod_pct":-2.169431,"dist_to_hod_atr":4.776976,"atr":0.05066,"spread_atr":0.197396,"own_change_pct":-0.182899,"rel_strength_pct":{"SPY":-0.118558,"IWM":-0.112501}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.782169},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7675e6a9348a","ts":"2026-09-09T15:59:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1781,"target":8.39,"target_label":"ceiling","reward_risk":1.59,"pos_in_5d_range_pct":29.7,"room_to_5d_high_atr":1.48},"price":8.26,"vwap":8.2318,"ext_from_open_pct":-3.39,"max_ext_allowed_pct":3.0,"volume_pace":1.677,"trend":"flat","recent_slope_pct":0.0599,"volatility":"medium"},"price":8.26,"volume":{"bars":149,"last_bar_volume":344.0,"baseline_avg":2925.4,"bar_rvol":0.117591,"raw_accel":-0.887838,"smooth_accel":-0.604969,"accel_momentum":-0.199534,"rvol_3bar":[1.937159,1.097906,0.117591],"trend_3bar":"DECELERATING","projected_rvol":3.812402},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":4081.0,"sell_vol":666.0,"unclassified_vol":0.0,"imbalance":0.719402,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":1.09549},"context":{"vwap":8.231653,"price_vs_vwap_pct":0.34437,"ema9":8.256835,"ema20":8.277579,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.922551,"dist_to_hod_atr":12.572724,"atr":0.041359,"spread_atr":0.241783,"own_change_pct":0.296296,"rel_strength_pct":{"SPY":0.360637,"IWM":0.366695}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.084595},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"72fd4db76894","ts":"2026-09-09T15:59:45+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.23 below VWAP $8.23","plan":{"state":"PASS","setup":"","stop":8.1476,"target":8.39,"target_label":"ceiling","reward_risk":1.96,"pos_in_5d_range_pct":25.3,"room_to_5d_high_atr":1.57},"price":8.2295,"vwap":8.2317,"ext_from_open_pct":-3.75,"max_ext_allowed_pct":3.0,"volume_pace":1.674,"trend":"flat","recent_slope_pct":-0.0141,"volatility":"medium"},"price":8.2295,"volume":{"bars":149,"last_bar_volume":344.0,"baseline_avg":2925.4,"bar_rvol":0.117591,"raw_accel":-0.887838,"smooth_accel":-0.604969,"accel_momentum":-0.199534,"rvol_3bar":[1.937159,1.097906,0.117591],"trend_3bar":"DECELERATING","projected_rvol":2.211891},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":206.0,"sell_vol":212.0,"unclassified_vol":0.0,"imbalance":-0.014354,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":7.583383},"context":{"vwap":8.231653,"price_vs_vwap_pct":-0.026151,"ema9":8.256835,"ema20":8.277579,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.269932,"dist_to_hod_atr":13.310163,"atr":0.041359,"spread_atr":0.241783,"own_change_pct":0.296296,"rel_strength_pct":{"SPY":0.360637,"IWM":0.366695}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.001688},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"2da4a871206a","ts":"2026-09-09T15:59:55+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1689,"target":8.39,"target_label":"ceiling","reward_risk":1.7,"pos_in_5d_range_pct":28.4,"room_to_5d_high_atr":1.51},"price":8.2508,"vwap":8.2317,"ext_from_open_pct":-3.5,"max_ext_allowed_pct":3.0,"volume_pace":1.672,"trend":"flat","recent_slope_pct":0.0376,"volatility":"medium"},"price":8.2508,"volume":{"bars":149,"last_bar_volume":344.0,"baseline_avg":2925.4,"bar_rvol":0.117591,"raw_accel":-0.887838,"smooth_accel":-0.604969,"accel_momentum":-0.199534,"rvol_3bar":[1.937159,1.097906,0.117591],"trend_3bar":"DECELERATING","projected_rvol":1.826137},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":44.0,"sell_vol":206.0,"unclassified_vol":0.0,"imbalance":-0.648,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":7.236431},"context":{"vwap":8.231653,"price_vs_vwap_pct":0.232606,"ema9":8.256835,"ema20":8.277579,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.027335,"dist_to_hod_atr":12.795165,"atr":0.041359,"spread_atr":0.241783,"own_change_pct":0.296296,"rel_strength_pct":{"SPY":0.360637,"IWM":0.366695}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.076199},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6710a9b96197","ts":"2026-09-09T15:59:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.6052,"target":11.98,"target_label":"range_20d_high","reward_risk":1.34,"pos_in_5d_range_pct":152.8,"room_to_5d_high_atr":-1.07},"price":11.7652,"vwap":11.6029,"ext_from_open_pct":0.56,"max_ext_allowed_pct":3.0,"volume_pace":2.105,"trend":"flat","recent_slope_pct":-0.0816,"volatility":"medium"},"price":11.7652,"volume":{"bars":149,"last_bar_volume":420.0,"baseline_avg":1392.4,"bar_rvol":0.301637,"raw_accel":0.20655,"smooth_accel":0.456204,"accel_momentum":0.315664,"rvol_3bar":[1.194685,0.243226,0.301637],"trend_3bar":"MIXED","projected_rvol":1.207333},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":104.0,"sell_vol":209.0,"unclassified_vol":0.0,"imbalance":-0.335463,"bid":11.69,"ask":11.77,"spread_pct":0.682012,"quote_size_imbalance":null,"quote_age_s":2.101474},"context":{"vwap":11.602385,"price_vs_vwap_pct":1.403287,"ema9":11.766078,"ema20":11.755228,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.563934,"dist_to_hod_atr":6.141649,"atr":0.070795,"spread_atr":1.130018,"own_change_pct":-0.055178,"rel_strength_pct":{"SPY":0.009163,"IWM":0.01522}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.101188},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"79272747b257","ts":"2026-09-09T16:00:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.58,"target":11.98,"target_label":"range_20d_high","reward_risk":1.5,"pos_in_5d_range_pct":150.2,"room_to_5d_high_atr":-1.02},"price":11.74,"vwap":11.6029,"ext_from_open_pct":0.34,"max_ext_allowed_pct":3.0,"volume_pace":2.103,"trend":"flat","recent_slope_pct":-0.0466,"volatility":"medium"},"price":11.74,"volume":{"bars":150,"last_bar_volume":1541.0,"baseline_avg":1025.85,"bar_rvol":1.502169,"raw_accel":2.669048,"smooth_accel":-0.165882,"accel_momentum":-0.622086,"rvol_3bar":[0.243226,0.301637,1.502169],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":105.0,"sell_vol":196.0,"unclassified_vol":0.0,"imbalance":-0.302326,"bid":11.69,"ask":11.77,"spread_pct":0.682012,"quote_size_imbalance":null,"quote_age_s":12.101474},"context":{"vwap":11.602918,"price_vs_vwap_pct":1.181447,"ema9":11.765903,"ema20":11.756178,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.770492,"dist_to_hod_atr":6.434601,"atr":0.071489,"spread_atr":1.119061,"own_change_pct":-0.16801,"rel_strength_pct":{"SPY":-0.118177,"IWM":-0.085595}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.454144},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"94e1985686bb","ts":"2026-09-09T16:00:15+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.6194,"target":11.98,"target_label":"range_20d_high","reward_risk":1.25,"pos_in_5d_range_pct":154.2,"room_to_5d_high_atr":-1.1},"price":11.7794,"vwap":11.6029,"ext_from_open_pct":0.68,"max_ext_allowed_pct":3.0,"volume_pace":2.101,"trend":"flat","recent_slope_pct":0.0204,"volatility":"medium"},"price":11.7794,"volume":{"bars":150,"last_bar_volume":1541.0,"baseline_avg":1025.85,"bar_rvol":1.502169,"raw_accel":2.669048,"smooth_accel":-0.165882,"accel_momentum":-0.622086,"rvol_3bar":[0.243226,0.301637,1.502169],"trend_3bar":"ACCELERATING","projected_rvol":0.062387},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":114.0,"sell_vol":196.0,"unclassified_vol":0.0,"imbalance":-0.264516,"bid":11.69,"ask":11.77,"spread_pct":0.682012,"quote_size_imbalance":null,"quote_age_s":8.121221},"context":{"vwap":11.602918,"price_vs_vwap_pct":1.521017,"ema9":11.765903,"ema20":11.756178,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.447541,"dist_to_hod_atr":5.883463,"atr":0.071489,"spread_atr":1.119061,"own_change_pct":-0.16801,"rel_strength_pct":{"SPY":-0.118177,"IWM":-0.085595}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":1,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.397348},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"33ce0394983f","ts":"2026-09-09T16:00:20+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.56,"target":11.98,"target_label":"range_20d_high","reward_risk":2.0,"pos_in_5d_range_pct":146.3,"room_to_5d_high_atr":-0.94},"price":11.7,"vwap":11.603,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":2.1,"trend":"flat","recent_slope_pct":-0.1147,"volatility":"medium"},"price":11.7,"volume":{"bars":150,"last_bar_volume":1541.0,"baseline_avg":1025.85,"bar_rvol":1.502169,"raw_accel":2.669048,"smooth_accel":-0.165882,"accel_momentum":-0.622086,"rvol_3bar":[0.243226,0.301637,1.502169],"trend_3bar":"ACCELERATING","projected_rvol":0.339231},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":20.0,"sell_vol":106.0,"unclassified_vol":0.0,"imbalance":-0.68254,"bid":11.69,"ask":11.76,"spread_pct":0.597015,"quote_size_imbalance":null,"quote_age_s":4.632117},"context":{"vwap":11.602918,"price_vs_vwap_pct":0.836706,"ema9":11.765903,"ema20":11.756178,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.098361,"dist_to_hod_atr":6.994131,"atr":0.071489,"spread_atr":0.979178,"own_change_pct":-0.16801,"rel_strength_pct":{"SPY":-0.118177,"IWM":-0.085595}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.02529},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"40f9fb27c4ad","ts":"2026-09-09T16:02:20+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.59 below VWAP $11.60","plan":{"state":"PASS","setup":"","stop":11.445,"target":11.98,"target_label":"range_20d_high","reward_risk":2.82,"pos_in_5d_range_pct":134.8,"room_to_5d_high_atr":-0.71},"price":11.585,"vwap":11.603,"ext_from_open_pct":-0.98,"max_ext_allowed_pct":3.0,"volume_pace":2.092,"trend":"flat","recent_slope_pct":-0.3262,"volatility":"medium"},"price":11.585,"volume":{"bars":152,"last_bar_volume":57.0,"baseline_avg":769.1,"bar_rvol":0.074113,"raw_accel":-0.75641,"smooth_accel":-0.234754,"accel_momentum":-0.180467,"rvol_3bar":[1.502169,0.263454,0.074113],"trend_3bar":"DECELERATING","projected_rvol":15.512937},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":2053.0,"sell_vol":1925.0,"unclassified_vol":0.0,"imbalance":0.032177,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":2.240118},"context":{"vwap":11.603002,"price_vs_vwap_pct":-0.15515,"ema9":11.755214,"ema20":11.75226,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.040984,"dist_to_hod_atr":8.687343,"atr":0.070793,"spread_atr":0.988803,"own_change_pct":-0.085811,"rel_strength_pct":{"SPY":-0.114328,"IWM":-0.072069}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.002385},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"31d7a3ed7f41","ts":"2026-09-09T16:02:30+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.48,"target":11.98,"target_label":"range_20d_high","reward_risk":2.57,"pos_in_5d_range_pct":138.3,"room_to_5d_high_atr":-0.78},"price":11.62,"vwap":11.6031,"ext_from_open_pct":-0.68,"max_ext_allowed_pct":3.0,"volume_pace":2.099,"trend":"flat","recent_slope_pct":-0.2664,"volatility":"medium"},"price":11.62,"volume":{"bars":152,"last_bar_volume":57.0,"baseline_avg":769.1,"bar_rvol":0.074113,"raw_accel":-0.75641,"smooth_accel":-0.234754,"accel_momentum":-0.180467,"rvol_3bar":[1.502169,0.263454,0.074113],"trend_3bar":"DECELERATING","projected_rvol":15.379014},"flow":{"window_s":30,"trades":107,"trade_rate":3.566667,"buy_vol":3034.0,"sell_vol":2880.0,"unclassified_vol":0.0,"imbalance":0.02604,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":3.673168},"context":{"vwap":11.603002,"price_vs_vwap_pct":0.146496,"ema9":11.755214,"ema20":11.75226,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.754098,"dist_to_hod_atr":8.192942,"atr":0.070793,"spread_atr":0.988803,"own_change_pct":-0.085811,"rel_strength_pct":{"SPY":-0.114328,"IWM":-0.072069}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.00193},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"03fb0fd2f549","ts":"2026-09-09T16:02:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.60 below VWAP $11.60","plan":{"state":"PASS","setup":"","stop":11.4763,"target":11.98,"target_label":"range_20d_high","reward_risk":3.07,"pos_in_5d_range_pct":136.3,"room_to_5d_high_atr":-0.74},"price":11.6,"vwap":11.6031,"ext_from_open_pct":-0.85,"max_ext_allowed_pct":3.0,"volume_pace":2.097,"trend":"flat","recent_slope_pct":-0.3006,"volatility":"medium"},"price":11.6,"volume":{"bars":152,"last_bar_volume":57.0,"baseline_avg":769.1,"bar_rvol":0.074113,"raw_accel":-0.75641,"smooth_accel":-0.234754,"accel_momentum":-0.180467,"rvol_3bar":[1.502169,0.263454,0.074113],"trend_3bar":"DECELERATING","projected_rvol":13.184241},"flow":{"window_s":30,"trades":108,"trade_rate":3.6,"buy_vol":3034.0,"sell_vol":2881.0,"unclassified_vol":0.0,"imbalance":0.025866,"bid":11.59,"ask":11.64,"spread_pct":0.430478,"quote_size_imbalance":null,"quote_age_s":0.582163},"context":{"vwap":11.603002,"price_vs_vwap_pct":-0.025873,"ema9":11.755214,"ema20":11.75226,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.918033,"dist_to_hod_atr":8.475457,"atr":0.070793,"spread_atr":0.706288,"own_change_pct":-0.085811,"rel_strength_pct":{"SPY":-0.114328,"IWM":-0.072069}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.001917},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7dcd9b49d87e","ts":"2026-09-09T16:02:45+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5223,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":4.0,"volume_pace":1.001,"trend":"flat","recent_slope_pct":0.0395,"volatility":"medium"},"price":5.525,"volume":{"bars":152,"last_bar_volume":23823.0,"baseline_avg":28655.25,"bar_rvol":0.831366,"raw_accel":2.325464,"smooth_accel":-0.044685,"accel_momentum":0.639186,"rvol_3bar":[0.103336,0.183218,0.831366],"trend_3bar":"ACCELERATING","projected_rvol":3.929007},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":59684.0,"sell_vol":19251.0,"unclassified_vol":0.0,"imbalance":0.512232,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":2.067896},"context":{"vwap":5.522267,"price_vs_vwap_pct":0.049496,"ema9":5.515807,"ema20":5.514286,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":7.692278,"atr":0.01235,"spread_atr":0.809713,"own_change_pct":0.157857,"rel_strength_pct":{"SPY":0.129341,"IWM":0.1716}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.425852},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e067d4e3e137","ts":"2026-09-09T16:03:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4566,"target":5.58,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.5201,"vwap":5.5223,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":1.001,"trend":"flat","recent_slope_pct":0.025,"volatility":"medium"},"price":5.5201,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":54542.0,"sell_vol":26581.0,"unclassified_vol":0.0,"imbalance":0.344674,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":4.744471},"context":{"vwap":5.52226,"price_vs_vwap_pct":-0.039117,"ema9":5.517645,"ema20":5.515306,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.77758,"dist_to_hod_atr":7.746304,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.201131,"IWM":0.222093}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.19741},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2dcee259adaf","ts":"2026-09-09T16:03:20+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5223,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":0.999,"trend":"flat","recent_slope_pct":0.0427,"volatility":"medium"},"price":5.525,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":0.14139},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":6139.0,"sell_vol":1239.0,"unclassified_vol":0.0,"imbalance":0.664137,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":2.15591},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.049615,"ema9":5.517645,"ema20":5.515306,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":7.366355,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.201131,"IWM":0.222093}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.307234},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7adb9542a1e1","ts":"2026-09-09T16:03:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4532,"target":5.559,"target_label":"ceiling","reward_risk":0.67,"pos_in_5d_range_pct":65.3,"room_to_5d_high_atr":0.68},"price":5.5167,"vwap":5.5223,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":3.0,"volume_pace":0.999,"trend":"flat","recent_slope_pct":0.0127,"volatility":"medium"},"price":5.5167,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":0.124877},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":1152.0,"sell_vol":1358.0,"unclassified_vol":0.0,"imbalance":-0.082072,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":7.15591},"context":{"vwap":5.52226,"price_vs_vwap_pct":-0.100686,"ema9":5.517645,"ema20":5.515306,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.838078,"dist_to_hod_atr":8.009942,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.201131,"IWM":0.222093}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.28512},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"91e21d90fa60","ts":"2026-09-09T16:03:40+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4665,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.53,"vwap":5.5223,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":3.0,"volume_pace":0.997,"trend":"flat","recent_slope_pct":0.0609,"volatility":"medium"},"price":5.53,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":0.084876},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":1043.0,"sell_vol":263.0,"unclassified_vol":0.0,"imbalance":0.597243,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":2.469884},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.140157,"ema9":5.517645,"ema20":5.515306,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.601423,"dist_to_hod_atr":6.978652,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.201131,"IWM":0.222093}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.074845},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e5e2f066a578","ts":"2026-09-09T16:03:45+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4565,"target":5.58,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.52,"vwap":5.5223,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.997,"trend":"flat","recent_slope_pct":0.0246,"volatility":"medium"},"price":5.52,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":0.080581},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":1047.0,"sell_vol":363.0,"unclassified_vol":0.0,"imbalance":0.485106,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":3.624061},"context":{"vwap":5.52226,"price_vs_vwap_pct":-0.040928,"ema9":5.517645,"ema20":5.515306,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":7.754058,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.201131,"IWM":0.222093}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.685276},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"739386c6b298","ts":"2026-09-09T16:03:55+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5223,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":0.996,"trend":"flat","recent_slope_pct":0.0427,"volatility":"medium"},"price":5.525,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":0.068451},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":25.0,"sell_vol":281.0,"unclassified_vol":0.0,"imbalance":-0.836601,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":8.5146},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.049615,"ema9":5.517645,"ema20":5.515306,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":7.366355,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.201131,"IWM":0.222093}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.906382},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b668c0b52510","ts":"2026-09-09T16:04:00+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4572,"target":5.58,"target_label":"premarket_high","reward_risk":0.93,"pos_in_5d_range_pct":66.1,"room_to_5d_high_atr":0.67},"price":5.5207,"vwap":5.5223,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":0.995,"trend":"flat","recent_slope_pct":0.0272,"volatility":"medium"},"price":5.5207,"volume":{"bars":153,"last_bar_volume":99216.0,"baseline_avg":28559.3,"bar_rvol":3.474035,"raw_accel":3.164715,"smooth_accel":3.381989,"accel_momentum":3.426673,"rvol_3bar":[0.183218,0.831366,3.474035],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":27.0,"sell_vol":276.0,"unclassified_vol":0.0,"imbalance":-0.821782,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":3.478638},"context":{"vwap":5.52226,"price_vs_vwap_pct":-0.028252,"ema9":5.517645,"ema20":5.515306,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.766904,"dist_to_hod_atr":7.69978,"atr":0.012896,"spread_atr":0.775406,"own_change_pct":0.266773,"rel_strength_pct":{"SPY":0.236511,"IWM":0.206635}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.8549},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"826981cd2859","ts":"2026-09-09T16:04:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.49,"target":12.74,"target_label":"premarket_high","reward_risk":1.38,"pos_in_5d_range_pct":36.9,"room_to_5d_high_atr":1.32},"price":12.595,"vwap":12.5702,"ext_from_open_pct":-0.12,"max_ext_allowed_pct":4.0,"volume_pace":3.332,"trend":"flat","recent_slope_pct":0.0813,"volatility":"medium"},"price":12.595,"volume":{"bars":154,"last_bar_volume":18871.0,"baseline_avg":14667.2,"bar_rvol":1.286612,"raw_accel":0.038923,"smooth_accel":-0.041191,"accel_momentum":-2.166785,"rvol_3bar":[0.13961,1.300974,1.286612],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":227,"trade_rate":7.566667,"buy_vol":13898.0,"sell_vol":8642.0,"unclassified_vol":0.0,"imbalance":0.233185,"bid":12.59,"ask":12.6,"spread_pct":0.079397,"quote_size_imbalance":null,"quote_age_s":0.388328},"context":{"vwap":12.570144,"price_vs_vwap_pct":0.19774,"ema9":12.558582,"ema20":12.550935,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.831645,"dist_to_hod_atr":7.243302,"atr":0.032444,"spread_atr":0.308226,"own_change_pct":0.278773,"rel_strength_pct":{"SPY":0.248511,"IWM":0.218635}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.300019},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"958a8659b6c0","ts":"2026-09-09T16:04:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4665,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.53,"vwap":5.5223,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":3.0,"volume_pace":0.995,"trend":"flat","recent_slope_pct":0.0556,"volatility":"medium"},"price":5.53,"volume":{"bars":154,"last_bar_volume":1804.0,"baseline_avg":30719.25,"bar_rvol":0.058725,"raw_accel":-0.981817,"smooth_accel":8.222354,"accel_momentum":4.840365,"rvol_3bar":[0.831366,3.474035,0.058725],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":100.0,"sell_vol":267.0,"unclassified_vol":0.0,"imbalance":-0.455041,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":4.993233},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.140157,"ema9":5.518256,"ema20":5.51582,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.601423,"dist_to_hod_atr":6.959244,"atr":0.012932,"spread_atr":0.773249,"own_change_pct":0.103354,"rel_strength_pct":{"SPY":0.073092,"IWM":0.043216}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.026722},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"86e1e4ab695b","ts":"2026-09-09T16:04:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":12.4716,"target":12.74,"target_label":"premarket_high","reward_risk":1.56,"pos_in_5d_range_pct":34.8,"room_to_5d_high_atr":1.37},"price":12.5766,"vwap":12.5702,"ext_from_open_pct":-0.26,"max_ext_allowed_pct":4.0,"volume_pace":3.33,"trend":"flat","recent_slope_pct":0.052,"volatility":"medium"},"price":12.5766,"volume":{"bars":154,"last_bar_volume":18871.0,"baseline_avg":14667.2,"bar_rvol":1.286612,"raw_accel":0.038923,"smooth_accel":-0.041191,"accel_momentum":-2.166785,"rvol_3bar":[0.13961,1.300974,1.286612],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":180,"trade_rate":6.0,"buy_vol":13769.0,"sell_vol":5736.0,"unclassified_vol":0.0,"imbalance":0.411843,"bid":12.59,"ask":12.6,"spread_pct":0.079397,"quote_size_imbalance":null,"quote_age_s":3.500519},"context":{"vwap":12.570144,"price_vs_vwap_pct":0.051362,"ema9":12.558582,"ema20":12.550935,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.975058,"dist_to_hod_atr":7.810437,"atr":0.032444,"spread_atr":0.308226,"own_change_pct":0.278773,"rel_strength_pct":{"SPY":0.248511,"IWM":0.218635}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.529882},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"00787c8b690e","ts":"2026-09-09T16:04:10+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4565,"target":5.58,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.52,"vwap":5.5223,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.994,"trend":"flat","recent_slope_pct":0.0194,"volatility":"medium"},"price":5.52,"volume":{"bars":154,"last_bar_volume":1804.0,"baseline_avg":30719.25,"bar_rvol":0.058725,"raw_accel":-0.981817,"smooth_accel":8.222354,"accel_momentum":4.840365,"rvol_3bar":[0.831366,3.474035,0.058725],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":100.0,"sell_vol":308.0,"unclassified_vol":0.0,"imbalance":-0.509804,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":2.162422},"context":{"vwap":5.52226,"price_vs_vwap_pct":-0.040928,"ema9":5.518256,"ema20":5.51582,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":7.732493,"atr":0.012932,"spread_atr":0.773249,"own_change_pct":0.103354,"rel_strength_pct":{"SPY":0.073092,"IWM":0.043216}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.029938},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"85a60acfefba","ts":"2026-09-09T16:04:15+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4665,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.53,"vwap":5.5223,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":3.0,"volume_pace":0.993,"trend":"flat","recent_slope_pct":0.0556,"volatility":"medium"},"price":5.53,"volume":{"bars":154,"last_bar_volume":1804.0,"baseline_avg":30719.25,"bar_rvol":0.058725,"raw_accel":-0.981817,"smooth_accel":8.222354,"accel_momentum":4.840365,"rvol_3bar":[0.831366,3.474035,0.058725],"trend_3bar":"MIXED","projected_rvol":0.0306},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":110.0,"sell_vol":203.0,"unclassified_vol":0.0,"imbalance":-0.297125,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.18839},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.140157,"ema9":5.518256,"ema20":5.51582,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.601423,"dist_to_hod_atr":6.959244,"atr":0.012932,"spread_atr":0.773249,"own_change_pct":0.103354,"rel_strength_pct":{"SPY":0.073092,"IWM":0.043216}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.017449},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ce6604f602ad","ts":"2026-09-09T16:04:20+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4566,"target":5.58,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.5201,"vwap":5.5223,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.993,"trend":"flat","recent_slope_pct":0.0197,"volatility":"medium"},"price":5.5201,"volume":{"bars":154,"last_bar_volume":1804.0,"baseline_avg":30719.25,"bar_rvol":0.058725,"raw_accel":-0.981817,"smooth_accel":8.222354,"accel_momentum":4.840365,"rvol_3bar":[0.831366,3.474035,0.058725],"trend_3bar":"MIXED","projected_rvol":0.05879},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":122.0,"sell_vol":553.0,"unclassified_vol":0.0,"imbalance":-0.638519,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":1.015434},"context":{"vwap":5.52226,"price_vs_vwap_pct":-0.039118,"ema9":5.518256,"ema20":5.51582,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.77758,"dist_to_hod_atr":7.724761,"atr":0.012932,"spread_atr":0.773249,"own_change_pct":0.103354,"rel_strength_pct":{"SPY":0.073092,"IWM":0.043216}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.037497},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9145089991e4","ts":"2026-09-09T16:04:25+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.4863,"target":11.98,"target_label":"range_20d_high","reward_risk":2.99,"pos_in_5d_range_pct":137.3,"room_to_5d_high_atr":-0.76},"price":11.61,"vwap":11.603,"ext_from_open_pct":-0.77,"max_ext_allowed_pct":3.0,"volume_pace":2.081,"trend":"flat","recent_slope_pct":-0.3029,"volatility":"medium"},"price":11.61,"volume":{"bars":154,"last_bar_volume":1461.0,"baseline_avg":952.0,"bar_rvol":1.534664,"raw_accel":-0.753043,"smooth_accel":2.386788,"accel_momentum":0.691608,"rvol_3bar":[0.074113,8.354752,1.534664],"trend_3bar":"MIXED","projected_rvol":1.021008},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":211.0,"sell_vol":201.0,"unclassified_vol":0.0,"imbalance":0.024272,"bid":11.58,"ask":11.61,"spread_pct":0.258732,"quote_size_imbalance":null,"quote_age_s":0.069116},"context":{"vwap":11.603034,"price_vs_vwap_pct":0.060033,"ema9":11.699545,"ema20":11.724751,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.836066,"dist_to_hod_atr":7.40463,"atr":0.07968,"spread_atr":0.376507,"own_change_pct":-1.473648,"rel_strength_pct":{"SPY":-1.503911,"IWM":-1.533787}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.037249},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c6b5ba4be0ca","ts":"2026-09-09T16:04:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":5.4657,"target":5.58,"target_label":"premarket_high","reward_risk":0.8,"pos_in_5d_range_pct":67.8,"room_to_5d_high_atr":0.63},"price":5.5292,"vwap":5.5223,"ext_from_open_pct":-0.73,"max_ext_allowed_pct":4.0,"volume_pace":0.993,"trend":"flat","recent_slope_pct":0.0527,"volatility":"medium"},"price":5.5292,"volume":{"bars":154,"last_bar_volume":1804.0,"baseline_avg":30719.25,"bar_rvol":0.058725,"raw_accel":-0.981817,"smooth_accel":8.222354,"accel_momentum":4.840365,"rvol_3bar":[0.831366,3.474035,0.058725],"trend_3bar":"MIXED","projected_rvol":0.437198},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":5106.0,"sell_vol":502.0,"unclassified_vol":0.0,"imbalance":0.82097,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.285866},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.12567,"ema9":5.518256,"ema20":5.51582,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.615658,"dist_to_hod_atr":7.021104,"atr":0.012932,"spread_atr":0.773249,"own_change_pct":0.103354,"rel_strength_pct":{"SPY":0.073092,"IWM":0.043216}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.048212},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7313a31a34db","ts":"2026-09-09T16:04:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.60 below VWAP $11.60","plan":{"state":"PASS","setup":"","stop":11.4713,"target":11.98,"target_label":"range_20d_high","reward_risk":3.11,"pos_in_5d_range_pct":135.8,"room_to_5d_high_atr":-0.73},"price":11.595,"vwap":11.603,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":4.0,"volume_pace":2.079,"trend":"flat","recent_slope_pct":-0.3288,"volatility":"medium"},"price":11.595,"volume":{"bars":154,"last_bar_volume":1461.0,"baseline_avg":952.0,"bar_rvol":1.534664,"raw_accel":-0.753043,"smooth_accel":2.386788,"accel_momentum":0.691608,"rvol_3bar":[0.074113,8.354752,1.534664],"trend_3bar":"MIXED","projected_rvol":0.920168},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":210.0,"sell_vol":300.0,"unclassified_vol":0.0,"imbalance":-0.176471,"bid":11.58,"ask":11.61,"spread_pct":0.258732,"quote_size_imbalance":null,"quote_age_s":10.069116},"context":{"vwap":11.603034,"price_vs_vwap_pct":-0.069244,"ema9":11.699545,"ema20":11.724751,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.959016,"dist_to_hod_atr":7.592883,"atr":0.07968,"spread_atr":0.376507,"own_change_pct":-1.473648,"rel_strength_pct":{"SPY":-1.503911,"IWM":-1.533787}},"vas":{"raw":4,"score":6.9,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.270823},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7fcd13ecee90","ts":"2026-09-09T16:04:35+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4664,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.5299,"vwap":5.5223,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":4.0,"volume_pace":0.993,"trend":"flat","recent_slope_pct":0.0552,"volatility":"medium"},"price":5.5299,"volume":{"bars":154,"last_bar_volume":1804.0,"baseline_avg":30719.25,"bar_rvol":0.058725,"raw_accel":-0.981817,"smooth_accel":8.222354,"accel_momentum":4.840365,"rvol_3bar":[0.831366,3.474035,0.058725],"trend_3bar":"MIXED","projected_rvol":1.085908},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":13737.0,"sell_vol":5553.0,"unclassified_vol":0.0,"imbalance":0.424261,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.713984},"context":{"vwap":5.52226,"price_vs_vwap_pct":0.138346,"ema9":5.518256,"ema20":5.51582,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.603203,"dist_to_hod_atr":6.966976,"atr":0.012932,"spread_atr":0.773249,"own_change_pct":0.103354,"rel_strength_pct":{"SPY":0.073092,"IWM":0.043216}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.024915},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"16b2c5d6ba65","ts":"2026-09-09T16:04:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.49,"target":12.74,"target_label":"premarket_high","reward_risk":1.38,"pos_in_5d_range_pct":36.9,"room_to_5d_high_atr":1.32},"price":12.595,"vwap":12.5702,"ext_from_open_pct":-0.12,"max_ext_allowed_pct":4.0,"volume_pace":3.321,"trend":"flat","recent_slope_pct":0.0813,"volatility":"medium"},"price":12.595,"volume":{"bars":154,"last_bar_volume":18871.0,"baseline_avg":14667.2,"bar_rvol":1.286612,"raw_accel":0.038923,"smooth_accel":-0.041191,"accel_momentum":-2.166785,"rvol_3bar":[0.13961,1.300974,1.286612],"trend_3bar":"MIXED","projected_rvol":0.765586},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":848.0,"sell_vol":645.0,"unclassified_vol":0.0,"imbalance":0.135968,"bid":12.59,"ask":12.6,"spread_pct":0.079397,"quote_size_imbalance":null,"quote_age_s":1.252937},"context":{"vwap":12.570144,"price_vs_vwap_pct":0.19774,"ema9":12.558582,"ema20":12.550935,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.831645,"dist_to_hod_atr":7.243302,"atr":0.032444,"spread_atr":0.308226,"own_change_pct":0.278773,"rel_strength_pct":{"SPY":0.248511,"IWM":0.218635}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.174938},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"29df6025395e","ts":"2026-09-09T16:05:15+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.1835,"target":8.39,"target_label":"ceiling","reward_risk":1.52,"pos_in_5d_range_pct":30.5,"room_to_5d_high_atr":1.46},"price":8.2654,"vwap":8.2323,"ext_from_open_pct":-3.33,"max_ext_allowed_pct":3.0,"volume_pace":1.643,"trend":"flat","recent_slope_pct":-0.029,"volatility":"medium"},"price":8.2654,"volume":{"bars":155,"last_bar_volume":656.0,"baseline_avg":2522.3,"bar_rvol":0.26008,"raw_accel":0.04032,"smooth_accel":-0.820823,"accel_momentum":-0.250327,"rvol_3bar":[0.096309,0.22761,0.26008],"trend_3bar":"ACCELERATING","projected_rvol":11.629069},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":891.0,"sell_vol":6881.0,"unclassified_vol":0.0,"imbalance":-0.770715,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":0.999292},"context":{"vwap":8.231992,"price_vs_vwap_pct":0.405828,"ema9":8.270004,"ema20":8.275679,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.861048,"dist_to_hod_atr":12.877293,"atr":0.039962,"spread_atr":0.250239,"own_change_pct":0.30303,"rel_strength_pct":{"SPY":0.276789,"IWM":0.199927}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.200448},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3fabafea121c","ts":"2026-09-09T16:05:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4586,"target":5.58,"target_label":"premarket_high","reward_risk":0.91,"pos_in_5d_range_pct":66.4,"room_to_5d_high_atr":0.66},"price":5.5221,"vwap":5.5223,"ext_from_open_pct":-0.86,"max_ext_allowed_pct":3.0,"volume_pace":0.995,"trend":"flat","recent_slope_pct":0.0262,"volatility":"medium"},"price":5.5221,"volume":{"bars":155,"last_bar_volume":79507.0,"baseline_avg":27163.4,"bar_rvol":2.92699,"raw_accel":10.70796,"smooth_accel":4.548019,"accel_momentum":-3.674334,"rvol_3bar":[3.474035,0.058725,2.92699],"trend_3bar":"MIXED","projected_rvol":0.387875},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":10780.0,"sell_vol":3358.0,"unclassified_vol":0.0,"imbalance":0.524968,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":10.699297},"context":{"vwap":5.522338,"price_vs_vwap_pct":-0.004313,"ema9":5.521665,"ema20":5.517675,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.741993,"dist_to_hod_atr":7.228075,"atr":0.013544,"spread_atr":0.738312,"own_change_pct":0.309884,"rel_strength_pct":{"SPY":0.283643,"IWM":0.20678}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.536577},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e4d5ec552fe4","ts":"2026-09-09T16:05:30+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4611,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":66.9,"room_to_5d_high_atr":0.65},"price":5.5246,"vwap":5.5223,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":0.995,"trend":"flat","recent_slope_pct":0.0353,"volatility":"medium"},"price":5.5246,"volume":{"bars":155,"last_bar_volume":79507.0,"baseline_avg":27163.4,"bar_rvol":2.92699,"raw_accel":10.70796,"smooth_accel":4.548019,"accel_momentum":-3.674334,"rvol_3bar":[3.474035,0.058725,2.92699],"trend_3bar":"MIXED","projected_rvol":0.323303},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":1237.0,"sell_vol":3154.0,"unclassified_vol":0.0,"imbalance":-0.436575,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":0.26476},"context":{"vwap":5.522338,"price_vs_vwap_pct":0.040957,"ema9":5.521665,"ema20":5.517675,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.697509,"dist_to_hod_atr":7.043497,"atr":0.013544,"spread_atr":0.738312,"own_change_pct":0.309884,"rel_strength_pct":{"SPY":0.283643,"IWM":0.20678}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.27785},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b3774f81bf17","ts":"2026-09-09T16:05:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.56 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.459,"target":12.74,"target_label":"premarket_high","reward_risk":1.68,"pos_in_5d_range_pct":33.4,"room_to_5d_high_atr":1.4},"price":12.564,"vwap":12.5702,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":4.0,"volume_pace":3.303,"trend":"flat","recent_slope_pct":0.0062,"volatility":"medium"},"price":12.564,"volume":{"bars":155,"last_bar_volume":9224.0,"baseline_avg":15267.45,"bar_rvol":0.604161,"raw_accel":-0.511208,"smooth_accel":0.424055,"accel_momentum":0.465246,"rvol_3bar":[1.300974,1.286612,0.604161],"trend_3bar":"DECELERATING","projected_rvol":0.121042},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":137.0,"sell_vol":933.0,"unclassified_vol":0.0,"imbalance":-0.743925,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":0.3841},"context":{"vwap":12.570164,"price_vs_vwap_pct":-0.04904,"ema9":12.563866,"ema20":12.554179,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.073266,"dist_to_hod_atr":7.937439,"atr":0.033512,"spread_atr":0.2984,"own_change_pct":0.278884,"rel_strength_pct":{"SPY":0.252644,"IWM":0.175781}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.449451},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a8cfa0000a2f","ts":"2026-09-09T16:05:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.475,"target":12.74,"target_label":"premarket_high","reward_risk":1.52,"pos_in_5d_range_pct":35.2,"room_to_5d_high_atr":1.36},"price":12.58,"vwap":12.5702,"ext_from_open_pct":-0.24,"max_ext_allowed_pct":4.0,"volume_pace":3.302,"trend":"flat","recent_slope_pct":0.0316,"volatility":"medium"},"price":12.58,"volume":{"bars":155,"last_bar_volume":9224.0,"baseline_avg":15267.45,"bar_rvol":0.604161,"raw_accel":-0.511208,"smooth_accel":0.424055,"accel_momentum":0.465246,"rvol_3bar":[1.300974,1.286612,0.604161],"trend_3bar":"DECELERATING","projected_rvol":0.10601},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":131.0,"sell_vol":897.0,"unclassified_vol":0.0,"imbalance":-0.745136,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":4.827478},"context":{"vwap":12.570164,"price_vs_vwap_pct":0.078246,"ema9":12.563866,"ema20":12.554179,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.948558,"dist_to_hod_atr":7.459999,"atr":0.033512,"spread_atr":0.2984,"own_change_pct":0.278884,"rel_strength_pct":{"SPY":0.252644,"IWM":0.175781}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.450182},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6bc9808d7b3b","ts":"2026-09-09T16:06:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1826,"target":8.39,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":1.47},"price":8.2645,"vwap":8.2322,"ext_from_open_pct":-3.34,"max_ext_allowed_pct":4.0,"volume_pace":1.634,"trend":"flat","recent_slope_pct":-0.0845,"volatility":"medium"},"price":8.2645,"volume":{"bars":156,"last_bar_volume":7459.0,"baseline_avg":2524.8,"bar_rvol":2.954293,"raw_accel":10.370427,"smooth_accel":1.316055,"accel_momentum":2.136878,"rvol_3bar":[0.22761,0.26008,2.954293],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":99.0,"sell_vol":112.0,"unclassified_vol":0.0,"imbalance":-0.061611,"bid":8.25,"ask":8.26,"spread_pct":0.121139,"quote_size_imbalance":null,"quote_age_s":0.576022},"context":{"vwap":8.232234,"price_vs_vwap_pct":0.391943,"ema9":8.266223,"ema20":8.273338,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.871298,"dist_to_hod_atr":13.133672,"atr":0.03925,"spread_atr":0.254775,"own_change_pct":-0.228537,"rel_strength_pct":{"SPY":-0.250185,"IWM":-0.302412}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.182018},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8afd057a5913","ts":"2026-09-09T16:06:30+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.57 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.4612,"target":12.74,"target_label":"premarket_high","reward_risk":1.65,"pos_in_5d_range_pct":33.7,"room_to_5d_high_atr":1.39},"price":12.5662,"vwap":12.5702,"ext_from_open_pct":-0.35,"max_ext_allowed_pct":4.0,"volume_pace":3.288,"trend":"flat","recent_slope_pct":-0.0019,"volatility":"medium"},"price":12.5662,"volume":{"bars":156,"last_bar_volume":3605.0,"baseline_avg":13859.7,"bar_rvol":0.260107,"raw_accel":-0.609172,"smooth_accel":-0.330291,"accel_momentum":-0.754346,"rvol_3bar":[1.286612,0.604161,0.260107],"trend_3bar":"DECELERATING","projected_rvol":0.282834},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":310.0,"sell_vol":1650.0,"unclassified_vol":0.0,"imbalance":-0.683673,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":1.912353},"context":{"vwap":12.570171,"price_vs_vwap_pct":-0.031594,"ema9":12.567093,"ema20":12.556639,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.056118,"dist_to_hod_atr":7.96881,"atr":0.033104,"spread_atr":0.302078,"own_change_pct":0.213491,"rel_strength_pct":{"SPY":0.191843,"IWM":0.139616}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.177828},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"fed44ded801c","ts":"2026-09-09T16:06:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.4771,"target":12.74,"target_label":"premarket_high","reward_risk":1.5,"pos_in_5d_range_pct":35.5,"room_to_5d_high_atr":1.35},"price":12.5821,"vwap":12.5702,"ext_from_open_pct":-0.22,"max_ext_allowed_pct":4.0,"volume_pace":3.286,"trend":"flat","recent_slope_pct":0.0234,"volatility":"medium"},"price":12.5821,"volume":{"bars":156,"last_bar_volume":3605.0,"baseline_avg":13859.7,"bar_rvol":0.260107,"raw_accel":-0.609172,"smooth_accel":-0.330291,"accel_momentum":-0.754346,"rvol_3bar":[1.286612,0.604161,0.260107],"trend_3bar":"DECELERATING","projected_rvol":0.255046},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":382.0,"sell_vol":1451.0,"unclassified_vol":0.0,"imbalance":-0.583197,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":0.155414},"context":{"vwap":12.570171,"price_vs_vwap_pct":0.094896,"ema9":12.567093,"ema20":12.556639,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.93219,"dist_to_hod_atr":7.488506,"atr":0.033104,"spread_atr":0.302078,"own_change_pct":0.213491,"rel_strength_pct":{"SPY":0.191843,"IWM":0.139616}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.151693},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"9218b4e72b68","ts":"2026-09-09T16:06:40+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.169,"target":8.39,"target_label":"ceiling","reward_risk":1.7,"pos_in_5d_range_pct":28.4,"room_to_5d_high_atr":1.51},"price":8.2509,"vwap":8.2323,"ext_from_open_pct":-3.5,"max_ext_allowed_pct":4.0,"volume_pace":1.633,"trend":"flat","recent_slope_pct":-0.1174,"volatility":"medium"},"price":8.2509,"volume":{"bars":156,"last_bar_volume":7459.0,"baseline_avg":2524.8,"bar_rvol":2.954293,"raw_accel":10.370427,"smooth_accel":1.316055,"accel_momentum":2.136878,"rvol_3bar":[0.22761,0.26008,2.954293],"trend_3bar":"ACCELERATING","projected_rvol":1.163855},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1750.0,"sell_vol":122.0,"unclassified_vol":0.0,"imbalance":0.869658,"bid":8.25,"ask":8.27,"spread_pct":0.242131,"quote_size_imbalance":null,"quote_age_s":3.799996},"context":{"vwap":8.232234,"price_vs_vwap_pct":0.226739,"ema9":8.266223,"ema20":8.273338,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.026196,"dist_to_hod_atr":13.480166,"atr":0.03925,"spread_atr":0.509551,"own_change_pct":-0.228537,"rel_strength_pct":{"SPY":-0.250185,"IWM":-0.302412}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.569225},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"43a167301074","ts":"2026-09-09T16:07:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.19,"target":8.39,"target_label":"ceiling","reward_risk":1.0,"pos_in_5d_range_pct":34.1,"room_to_5d_high_atr":1.39},"price":8.29,"vwap":8.2325,"ext_from_open_pct":-3.04,"max_ext_allowed_pct":3.0,"volume_pace":1.633,"trend":"flat","recent_slope_pct":0.0326,"volatility":"medium"},"price":8.29,"volume":{"bars":157,"last_bar_volume":4233.0,"baseline_avg":2848.9,"bar_rvol":1.485837,"raw_accel":-0.432498,"smooth_accel":3.266759,"accel_momentum":1.950704,"rvol_3bar":[0.26008,2.954293,1.485837],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":3380.0,"sell_vol":750.0,"unclassified_vol":0.0,"imbalance":0.636804,"bid":8.28,"ask":8.29,"spread_pct":0.1207,"quote_size_imbalance":null,"quote_age_s":2.286013},"context":{"vwap":8.23247,"price_vs_vwap_pct":0.698815,"ema9":8.269378,"ema20":8.274163,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.580866,"dist_to_hod_atr":12.602109,"atr":0.038882,"spread_atr":0.257186,"own_change_pct":0.116049,"rel_strength_pct":{"SPY":0.122608,"IWM":0.07138}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.946187},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c7ee458374cc","ts":"2026-09-09T16:07:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7295,"target":14.06,"target_label":"premarket_high","reward_risk":1.27,"pos_in_5d_range_pct":26.7,"room_to_5d_high_atr":2.38},"price":13.875,"vwap":13.8563,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":4.0,"volume_pace":0.648,"trend":"flat","recent_slope_pct":0.0589,"volatility":"medium"},"price":13.875,"volume":{"bars":157,"last_bar_volume":12422.0,"baseline_avg":23405.0,"bar_rvol":0.530741,"raw_accel":-0.078213,"smooth_accel":-0.159166,"accel_momentum":0.035761,"rvol_3bar":[1.271328,0.572503,0.530741],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":139,"trade_rate":4.633333,"buy_vol":8706.0,"sell_vol":7568.0,"unclassified_vol":0.0,"imbalance":0.069927,"bid":13.87,"ask":13.88,"spread_pct":0.072072,"quote_size_imbalance":null,"quote_age_s":0.042735},"context":{"vwap":13.856297,"price_vs_vwap_pct":0.134981,"ema9":13.850571,"ema20":13.857193,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.490948,"dist_to_hod_atr":7.651767,"atr":0.027445,"spread_atr":0.36437,"own_change_pct":0.151729,"rel_strength_pct":{"SPY":0.158288,"IWM":0.10706}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.037113},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"bd88f8b4a7b3","ts":"2026-09-09T16:07:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"price $12.57 below VWAP $12.57","plan":{"state":"PASS","setup":"","stop":12.465,"target":12.74,"target_label":"premarket_high","reward_risk":1.62,"pos_in_5d_range_pct":34.1,"room_to_5d_high_atr":1.38},"price":12.57,"vwap":12.5702,"ext_from_open_pct":-0.32,"max_ext_allowed_pct":4.0,"volume_pace":3.279,"trend":"flat","recent_slope_pct":-0.0358,"volatility":"medium"},"price":12.57,"volume":{"bars":157,"last_bar_volume":3513.0,"baseline_avg":13592.25,"bar_rvol":0.258456,"raw_accel":-0.02552,"smooth_accel":-0.581361,"accel_momentum":-0.25107,"rvol_3bar":[0.604161,0.260107,0.258456],"trend_3bar":"DECELERATING","projected_rvol":1.940518},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":374.0,"sell_vol":634.0,"unclassified_vol":0.0,"imbalance":-0.257937,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":0.060136},"context":{"vwap":12.570177,"price_vs_vwap_pct":-0.00141,"ema9":12.569674,"ema20":12.558863,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-2.0265,"dist_to_hod_atr":8.062858,"atr":0.032247,"spread_atr":0.31011,"own_change_pct":0.068409,"rel_strength_pct":{"SPY":0.074969,"IWM":0.02374}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.066665},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a335e93390bd","ts":"2026-09-09T16:07:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.48,"target":12.74,"target_label":"premarket_high","reward_risk":1.48,"pos_in_5d_range_pct":35.8,"room_to_5d_high_atr":1.35},"price":12.585,"vwap":12.5702,"ext_from_open_pct":-0.2,"max_ext_allowed_pct":4.0,"volume_pace":3.277,"trend":"flat","recent_slope_pct":-0.0119,"volatility":"medium"},"price":12.585,"volume":{"bars":157,"last_bar_volume":3513.0,"baseline_avg":13592.25,"bar_rvol":0.258456,"raw_accel":-0.02552,"smooth_accel":-0.581361,"accel_momentum":-0.25107,"rvol_3bar":[0.604161,0.260107,0.258456],"trend_3bar":"DECELERATING","projected_rvol":1.722231},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":394.0,"sell_vol":584.0,"unclassified_vol":0.0,"imbalance":-0.194274,"bid":12.58,"ask":12.59,"spread_pct":0.07946,"quote_size_imbalance":null,"quote_age_s":2.805255},"context":{"vwap":12.570177,"price_vs_vwap_pct":0.11792,"ema9":12.569674,"ema20":12.558863,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.909587,"dist_to_hod_atr":7.597693,"atr":0.032247,"spread_atr":0.31011,"own_change_pct":0.068409,"rel_strength_pct":{"SPY":0.074969,"IWM":0.02374}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.050211},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f2d28d636b4f","ts":"2026-09-09T16:07:55+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.7035,"target":13.94,"target_label":"ceiling","reward_risk":0.63,"pos_in_5d_range_pct":25.3,"room_to_5d_high_atr":2.42},"price":13.849,"vwap":13.8563,"ext_from_open_pct":-1.15,"max_ext_allowed_pct":3.0,"volume_pace":0.647,"trend":"flat","recent_slope_pct":0.0214,"volatility":"medium"},"price":13.849,"volume":{"bars":157,"last_bar_volume":12422.0,"baseline_avg":23405.0,"bar_rvol":0.530741,"raw_accel":-0.078213,"smooth_accel":-0.159166,"accel_momentum":0.035761,"rvol_3bar":[1.271328,0.572503,0.530741],"trend_3bar":"DECELERATING","projected_rvol":0.937236},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":2100.0,"sell_vol":8363.0,"unclassified_vol":0.0,"imbalance":-0.598585,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.951907},"context":{"vwap":13.856297,"price_vs_vwap_pct":-0.052659,"ema9":13.850571,"ema20":13.857193,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.675541,"dist_to_hod_atr":8.599129,"atr":0.027445,"spread_atr":0.36437,"own_change_pct":0.151729,"rel_strength_pct":{"SPY":0.158288,"IWM":0.10706}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.317694},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1607331cab39","ts":"2026-09-09T16:08:00+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7395,"target":14.06,"target_label":"premarket_high","reward_risk":1.2,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.885,"vwap":13.8565,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":0.65,"trend":"flat","recent_slope_pct":0.0733,"volatility":"medium"},"price":13.885,"volume":{"bars":157,"last_bar_volume":12422.0,"baseline_avg":23405.0,"bar_rvol":0.530741,"raw_accel":-0.078213,"smooth_accel":-0.159166,"accel_momentum":0.035761,"rvol_3bar":[1.271328,0.572503,0.530741],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":264,"trade_rate":8.8,"buy_vol":25688.0,"sell_vol":16167.0,"unclassified_vol":0.0,"imbalance":0.227476,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.800911},"context":{"vwap":13.856297,"price_vs_vwap_pct":0.20715,"ema9":13.850571,"ema20":13.857193,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.41995,"dist_to_hod_atr":7.287397,"atr":0.027445,"spread_atr":0.36437,"own_change_pct":0.151729,"rel_strength_pct":{"SPY":0.206821,"IWM":0.163752}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.120731},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a3a9ca5e4972","ts":"2026-09-09T16:08:10+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.85 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.7086,"target":13.94,"target_label":"ceiling","reward_risk":0.59,"pos_in_5d_range_pct":25.6,"room_to_5d_high_atr":2.42},"price":13.8541,"vwap":13.8565,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":3.0,"volume_pace":0.65,"trend":"flat","recent_slope_pct":0.0346,"volatility":"medium"},"price":13.8541,"volume":{"bars":158,"last_bar_volume":51541.0,"baseline_avg":23502.8,"bar_rvol":2.192973,"raw_accel":3.149171,"smooth_accel":0.329356,"accel_momentum":0.488522,"rvol_3bar":[0.572503,0.530741,2.192973],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":264,"trade_rate":8.8,"buy_vol":26143.0,"sell_vol":13478.0,"unclassified_vol":0.0,"imbalance":0.319654,"bid":13.89,"ask":13.9,"spread_pct":0.071968,"quote_size_imbalance":null,"quote_age_s":0.033309},"context":{"vwap":13.856466,"price_vs_vwap_pct":-0.017078,"ema9":13.857456,"ema20":13.859841,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.639333,"dist_to_hod_atr":8.053708,"atr":0.02867,"spread_atr":0.348796,"own_change_pct":0.252708,"rel_strength_pct":{"SPY":0.3078,"IWM":0.264731}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.700992},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"75550f9211e4","ts":"2026-09-09T16:08:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7395,"target":14.06,"target_label":"premarket_high","reward_risk":1.2,"pos_in_5d_range_pct":27.2,"room_to_5d_high_atr":2.36},"price":13.885,"vwap":13.8565,"ext_from_open_pct":-0.89,"max_ext_allowed_pct":3.0,"volume_pace":0.65,"trend":"flat","recent_slope_pct":0.0792,"volatility":"medium"},"price":13.885,"volume":{"bars":158,"last_bar_volume":51541.0,"baseline_avg":23502.8,"bar_rvol":2.192973,"raw_accel":3.149171,"smooth_accel":0.329356,"accel_momentum":0.488522,"rvol_3bar":[0.572503,0.530741,2.192973],"trend_3bar":"MIXED","projected_rvol":1.756386},"flow":{"window_s":30,"trades":283,"trade_rate":9.433333,"buy_vol":27028.0,"sell_vol":15229.0,"unclassified_vol":0.0,"imbalance":0.27922,"bid":13.88,"ask":13.89,"spread_pct":0.07202,"quote_size_imbalance":null,"quote_age_s":0.268098},"context":{"vwap":13.856466,"price_vs_vwap_pct":0.205923,"ema9":13.857456,"ema20":13.859841,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.41995,"dist_to_hod_atr":6.975927,"atr":0.02867,"spread_atr":0.348796,"own_change_pct":0.252708,"rel_strength_pct":{"SPY":0.3078,"IWM":0.264731}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.612322},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fbb6d83c32e9","ts":"2026-09-09T16:08:45+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.634,"target":14.96,"target_label":"premarket_high","reward_risk":1.49,"pos_in_5d_range_pct":4.3,"room_to_5d_high_atr":2.74},"price":14.765,"vwap":14.652,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.586,"trend":"flat","recent_slope_pct":-0.0329,"volatility":"medium"},"price":14.765,"volume":{"bars":158,"last_bar_volume":81698.0,"baseline_avg":28364.15,"bar_rvol":2.880326,"raw_accel":3.654361,"smooth_accel":-0.252756,"accel_momentum":0.376716,"rvol_3bar":[0.243955,0.605475,2.880326],"trend_3bar":"ACCELERATING","projected_rvol":2.462498},"flow":{"window_s":30,"trades":119,"trade_rate":3.966667,"buy_vol":24333.0,"sell_vol":10533.0,"unclassified_vol":0.0,"imbalance":0.395801,"bid":14.76,"ask":14.77,"spread_pct":0.067728,"quote_size_imbalance":null,"quote_age_s":0.107532},"context":{"vwap":14.650715,"price_vs_vwap_pct":0.780064,"ema9":14.775938,"ema20":14.766665,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.038874,"dist_to_hod_atr":6.599808,"atr":0.023486,"spread_atr":0.425794,"own_change_pct":-0.135272,"rel_strength_pct":{"SPY":-0.08018,"IWM":-0.123248}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.140036},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"991ced792bda","ts":"2026-09-09T16:09:55+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4566,"target":5.58,"target_label":"premarket_high","reward_risk":0.94,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.5201,"vwap":5.5225,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.992,"trend":"flat","recent_slope_pct":-0.0228,"volatility":"medium"},"price":5.5201,"volume":{"bars":159,"last_bar_volume":174435.0,"baseline_avg":27271.0,"bar_rvol":6.396355,"raw_accel":16.057989,"smooth_accel":1.146795,"accel_momentum":2.05195,"rvol_3bar":[0.053849,0.375855,6.396355],"trend_3bar":"ACCELERATING","projected_rvol":1.845477},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":11178.0,"sell_vol":21032.0,"unclassified_vol":0.0,"imbalance":-0.30593,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.765954},"context":{"vwap":5.522527,"price_vs_vwap_pct":-0.043956,"ema9":5.526969,"ema20":5.521892,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.77758,"dist_to_hod_atr":7.013312,"atr":0.014244,"spread_atr":0.702033,"own_change_pct":0.193816,"rel_strength_pct":{"SPY":0.2581,"IWM":0.25907}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.956836},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"bd58dac2e909","ts":"2026-09-09T16:10:00+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4663,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.5298,"vwap":5.5226,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":3.0,"volume_pace":0.991,"trend":"flat","recent_slope_pct":0.0123,"volatility":"medium"},"price":5.5298,"volume":{"bars":159,"last_bar_volume":174435.0,"baseline_avg":27271.0,"bar_rvol":6.396355,"raw_accel":16.057989,"smooth_accel":1.146795,"accel_momentum":2.05195,"rvol_3bar":[0.053849,0.375855,6.396355],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":11278.0,"sell_vol":21032.0,"unclassified_vol":0.0,"imbalance":-0.301888,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":5.765954},"context":{"vwap":5.522527,"price_vs_vwap_pct":0.131689,"ema9":5.526969,"ema20":5.521892,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.604982,"dist_to_hod_atr":6.33234,"atr":0.014244,"spread_atr":0.702033,"own_change_pct":0.193816,"rel_strength_pct":{"SPY":0.305966,"IWM":0.341445}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.930983},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a94995e40250","ts":"2026-09-09T16:10:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.86 below VWAP $13.86","plan":{"state":"PASS","setup":"","stop":13.7095,"target":13.94,"target_label":"ceiling","reward_risk":0.58,"pos_in_5d_range_pct":25.7,"room_to_5d_high_atr":2.41},"price":13.855,"vwap":13.8568,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":3.0,"volume_pace":0.651,"trend":"flat","recent_slope_pct":-0.0238,"volatility":"medium"},"price":13.855,"volume":{"bars":160,"last_bar_volume":38312.0,"baseline_avg":26925.85,"bar_rvol":1.422871,"raw_accel":-0.091982,"smooth_accel":1.415505,"accel_momentum":0.53003,"rvol_3bar":[2.192973,1.664986,1.422871],"trend_3bar":"DECELERATING","projected_rvol":0.7241},"flow":{"window_s":30,"trades":133,"trade_rate":4.433333,"buy_vol":7053.0,"sell_vol":3716.0,"unclassified_vol":0.0,"imbalance":0.309871,"bid":13.85,"ask":13.86,"spread_pct":0.072176,"quote_size_imbalance":null,"quote_age_s":0.47222},"context":{"vwap":13.856812,"price_vs_vwap_pct":-0.013079,"ema9":13.864972,"ema20":13.863362,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.632943,"dist_to_hod_atr":7.510912,"atr":0.030622,"spread_atr":0.326561,"own_change_pct":0.126377,"rel_strength_pct":{"SPY":0.238527,"IWM":0.274006}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.440906},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"99b0f2799f6e","ts":"2026-09-09T16:10:20+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5226,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":4.0,"volume_pace":0.99,"trend":"flat","recent_slope_pct":-0.0367,"volatility":"medium"},"price":5.525,"volume":{"bars":160,"last_bar_volume":46234.0,"baseline_avg":35377.75,"bar_rvol":1.306867,"raw_accel":-0.73495,"smooth_accel":1.672303,"accel_momentum":0.525508,"rvol_3bar":[0.375855,6.396355,1.306867],"trend_3bar":"MIXED","projected_rvol":1.028528},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":5796.0,"sell_vol":20529.0,"unclassified_vol":0.0,"imbalance":-0.559658,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.63151},"context":{"vwap":5.522556,"price_vs_vwap_pct":0.044258,"ema9":5.527535,"ema20":5.522645,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":6.64746,"atr":0.014291,"spread_atr":0.699733,"own_change_pct":-0.099362,"rel_strength_pct":{"SPY":0.012788,"IWM":0.048267}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.731399},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cd93e223891e","ts":"2026-09-09T16:10:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.7145,"target":14.06,"target_label":"premarket_high","reward_risk":1.37,"pos_in_5d_range_pct":25.9,"room_to_5d_high_atr":2.4},"price":13.86,"vwap":13.8568,"ext_from_open_pct":-1.07,"max_ext_allowed_pct":3.0,"volume_pace":0.651,"trend":"flat","recent_slope_pct":-0.0166,"volatility":"medium"},"price":13.86,"volume":{"bars":160,"last_bar_volume":38312.0,"baseline_avg":26925.85,"bar_rvol":1.422871,"raw_accel":-0.091982,"smooth_accel":1.415505,"accel_momentum":0.53003,"rvol_3bar":[2.192973,1.664986,1.422871],"trend_3bar":"DECELERATING","projected_rvol":0.849667},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":7441.0,"sell_vol":3998.0,"unclassified_vol":0.0,"imbalance":0.300988,"bid":13.86,"ask":13.87,"spread_pct":0.072124,"quote_size_imbalance":null,"quote_age_s":0.518344},"context":{"vwap":13.856812,"price_vs_vwap_pct":0.023004,"ema9":13.864972,"ema20":13.863362,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.597444,"dist_to_hod_atr":7.347632,"atr":0.030622,"spread_atr":0.326561,"own_change_pct":0.126377,"rel_strength_pct":{"SPY":0.238527,"IWM":0.274006}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.428267},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6f64fbc0e173","ts":"2026-09-09T16:11:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4665,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.53,"vwap":5.5227,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":3.0,"volume_pace":0.998,"trend":"flat","recent_slope_pct":-0.0027,"volatility":"medium"},"price":5.53,"volume":{"bars":161,"last_bar_volume":127763.0,"baseline_avg":36297.7,"bar_rvol":3.519865,"raw_accel":1.763399,"smooth_accel":19.349959,"accel_momentum":17.677656,"rvol_3bar":[6.396355,1.306867,3.519865],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":62032.0,"sell_vol":37908.0,"unclassified_vol":0.0,"imbalance":0.241385,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":4.484381},"context":{"vwap":5.522654,"price_vs_vwap_pct":0.133014,"ema9":5.528048,"ema20":5.523355,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.601423,"dist_to_hod_atr":6.134813,"atr":0.01467,"spread_atr":0.681646,"own_change_pct":0.099555,"rel_strength_pct":{"SPY":0.20646,"IWM":0.243763}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.849642},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0b3d5060ff70","ts":"2026-09-09T16:11:15+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.8418,"target_label":"clear air (typical 60-min move)","reward_risk":1.41,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4302,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":4.697,"trend":"flat","recent_slope_pct":0.0833,"volatility":"medium"},"price":14.685,"volume":{"bars":161,"last_bar_volume":13909.0,"baseline_avg":4266.75,"bar_rvol":3.259858,"raw_accel":2.24749,"smooth_accel":4.077264,"accel_momentum":1.75936,"rvol_3bar":[7.424377,1.044774,3.259858],"trend_3bar":"MIXED","projected_rvol":1.870276},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":1412.0,"sell_vol":733.0,"unclassified_vol":0.0,"imbalance":0.31655,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.666941},"context":{"vwap":14.429992,"price_vs_vwap_pct":1.767209,"ema9":14.646941,"ema20":14.636861,"ema_stack":true,"ema_warm":true,"hod":14.69,"dist_to_hod_pct":-0.034037,"dist_to_hod_atr":0.262985,"atr":0.019012,"spread_atr":0.52597,"own_change_pct":0.260335,"rel_strength_pct":{"SPY":0.36724,"IWM":0.404543}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.031908},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"44ea0f1d50df","ts":"2026-09-09T16:11:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.8418,"target_label":"clear air (typical 60-min move)","reward_risk":1.41,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4315,"ext_from_open_pct":4.02,"max_ext_allowed_pct":5.0,"volume_pace":4.718,"trend":"flat","recent_slope_pct":0.0833,"volatility":"medium"},"price":14.685,"volume":{"bars":161,"last_bar_volume":13909.0,"baseline_avg":4266.75,"bar_rvol":3.259858,"raw_accel":2.24749,"smooth_accel":4.077264,"accel_momentum":1.75936,"rvol_3bar":[7.424377,1.044774,3.259858],"trend_3bar":"MIXED","projected_rvol":9.36263},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":13380.0,"sell_vol":3278.0,"unclassified_vol":0.0,"imbalance":0.606435,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.322997},"context":{"vwap":14.429992,"price_vs_vwap_pct":1.767209,"ema9":14.646941,"ema20":14.636861,"ema_stack":true,"ema_warm":true,"hod":14.69,"dist_to_hod_pct":-0.034037,"dist_to_hod_atr":0.262985,"atr":0.019012,"spread_atr":0.52597,"own_change_pct":0.260335,"rel_strength_pct":{"SPY":0.36724,"IWM":0.404543}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.976893},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ead7881196bd","ts":"2026-09-09T16:12:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.6099,"target":14.96,"target_label":"premarket_high","reward_risk":1.67,"pos_in_5d_range_pct":2.7,"room_to_5d_high_atr":2.78},"price":14.7409,"vwap":14.6548,"ext_from_open_pct":-1.2,"max_ext_allowed_pct":3.0,"volume_pace":0.59,"trend":"flat","recent_slope_pct":-0.0418,"volatility":"medium"},"price":14.7409,"volume":{"bars":162,"last_bar_volume":64439.0,"baseline_avg":31116.0,"bar_rvol":2.070928,"raw_accel":0.745699,"smooth_accel":-0.175889,"accel_momentum":-0.34938,"rvol_3bar":[0.943063,1.245706,2.070928],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":123,"trade_rate":4.1,"buy_vol":26023.0,"sell_vol":6297.0,"unclassified_vol":0.0,"imbalance":0.610334,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":5.000114},"context":{"vwap":14.654764,"price_vs_vwap_pct":0.58777,"ema9":14.760399,"ema20":14.761366,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.200402,"dist_to_hod_atr":6.528329,"atr":0.027434,"spread_atr":0.364507,"own_change_pct":-0.246195,"rel_strength_pct":{"SPY":-0.180593,"IWM":-0.146594}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.263958},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4ef30fb6fdc9","ts":"2026-09-09T16:12:10+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":4.74,"target":4.9299,"target_label":"ceiling","reward_risk":0.46,"pos_in_5d_range_pct":81.7,"room_to_5d_high_atr":1.19},"price":4.87,"vwap":4.8624,"ext_from_open_pct":-3.56,"max_ext_allowed_pct":3.0,"volume_pace":0.212,"trend":"flat","recent_slope_pct":0.2908,"volatility":"high"},"price":4.87,"volume":{"bars":161,"last_bar_volume":649.0,"baseline_avg":1734.9,"bar_rvol":0.374085,"raw_accel":-0.325364,"smooth_accel":1.070966,"accel_momentum":1.507789,"rvol_3bar":[3.332898,0.53948,0.374085],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":391.0,"sell_vol":530.0,"unclassified_vol":0.0,"imbalance":-0.150923,"bid":4.84,"ask":4.9,"spread_pct":1.232033,"quote_size_imbalance":null,"quote_age_s":0.609627},"context":{"vwap":4.862402,"price_vs_vwap_pct":0.156259,"ema9":4.797165,"ema20":4.78249,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.436893,"dist_to_hod_atr":4.119991,"atr":0.067961,"spread_atr":0.882855,"own_change_pct":-1.008515,"rel_strength_pct":{"SPY":-0.942912,"IWM":-0.908913}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.056458},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"e8cc584d66e0","ts":"2026-09-09T16:12:15+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6037,"target":14.87,"target_label":"clear air (typical 60-min move)","reward_risk":1.39,"pos_in_5d_range_pct":193.6,"room_to_5d_high_atr":-3.11},"price":14.715,"vwap":14.4337,"ext_from_open_pct":4.23,"max_ext_allowed_pct":4.0,"volume_pace":4.73,"trend":"flat","recent_slope_pct":0.1163,"volatility":"medium"},"price":14.715,"volume":{"bars":162,"last_bar_volume":17191.0,"baseline_avg":4813.05,"bar_rvol":3.571748,"raw_accel":0.235962,"smooth_accel":0.253117,"accel_momentum":-3.824148,"rvol_3bar":[1.044774,3.259858,3.571748],"trend_3bar":"ACCELERATING","projected_rvol":16.967204},"flow":{"window_s":30,"trades":172,"trade_rate":5.733333,"buy_vol":12136.0,"sell_vol":8352.0,"unclassified_vol":0.0,"imbalance":0.184693,"bid":14.71,"ask":14.72,"spread_pct":0.067958,"quote_size_imbalance":null,"quote_age_s":0.105796},"context":{"vwap":14.431572,"price_vs_vwap_pct":1.963947,"ema9":14.654073,"ema20":14.641217,"ema_stack":true,"ema_warm":true,"hod":14.695,"dist_to_hod_pct":0.136101,"dist_to_hod_atr":-0.974041,"atr":0.020533,"spread_atr":0.48702,"own_change_pct":0.291669,"rel_strength_pct":{"SPY":0.357271,"IWM":0.39127}},"vas":{"raw":4,"score":6.9,"components":{"rvol":3,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.659678},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0d2bb7ebffd2","ts":"2026-09-09T16:12:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.458,"target":5.58,"target_label":"premarket_high","reward_risk":0.92,"pos_in_5d_range_pct":66.3,"room_to_5d_high_atr":0.66},"price":5.5215,"vwap":5.5227,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":3.0,"volume_pace":1.0,"trend":"flat","recent_slope_pct":-0.0445,"volatility":"medium"},"price":5.5215,"volume":{"bars":162,"last_bar_volume":91113.0,"baseline_avg":38365.75,"bar_rvol":2.374853,"raw_accel":-0.286859,"smooth_accel":0.424136,"accel_momentum":-18.925823,"rvol_3bar":[1.306867,3.519865,2.374853],"trend_3bar":"MIXED","projected_rvol":0.476425},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":1215.0,"sell_vol":6647.0,"unclassified_vol":0.0,"imbalance":-0.690918,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.370156},"context":{"vwap":5.522704,"price_vs_vwap_pct":-0.021796,"ema9":5.527439,"ema20":5.523512,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.752669,"dist_to_hod_atr":6.585015,"atr":0.014958,"spread_atr":0.668529,"own_change_pct":-0.180668,"rel_strength_pct":{"SPY":-0.115066,"IWM":-0.081067}},"vas":{"raw":1,"score":5.0,"components":{"rvol":2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.640829},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f5d89b9167f9","ts":"2026-09-09T16:12:25+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":4.74,"target":5.23,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":82.6,"room_to_5d_high_atr":1.13},"price":4.898,"vwap":4.8624,"ext_from_open_pct":-3.01,"max_ext_allowed_pct":3.0,"volume_pace":0.212,"trend":"flat","recent_slope_pct":0.4067,"volatility":"high"},"price":4.898,"volume":{"bars":161,"last_bar_volume":649.0,"baseline_avg":1734.9,"bar_rvol":0.374085,"raw_accel":-0.325364,"smooth_accel":1.070966,"accel_momentum":1.507789,"rvol_3bar":[3.332898,0.53948,0.374085],"trend_3bar":"DECELERATING","projected_rvol":1.369531},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":445.0,"sell_vol":545.0,"unclassified_vol":0.0,"imbalance":-0.10101,"bid":4.84,"ask":4.9,"spread_pct":1.232033,"quote_size_imbalance":null,"quote_age_s":15.609627},"context":{"vwap":4.862402,"price_vs_vwap_pct":0.732106,"ema9":4.797165,"ema20":4.78249,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-4.893204,"dist_to_hod_atr":3.707992,"atr":0.067961,"spread_atr":0.882855,"own_change_pct":-1.008515,"rel_strength_pct":{"SPY":-0.942912,"IWM":-0.908913}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.037786},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"94b193a384d8","ts":"2026-09-09T16:12:30+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4664,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.5299,"vwap":5.5227,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":4.0,"volume_pace":1.0,"trend":"flat","recent_slope_pct":-0.0141,"volatility":"medium"},"price":5.5299,"volume":{"bars":162,"last_bar_volume":91113.0,"baseline_avg":38365.75,"bar_rvol":2.374853,"raw_accel":-0.286859,"smooth_accel":0.424136,"accel_momentum":-18.925823,"rvol_3bar":[1.306867,3.519865,2.374853],"trend_3bar":"MIXED","projected_rvol":0.607521},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":5153.0,"sell_vol":6501.0,"unclassified_vol":0.0,"imbalance":-0.115668,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":1.061752},"context":{"vwap":5.522704,"price_vs_vwap_pct":0.130304,"ema9":5.527439,"ema20":5.523512,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.603203,"dist_to_hod_atr":6.02345,"atr":0.014958,"spread_atr":0.668529,"own_change_pct":-0.180668,"rel_strength_pct":{"SPY":-0.115066,"IWM":-0.081067}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.274695},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9e666504ff7e","ts":"2026-09-09T16:12:30+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":4.74,"target":4.9299,"target_label":"ceiling","reward_risk":0.46,"pos_in_5d_range_pct":81.7,"room_to_5d_high_atr":1.19},"price":4.87,"vwap":4.8624,"ext_from_open_pct":-3.56,"max_ext_allowed_pct":3.0,"volume_pace":0.212,"trend":"flat","recent_slope_pct":0.2908,"volatility":"high"},"price":4.87,"volume":{"bars":161,"last_bar_volume":649.0,"baseline_avg":1734.9,"bar_rvol":0.374085,"raw_accel":-0.325364,"smooth_accel":1.070966,"accel_momentum":1.507789,"rvol_3bar":[3.332898,0.53948,0.374085],"trend_3bar":"DECELERATING","projected_rvol":1.144735},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":445.0,"sell_vol":548.0,"unclassified_vol":0.0,"imbalance":-0.103726,"bid":4.84,"ask":4.9,"spread_pct":1.232033,"quote_size_imbalance":null,"quote_age_s":20.609627},"context":{"vwap":4.862402,"price_vs_vwap_pct":0.156259,"ema9":4.797165,"ema20":4.78249,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.436893,"dist_to_hod_atr":4.119991,"atr":0.067961,"spread_atr":0.882855,"own_change_pct":-1.008515,"rel_strength_pct":{"SPY":-0.942912,"IWM":-0.908913}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.038802},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7e5f4004eea7","ts":"2026-09-09T16:12:55+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"price $4.86 below VWAP $4.86","plan":{"state":"PASS","setup":"","stop":4.739,"target":4.9299,"target_label":"ceiling","reward_risk":0.56,"pos_in_5d_range_pct":81.4,"room_to_5d_high_atr":1.2},"price":4.8612,"vwap":4.8624,"ext_from_open_pct":-3.74,"max_ext_allowed_pct":3.0,"volume_pace":0.211,"trend":"flat","recent_slope_pct":0.2544,"volatility":"high"},"price":4.8612,"volume":{"bars":161,"last_bar_volume":649.0,"baseline_avg":1734.9,"bar_rvol":0.374085,"raw_accel":-0.325364,"smooth_accel":1.070966,"accel_momentum":1.507789,"rvol_3bar":[3.332898,0.53948,0.374085],"trend_3bar":"DECELERATING","projected_rvol":1.007341},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":3.0,"sell_vol":609.0,"unclassified_vol":0.0,"imbalance":-0.990196,"bid":4.86,"ask":4.9,"spread_pct":0.819672,"quote_size_imbalance":null,"quote_age_s":10.912731},"context":{"vwap":4.862402,"price_vs_vwap_pct":-0.024722,"ema9":4.797165,"ema20":4.78249,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.607767,"dist_to_hod_atr":4.249477,"atr":0.067961,"spread_atr":0.58857,"own_change_pct":-1.008515,"rel_strength_pct":{"SPY":-0.942912,"IWM":-0.908913}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.370417},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ad9ba1f5063b","ts":"2026-09-09T16:13:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5983,"target":14.8646,"target_label":"clear air (typical 60-min move)","reward_risk":1.39,"pos_in_5d_range_pct":193.2,"room_to_5d_high_atr":-3.1},"price":14.7096,"vwap":14.4355,"ext_from_open_pct":4.19,"max_ext_allowed_pct":5.0,"volume_pace":4.728,"trend":"flat","recent_slope_pct":0.1029,"volatility":"medium"},"price":14.7096,"volume":{"bars":163,"last_bar_volume":31633.0,"baseline_avg":5187.7,"bar_rvol":6.097693,"raw_accel":0.840091,"smooth_accel":1.098725,"accel_momentum":0.845609,"rvol_3bar":[3.259858,3.571748,6.097693],"trend_3bar":"ACCELERATING","projected_rvol":3.262024},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":596.0,"sell_vol":7418.0,"unclassified_vol":0.0,"imbalance":-0.85126,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":0.123051},"context":{"vwap":14.434793,"price_vs_vwap_pct":1.903783,"ema9":14.668258,"ema20":14.649196,"ema_stack":true,"ema_warm":true,"hod":14.73,"dist_to_hod_pct":-0.138493,"dist_to_hod_atr":0.878961,"atr":0.023209,"spread_atr":0.430863,"own_change_pct":0.580601,"rel_strength_pct":{"SPY":0.602913,"IWM":0.644163}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-5.190724},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"461454f338c0","ts":"2026-09-09T16:13:25+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1100.0s, plan says WATCH; stop 8.33, target 8.80 (premarket_high), R:R 2.20; pullback low 8.40 broke support 8.46; pullback: buy 8.40-8.50 holding + reclaim/fading selling/support; breakout: 1-mi","plan":{"state":"WATCH","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3165,"ext_from_open_pct":3.04,"max_ext_allowed_pct":4.0,"volume_pace":0.881,"trend":"flat","recent_slope_pct":0.2303,"volatility":"high"},"price":8.48,"volume":{"bars":163,"last_bar_volume":14046.0,"baseline_avg":4415.35,"bar_rvol":3.181175,"raw_accel":11.724699,"smooth_accel":1.739208,"accel_momentum":2.325378,"rvol_3bar":[0.574575,0.039569,3.181175],"trend_3bar":"MIXED","projected_rvol":1.558925},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":2792.0,"sell_vol":76.0,"unclassified_vol":0.0,"imbalance":0.947001,"bid":8.46,"ask":8.49,"spread_pct":0.353982,"quote_size_imbalance":null,"quote_age_s":1.958799},"context":{"vwap":8.316183,"price_vs_vwap_pct":1.969857,"ema9":8.42331,"ema20":8.397295,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":6.590577,"atr":0.044002,"spread_atr":0.681784,"own_change_pct":0.17783,"rel_strength_pct":{"SPY":0.200142,"IWM":0.241392}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":3.012577},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"54981530ebc8","ts":"2026-09-09T16:13:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1105.0s, plan says PASS; stop 8.32, target 8.80 (premarket_high), R:R 2.31; target 0.34 away > ~0.32 reachable in 222 min","plan":{"state":"PASS","setup":"","stop":8.3197,"target":8.8,"target_label":"premarket_high","reward_risk":2.31,"pos_in_5d_range_pct":107.3,"room_to_5d_high_atr":-0.27},"price":8.465,"vwap":8.3174,"ext_from_open_pct":2.86,"max_ext_allowed_pct":3.0,"volume_pace":0.886,"trend":"flat","recent_slope_pct":0.1948,"volatility":"high"},"price":8.465,"volume":{"bars":163,"last_bar_volume":14046.0,"baseline_avg":4415.35,"bar_rvol":3.181175,"raw_accel":11.724699,"smooth_accel":1.739208,"accel_momentum":2.325378,"rvol_3bar":[0.574575,0.039569,3.181175],"trend_3bar":"MIXED","projected_rvol":4.747529},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":3492.0,"sell_vol":6989.0,"unclassified_vol":0.0,"imbalance":-0.333651,"bid":8.45,"ask":8.48,"spread_pct":0.3544,"quote_size_imbalance":null,"quote_age_s":1.304381},"context":{"vwap":8.316183,"price_vs_vwap_pct":1.789486,"ema9":8.42331,"ema20":8.397295,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.477765,"dist_to_hod_atr":6.931469,"atr":0.044002,"spread_atr":0.681784,"own_change_pct":0.17783,"rel_strength_pct":{"SPY":0.200142,"IWM":0.241392}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.061403},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a743884c555f","ts":"2026-09-09T16:13:35+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":4.74,"target":4.92,"target_label":"ceiling","reward_risk":0.29,"pos_in_5d_range_pct":82.0,"room_to_5d_high_atr":1.17},"price":4.88,"vwap":4.8624,"ext_from_open_pct":-3.37,"max_ext_allowed_pct":4.0,"volume_pace":0.211,"trend":"flat","recent_slope_pct":0.4,"volatility":"high"},"price":4.88,"volume":{"bars":162,"last_bar_volume":1602.0,"baseline_avg":1694.55,"bar_rvol":0.945384,"raw_accel":1.468413,"smooth_accel":-0.605234,"accel_momentum":-1.6762,"rvol_3bar":[0.53948,0.374085,0.945384],"trend_3bar":"MIXED","projected_rvol":0.744572},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":525.0,"sell_vol":211.0,"unclassified_vol":0.0,"imbalance":0.42663,"bid":4.86,"ask":4.9,"spread_pct":0.819672,"quote_size_imbalance":null,"quote_age_s":4.999188},"context":{"vwap":4.862404,"price_vs_vwap_pct":0.361878,"ema9":4.809972,"ema20":4.789986,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.242718,"dist_to_hod_atr":3.812417,"atr":0.070821,"spread_atr":0.564803,"own_change_pct":1.48643,"rel_strength_pct":{"SPY":1.508742,"IWM":1.549992}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.403329},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"73e066958071","ts":"2026-09-09T16:14:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.61,"target":14.89,"target_label":"clear air (typical 60-min move)","reward_risk":1.24,"pos_in_5d_range_pct":194.9,"room_to_5d_high_atr":-3.16},"price":14.735,"vwap":14.4358,"ext_from_open_pct":4.37,"max_ext_allowed_pct":4.0,"volume_pace":4.713,"trend":"flat","recent_slope_pct":0.1198,"volatility":"medium"},"price":14.735,"volume":{"bars":164,"last_bar_volume":8649.0,"baseline_avg":6641.35,"bar_rvol":1.302295,"raw_accel":-0.726583,"smooth_accel":0.394908,"accel_momentum":-0.703817,"rvol_3bar":[3.571748,6.097693,1.302295],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1878.0,"sell_vol":550.0,"unclassified_vol":0.0,"imbalance":0.546952,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":0.08416},"context":{"vwap":14.43569,"price_vs_vwap_pct":2.073405,"ema9":14.681607,"ema20":14.657368,"ema_stack":true,"ema_warm":true,"hod":14.74,"dist_to_hod_pct":-0.033921,"dist_to_hod_atr":0.193306,"atr":0.025866,"spread_atr":0.386612,"own_change_pct":0.642033,"rel_strength_pct":{"SPY":0.64072,"IWM":0.674681}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.712293},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fa783cd946bd","ts":"2026-09-09T16:14:05+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"volume pace 0.21x normal below floor 0.4x","plan":{"state":"PASS","setup":"","stop":4.74,"target":5.23,"target_label":"premarket_high","reward_risk":2.5,"pos_in_5d_range_pct":82.0,"room_to_5d_high_atr":1.17},"price":4.88,"vwap":4.8625,"ext_from_open_pct":-3.37,"max_ext_allowed_pct":3.0,"volume_pace":0.21,"trend":"flat","recent_slope_pct":0.4831,"volatility":"high"},"price":4.88,"volume":{"bars":163,"last_bar_volume":1531.0,"baseline_avg":1773.65,"bar_rvol":0.863192,"raw_accel":-0.04432,"smooth_accel":-0.383336,"accel_momentum":0.221898,"rvol_3bar":[0.374085,0.945384,0.863192],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":89.0,"sell_vol":727.0,"unclassified_vol":0.0,"imbalance":-0.781863,"bid":4.86,"ask":4.9,"spread_pct":0.819672,"quote_size_imbalance":null,"quote_age_s":4.999156},"context":{"vwap":4.862454,"price_vs_vwap_pct":0.360843,"ema9":4.823978,"ema20":4.798559,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.242718,"dist_to_hod_atr":3.93883,"atr":0.068548,"spread_atr":0.58353,"own_change_pct":1.878914,"rel_strength_pct":{"SPY":1.877602,"IWM":1.911563}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.674897},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55769b541315","ts":"2026-09-09T16:14:10+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1145.0s, plan says WATCH; stop 8.26, target 8.46 (ceiling), R:R 0.34; no pullback yet (still at the swing high); R:R 0.34 < 2.0 at 8.41; pullback: buy 8.40-8.42 holding + reclaim/fading selling/s","plan":{"state":"WATCH","setup":"","stop":8.2647,"target":8.46,"target_label":"ceiling","reward_risk":0.34,"pos_in_5d_range_pct":104.7,"room_to_5d_high_atr":-0.17},"price":8.41,"vwap":8.3183,"ext_from_open_pct":2.19,"max_ext_allowed_pct":3.0,"volume_pace":0.889,"trend":"flat","recent_slope_pct":0.0107,"volatility":"high"},"price":8.41,"volume":{"bars":164,"last_bar_volume":16652.0,"baseline_avg":4881.95,"bar_rvol":3.410932,"raw_accel":0.185533,"smooth_accel":4.810124,"accel_momentum":3.070916,"rvol_3bar":[0.039569,3.181175,3.410932],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":2317.0,"sell_vol":6474.0,"unclassified_vol":0.0,"imbalance":-0.47287,"bid":8.4,"ask":8.42,"spread_pct":0.237812,"quote_size_imbalance":null,"quote_age_s":7.736865},"context":{"vwap":8.318092,"price_vs_vwap_pct":1.104915,"ema9":8.427648,"ema20":8.401839,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.104903,"dist_to_hod_atr":8.137842,"atr":0.044238,"spread_atr":0.452102,"own_change_pct":0.177936,"rel_strength_pct":{"SPY":0.176623,"IWM":0.210584}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.612927},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"aac6acd197b4","ts":"2026-09-09T16:14:20+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1155.0s, plan says PASS; stop 8.27, target 8.80 (premarket_high), R:R 2.62; target 0.38 away > ~0.32 reachable in 221 min","plan":{"state":"PASS","setup":"","stop":8.2746,"target":8.8,"target_label":"premarket_high","reward_risk":2.62,"pos_in_5d_range_pct":105.2,"room_to_5d_high_atr":-0.19},"price":8.4199,"vwap":8.3185,"ext_from_open_pct":2.31,"max_ext_allowed_pct":3.0,"volume_pace":0.89,"trend":"flat","recent_slope_pct":0.0342,"volatility":"high"},"price":8.4199,"volume":{"bars":164,"last_bar_volume":16652.0,"baseline_avg":4881.95,"bar_rvol":3.410932,"raw_accel":0.185533,"smooth_accel":4.810124,"accel_momentum":3.070916,"rvol_3bar":[0.039569,3.181175,3.410932],"trend_3bar":"ACCELERATING","projected_rvol":3.162261},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1143.0,"sell_vol":4008.0,"unclassified_vol":0.0,"imbalance":-0.556203,"bid":8.4,"ask":8.42,"spread_pct":0.237812,"quote_size_imbalance":null,"quote_age_s":6.735699},"context":{"vwap":8.318092,"price_vs_vwap_pct":1.223933,"ema9":8.427648,"ema20":8.401839,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.992018,"dist_to_hod_atr":7.914052,"atr":0.044238,"spread_atr":0.452102,"own_change_pct":0.177936,"rel_strength_pct":{"SPY":0.176623,"IWM":0.210584}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.89717},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"afc9eb769cc8","ts":"2026-09-09T16:14:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1165.0s, plan says WATCH; stop 8.26, target 8.46 (ceiling), R:R 0.34; no pullback yet (still at the swing high); R:R 0.34 < 2.0 at 8.41; pullback: buy 8.40-8.42 holding + reclaim/fading selling/s","plan":{"state":"WATCH","setup":"","stop":8.2647,"target":8.46,"target_label":"ceiling","reward_risk":0.34,"pos_in_5d_range_pct":104.7,"room_to_5d_high_atr":-0.17},"price":8.41,"vwap":8.3185,"ext_from_open_pct":2.19,"max_ext_allowed_pct":3.0,"volume_pace":0.889,"trend":"flat","recent_slope_pct":0.0107,"volatility":"high"},"price":8.41,"volume":{"bars":164,"last_bar_volume":16652.0,"baseline_avg":4881.95,"bar_rvol":3.410932,"raw_accel":0.185533,"smooth_accel":4.810124,"accel_momentum":3.070916,"rvol_3bar":[0.039569,3.181175,3.410932],"trend_3bar":"ACCELERATING","projected_rvol":2.149141},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1138.0,"sell_vol":4108.0,"unclassified_vol":0.0,"imbalance":-0.566146,"bid":8.4,"ask":8.42,"spread_pct":0.237812,"quote_size_imbalance":null,"quote_age_s":16.735699},"context":{"vwap":8.318092,"price_vs_vwap_pct":1.104915,"ema9":8.427648,"ema20":8.401839,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.104903,"dist_to_hod_atr":8.137842,"atr":0.044238,"spread_atr":0.452102,"own_change_pct":0.177936,"rel_strength_pct":{"SPY":0.176623,"IWM":0.210584}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.931084},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a07e99b8848c","ts":"2026-09-09T16:14:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.61,"target":14.8911,"target_label":"clear air (typical 60-min move)","reward_risk":1.23,"pos_in_5d_range_pct":195.0,"room_to_5d_high_atr":-3.16},"price":14.7361,"vwap":14.4362,"ext_from_open_pct":4.38,"max_ext_allowed_pct":5.0,"volume_pace":4.701,"trend":"flat","recent_slope_pct":0.1213,"volatility":"medium"},"price":14.7361,"volume":{"bars":164,"last_bar_volume":8649.0,"baseline_avg":6641.35,"bar_rvol":1.302295,"raw_accel":-0.726583,"smooth_accel":0.394908,"accel_momentum":-0.703817,"rvol_3bar":[3.571748,6.097693,1.302295],"trend_3bar":"MIXED","projected_rvol":1.026297},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":2430.0,"sell_vol":1850.0,"unclassified_vol":0.0,"imbalance":0.135514,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":11.072131},"context":{"vwap":14.43569,"price_vs_vwap_pct":2.081025,"ema9":14.681607,"ema20":14.657368,"ema_stack":true,"ema_warm":true,"hod":14.74,"dist_to_hod_pct":-0.026459,"dist_to_hod_atr":0.150779,"atr":0.025866,"spread_atr":0.386612,"own_change_pct":0.642033,"rel_strength_pct":{"SPY":0.64072,"IWM":0.674681}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.176479},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b9ba2f70fd1f","ts":"2026-09-09T16:14:55+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1190.0s, plan says PASS; stop 8.27, target 8.80 (premarket_high), R:R 2.64; target 0.38 away > ~0.32 reachable in 220 min","plan":{"state":"PASS","setup":"","stop":8.2712,"target":8.8,"target_label":"premarket_high","reward_risk":2.64,"pos_in_5d_range_pct":105.0,"room_to_5d_high_atr":-0.18},"price":8.4165,"vwap":8.3185,"ext_from_open_pct":2.27,"max_ext_allowed_pct":4.0,"volume_pace":0.887,"trend":"flat","recent_slope_pct":0.0261,"volatility":"high"},"price":8.4165,"volume":{"bars":164,"last_bar_volume":16652.0,"baseline_avg":4881.95,"bar_rvol":3.410932,"raw_accel":0.185533,"smooth_accel":4.810124,"accel_momentum":3.070916,"rvol_3bar":[0.039569,3.181175,3.410932],"trend_3bar":"ACCELERATING","projected_rvol":1.174493},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":10.0,"sell_vol":100.0,"unclassified_vol":0.0,"imbalance":-0.818182,"bid":8.4,"ask":8.42,"spread_pct":0.237812,"quote_size_imbalance":null,"quote_age_s":24.998562},"context":{"vwap":8.318092,"price_vs_vwap_pct":1.183058,"ema9":8.427648,"ema20":8.401839,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.030787,"dist_to_hod_atr":7.990909,"atr":0.044238,"spread_atr":0.452102,"own_change_pct":0.177936,"rel_strength_pct":{"SPY":0.176623,"IWM":0.210584}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.790763},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"890a23f1423e","ts":"2026-09-09T16:15:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":8.1903,"target":8.39,"target_label":"ceiling","reward_risk":1.44,"pos_in_5d_range_pct":31.5,"room_to_5d_high_atr":1.44},"price":8.2722,"vwap":8.2333,"ext_from_open_pct":-3.25,"max_ext_allowed_pct":3.0,"volume_pace":1.586,"trend":"flat","recent_slope_pct":-0.0161,"volatility":"medium"},"price":8.2722,"volume":{"bars":165,"last_bar_volume":1320.0,"baseline_avg":2732.4,"bar_rvol":0.483092,"raw_accel":-0.449082,"smooth_accel":3.298261,"accel_momentum":1.206267,"rvol_3bar":[2.146759,0.765287,0.483092],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":128.0,"sell_vol":13.0,"unclassified_vol":0.0,"imbalance":0.815603,"bid":8.28,"ask":8.29,"spread_pct":0.1207,"quote_size_imbalance":null,"quote_age_s":10.19583},"context":{"vwap":8.23331,"price_vs_vwap_pct":0.472346,"ema9":8.273992,"ema20":8.27438,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.783599,"dist_to_hod_atr":16.60119,"atr":0.030588,"spread_atr":0.326924,"own_change_pct":0.085856,"rel_strength_pct":{"SPY":0.068784,"IWM":0.089294}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.394011},"shadow":{"decision":"FAIL","failed":["bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"27d478328b8c","ts":"2026-09-09T16:15:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 1200.0s, plan says WATCH; stop 8.25, target 8.46 (ceiling), R:R 0.41; no pullback yet (still at the swing high); R:R 0.41 < 2.0 at 8.40; pullback: buy 8.40-8.42 holding + reclaim/fading selling/s","plan":{"state":"WATCH","setup":"","stop":8.2547,"target":8.46,"target_label":"ceiling","reward_risk":0.41,"pos_in_5d_range_pct":104.3,"room_to_5d_high_atr":-0.15},"price":8.4,"vwap":8.3186,"ext_from_open_pct":2.07,"max_ext_allowed_pct":3.0,"volume_pace":0.887,"trend":"flat","recent_slope_pct":-0.1015,"volatility":"high"},"price":8.4,"volume":{"bars":165,"last_bar_volume":5256.0,"baseline_avg":5676.4,"bar_rvol":0.925939,"raw_accel":-0.684362,"smooth_accel":7.619995,"accel_momentum":2.809871,"rvol_3bar":[3.181175,3.410932,0.925939],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":322.0,"sell_vol":826.0,"unclassified_vol":0.0,"imbalance":-0.439024,"bid":8.39,"ask":8.41,"spread_pct":0.238095,"quote_size_imbalance":null,"quote_age_s":0.010926},"context":{"vwap":8.318535,"price_vs_vwap_pct":0.979314,"ema9":8.425418,"ema20":8.403235,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.218928,"dist_to_hod_atr":8.35496,"atr":0.044285,"spread_atr":0.451619,"own_change_pct":0.191658,"rel_strength_pct":{"SPY":0.174586,"IWM":0.195096}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.40651},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"10a87bdaaccc","ts":"2026-09-09T16:15:30+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.85% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":4.6936,"target":4.9129,"target_label":"ceiling","reward_risk":0.22,"pos_in_5d_range_pct":81.8,"room_to_5d_high_atr":1.18},"price":4.8736,"vwap":4.8625,"ext_from_open_pct":-3.49,"max_ext_allowed_pct":4.0,"volume_pace":0.209,"trend":"flat","recent_slope_pct":0.3318,"volatility":"high"},"price":4.8736,"volume":{"bars":164,"last_bar_volume":1467.0,"baseline_avg":1631.95,"bar_rvol":0.898925,"raw_accel":-0.041803,"smooth_accel":-0.31466,"accel_momentum":0.068676,"rvol_3bar":[0.945384,0.863192,0.898925],"trend_3bar":"MIXED","projected_rvol":0.006128},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":5.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":4.81,"ask":4.9,"spread_pct":1.853759,"quote_size_imbalance":null,"quote_age_s":29.999106},"context":{"vwap":4.862474,"price_vs_vwap_pct":0.228807,"ema9":4.830182,"ema20":4.803934,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.36699,"dist_to_hod_atr":4.133625,"atr":0.066866,"spread_atr":1.345971,"own_change_pct":0.935551,"rel_strength_pct":{"SPY":0.91848,"IWM":0.938989}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.898925},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3479da3b730b","ts":"2026-09-09T16:15:35+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.61,"target":14.8849,"target_label":"clear air (typical 60-min move)","reward_risk":1.29,"pos_in_5d_range_pct":194.6,"room_to_5d_high_atr":-3.15},"price":14.73,"vwap":14.4377,"ext_from_open_pct":4.33,"max_ext_allowed_pct":4.0,"volume_pace":4.701,"trend":"flat","recent_slope_pct":0.0718,"volatility":"medium"},"price":14.73,"volume":{"bars":165,"last_bar_volume":5625.0,"baseline_avg":6980.7,"bar_rvol":0.805793,"raw_accel":-0.349636,"smooth_accel":0.297431,"accel_momentum":-0.097477,"rvol_3bar":[6.097693,1.302295,0.805793],"trend_3bar":"DECELERATING","projected_rvol":3.178723},"flow":{"window_s":30,"trades":97,"trade_rate":3.233333,"buy_vol":7765.0,"sell_vol":3984.0,"unclassified_vol":0.0,"imbalance":0.321815,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":0.189108},"context":{"vwap":14.436302,"price_vs_vwap_pct":2.034437,"ema9":14.692465,"ema20":14.664847,"ema_stack":true,"ema_warm":true,"hod":14.74,"dist_to_hod_pct":-0.067843,"dist_to_hod_atr":0.399938,"atr":0.025004,"spread_atr":0.399938,"own_change_pct":0.517735,"rel_strength_pct":{"SPY":0.500664,"IWM":0.521174}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.259316},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"d990412ffef4","ts":"2026-09-09T16:15:35+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.85% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":4.72,"target":5.23,"target_label":"premarket_high","reward_risk":1.83,"pos_in_5d_range_pct":82.7,"room_to_5d_high_atr":1.13},"price":4.9,"vwap":4.8625,"ext_from_open_pct":-2.97,"max_ext_allowed_pct":4.0,"volume_pace":0.209,"trend":"flat","recent_slope_pct":0.4402,"volatility":"high"},"price":4.9,"volume":{"bars":164,"last_bar_volume":1467.0,"baseline_avg":1631.95,"bar_rvol":0.898925,"raw_accel":-0.041803,"smooth_accel":-0.31466,"accel_momentum":0.068676,"rvol_3bar":[0.945384,0.863192,0.898925],"trend_3bar":"MIXED","projected_rvol":0.220595},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":6.0,"sell_vol":204.0,"unclassified_vol":0.0,"imbalance":-0.942857,"bid":4.81,"ask":4.9,"spread_pct":1.853759,"quote_size_imbalance":null,"quote_age_s":4.999074},"context":{"vwap":4.862474,"price_vs_vwap_pct":0.77174,"ema9":4.830182,"ema20":4.803934,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-4.854369,"dist_to_hod_atr":3.738807,"atr":0.066866,"spread_atr":1.345971,"own_change_pct":0.935551,"rel_strength_pct":{"SPY":0.91848,"IWM":0.938989}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.847557},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3cfc33fe5ef1","ts":"2026-09-09T16:15:40+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.85% exceeds max 1.0%","plan":{"state":"WATCH","setup":"","stop":4.69,"target":4.9129,"target_label":"ceiling","reward_risk":0.24,"pos_in_5d_range_pct":81.7,"room_to_5d_high_atr":1.19},"price":4.87,"vwap":4.8625,"ext_from_open_pct":-3.56,"max_ext_allowed_pct":4.0,"volume_pace":0.209,"trend":"flat","recent_slope_pct":0.317,"volatility":"high"},"price":4.87,"volume":{"bars":164,"last_bar_volume":1467.0,"baseline_avg":1631.95,"bar_rvol":0.898925,"raw_accel":-0.041803,"smooth_accel":-0.31466,"accel_momentum":0.068676,"rvol_3bar":[0.945384,0.863192,0.898925],"trend_3bar":"MIXED","projected_rvol":0.19394},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":6.0,"sell_vol":205.0,"unclassified_vol":0.0,"imbalance":-0.943128,"bid":4.81,"ask":4.9,"spread_pct":1.853759,"quote_size_imbalance":null,"quote_age_s":9.999074},"context":{"vwap":4.862474,"price_vs_vwap_pct":0.15477,"ema9":4.830182,"ema20":4.803934,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.436893,"dist_to_hod_atr":4.187464,"atr":0.066866,"spread_atr":1.345971,"own_change_pct":0.935551,"rel_strength_pct":{"SPY":0.91848,"IWM":0.938989}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.847801},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c5a5517ccf12","ts":"2026-09-09T16:15:45+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.85% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":4.71,"target":5.23,"target_label":"premarket_high","reward_risk":1.89,"pos_in_5d_range_pct":82.3,"room_to_5d_high_atr":1.15},"price":4.89,"vwap":4.8625,"ext_from_open_pct":-3.17,"max_ext_allowed_pct":4.0,"volume_pace":0.209,"trend":"flat","recent_slope_pct":0.3992,"volatility":"high"},"price":4.89,"volume":{"bars":164,"last_bar_volume":1467.0,"baseline_avg":1631.95,"bar_rvol":0.898925,"raw_accel":-0.041803,"smooth_accel":-0.31466,"accel_momentum":0.068676,"rvol_3bar":[0.945384,0.863192,0.898925],"trend_3bar":"MIXED","projected_rvol":0.405241},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":191.0,"sell_vol":305.0,"unclassified_vol":0.0,"imbalance":-0.229839,"bid":4.81,"ask":4.9,"spread_pct":1.853759,"quote_size_imbalance":null,"quote_age_s":4.826864},"context":{"vwap":4.862474,"price_vs_vwap_pct":0.566084,"ema9":4.830182,"ema20":4.803934,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.048544,"dist_to_hod_atr":3.888359,"atr":0.066866,"spread_atr":1.345971,"own_change_pct":0.935551,"rel_strength_pct":{"SPY":0.91848,"IWM":0.938989}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.206608},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55a278161c81","ts":"2026-09-09T16:16:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":1.42,"pos_in_5d_range_pct":139.7,"room_to_5d_high_atr":-0.81},"price":11.6342,"vwap":11.5998,"ext_from_open_pct":-0.56,"max_ext_allowed_pct":3.0,"volume_pace":2.032,"trend":"flat","recent_slope_pct":0.1711,"volatility":"medium"},"price":11.6342,"volume":{"bars":166,"last_bar_volume":55.0,"baseline_avg":1748.65,"bar_rvol":0.031453,"raw_accel":-0.971189,"smooth_accel":-0.819791,"accel_momentum":-3.21968,"rvol_3bar":[0.283345,1.128051,0.031453],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":8.0,"sell_vol":225.0,"unclassified_vol":0.0,"imbalance":-0.93133,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":3.796565},"context":{"vwap":11.59981,"price_vs_vwap_pct":0.296473,"ema9":11.555931,"ema20":11.589104,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.637705,"dist_to_hod_atr":6.504714,"atr":0.086983,"spread_atr":0.804754,"own_change_pct":1.136254,"rel_strength_pct":{"SPY":1.144146,"IWM":1.170639}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.029293},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ebb7c6c28888","ts":"2026-09-09T16:16:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.61,"target":14.8998,"target_label":"clear air (typical 60-min move)","reward_risk":1.15,"pos_in_5d_range_pct":195.6,"room_to_5d_high_atr":-3.18},"price":14.745,"vwap":14.4385,"ext_from_open_pct":4.44,"max_ext_allowed_pct":5.0,"volume_pace":4.695,"trend":"flat","recent_slope_pct":0.0271,"volatility":"medium"},"price":14.745,"volume":{"bars":166,"last_bar_volume":20040.0,"baseline_avg":7219.8,"bar_rvol":2.7757,"raw_accel":2.562667,"smooth_accel":-0.453015,"accel_momentum":-0.750446,"rvol_3bar":[1.302295,0.805793,2.7757],"trend_3bar":"MIXED","projected_rvol":0.352918},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":544.0,"sell_vol":6295.0,"unclassified_vol":0.0,"imbalance":-0.840912,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":0.122406},"context":{"vwap":14.438416,"price_vs_vwap_pct":2.123389,"ema9":14.700972,"ema20":14.671529,"ema_stack":true,"ema_warm":true,"hod":14.74,"dist_to_hod_pct":0.033921,"dist_to_hod_atr":-0.195449,"atr":0.025582,"spread_atr":0.390897,"own_change_pct":0.42186,"rel_strength_pct":{"SPY":0.429752,"IWM":0.456245}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-2.334121},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a2f42690447d","ts":"2026-09-09T16:16:15+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.54 below VWAP $11.60","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":2.93,"pos_in_5d_range_pct":130.5,"room_to_5d_high_atr":-0.62},"price":11.5411,"vwap":11.5998,"ext_from_open_pct":-1.36,"max_ext_allowed_pct":3.0,"volume_pace":2.031,"trend":"flat","recent_slope_pct":0.0105,"volatility":"medium"},"price":11.5411,"volume":{"bars":166,"last_bar_volume":55.0,"baseline_avg":1748.65,"bar_rvol":0.031453,"raw_accel":-0.971189,"smooth_accel":-0.819791,"accel_momentum":-3.21968,"rvol_3bar":[0.283345,1.128051,0.031453],"trend_3bar":"MIXED","projected_rvol":0.58102},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":8.0,"sell_vol":253.0,"unclassified_vol":0.0,"imbalance":-0.938697,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":8.796565},"context":{"vwap":11.59981,"price_vs_vwap_pct":-0.506127,"ema9":11.555931,"ema20":11.589104,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.40082,"dist_to_hod_atr":7.575038,"atr":0.086983,"spread_atr":0.804754,"own_change_pct":1.136254,"rel_strength_pct":{"SPY":1.144146,"IWM":1.170639}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.029525},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"531763ff9846","ts":"2026-09-09T16:16:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.61,"target":14.8787,"target_label":"clear air (typical 60-min move)","reward_risk":1.36,"pos_in_5d_range_pct":194.2,"room_to_5d_high_atr":-3.13},"price":14.7239,"vwap":14.4388,"ext_from_open_pct":4.29,"max_ext_allowed_pct":4.0,"volume_pace":4.693,"trend":"flat","recent_slope_pct":-0.0015,"volatility":"medium"},"price":14.7239,"volume":{"bars":166,"last_bar_volume":20040.0,"baseline_avg":7219.8,"bar_rvol":2.7757,"raw_accel":2.562667,"smooth_accel":-0.453015,"accel_momentum":-0.750446,"rvol_3bar":[1.302295,0.805793,2.7757],"trend_3bar":"MIXED","projected_rvol":0.915538},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":466.0,"sell_vol":2839.0,"unclassified_vol":0.0,"imbalance":-0.718003,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":9.104123},"context":{"vwap":14.438416,"price_vs_vwap_pct":1.977251,"ema9":14.700972,"ema20":14.671529,"ema_stack":true,"ema_warm":true,"hod":14.74,"dist_to_hod_pct":-0.109227,"dist_to_hod_atr":0.629344,"atr":0.025582,"spread_atr":0.390897,"own_change_pct":0.42186,"rel_strength_pct":{"SPY":0.429752,"IWM":0.456245}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.992961},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"db1eb5f351f3","ts":"2026-09-09T16:16:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":1.6,"pos_in_5d_range_pct":138.1,"room_to_5d_high_atr":-0.77},"price":11.6175,"vwap":11.5998,"ext_from_open_pct":-0.71,"max_ext_allowed_pct":3.0,"volume_pace":2.027,"trend":"flat","recent_slope_pct":0.1424,"volatility":"medium"},"price":11.6175,"volume":{"bars":166,"last_bar_volume":55.0,"baseline_avg":1748.65,"bar_rvol":0.031453,"raw_accel":-0.971189,"smooth_accel":-0.819791,"accel_momentum":-3.21968,"rvol_3bar":[0.283345,1.128051,0.031453],"trend_3bar":"MIXED","projected_rvol":0.276213},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":8.0,"sell_vol":126.0,"unclassified_vol":0.0,"imbalance":-0.880597,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":24.361112},"context":{"vwap":11.59981,"price_vs_vwap_pct":0.152505,"ema9":11.555931,"ema20":11.589104,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.77459,"dist_to_hod_atr":6.696706,"atr":0.086983,"spread_atr":0.804754,"own_change_pct":1.136254,"rel_strength_pct":{"SPY":1.144146,"IWM":1.170639}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.027697},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"be9e209c2038","ts":"2026-09-09T16:16:45+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2477,"target":8.46,"target_label":"ceiling","reward_risk":0.46,"pos_in_5d_range_pct":103.9,"room_to_5d_high_atr":-0.14},"price":8.393,"vwap":8.3187,"ext_from_open_pct":1.98,"max_ext_allowed_pct":3.0,"volume_pace":0.878,"trend":"flat","recent_slope_pct":-0.1769,"volatility":"high"},"price":8.393,"volume":{"bars":166,"last_bar_volume":1674.0,"baseline_avg":5621.6,"bar_rvol":0.29778,"raw_accel":-0.681507,"smooth_accel":0.402355,"accel_momentum":-7.21764,"rvol_3bar":[3.410932,0.925939,0.29778],"trend_3bar":"DECELERATING","projected_rvol":0.047199},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":23.0,"sell_vol":54.0,"unclassified_vol":0.0,"imbalance":-0.402597,"bid":8.39,"ask":8.41,"spread_pct":0.238095,"quote_size_imbalance":null,"quote_age_s":14.998453},"context":{"vwap":8.318659,"price_vs_vwap_pct":0.893669,"ema9":8.422335,"ema20":8.403879,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.298746,"dist_to_hod_atr":8.91244,"atr":0.0423,"spread_atr":0.472808,"own_change_pct":-0.059418,"rel_strength_pct":{"SPY":-0.051526,"IWM":-0.025033}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.119885},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a077614eb621","ts":"2026-09-09T16:17:00+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 390.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.76; R:R 0.76 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8045,"target":14.06,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":30.7,"room_to_5d_high_atr":2.25},"price":13.95,"vwap":13.8581,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":0.1237,"volatility":"medium"},"price":13.95,"volume":{"bars":166,"last_bar_volume":47118.0,"baseline_avg":26096.05,"bar_rvol":1.805561,"raw_accel":2.585299,"smooth_accel":0.858856,"accel_momentum":0.741191,"rvol_3bar":[1.147191,0.47867,1.805561],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":10784.0,"sell_vol":2325.0,"unclassified_vol":0.0,"imbalance":0.645282,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.304998},"context":{"vwap":13.857714,"price_vs_vwap_pct":0.665957,"ema9":13.885235,"ema20":13.874896,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.958466,"dist_to_hod_atr":3.978579,"atr":0.033932,"spread_atr":0.29471,"own_change_pct":0.306545,"rel_strength_pct":{"SPY":0.334116,"IWM":0.354676}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.165096},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fc033b96fa00","ts":"2026-09-09T16:17:00+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2547,"target":8.46,"target_label":"ceiling","reward_risk":0.41,"pos_in_5d_range_pct":104.3,"room_to_5d_high_atr":-0.15},"price":8.4,"vwap":8.3187,"ext_from_open_pct":2.07,"max_ext_allowed_pct":3.0,"volume_pace":0.877,"trend":"flat","recent_slope_pct":-0.1603,"volatility":"high"},"price":8.4,"volume":{"bars":166,"last_bar_volume":1674.0,"baseline_avg":5621.6,"bar_rvol":0.29778,"raw_accel":-0.681507,"smooth_accel":0.402355,"accel_momentum":-7.21764,"rvol_3bar":[3.410932,0.925939,0.29778],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":23.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":0.703704,"bid":8.39,"ask":8.41,"spread_pct":0.238095,"quote_size_imbalance":null,"quote_age_s":29.998453},"context":{"vwap":8.318659,"price_vs_vwap_pct":0.977817,"ema9":8.422335,"ema20":8.403879,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.218928,"dist_to_hod_atr":8.746957,"atr":0.0423,"spread_atr":0.472808,"own_change_pct":-0.059418,"rel_strength_pct":{"SPY":-0.031847,"IWM":-0.011286}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.209549},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"881a17745dc3","ts":"2026-09-09T16:17:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.52 below VWAP $11.60","plan":{"state":"PASS","setup":"","stop":11.3765,"target":11.98,"target_label":"range_20d_high","reward_risk":3.31,"pos_in_5d_range_pct":128.0,"room_to_5d_high_atr":-0.57},"price":11.5165,"vwap":11.5998,"ext_from_open_pct":-1.57,"max_ext_allowed_pct":3.0,"volume_pace":2.021,"trend":"flat","recent_slope_pct":-0.0881,"volatility":"medium"},"price":11.5165,"volume":{"bars":167,"last_bar_volume":325.0,"baseline_avg":1734.05,"bar_rvol":0.187423,"raw_accel":-0.25031,"smooth_accel":-0.789227,"accel_momentum":0.030564,"rvol_3bar":[1.128051,0.031453,0.187423],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":0.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":11.58,"ask":11.65,"spread_pct":0.602669,"quote_size_imbalance":null,"quote_age_s":15.714512},"context":{"vwap":11.599808,"price_vs_vwap_pct":-0.718181,"ema9":11.567745,"ema20":11.591571,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.602459,"dist_to_hod_atr":7.817939,"atr":0.087427,"spread_atr":0.800667,"own_change_pct":1.220044,"rel_strength_pct":{"SPY":1.247615,"IWM":1.268175}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.187423},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5d713a4ff6da","ts":"2026-09-09T16:17:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 400.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.85; target 0.12 away > ~0.11 reachable in 218 min","plan":{"state":"PASS","setup":"","stop":13.7905,"target":14.06,"target_label":"premarket_high","reward_risk":0.85,"pos_in_5d_range_pct":29.9,"room_to_5d_high_atr":2.27},"price":13.936,"vwap":13.8581,"ext_from_open_pct":-0.53,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":0.0989,"volatility":"medium"},"price":13.936,"volume":{"bars":167,"last_bar_volume":25805.0,"baseline_avg":27166.85,"bar_rvol":0.949871,"raw_accel":-0.452332,"smooth_accel":0.379468,"accel_momentum":-0.479389,"rvol_3bar":[0.47867,1.805561,0.949871],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":105,"trade_rate":3.5,"buy_vol":11238.0,"sell_vol":2123.0,"unclassified_vol":0.0,"imbalance":0.682209,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.786168},"context":{"vwap":13.858066,"price_vs_vwap_pct":0.562376,"ema9":13.898188,"ema20":13.882048,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.057863,"dist_to_hod_atr":4.134686,"atr":0.036037,"spread_atr":0.277496,"own_change_pct":0.576784,"rel_strength_pct":{"SPY":0.604355,"IWM":0.624916}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.648011},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ed4cb573e30c","ts":"2026-09-09T16:17:15+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":1.28,"pos_in_5d_range_pct":141.3,"room_to_5d_high_atr":-0.84},"price":11.65,"vwap":11.5998,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":2.023,"trend":"flat","recent_slope_pct":0.1421,"volatility":"medium"},"price":11.65,"volume":{"bars":167,"last_bar_volume":325.0,"baseline_avg":1734.05,"bar_rvol":0.187423,"raw_accel":-0.25031,"smooth_accel":-0.789227,"accel_momentum":0.030564,"rvol_3bar":[1.128051,0.031453,0.187423],"trend_3bar":"MIXED","projected_rvol":1.801563},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":443.0,"sell_vol":341.0,"unclassified_vol":0.0,"imbalance":0.130102,"bid":11.6,"ask":11.7,"spread_pct":0.858369,"quote_size_imbalance":null,"quote_age_s":0.698923},"context":{"vwap":11.599808,"price_vs_vwap_pct":0.4327,"ema9":11.567745,"ema20":11.591571,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.508197,"dist_to_hod_atr":6.290953,"atr":0.087427,"spread_atr":1.14381,"own_change_pct":1.220044,"rel_strength_pct":{"SPY":1.247615,"IWM":1.268175}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.024384},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"89c28b4925e0","ts":"2026-09-09T16:17:20+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 410.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.76; R:R 0.76 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8045,"target":14.06,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":30.7,"room_to_5d_high_atr":2.25},"price":13.95,"vwap":13.8582,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":0.119,"volatility":"medium"},"price":13.95,"volume":{"bars":167,"last_bar_volume":25805.0,"baseline_avg":27166.85,"bar_rvol":0.949871,"raw_accel":-0.452332,"smooth_accel":0.379468,"accel_momentum":-0.479389,"rvol_3bar":[0.47867,1.805561,0.949871],"trend_3bar":"MIXED","projected_rvol":0.988889},"flow":{"window_s":30,"trades":139,"trade_rate":4.633333,"buy_vol":11816.0,"sell_vol":3728.0,"unclassified_vol":0.0,"imbalance":0.520329,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.012499},"context":{"vwap":13.858066,"price_vs_vwap_pct":0.6634,"ema9":13.898188,"ema20":13.882048,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.958466,"dist_to_hod_atr":3.746192,"atr":0.036037,"spread_atr":0.277496,"own_change_pct":0.576784,"rel_strength_pct":{"SPY":0.604355,"IWM":0.624916}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.494246},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9bdcbbea1ce5","ts":"2026-09-09T16:17:25+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":1.42,"pos_in_5d_range_pct":139.7,"room_to_5d_high_atr":-0.81},"price":11.6344,"vwap":11.5998,"ext_from_open_pct":-0.56,"max_ext_allowed_pct":4.0,"volume_pace":2.021,"trend":"flat","recent_slope_pct":0.1153,"volatility":"medium"},"price":11.6344,"volume":{"bars":167,"last_bar_volume":325.0,"baseline_avg":1734.05,"bar_rvol":0.187423,"raw_accel":-0.25031,"smooth_accel":-0.789227,"accel_momentum":0.030564,"rvol_3bar":[1.128051,0.031453,0.187423],"trend_3bar":"MIXED","projected_rvol":1.08509},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":443.0,"sell_vol":344.0,"unclassified_vol":0.0,"imbalance":0.125794,"bid":11.6,"ask":11.7,"spread_pct":0.858369,"quote_size_imbalance":null,"quote_age_s":6.800418},"context":{"vwap":11.599808,"price_vs_vwap_pct":0.298215,"ema9":11.567745,"ema20":11.591571,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.636066,"dist_to_hod_atr":6.469387,"atr":0.087427,"spread_atr":1.14381,"own_change_pct":1.220044,"rel_strength_pct":{"SPY":1.247615,"IWM":1.268175}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.023577},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"bbee0ea63f9b","ts":"2026-09-09T16:17:25+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 415.0s, plan says PASS; stop 13.80, target 14.06 (premarket_high), R:R 0.79; target 0.12 away > ~0.11 reachable in 218 min","plan":{"state":"PASS","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8582,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":4.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":0.1118,"volatility":"medium"},"price":13.945,"volume":{"bars":167,"last_bar_volume":25805.0,"baseline_avg":27166.85,"bar_rvol":0.949871,"raw_accel":-0.452332,"smooth_accel":0.379468,"accel_momentum":-0.479389,"rvol_3bar":[0.47867,1.805561,0.949871],"trend_3bar":"MIXED","projected_rvol":0.913113},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":9828.0,"sell_vol":2110.0,"unclassified_vol":0.0,"imbalance":0.646507,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":4.788937},"context":{"vwap":13.858066,"price_vs_vwap_pct":0.62732,"ema9":13.898188,"ema20":13.882048,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.88494,"atr":0.036037,"spread_atr":0.277496,"own_change_pct":0.576784,"rel_strength_pct":{"SPY":0.604355,"IWM":0.624916}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.614098},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"521b0c2a53ab","ts":"2026-09-09T16:17:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":5.4664,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.5299,"vwap":5.5233,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":4.0,"volume_pace":1.053,"trend":"flat","recent_slope_pct":-0.0105,"volatility":"medium"},"price":5.5299,"volume":{"bars":167,"last_bar_volume":144426.0,"baseline_avg":66117.3,"bar_rvol":2.18439,"raw_accel":2.913666,"smooth_accel":0.073948,"accel_momentum":-0.527455,"rvol_3bar":[4.876455,0.568165,2.18439],"trend_3bar":"MIXED","projected_rvol":2.397847},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":34670.0,"sell_vol":31777.0,"unclassified_vol":0.0,"imbalance":0.043538,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":1.819998},"context":{"vwap":5.5233,"price_vs_vwap_pct":0.119499,"ema9":5.529301,"ema20":5.526178,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.603203,"dist_to_hod_atr":6.410337,"atr":0.014055,"spread_atr":0.711469,"own_change_pct":0.090498,"rel_strength_pct":{"SPY":0.118069,"IWM":0.138629}},"vas":{"raw":1,"score":5.0,"components":{"rvol":2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.095105},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"66fafccfc48f","ts":"2026-09-09T16:17:25+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":8.2447,"target":8.46,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":103.8,"room_to_5d_high_atr":-0.14},"price":8.39,"vwap":8.3188,"ext_from_open_pct":1.94,"max_ext_allowed_pct":3.0,"volume_pace":0.876,"trend":"flat","recent_slope_pct":-0.1504,"volatility":"high"},"price":8.39,"volume":{"bars":167,"last_bar_volume":200.0,"baseline_avg":5595.65,"bar_rvol":0.035742,"raw_accel":-0.880526,"smooth_accel":-0.769069,"accel_momentum":-1.171424,"rvol_3bar":[0.925939,0.29778,0.035742],"trend_3bar":"DECELERATING","projected_rvol":0.655366},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":1161.0,"sell_vol":368.0,"unclassified_vol":0.0,"imbalance":0.51864,"bid":8.39,"ask":8.4,"spread_pct":0.119119,"quote_size_imbalance":null,"quote_age_s":0.512664},"context":{"vwap":8.318674,"price_vs_vwap_pct":0.857416,"ema9":8.417868,"ema20":8.40351,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.332953,"dist_to_hod_atr":8.757122,"atr":0.043393,"spread_atr":0.230451,"own_change_pct":-0.308569,"rel_strength_pct":{"SPY":-0.280998,"IWM":-0.260437}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.018537},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"bf40ad683d08","ts":"2026-09-09T16:17:30+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":1.06,"pos_in_5d_range_pct":144.0,"room_to_5d_high_atr":-0.89},"price":11.6775,"vwap":11.5998,"ext_from_open_pct":-0.19,"max_ext_allowed_pct":4.0,"volume_pace":2.02,"trend":"flat","recent_slope_pct":0.1894,"volatility":"medium"},"price":11.6775,"volume":{"bars":167,"last_bar_volume":325.0,"baseline_avg":1734.05,"bar_rvol":0.187423,"raw_accel":-0.25031,"smooth_accel":-0.789227,"accel_momentum":0.030564,"rvol_3bar":[1.128051,0.031453,0.187423],"trend_3bar":"MIXED","projected_rvol":0.905395},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":444.0,"sell_vol":341.0,"unclassified_vol":0.0,"imbalance":0.13121,"bid":11.6,"ask":11.7,"spread_pct":0.858369,"quote_size_imbalance":null,"quote_age_s":11.800418},"context":{"vwap":11.599808,"price_vs_vwap_pct":0.669773,"ema9":11.567745,"ema20":11.591571,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.282787,"dist_to_hod_atr":5.976405,"atr":0.087427,"spread_atr":1.14381,"own_change_pct":1.220044,"rel_strength_pct":{"SPY":1.247615,"IWM":1.268175}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.024592},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b4d218c83142","ts":"2026-09-09T16:17:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"spread 1.11% exceeds max 1.0%","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":0.97,"pos_in_5d_range_pct":145.3,"room_to_5d_high_atr":-0.92},"price":11.69,"vwap":11.6004,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":4.0,"volume_pace":2.044,"trend":"flat","recent_slope_pct":0.2109,"volatility":"medium"},"price":11.69,"volume":{"bars":167,"last_bar_volume":325.0,"baseline_avg":1734.05,"bar_rvol":0.187423,"raw_accel":-0.25031,"smooth_accel":-0.789227,"accel_momentum":0.030564,"rvol_3bar":[1.128051,0.031453,0.187423],"trend_3bar":"MIXED","projected_rvol":5.522332},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":5999.0,"sell_vol":402.0,"unclassified_vol":0.0,"imbalance":0.874395,"bid":11.6,"ask":11.73,"spread_pct":1.114445,"quote_size_imbalance":null,"quote_age_s":3.856599},"context":{"vwap":11.599808,"price_vs_vwap_pct":0.777533,"ema9":11.567745,"ema20":11.591571,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.180328,"dist_to_hod_atr":5.833429,"atr":0.087427,"spread_atr":1.486953,"own_change_pct":1.220044,"rel_strength_pct":{"SPY":1.247615,"IWM":1.268175}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.163881},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"195a6a0c18a6","ts":"2026-09-09T16:18:00+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":8.2546,"target":8.46,"target_label":"ceiling","reward_risk":0.41,"pos_in_5d_range_pct":104.3,"room_to_5d_high_atr":-0.15},"price":8.3999,"vwap":8.3188,"ext_from_open_pct":2.06,"max_ext_allowed_pct":3.0,"volume_pace":0.873,"trend":"flat","recent_slope_pct":-0.1268,"volatility":"high"},"price":8.3999,"volume":{"bars":167,"last_bar_volume":200.0,"baseline_avg":5595.65,"bar_rvol":0.035742,"raw_accel":-0.880526,"smooth_accel":-0.769069,"accel_momentum":-1.171424,"rvol_3bar":[0.925939,0.29778,0.035742],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":257.0,"sell_vol":148.0,"unclassified_vol":0.0,"imbalance":0.269136,"bid":8.39,"ask":8.4,"spread_pct":0.119119,"quote_size_imbalance":null,"quote_age_s":1.509192},"context":{"vwap":8.318674,"price_vs_vwap_pct":0.976425,"ema9":8.417868,"ema20":8.40351,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.220068,"dist_to_hod_atr":8.528976,"atr":0.043393,"spread_atr":0.230451,"own_change_pct":-0.308569,"rel_strength_pct":{"SPY":-0.26131,"IWM":-0.226058}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.009619},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ba5789ba2363","ts":"2026-09-09T16:18:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4667,"target":5.58,"target_label":"premarket_high","reward_risk":0.78,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.5302,"vwap":5.5233,"ext_from_open_pct":-0.71,"max_ext_allowed_pct":4.0,"volume_pace":1.055,"trend":"flat","recent_slope_pct":-0.0007,"volatility":"medium"},"price":5.5302,"volume":{"bars":168,"last_bar_volume":130086.0,"baseline_avg":72936.45,"bar_rvol":1.783553,"raw_accel":-0.09929,"smooth_accel":-0.4646,"accel_momentum":-0.538547,"rvol_3bar":[0.568165,2.18439,1.783553],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":36224.0,"sell_vol":7352.0,"unclassified_vol":0.0,"imbalance":0.662567,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.448962},"context":{"vwap":5.523342,"price_vs_vwap_pct":0.124169,"ema9":5.529261,"ema20":5.526456,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.597865,"dist_to_hod_atr":6.489762,"atr":0.013837,"spread_atr":0.722691,"own_change_pct":-0.009042,"rel_strength_pct":{"SPY":0.038216,"IWM":0.073469}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.181722},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"66340b11110e","ts":"2026-09-09T16:18:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5874,"target":14.8448,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":192.5,"room_to_5d_high_atr":-3.07},"price":14.6987,"vwap":14.4442,"ext_from_open_pct":4.11,"max_ext_allowed_pct":5.0,"volume_pace":4.734,"trend":"flat","recent_slope_pct":-0.0745,"volatility":"medium"},"price":14.6987,"volume":{"bars":168,"last_bar_volume":18576.0,"baseline_avg":9979.45,"bar_rvol":1.861425,"raw_accel":-0.526267,"smooth_accel":0.695341,"accel_momentum":0.566515,"rvol_3bar":[2.7757,4.878146,1.861425],"trend_3bar":"MIXED","projected_rvol":0.227868},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":334.0,"sell_vol":473.0,"unclassified_vol":0.0,"imbalance":-0.172243,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":19.120345},"context":{"vwap":14.444089,"price_vs_vwap_pct":1.762734,"ema9":14.702182,"ema20":14.677536,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.415312,"dist_to_hod_atr":2.111643,"atr":0.02903,"spread_atr":0.344477,"own_change_pct":-0.171138,"rel_strength_pct":{"SPY":-0.123879,"IWM":-0.088626}},"vas":{"raw":4,"score":6.9,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.320617},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e63a22f5ad2f","ts":"2026-09-09T16:18:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5797,"target":14.8371,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":192.0,"room_to_5d_high_atr":-3.06},"price":14.691,"vwap":14.4442,"ext_from_open_pct":4.06,"max_ext_allowed_pct":4.0,"volume_pace":4.725,"trend":"flat","recent_slope_pct":-0.085,"volatility":"medium"},"price":14.691,"volume":{"bars":168,"last_bar_volume":18576.0,"baseline_avg":9979.45,"bar_rvol":1.861425,"raw_accel":-0.526267,"smooth_accel":0.695341,"accel_momentum":0.566515,"rvol_3bar":[2.7757,4.878146,1.861425],"trend_3bar":"MIXED","projected_rvol":0.157824},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":405.0,"sell_vol":209.0,"unclassified_vol":0.0,"imbalance":0.319218,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":9.997653},"context":{"vwap":14.444089,"price_vs_vwap_pct":1.709425,"ema9":14.702182,"ema20":14.677536,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.46748,"dist_to_hod_atr":2.37689,"atr":0.02903,"spread_atr":0.344477,"own_change_pct":-0.171138,"rel_strength_pct":{"SPY":-0.123879,"IWM":-0.088626}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.594201},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ac14eac5776c","ts":"2026-09-09T16:18:45+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.3913,"target":11.98,"target_label":"range_20d_high","reward_risk":1.08,"pos_in_5d_range_pct":143.8,"room_to_5d_high_atr":-0.89},"price":11.675,"vwap":11.6005,"ext_from_open_pct":-0.21,"max_ext_allowed_pct":3.0,"volume_pace":2.035,"trend":"flat","recent_slope_pct":0.1374,"volatility":"medium"},"price":11.675,"volume":{"bars":168,"last_bar_volume":7182.0,"baseline_avg":1668.7,"bar_rvol":4.303949,"raw_accel":16.215797,"smooth_accel":-0.3866,"accel_momentum":0.402627,"rvol_3bar":[0.031453,0.187423,4.303949],"trend_3bar":"ACCELERATING","projected_rvol":0.552126},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":201.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":11.62,"ask":11.73,"spread_pct":0.942184,"quote_size_imbalance":null,"quote_age_s":4.288577},"context":{"vwap":11.60039,"price_vs_vwap_pct":0.64317,"ema9":11.592196,"ema20":11.600945,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.303279,"dist_to_hod_atr":5.525266,"atr":0.095018,"spread_atr":1.157675,"own_change_pct":1.212121,"rel_strength_pct":{"SPY":1.25938,"IWM":1.294632}},"vas":{"raw":4,"score":6.9,"components":{"rvol":3,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":4.303949},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"afd0e30035a7","ts":"2026-09-09T16:18:55+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4565,"target":5.58,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.52,"vwap":5.5233,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":1.051,"trend":"flat","recent_slope_pct":-0.0376,"volatility":"medium"},"price":5.52,"volume":{"bars":168,"last_bar_volume":130086.0,"baseline_avg":72936.45,"bar_rvol":1.783553,"raw_accel":-0.09929,"smooth_accel":-0.4646,"accel_momentum":-0.538547,"rvol_3bar":[0.568165,2.18439,1.783553],"trend_3bar":"MIXED","projected_rvol":0.17724},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":331.0,"sell_vol":940.0,"unclassified_vol":0.0,"imbalance":-0.47915,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.054048},"context":{"vwap":5.523342,"price_vs_vwap_pct":-0.060502,"ema9":5.529261,"ema20":5.526456,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":7.226906,"atr":0.013837,"spread_atr":0.722691,"own_change_pct":-0.009042,"rel_strength_pct":{"SPY":0.038216,"IWM":0.073469}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.85459},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8894be7d29cb","ts":"2026-09-09T16:19:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5884,"target":14.8458,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":192.5,"room_to_5d_high_atr":-3.08},"price":14.6997,"vwap":14.4443,"ext_from_open_pct":4.12,"max_ext_allowed_pct":5.0,"volume_pace":4.718,"trend":"flat","recent_slope_pct":-0.0731,"volatility":"medium"},"price":14.6997,"volume":{"bars":168,"last_bar_volume":18576.0,"baseline_avg":9979.45,"bar_rvol":1.861425,"raw_accel":-0.526267,"smooth_accel":0.695341,"accel_momentum":0.566515,"rvol_3bar":[2.7757,4.878146,1.861425],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":1224.0,"sell_vol":214.0,"unclassified_vol":0.0,"imbalance":0.702364,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.413464},"context":{"vwap":14.444089,"price_vs_vwap_pct":1.769658,"ema9":14.702182,"ema20":14.677536,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.408537,"dist_to_hod_atr":2.077195,"atr":0.02903,"spread_atr":0.344477,"own_change_pct":-0.171138,"rel_strength_pct":{"SPY":-0.126373,"IWM":-0.083474}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.307399},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8546ea5adbe7","ts":"2026-09-09T16:19:00+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5233,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":1.051,"trend":"flat","recent_slope_pct":-0.0195,"volatility":"medium"},"price":5.525,"volume":{"bars":168,"last_bar_volume":130086.0,"baseline_avg":72936.45,"bar_rvol":1.783553,"raw_accel":-0.09929,"smooth_accel":-0.4646,"accel_momentum":-0.538547,"rvol_3bar":[0.568165,2.18439,1.783553],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":4553.0,"sell_vol":640.0,"unclassified_vol":0.0,"imbalance":0.753514,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":4.050794},"context":{"vwap":5.523342,"price_vs_vwap_pct":0.030023,"ema9":5.529261,"ema20":5.526456,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":6.865561,"atr":0.013837,"spread_atr":0.722691,"own_change_pct":-0.009042,"rel_strength_pct":{"SPY":0.035723,"IWM":0.078621}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.343933},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f22841ba09fe","ts":"2026-09-09T16:19:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.8307,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4446,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":4.722,"trend":"flat","recent_slope_pct":-0.075,"volatility":"medium"},"price":14.685,"volume":{"bars":169,"last_bar_volume":2204.0,"baseline_avg":10707.35,"bar_rvol":0.20584,"raw_accel":-0.881352,"smooth_accel":0.748324,"accel_momentum":0.052984,"rvol_3bar":[4.878146,1.861425,0.20584],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":2584.0,"sell_vol":2584.0,"unclassified_vol":0.0,"imbalance":0.0,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.277277},"context":{"vwap":14.444291,"price_vs_vwap_pct":1.666464,"ema9":14.701686,"ema20":14.679647,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.603625,"atr":0.028806,"spread_atr":0.34715,"own_change_pct":-0.239566,"rel_strength_pct":{"SPY":-0.194801,"IWM":-0.151902}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.0},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"f4bc8a302cce","ts":"2026-09-09T16:19:10+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4577,"target":5.58,"target_label":"premarket_high","reward_risk":0.93,"pos_in_5d_range_pct":66.2,"room_to_5d_high_atr":0.66},"price":5.5212,"vwap":5.5233,"ext_from_open_pct":-0.88,"max_ext_allowed_pct":3.0,"volume_pace":1.051,"trend":"flat","recent_slope_pct":-0.0376,"volatility":"medium"},"price":5.5212,"volume":{"bars":169,"last_bar_volume":16072.0,"baseline_avg":78380.9,"bar_rvol":0.20505,"raw_accel":-0.876451,"smooth_accel":-0.436322,"accel_momentum":0.028278,"rvol_3bar":[2.18439,1.783553,0.20505],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":9619.0,"sell_vol":10632.0,"unclassified_vol":0.0,"imbalance":-0.050022,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.098195},"context":{"vwap":5.523345,"price_vs_vwap_pct":-0.038831,"ema9":5.528409,"ema20":5.526317,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.758007,"dist_to_hod_atr":7.246311,"atr":0.013635,"spread_atr":0.733432,"own_change_pct":-0.137368,"rel_strength_pct":{"SPY":-0.092603,"IWM":-0.049704}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.010257},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"f84256372054","ts":"2026-09-09T16:19:15+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4603,"target":5.58,"target_label":"premarket_high","reward_risk":0.89,"pos_in_5d_range_pct":66.8,"room_to_5d_high_atr":0.65},"price":5.5238,"vwap":5.5233,"ext_from_open_pct":-0.83,"max_ext_allowed_pct":3.0,"volume_pace":1.051,"trend":"flat","recent_slope_pct":-0.0282,"volatility":"medium"},"price":5.5238,"volume":{"bars":169,"last_bar_volume":16072.0,"baseline_avg":78380.9,"bar_rvol":0.20505,"raw_accel":-0.876451,"smooth_accel":-0.436322,"accel_momentum":0.028278,"rvol_3bar":[2.18439,1.783553,0.20505],"trend_3bar":"DECELERATING","projected_rvol":0.769881},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":9645.0,"sell_vol":10550.0,"unclassified_vol":0.0,"imbalance":-0.044813,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.62558},"context":{"vwap":5.523345,"price_vs_vwap_pct":0.008242,"ema9":5.528409,"ema20":5.526317,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.711744,"dist_to_hod_atr":7.055619,"atr":0.013635,"spread_atr":0.733432,"own_change_pct":-0.137368,"rel_strength_pct":{"SPY":-0.092603,"IWM":-0.049704}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.009189},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"388822a0f544","ts":"2026-09-09T16:19:15+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 75.0s, plan says PASS; stop 8.23, target 8.46 (ceiling), R:R 0.55; R:R 0.55 < 2.0 at 8.38; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":8.2347,"target":8.46,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":103.3,"room_to_5d_high_atr":-0.12},"price":8.38,"vwap":8.3192,"ext_from_open_pct":1.82,"max_ext_allowed_pct":3.0,"volume_pace":0.871,"trend":"flat","recent_slope_pct":-0.0661,"volatility":"high"},"price":8.38,"volume":{"bars":169,"last_bar_volume":1970.0,"baseline_avg":5095.85,"bar_rvol":0.386589,"raw_accel":0.019141,"smooth_accel":-0.826011,"accel_momentum":0.068103,"rvol_3bar":[0.035742,0.371089,0.386589],"trend_3bar":"ACCELERATING","projected_rvol":3.389425},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":2077.0,"sell_vol":2255.0,"unclassified_vol":0.0,"imbalance":-0.04109,"bid":8.37,"ask":8.39,"spread_pct":0.238663,"quote_size_imbalance":null,"quote_age_s":0.528353},"context":{"vwap":8.318958,"price_vs_vwap_pct":0.733772,"ema9":8.412319,"ema20":8.403293,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.446978,"dist_to_hod_atr":9.36712,"atr":0.041635,"spread_atr":0.480365,"own_change_pct":-0.479574,"rel_strength_pct":{"SPY":-0.434809,"IWM":-0.39191}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.015885},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6870b060f033","ts":"2026-09-09T16:19:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5786,"target":14.8355,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.05},"price":14.6899,"vwap":14.4447,"ext_from_open_pct":4.05,"max_ext_allowed_pct":5.0,"volume_pace":4.712,"trend":"flat","recent_slope_pct":-0.0683,"volatility":"medium"},"price":14.6899,"volume":{"bars":169,"last_bar_volume":2204.0,"baseline_avg":10707.35,"bar_rvol":0.20584,"raw_accel":-0.881352,"smooth_accel":0.748324,"accel_momentum":0.052984,"rvol_3bar":[4.878146,1.861425,0.20584],"trend_3bar":"DECELERATING","projected_rvol":0.842225},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":2096.0,"sell_vol":2413.0,"unclassified_vol":0.0,"imbalance":-0.070304,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":2.635973},"context":{"vwap":14.444291,"price_vs_vwap_pct":1.700387,"ema9":14.701686,"ema20":14.679647,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.474932,"dist_to_hod_atr":2.433522,"atr":0.028806,"spread_atr":0.34715,"own_change_pct":-0.239566,"rel_strength_pct":{"SPY":-0.194801,"IWM":-0.151902}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.014471},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"6086a73648b3","ts":"2026-09-09T16:19:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 540.0s, plan says WATCH; stop 13.82, target 14.06 (premarket_high), R:R 0.62; R:R 0.62 < 2.0 at 13.97; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8245,"target":14.06,"target_label":"premarket_high","reward_risk":0.62,"pos_in_5d_range_pct":31.7,"room_to_5d_high_atr":2.22},"price":13.97,"vwap":13.8594,"ext_from_open_pct":-0.29,"max_ext_allowed_pct":3.0,"volume_pace":0.645,"trend":"flat","recent_slope_pct":0.0831,"volatility":"medium"},"price":13.97,"volume":{"bars":169,"last_bar_volume":20740.0,"baseline_avg":24792.55,"bar_rvol":0.836542,"raw_accel":-0.494541,"smooth_accel":-0.043752,"accel_momentum":-0.678875,"rvol_3bar":[0.949871,1.504246,0.836542],"trend_3bar":"MIXED","projected_rvol":2.418952},"flow":{"window_s":30,"trades":193,"trade_rate":6.433333,"buy_vol":18780.0,"sell_vol":11206.0,"unclassified_vol":0.0,"imbalance":0.252585,"bid":13.96,"ask":13.97,"spread_pct":0.071608,"quote_size_imbalance":null,"quote_age_s":0.001134},"context":{"vwap":13.858896,"price_vs_vwap_pct":0.801683,"ema9":13.913101,"ema20":13.892494,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.816471,"dist_to_hod_atr":3.048548,"atr":0.037723,"spread_atr":0.265091,"own_change_pct":0.393239,"rel_strength_pct":{"SPY":0.438003,"IWM":0.480902}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.211297},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"031ada033eee","ts":"2026-09-09T16:19:35+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 545.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.83; target 0.12 away > ~0.11 reachable in 215 min","plan":{"state":"PASS","setup":"","stop":13.7935,"target":14.06,"target_label":"premarket_high","reward_risk":0.83,"pos_in_5d_range_pct":30.1,"room_to_5d_high_atr":2.27},"price":13.939,"vwap":13.8594,"ext_from_open_pct":-0.51,"max_ext_allowed_pct":3.0,"volume_pace":0.645,"trend":"flat","recent_slope_pct":0.0387,"volatility":"medium"},"price":13.939,"volume":{"bars":169,"last_bar_volume":20740.0,"baseline_avg":24792.55,"bar_rvol":0.836542,"raw_accel":-0.494541,"smooth_accel":-0.043752,"accel_momentum":-0.678875,"rvol_3bar":[0.949871,1.504246,0.836542],"trend_3bar":"MIXED","projected_rvol":2.120476},"flow":{"window_s":30,"trades":198,"trade_rate":6.6,"buy_vol":18797.0,"sell_vol":11291.0,"unclassified_vol":0.0,"imbalance":0.249468,"bid":13.96,"ask":13.97,"spread_pct":0.071608,"quote_size_imbalance":null,"quote_age_s":0.434647},"context":{"vwap":13.858896,"price_vs_vwap_pct":0.578,"ema9":13.913101,"ema20":13.892494,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.036564,"dist_to_hod_atr":3.87033,"atr":0.037723,"spread_atr":0.265091,"own_change_pct":0.393239,"rel_strength_pct":{"SPY":0.438003,"IWM":0.480902}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.208691},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8cc8f10a77c1","ts":"2026-09-09T16:19:40+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 550.0s, plan says WATCH; stop 13.81, target 14.06 (premarket_high), R:R 0.74; R:R 0.74 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8068,"target":14.06,"target_label":"premarket_high","reward_risk":0.74,"pos_in_5d_range_pct":30.8,"room_to_5d_high_atr":2.25},"price":13.9523,"vwap":13.8594,"ext_from_open_pct":-0.41,"max_ext_allowed_pct":3.0,"volume_pace":0.645,"trend":"flat","recent_slope_pct":0.0578,"volatility":"medium"},"price":13.9523,"volume":{"bars":169,"last_bar_volume":20740.0,"baseline_avg":24792.55,"bar_rvol":0.836542,"raw_accel":-0.494541,"smooth_accel":-0.043752,"accel_momentum":-0.678875,"rvol_3bar":[0.949871,1.504246,0.836542],"trend_3bar":"MIXED","projected_rvol":2.071348},"flow":{"window_s":30,"trades":219,"trade_rate":7.3,"buy_vol":21457.0,"sell_vol":11805.0,"unclassified_vol":0.0,"imbalance":0.290181,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":0.946156},"context":{"vwap":13.858896,"price_vs_vwap_pct":0.673967,"ema9":13.913101,"ema20":13.892494,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.942137,"dist_to_hod_atr":3.517759,"atr":0.037723,"spread_atr":0.265091,"own_change_pct":0.393239,"rel_strength_pct":{"SPY":0.438003,"IWM":0.480902}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.242748},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1ea027fa0b2c","ts":"2026-09-09T16:19:50+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5725,"target":14.8294,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":191.5,"room_to_5d_high_atr":-3.04},"price":14.6838,"vwap":14.4453,"ext_from_open_pct":4.01,"max_ext_allowed_pct":4.0,"volume_pace":4.714,"trend":"flat","recent_slope_pct":-0.0766,"volatility":"medium"},"price":14.6838,"volume":{"bars":169,"last_bar_volume":2204.0,"baseline_avg":10707.35,"bar_rvol":0.20584,"raw_accel":-0.881352,"smooth_accel":0.748324,"accel_momentum":0.052984,"rvol_3bar":[4.878146,1.861425,0.20584],"trend_3bar":"DECELERATING","projected_rvol":1.264402},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":3850.0,"sell_vol":2927.0,"unclassified_vol":0.0,"imbalance":0.136196,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":0.42154},"context":{"vwap":14.444291,"price_vs_vwap_pct":1.658156,"ema9":14.701686,"ema20":14.679647,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.51626,"dist_to_hod_atr":2.645283,"atr":0.028806,"spread_atr":0.34715,"own_change_pct":-0.239566,"rel_strength_pct":{"SPY":-0.194801,"IWM":-0.151902}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.028035},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7759514ea882","ts":"2026-09-09T16:19:50+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 560.0s, plan says PASS; stop 13.80, target 14.06 (premarket_high), R:R 0.82; target 0.12 away > ~0.11 reachable in 215 min","plan":{"state":"PASS","setup":"","stop":13.7957,"target":14.06,"target_label":"premarket_high","reward_risk":0.82,"pos_in_5d_range_pct":30.2,"room_to_5d_high_atr":2.27},"price":13.9412,"vwap":13.8594,"ext_from_open_pct":-0.49,"max_ext_allowed_pct":4.0,"volume_pace":0.645,"trend":"flat","recent_slope_pct":0.0418,"volatility":"medium"},"price":13.9412,"volume":{"bars":169,"last_bar_volume":20740.0,"baseline_avg":24792.55,"bar_rvol":0.836542,"raw_accel":-0.494541,"smooth_accel":-0.043752,"accel_momentum":-0.678875,"rvol_3bar":[0.949871,1.504246,0.836542],"trend_3bar":"MIXED","projected_rvol":1.670728},"flow":{"window_s":30,"trades":140,"trade_rate":4.666667,"buy_vol":16492.0,"sell_vol":7656.0,"unclassified_vol":0.0,"imbalance":0.36591,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":0.778125},"context":{"vwap":13.858896,"price_vs_vwap_pct":0.593874,"ema9":13.913101,"ema20":13.892494,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.020944,"dist_to_hod_atr":3.81201,"atr":0.037723,"spread_atr":0.265091,"own_change_pct":0.393239,"rel_strength_pct":{"SPY":0.438003,"IWM":0.480902}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.306099},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"75a59c4e61ec","ts":"2026-09-09T16:19:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5587,"target":14.8156,"target_label":"clear air (typical 60-min move)","reward_risk":1.31,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4453,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.713,"trend":"flat","recent_slope_pct":-0.0954,"volatility":"medium"},"price":14.67,"volume":{"bars":169,"last_bar_volume":2204.0,"baseline_avg":10707.35,"bar_rvol":0.20584,"raw_accel":-0.881352,"smooth_accel":0.748324,"accel_momentum":0.052984,"rvol_3bar":[4.878146,1.861425,0.20584],"trend_3bar":"DECELERATING","projected_rvol":1.231168},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":4651.0,"sell_vol":2926.0,"unclassified_vol":0.0,"imbalance":0.227663,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":2.250949},"context":{"vwap":14.444291,"price_vs_vwap_pct":1.562616,"ema9":14.701686,"ema20":14.679647,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.12435,"atr":0.028806,"spread_atr":0.34715,"own_change_pct":-0.239566,"rel_strength_pct":{"SPY":-0.194801,"IWM":-0.151902}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.046862},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"567d6c87d905","ts":"2026-09-09T16:20:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2247,"target":8.46,"target_label":"ceiling","reward_risk":0.62,"pos_in_5d_range_pct":102.8,"room_to_5d_high_atr":-0.1},"price":8.37,"vwap":8.3193,"ext_from_open_pct":1.7,"max_ext_allowed_pct":3.0,"volume_pace":0.869,"trend":"flat","recent_slope_pct":-0.0952,"volatility":"high"},"price":8.37,"volume":{"bars":170,"last_bar_volume":4426.0,"baseline_avg":5137.05,"bar_rvol":0.861584,"raw_accel":1.246701,"smooth_accel":0.168163,"accel_momentum":0.994174,"rvol_3bar":[0.371089,0.386589,0.861584],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":991.0,"sell_vol":1016.0,"unclassified_vol":0.0,"imbalance":-0.012456,"bid":8.35,"ask":8.39,"spread_pct":0.477897,"quote_size_imbalance":null,"quote_age_s":0.251412},"context":{"vwap":8.319244,"price_vs_vwap_pct":0.610105,"ema9":8.405855,"ema20":8.401075,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.561003,"dist_to_hod_atr":9.463376,"atr":0.042268,"spread_atr":0.946338,"own_change_pct":-0.433672,"rel_strength_pct":{"SPY":-0.408069,"IWM":-0.37178}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.010732},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"797c4243d843","ts":"2026-09-09T16:20:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 600.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.76; R:R 0.76 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8045,"target":14.06,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":30.7,"room_to_5d_high_atr":2.25},"price":13.95,"vwap":13.8596,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0015,"volatility":"medium"},"price":13.95,"volume":{"bars":170,"last_bar_volume":41198.0,"baseline_avg":25308.5,"bar_rvol":1.627833,"raw_accel":0.986403,"smooth_accel":0.196421,"accel_momentum":0.240173,"rvol_3bar":[1.504246,0.836542,1.627833],"trend_3bar":"MIXED","projected_rvol":0.249165},"flow":{"window_s":30,"trades":92,"trade_rate":3.066667,"buy_vol":1845.0,"sell_vol":1308.0,"unclassified_vol":0.0,"imbalance":0.170314,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.66099},"context":{"vwap":13.859515,"price_vs_vwap_pct":0.65287,"ema9":13.9189,"ema20":13.897219,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.958466,"dist_to_hod_atr":3.46918,"atr":0.038914,"spread_atr":0.256976,"own_change_pct":0.194754,"rel_strength_pct":{"SPY":0.220356,"IWM":0.256646}},"vas":{"raw":4,"score":6.9,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.277243},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c441bcab4751","ts":"2026-09-09T16:20:35+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.60 below VWAP $11.60","plan":{"state":"PASS","setup":"","stop":11.4372,"target":11.98,"target_label":"range_20d_high","reward_risk":2.39,"pos_in_5d_range_pct":136.0,"room_to_5d_high_atr":-0.73},"price":11.5972,"vwap":11.6006,"ext_from_open_pct":-0.88,"max_ext_allowed_pct":3.0,"volume_pace":2.022,"trend":"flat","recent_slope_pct":-0.089,"volatility":"medium"},"price":11.5972,"volume":{"bars":170,"last_bar_volume":1955.0,"baseline_avg":2026.9,"bar_rvol":0.964527,"raw_accel":1.627688,"smooth_accel":3.316732,"accel_momentum":0.940709,"rvol_3bar":[4.303949,0.37002,0.964527],"trend_3bar":"MIXED","projected_rvol":0.104875},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":7.0,"sell_vol":117.0,"unclassified_vol":0.0,"imbalance":-0.887097,"bid":11.61,"ask":11.69,"spread_pct":0.686695,"quote_size_imbalance":null,"quote_age_s":54.584421},"context":{"vwap":11.600605,"price_vs_vwap_pct":-0.029351,"ema9":11.605825,"ema20":11.606325,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.940984,"dist_to_hod_atr":6.514726,"atr":0.092529,"spread_atr":0.864595,"own_change_pct":-0.239485,"rel_strength_pct":{"SPY":-0.213882,"IWM":-0.177593}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.855629},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7ccd71546eb1","ts":"2026-09-09T16:20:35+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 605.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.82; target 0.12 away > ~0.11 reachable in 214 min","plan":{"state":"PASS","setup":"","stop":13.7945,"target":14.06,"target_label":"premarket_high","reward_risk":0.82,"pos_in_5d_range_pct":30.2,"room_to_5d_high_atr":2.27},"price":13.94,"vwap":13.8596,"ext_from_open_pct":-0.5,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":-0.0128,"volatility":"medium"},"price":13.94,"volume":{"bars":170,"last_bar_volume":41198.0,"baseline_avg":25308.5,"bar_rvol":1.627833,"raw_accel":0.986403,"smooth_accel":0.196421,"accel_momentum":0.240173,"rvol_3bar":[1.504246,0.836542,1.627833],"trend_3bar":"MIXED","projected_rvol":0.264507},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":1984.0,"sell_vol":1845.0,"unclassified_vol":0.0,"imbalance":0.036302,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.592998},"context":{"vwap":13.859515,"price_vs_vwap_pct":0.580718,"ema9":13.9189,"ema20":13.897219,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.029464,"dist_to_hod_atr":3.726156,"atr":0.038914,"spread_atr":0.256976,"own_change_pct":0.194754,"rel_strength_pct":{"SPY":0.220356,"IWM":0.256646}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.059093},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3454386f1f95","ts":"2026-09-09T16:20:40+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.4684,"target":11.98,"target_label":"range_20d_high","reward_risk":2.2,"pos_in_5d_range_pct":139.1,"room_to_5d_high_atr":-0.8},"price":11.6284,"vwap":11.6006,"ext_from_open_pct":-0.61,"max_ext_allowed_pct":3.0,"volume_pace":2.021,"trend":"flat","recent_slope_pct":-0.0353,"volatility":"medium"},"price":11.6284,"volume":{"bars":170,"last_bar_volume":1955.0,"baseline_avg":2026.9,"bar_rvol":0.964527,"raw_accel":1.627688,"smooth_accel":3.316732,"accel_momentum":0.940709,"rvol_3bar":[4.303949,0.37002,0.964527],"trend_3bar":"MIXED","projected_rvol":0.096206},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":6.0,"sell_vol":117.0,"unclassified_vol":0.0,"imbalance":-0.902439,"bid":11.61,"ask":11.69,"spread_pct":0.686695,"quote_size_imbalance":null,"quote_age_s":2.782299},"context":{"vwap":11.600605,"price_vs_vwap_pct":0.239601,"ema9":11.605825,"ema20":11.606325,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.685246,"dist_to_hod_atr":6.177534,"atr":0.092529,"spread_atr":0.864595,"own_change_pct":-0.239485,"rel_strength_pct":{"SPY":-0.213882,"IWM":-0.177593}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.870427},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f78215604db2","ts":"2026-09-09T16:20:50+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 620.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.76; R:R 0.76 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8045,"target":14.06,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":30.7,"room_to_5d_high_atr":2.25},"price":13.95,"vwap":13.8596,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0015,"volatility":"medium"},"price":13.95,"volume":{"bars":170,"last_bar_volume":41198.0,"baseline_avg":25308.5,"bar_rvol":1.627833,"raw_accel":0.986403,"smooth_accel":0.196421,"accel_momentum":0.240173,"rvol_3bar":[1.504246,0.836542,1.627833],"trend_3bar":"MIXED","projected_rvol":0.287429},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":2626.0,"sell_vol":1786.0,"unclassified_vol":0.0,"imbalance":0.19039,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.472575},"context":{"vwap":13.859515,"price_vs_vwap_pct":0.65287,"ema9":13.9189,"ema20":13.897219,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.958466,"dist_to_hod_atr":3.46918,"atr":0.038914,"spread_atr":0.256976,"own_change_pct":0.194754,"rel_strength_pct":{"SPY":0.220356,"IWM":0.256646}},"vas":{"raw":4,"score":6.9,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.309923},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2c9a9d160cd7","ts":"2026-09-09T16:20:55+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 625.0s, plan says PASS; stop 13.78, target 14.06 (premarket_high), R:R 0.92; target 0.13 away > ~0.11 reachable in 214 min","plan":{"state":"PASS","setup":"","stop":13.7811,"target":14.06,"target_label":"premarket_high","reward_risk":0.92,"pos_in_5d_range_pct":29.4,"room_to_5d_high_atr":2.29},"price":13.9266,"vwap":13.8597,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":-0.0321,"volatility":"medium"},"price":13.9266,"volume":{"bars":170,"last_bar_volume":41198.0,"baseline_avg":25308.5,"bar_rvol":1.627833,"raw_accel":0.986403,"smooth_accel":0.196421,"accel_momentum":0.240173,"rvol_3bar":[1.504246,0.836542,1.627833],"trend_3bar":"MIXED","projected_rvol":0.584669},"flow":{"window_s":30,"trades":104,"trade_rate":3.466667,"buy_vol":6221.0,"sell_vol":5369.0,"unclassified_vol":0.0,"imbalance":0.073512,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":0.00128},"context":{"vwap":13.859515,"price_vs_vwap_pct":0.484033,"ema9":13.9189,"ema20":13.897219,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.124601,"dist_to_hod_atr":4.070504,"atr":0.038914,"spread_atr":0.256976,"own_change_pct":0.194754,"rel_strength_pct":{"SPY":0.220356,"IWM":0.256646}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.119665},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c66583d498dc","ts":"2026-09-09T16:21:00+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 630.0s, plan says WATCH; stop 13.81, target 14.06 (premarket_high), R:R 0.69; R:R 0.69 < 2.0 at 13.96; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8145,"target":14.06,"target_label":"premarket_high","reward_risk":0.69,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":2.23},"price":13.96,"vwap":13.8597,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0158,"volatility":"medium"},"price":13.96,"volume":{"bars":170,"last_bar_volume":41198.0,"baseline_avg":25308.5,"bar_rvol":1.627833,"raw_accel":0.986403,"smooth_accel":0.196421,"accel_momentum":0.240173,"rvol_3bar":[1.504246,0.836542,1.627833],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":5110.0,"sell_vol":5566.0,"unclassified_vol":0.0,"imbalance":-0.042713,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":0.126384},"context":{"vwap":13.859515,"price_vs_vwap_pct":0.725023,"ema9":13.9189,"ema20":13.897219,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.887469,"dist_to_hod_atr":3.212203,"atr":0.038914,"spread_atr":0.256976,"own_change_pct":0.194754,"rel_strength_pct":{"SPY":0.210513,"IWM":0.242909}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.069529},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"11c2817cf3f2","ts":"2026-09-09T16:21:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 640.0s, plan says PASS; stop 13.80, target 14.06 (premarket_high), R:R 0.79; target 0.12 away > ~0.11 reachable in 214 min","plan":{"state":"PASS","setup":"","stop":13.7994,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.9449,"vwap":13.8598,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0219,"volatility":"medium"},"price":13.9449,"volume":{"bars":171,"last_bar_volume":13829.0,"baseline_avg":27016.6,"bar_rvol":0.51187,"raw_accel":-0.664328,"smooth_accel":-0.335115,"accel_momentum":-0.531536,"rvol_3bar":[0.836542,1.627833,0.51187],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":5936.0,"sell_vol":5209.0,"unclassified_vol":0.0,"imbalance":0.065231,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":1.575522},"context":{"vwap":13.859733,"price_vs_vwap_pct":0.614494,"ema9":13.92712,"ema20":13.903198,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.994675,"dist_to_hod_atr":3.602976,"atr":0.038885,"spread_atr":0.257172,"own_change_pct":0.383268,"rel_strength_pct":{"SPY":0.399027,"IWM":0.431424}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.03339},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8fc122f66d73","ts":"2026-09-09T16:21:20+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.8501,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.446,"ext_from_open_pct":4.16,"max_ext_allowed_pct":4.0,"volume_pace":4.687,"trend":"flat","recent_slope_pct":0.0027,"volatility":"medium"},"price":14.705,"volume":{"bars":171,"last_bar_volume":7735.0,"baseline_avg":11282.4,"bar_rvol":0.685581,"raw_accel":-0.375404,"smooth_accel":-0.713175,"accel_momentum":-0.224358,"rvol_3bar":[0.20584,1.154766,0.685581],"trend_3bar":"MIXED","projected_rvol":0.032972},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":347.0,"sell_vol":860.0,"unclassified_vol":0.0,"imbalance":-0.425021,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":1.126835},"context":{"vwap":14.44601,"price_vs_vwap_pct":1.792814,"ema9":14.694919,"ema20":14.680106,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":1.76178,"atr":0.031218,"spread_atr":0.320324,"own_change_pct":-0.283678,"rel_strength_pct":{"SPY":-0.26792,"IWM":-0.235523}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.291386},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d945984a7090","ts":"2026-09-09T16:21:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.2% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":12.7439,"target":13.035,"target_label":"ceiling","reward_risk":0.41,"pos_in_5d_range_pct":116.4,"room_to_5d_high_atr":-0.27},"price":12.95,"vwap":12.7659,"ext_from_open_pct":5.2,"max_ext_allowed_pct":4.0,"volume_pace":0.972,"trend":"flat","recent_slope_pct":-0.0501,"volatility":"high"},"price":12.95,"volume":{"bars":171,"last_bar_volume":1194.0,"baseline_avg":4662.95,"bar_rvol":0.256061,"raw_accel":0.024244,"smooth_accel":-0.107428,"accel_momentum":0.74228,"rvol_3bar":[0.351197,0.217361,0.256061],"trend_3bar":"MIXED","projected_rvol":0.007077},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":613.0,"sell_vol":520.0,"unclassified_vol":0.0,"imbalance":0.082083,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":11.32217},"context":{"vwap":12.765885,"price_vs_vwap_pct":1.442241,"ema9":12.967138,"ema20":12.942821,"ema_stack":false,"ema_warm":true,"hod":13.07,"dist_to_hod_pct":-0.918133,"dist_to_hod_atr":2.324743,"atr":0.051619,"spread_atr":0.774914,"own_change_pct":0.088813,"rel_strength_pct":{"SPY":0.104572,"IWM":0.136969}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.021018},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d09f26930e19","ts":"2026-09-09T16:21:25+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 655.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.76; R:R 0.76 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8045,"target":14.06,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":30.7,"room_to_5d_high_atr":2.25},"price":13.95,"vwap":13.86,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0292,"volatility":"medium"},"price":13.95,"volume":{"bars":171,"last_bar_volume":13829.0,"baseline_avg":27016.6,"bar_rvol":0.51187,"raw_accel":-0.664328,"smooth_accel":-0.335115,"accel_momentum":-0.531536,"rvol_3bar":[0.836542,1.627833,0.51187],"trend_3bar":"MIXED","projected_rvol":1.69478},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":16956.0,"sell_vol":2387.0,"unclassified_vol":0.0,"imbalance":0.753192,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.307123},"context":{"vwap":13.859733,"price_vs_vwap_pct":0.651292,"ema9":13.92712,"ema20":13.903198,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.958466,"dist_to_hod_atr":3.471818,"atr":0.038885,"spread_atr":0.257172,"own_change_pct":0.383268,"rel_strength_pct":{"SPY":0.399027,"IWM":0.431424}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.385537},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ecd78a3241cb","ts":"2026-09-09T16:21:35+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6037,"target":14.8601,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":193.6,"room_to_5d_high_atr":-3.11},"price":14.715,"vwap":14.446,"ext_from_open_pct":4.23,"max_ext_allowed_pct":5.0,"volume_pace":4.681,"trend":"flat","recent_slope_pct":0.0163,"volatility":"medium"},"price":14.715,"volume":{"bars":171,"last_bar_volume":7735.0,"baseline_avg":11282.4,"bar_rvol":0.685581,"raw_accel":-0.375404,"smooth_accel":-0.713175,"accel_momentum":-0.224358,"rvol_3bar":[0.20584,1.154766,0.685581],"trend_3bar":"MIXED","projected_rvol":0.035859},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":209.0,"sell_vol":27.0,"unclassified_vol":0.0,"imbalance":0.771186,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":0.200299},"context":{"vwap":14.44601,"price_vs_vwap_pct":1.862037,"ema9":14.694919,"ema20":14.680106,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.304878,"dist_to_hod_atr":1.441456,"atr":0.031218,"spread_atr":0.320324,"own_change_pct":-0.283678,"rel_strength_pct":{"SPY":-0.26792,"IWM":-0.235523}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.528711},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a4dff409998d","ts":"2026-09-09T16:21:40+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 670.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.82; target 0.12 away > ~0.11 reachable in 213 min","plan":{"state":"PASS","setup":"","stop":13.7945,"target":14.06,"target_label":"premarket_high","reward_risk":0.82,"pos_in_5d_range_pct":30.2,"room_to_5d_high_atr":2.27},"price":13.94,"vwap":13.8602,"ext_from_open_pct":-0.5,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":0.0148,"volatility":"medium"},"price":13.94,"volume":{"bars":171,"last_bar_volume":13829.0,"baseline_avg":27016.6,"bar_rvol":0.51187,"raw_accel":-0.664328,"smooth_accel":-0.335115,"accel_momentum":-0.531536,"rvol_3bar":[0.836542,1.627833,0.51187],"trend_3bar":"MIXED","projected_rvol":1.799616},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":16220.0,"sell_vol":14964.0,"unclassified_vol":0.0,"imbalance":0.040277,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.60252},"context":{"vwap":13.859733,"price_vs_vwap_pct":0.57914,"ema9":13.92712,"ema20":13.903198,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.029464,"dist_to_hod_atr":3.72899,"atr":0.038885,"spread_atr":0.257172,"own_change_pct":0.383268,"rel_strength_pct":{"SPY":0.399027,"IWM":0.431424}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.020617},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3e331ca7ce6d","ts":"2026-09-09T16:21:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.6% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.7978,"target":14.35,"target_label":"range_20d_high","reward_risk":6.53,"pos_in_5d_range_pct":120.4,"room_to_5d_high_atr":-0.33},"price":13.0039,"vwap":12.7659,"ext_from_open_pct":5.64,"max_ext_allowed_pct":4.0,"volume_pace":0.97,"trend":"flat","recent_slope_pct":0.033,"volatility":"high"},"price":13.0039,"volume":{"bars":171,"last_bar_volume":1194.0,"baseline_avg":4662.95,"bar_rvol":0.256061,"raw_accel":0.024244,"smooth_accel":-0.107428,"accel_momentum":0.74228,"rvol_3bar":[0.351197,0.217361,0.256061],"trend_3bar":"MIXED","projected_rvol":0.033169},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":5.0,"sell_vol":107.0,"unclassified_vol":0.0,"imbalance":-0.910714,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":1.977699},"context":{"vwap":12.765885,"price_vs_vwap_pct":1.86446,"ema9":12.967138,"ema20":12.942821,"ema_stack":true,"ema_warm":true,"hod":13.07,"dist_to_hod_pct":-0.505738,"dist_to_hod_atr":1.280546,"atr":0.051619,"spread_atr":0.774914,"own_change_pct":0.088813,"rel_strength_pct":{"SPY":0.104572,"IWM":0.136969}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.233198},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"22f9dde9de5e","ts":"2026-09-09T16:21:50+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5892,"target":14.8456,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":192.6,"room_to_5d_high_atr":-3.08},"price":14.7005,"vwap":14.446,"ext_from_open_pct":4.13,"max_ext_allowed_pct":4.0,"volume_pace":4.674,"trend":"flat","recent_slope_pct":-0.0035,"volatility":"medium"},"price":14.7005,"volume":{"bars":171,"last_bar_volume":7735.0,"baseline_avg":11282.4,"bar_rvol":0.685581,"raw_accel":-0.375404,"smooth_accel":-0.713175,"accel_momentum":-0.224358,"rvol_3bar":[0.20584,1.154766,0.685581],"trend_3bar":"MIXED","projected_rvol":0.02776},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":112.0,"sell_vol":25.0,"unclassified_vol":0.0,"imbalance":0.635036,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":0.402767},"context":{"vwap":14.44601,"price_vs_vwap_pct":1.761664,"ema9":14.694919,"ema20":14.680106,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.403117,"dist_to_hod_atr":1.905925,"atr":0.031218,"spread_atr":0.320324,"own_change_pct":-0.283678,"rel_strength_pct":{"SPY":-0.26792,"IWM":-0.235523}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.435369},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6b313fd0a08a","ts":"2026-09-09T16:21:50+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 680.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.78; R:R 0.78 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.8014,"target":14.06,"target_label":"premarket_high","reward_risk":0.78,"pos_in_5d_range_pct":30.5,"room_to_5d_high_atr":2.26},"price":13.9469,"vwap":13.8602,"ext_from_open_pct":-0.45,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0247,"volatility":"medium"},"price":13.9469,"volume":{"bars":171,"last_bar_volume":13829.0,"baseline_avg":27016.6,"bar_rvol":0.51187,"raw_accel":-0.664328,"smooth_accel":-0.335115,"accel_momentum":-0.531536,"rvol_3bar":[0.836542,1.627833,0.51187],"trend_3bar":"MIXED","projected_rvol":1.444579},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":7299.0,"sell_vol":13169.0,"unclassified_vol":0.0,"imbalance":-0.286789,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.098503},"context":{"vwap":13.859733,"price_vs_vwap_pct":0.628925,"ema9":13.92712,"ema20":13.903198,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.980476,"dist_to_hod_atr":3.551542,"atr":0.038885,"spread_atr":0.257172,"own_change_pct":0.383268,"rel_strength_pct":{"SPY":0.399027,"IWM":0.431424}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.146799},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ba9867c0c1ab","ts":"2026-09-09T16:21:55+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.0% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.7239,"target":13.035,"target_label":"ceiling","reward_risk":0.51,"pos_in_5d_range_pct":114.9,"room_to_5d_high_atr":-0.24},"price":12.93,"vwap":12.766,"ext_from_open_pct":5.04,"max_ext_allowed_pct":3.0,"volume_pace":0.969,"trend":"flat","recent_slope_pct":-0.081,"volatility":"high"},"price":12.93,"volume":{"bars":171,"last_bar_volume":1194.0,"baseline_avg":4662.95,"bar_rvol":0.256061,"raw_accel":0.024244,"smooth_accel":-0.107428,"accel_momentum":0.74228,"rvol_3bar":[0.351197,0.217361,0.256061],"trend_3bar":"MIXED","projected_rvol":0.073929},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":5.0,"sell_vol":300.0,"unclassified_vol":0.0,"imbalance":-0.967213,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":11.977699},"context":{"vwap":12.765885,"price_vs_vwap_pct":1.285573,"ema9":12.967138,"ema20":12.942821,"ema_stack":false,"ema_warm":true,"hod":13.07,"dist_to_hod_pct":-1.071155,"dist_to_hod_atr":2.7122,"atr":0.051619,"spread_atr":0.774914,"own_change_pct":0.088813,"rel_strength_pct":{"SPY":0.104572,"IWM":0.136969}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.247666},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3fb0d82b73e9","ts":"2026-09-09T16:21:55+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 685.0s, plan says PASS; stop 13.80, target 14.06 (premarket_high), R:R 0.79; target 0.12 away > ~0.11 reachable in 213 min","plan":{"state":"PASS","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8602,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.022,"volatility":"medium"},"price":13.945,"volume":{"bars":171,"last_bar_volume":13829.0,"baseline_avg":27016.6,"bar_rvol":0.51187,"raw_accel":-0.664328,"smooth_accel":-0.335115,"accel_momentum":-0.531536,"rvol_3bar":[0.836542,1.627833,0.51187],"trend_3bar":"MIXED","projected_rvol":1.314707},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":340.0,"sell_vol":13141.0,"unclassified_vol":0.0,"imbalance":-0.949559,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.187222},"context":{"vwap":13.859733,"price_vs_vwap_pct":0.615216,"ema9":13.92712,"ema20":13.903198,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.600404,"atr":0.038885,"spread_atr":0.257172,"own_change_pct":0.383268,"rel_strength_pct":{"SPY":0.399027,"IWM":0.431424}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.486051},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eec7000c00de","ts":"2026-09-09T16:22:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6037,"target":14.8601,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":193.6,"room_to_5d_high_atr":-3.11},"price":14.715,"vwap":14.4462,"ext_from_open_pct":4.23,"max_ext_allowed_pct":5.0,"volume_pace":4.672,"trend":"flat","recent_slope_pct":0.0163,"volatility":"medium"},"price":14.715,"volume":{"bars":171,"last_bar_volume":7735.0,"baseline_avg":11282.4,"bar_rvol":0.685581,"raw_accel":-0.375404,"smooth_accel":-0.713175,"accel_momentum":-0.224358,"rvol_3bar":[0.20584,1.154766,0.685581],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":933.0,"sell_vol":987.0,"unclassified_vol":0.0,"imbalance":-0.028125,"bid":14.71,"ask":14.72,"spread_pct":0.067958,"quote_size_imbalance":null,"quote_age_s":2.225629},"context":{"vwap":14.44601,"price_vs_vwap_pct":1.862037,"ema9":14.694919,"ema20":14.680106,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.304878,"dist_to_hod_atr":1.441456,"atr":0.031218,"spread_atr":0.320324,"own_change_pct":-0.283678,"rel_strength_pct":{"SPY":-0.290245,"IWM":-0.249282}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.019282},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d05c144912ad","ts":"2026-09-09T16:22:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2447,"target":8.46,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":103.8,"room_to_5d_high_atr":-0.14},"price":8.39,"vwap":8.3195,"ext_from_open_pct":1.94,"max_ext_allowed_pct":4.0,"volume_pace":0.861,"trend":"flat","recent_slope_pct":-0.0346,"volatility":"high"},"price":8.39,"volume":{"bars":172,"last_bar_volume":3140.0,"baseline_avg":3932.65,"bar_rvol":0.798444,"raw_accel":0.303445,"smooth_accel":1.431148,"accel_momentum":0.118303,"rvol_3bar":[0.861584,0.462553,0.798444],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":733.0,"sell_vol":1597.0,"unclassified_vol":0.0,"imbalance":-0.370815,"bid":8.37,"ask":8.39,"spread_pct":0.238663,"quote_size_imbalance":null,"quote_age_s":0.954204},"context":{"vwap":8.31949,"price_vs_vwap_pct":0.847531,"ema9":8.39394,"ema20":8.395847,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.332953,"dist_to_hod_atr":9.483757,"atr":0.040069,"spread_atr":0.499145,"own_change_pct":-0.238095,"rel_strength_pct":{"SPY":-0.244662,"IWM":-0.203699}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.296075},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b904599af089","ts":"2026-09-09T16:22:10+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4565,"target":5.58,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.52,"vwap":5.5234,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":4.0,"volume_pace":1.04,"trend":"flat","recent_slope_pct":-0.0257,"volatility":"medium"},"price":5.52,"volume":{"bars":172,"last_bar_volume":26604.0,"baseline_avg":81721.8,"bar_rvol":0.325543,"raw_accel":-0.066821,"smooth_accel":-0.687226,"accel_momentum":0.054742,"rvol_3bar":[0.45316,0.353853,0.325543],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":4772.0,"sell_vol":605.0,"unclassified_vol":0.0,"imbalance":0.774967,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":9.992804},"context":{"vwap":5.523371,"price_vs_vwap_pct":-0.06104,"ema9":5.527923,"ema20":5.526648,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":7.962105,"atr":0.012559,"spread_atr":0.79621,"own_change_pct":-0.090416,"rel_strength_pct":{"SPY":-0.096982,"IWM":-0.05602}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.252286},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"11d90a1b3ac6","ts":"2026-09-09T16:22:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 705.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.79; R:R 0.79 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8604,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0067,"volatility":"medium"},"price":13.945,"volume":{"bars":172,"last_bar_volume":32821.0,"baseline_avg":26759.15,"bar_rvol":1.226534,"raw_accel":1.373346,"smooth_accel":0.003094,"accel_momentum":0.338209,"rvol_3bar":[1.627833,0.51187,1.226534],"trend_3bar":"MIXED","projected_rvol":1.795872},"flow":{"window_s":30,"trades":115,"trade_rate":3.833333,"buy_vol":4088.0,"sell_vol":8226.0,"unclassified_vol":0.0,"imbalance":-0.33604,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.249966},"context":{"vwap":13.860206,"price_vs_vwap_pct":0.611779,"ema9":13.929696,"ema20":13.906703,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.639072,"atr":0.038471,"spread_atr":0.259934,"own_change_pct":-0.071685,"rel_strength_pct":{"SPY":-0.078251,"IWM":-0.037288}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.412165},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a578cf23c005","ts":"2026-09-09T16:22:15+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4615,"target":5.58,"target_label":"premarket_high","reward_risk":0.87,"pos_in_5d_range_pct":67.0,"room_to_5d_high_atr":0.65},"price":5.525,"vwap":5.5234,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":4.0,"volume_pace":1.04,"trend":"flat","recent_slope_pct":-0.0076,"volatility":"medium"},"price":5.525,"volume":{"bars":172,"last_bar_volume":26604.0,"baseline_avg":81721.8,"bar_rvol":0.325543,"raw_accel":-0.066821,"smooth_accel":-0.687226,"accel_momentum":0.054742,"rvol_3bar":[0.45316,0.353853,0.325543],"trend_3bar":"DECELERATING","projected_rvol":0.024131},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":4872.0,"sell_vol":598.0,"unclassified_vol":0.0,"imbalance":0.781353,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":1.16997},"context":{"vwap":5.523371,"price_vs_vwap_pct":0.029485,"ema9":5.527923,"ema20":5.526648,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.690391,"dist_to_hod_atr":7.564,"atr":0.012559,"spread_atr":0.79621,"own_change_pct":-0.090416,"rel_strength_pct":{"SPY":-0.096982,"IWM":-0.05602}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.254364},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"0418d06bb14e","ts":"2026-09-09T16:22:20+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 710.0s, plan says PASS; stop 13.80, target 14.06 (premarket_high), R:R 0.81; target 0.12 away > ~0.12 reachable in 213 min","plan":{"state":"PASS","setup":"","stop":13.7967,"target":14.06,"target_label":"premarket_high","reward_risk":0.81,"pos_in_5d_range_pct":30.3,"room_to_5d_high_atr":2.26},"price":13.9422,"vwap":13.8604,"ext_from_open_pct":-0.48,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0027,"volatility":"medium"},"price":13.9422,"volume":{"bars":172,"last_bar_volume":32821.0,"baseline_avg":26759.15,"bar_rvol":1.226534,"raw_accel":1.373346,"smooth_accel":0.003094,"accel_momentum":0.338209,"rvol_3bar":[1.627833,0.51187,1.226534],"trend_3bar":"MIXED","projected_rvol":1.355761},"flow":{"window_s":30,"trades":122,"trade_rate":4.066667,"buy_vol":4106.0,"sell_vol":8285.0,"unclassified_vol":0.0,"imbalance":-0.337261,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.025121},"context":{"vwap":13.860206,"price_vs_vwap_pct":0.591578,"ema9":13.929696,"ema20":13.906703,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.013845,"dist_to_hod_atr":3.711854,"atr":0.038471,"spread_atr":0.259934,"own_change_pct":-0.071685,"rel_strength_pct":{"SPY":-0.078251,"IWM":-0.037288}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.413662},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bb456e16d888","ts":"2026-09-09T16:22:30+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.6% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.7894,"target":14.35,"target_label":"range_20d_high","reward_risk":6.57,"pos_in_5d_range_pct":119.8,"room_to_5d_high_atr":-0.32},"price":12.9955,"vwap":12.766,"ext_from_open_pct":5.57,"max_ext_allowed_pct":4.0,"volume_pace":0.966,"trend":"flat","recent_slope_pct":0.0025,"volatility":"high"},"price":12.9955,"volume":{"bars":172,"last_bar_volume":316.0,"baseline_avg":4534.4,"bar_rvol":0.069689,"raw_accel":-0.735343,"smooth_accel":-0.316576,"accel_momentum":-0.209148,"rvol_3bar":[0.217361,0.256061,0.069689],"trend_3bar":"MIXED","projected_rvol":0.018525},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":42.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":0.317841},"context":{"vwap":12.765971,"price_vs_vwap_pct":1.797978,"ema9":12.95971,"ema20":12.9416,"ema_stack":true,"ema_warm":true,"hod":13.07,"dist_to_hod_pct":-0.570008,"dist_to_hod_atr":1.400109,"atr":0.05321,"spread_atr":0.751736,"own_change_pct":-0.491769,"rel_strength_pct":{"SPY":-0.498336,"IWM":-0.457373}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.069689},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f18e24e9a996","ts":"2026-09-09T16:22:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 720.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.79; R:R 0.79 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8604,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":4.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0067,"volatility":"medium"},"price":13.945,"volume":{"bars":172,"last_bar_volume":32821.0,"baseline_avg":26759.15,"bar_rvol":1.226534,"raw_accel":1.373346,"smooth_accel":0.003094,"accel_momentum":0.338209,"rvol_3bar":[1.627833,0.51187,1.226534],"trend_3bar":"MIXED","projected_rvol":0.946667},"flow":{"window_s":30,"trades":124,"trade_rate":4.133333,"buy_vol":4133.0,"sell_vol":8533.0,"unclassified_vol":0.0,"imbalance":-0.347387,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.78026},"context":{"vwap":13.860206,"price_vs_vwap_pct":0.611779,"ema9":13.929696,"ema20":13.906703,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.639072,"atr":0.038471,"spread_atr":0.259934,"own_change_pct":-0.071685,"rel_strength_pct":{"SPY":-0.078251,"IWM":-0.037288}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.426082},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"86c886402562","ts":"2026-09-09T16:22:35+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.1% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":12.7303,"target":13.035,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":115.4,"room_to_5d_high_atr":-0.25},"price":12.9364,"vwap":12.7661,"ext_from_open_pct":5.09,"max_ext_allowed_pct":3.0,"volume_pace":0.966,"trend":"flat","recent_slope_pct":-0.0887,"volatility":"high"},"price":12.9364,"volume":{"bars":172,"last_bar_volume":316.0,"baseline_avg":4534.4,"bar_rvol":0.069689,"raw_accel":-0.735343,"smooth_accel":-0.316576,"accel_momentum":-0.209148,"rvol_3bar":[0.217361,0.256061,0.069689],"trend_3bar":"MIXED","projected_rvol":0.135724},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":42.0,"sell_vol":317.0,"unclassified_vol":0.0,"imbalance":-0.766017,"bid":12.93,"ask":12.97,"spread_pct":0.30888,"quote_size_imbalance":null,"quote_age_s":4.083629},"context":{"vwap":12.765971,"price_vs_vwap_pct":1.335029,"ema9":12.95971,"ema20":12.9416,"ema_stack":false,"ema_warm":true,"hod":13.07,"dist_to_hod_pct":-1.022188,"dist_to_hod_atr":2.5108,"atr":0.05321,"spread_atr":0.751736,"own_change_pct":-0.491769,"rel_strength_pct":{"SPY":-0.498336,"IWM":-0.457373}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.053383},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5552a5d03c57","ts":"2026-09-09T16:22:35+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 725.0s, plan says PASS; stop 13.80, target 14.06 (premarket_high), R:R 0.80; target 0.12 away > ~0.12 reachable in 212 min","plan":{"state":"PASS","setup":"","stop":13.7985,"target":14.06,"target_label":"premarket_high","reward_risk":0.8,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.944,"vwap":13.8604,"ext_from_open_pct":-0.47,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0052,"volatility":"medium"},"price":13.944,"volume":{"bars":172,"last_bar_volume":32821.0,"baseline_avg":26759.15,"bar_rvol":1.226534,"raw_accel":1.373346,"smooth_accel":0.003094,"accel_momentum":0.338209,"rvol_3bar":[1.627833,0.51187,1.226534],"trend_3bar":"MIXED","projected_rvol":0.836926},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":3166.0,"sell_vol":763.0,"unclassified_vol":0.0,"imbalance":0.611606,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.610428},"context":{"vwap":13.860206,"price_vs_vwap_pct":0.604564,"ema9":13.929696,"ema20":13.906703,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.001065,"dist_to_hod_atr":3.665066,"atr":0.038471,"spread_atr":0.259934,"own_change_pct":-0.071685,"rel_strength_pct":{"SPY":-0.078251,"IWM":-0.037288}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.750155},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"312b2bb498d2","ts":"2026-09-09T16:22:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6015,"target":14.8578,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":193.4,"room_to_5d_high_atr":-3.11},"price":14.7128,"vwap":14.4464,"ext_from_open_pct":4.21,"max_ext_allowed_pct":4.0,"volume_pace":4.658,"trend":"flat","recent_slope_pct":0.0484,"volatility":"medium"},"price":14.7128,"volume":{"bars":172,"last_bar_volume":2124.0,"baseline_avg":11321.55,"bar_rvol":0.187607,"raw_accel":-0.725404,"smooth_accel":-0.629234,"accel_momentum":0.083941,"rvol_3bar":[1.154766,0.685581,0.187607],"trend_3bar":"DECELERATING","projected_rvol":0.309233},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":1.0,"sell_vol":633.0,"unclassified_vol":0.0,"imbalance":-0.996845,"bid":14.71,"ask":14.72,"spread_pct":0.067958,"quote_size_imbalance":null,"quote_age_s":2.545491},"context":{"vwap":14.446208,"price_vs_vwap_pct":1.845411,"ema9":14.698935,"ema20":14.68343,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.319783,"dist_to_hod_atr":1.509918,"atr":0.03126,"spread_atr":0.319898,"own_change_pct":0.03399,"rel_strength_pct":{"SPY":0.027424,"IWM":0.068387}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.187015},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"0099c0e84642","ts":"2026-09-09T16:22:40+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 730.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.79; R:R 0.79 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8604,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0067,"volatility":"medium"},"price":13.945,"volume":{"bars":172,"last_bar_volume":32821.0,"baseline_avg":26759.15,"bar_rvol":1.226534,"raw_accel":1.373346,"smooth_accel":0.003094,"accel_momentum":0.338209,"rvol_3bar":[1.627833,0.51187,1.226534],"trend_3bar":"MIXED","projected_rvol":0.852606},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":4173.0,"sell_vol":1649.0,"unclassified_vol":0.0,"imbalance":0.433528,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.072894},"context":{"vwap":13.860206,"price_vs_vwap_pct":0.611779,"ema9":13.929696,"ema20":13.906703,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.639072,"atr":0.038471,"spread_atr":0.259934,"own_change_pct":-0.071685,"rel_strength_pct":{"SPY":-0.078251,"IWM":-0.037288}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.531737},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9ca809acaa86","ts":"2026-09-09T16:22:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6037,"target":14.86,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":193.6,"room_to_5d_high_atr":-3.11},"price":14.715,"vwap":14.4465,"ext_from_open_pct":4.23,"max_ext_allowed_pct":5.0,"volume_pace":4.657,"trend":"flat","recent_slope_pct":0.0514,"volatility":"medium"},"price":14.715,"volume":{"bars":172,"last_bar_volume":2124.0,"baseline_avg":11321.55,"bar_rvol":0.187607,"raw_accel":-0.725404,"smooth_accel":-0.629234,"accel_momentum":0.083941,"rvol_3bar":[1.154766,0.685581,0.187607],"trend_3bar":"DECELERATING","projected_rvol":0.342474},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":71.0,"sell_vol":637.0,"unclassified_vol":0.0,"imbalance":-0.799435,"bid":14.71,"ask":14.72,"spread_pct":0.067958,"quote_size_imbalance":null,"quote_age_s":4.74054},"context":{"vwap":14.446208,"price_vs_vwap_pct":1.86064,"ema9":14.698935,"ema20":14.68343,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.304878,"dist_to_hod_atr":1.439541,"atr":0.03126,"spread_atr":0.319898,"own_change_pct":0.03399,"rel_strength_pct":{"SPY":0.027424,"IWM":0.068387}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.149979},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"1e96c449941c","ts":"2026-09-09T16:22:55+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4565,"target":5.58,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.52,"vwap":5.5234,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":4.0,"volume_pace":1.044,"trend":"flat","recent_slope_pct":-0.0257,"volatility":"medium"},"price":5.52,"volume":{"bars":172,"last_bar_volume":26604.0,"baseline_avg":81721.8,"bar_rvol":0.325543,"raw_accel":-0.066821,"smooth_accel":-0.687226,"accel_momentum":0.054742,"rvol_3bar":[0.45316,0.353853,0.325543],"trend_3bar":"DECELERATING","projected_rvol":1.107838},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":80401.0,"sell_vol":381.0,"unclassified_vol":0.0,"imbalance":0.990567,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":5.798313},"context":{"vwap":5.523371,"price_vs_vwap_pct":-0.06104,"ema9":5.527923,"ema20":5.526648,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":7.962105,"atr":0.012559,"spread_atr":0.79621,"own_change_pct":-0.090416,"rel_strength_pct":{"SPY":-0.096982,"IWM":-0.05602}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.322473},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"6cdc0febfcac","ts":"2026-09-09T16:23:00+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4664,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.5299,"vwap":5.5234,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":4.0,"volume_pace":1.043,"trend":"flat","recent_slope_pct":0.0101,"volatility":"medium"},"price":5.5299,"volume":{"bars":172,"last_bar_volume":26604.0,"baseline_avg":81721.8,"bar_rvol":0.325543,"raw_accel":-0.066821,"smooth_accel":-0.687226,"accel_momentum":0.054742,"rvol_3bar":[0.45316,0.353853,0.325543],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":80312.0,"sell_vol":291.0,"unclassified_vol":0.0,"imbalance":0.992779,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":0.738088},"context":{"vwap":5.523371,"price_vs_vwap_pct":0.118198,"ema9":5.527923,"ema20":5.526648,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.603203,"dist_to_hod_atr":7.173856,"atr":0.012559,"spread_atr":0.79621,"own_change_pct":-0.090416,"rel_strength_pct":{"SPY":-0.091729,"IWM":-0.092136}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.323193},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8ca1e39ad4d8","ts":"2026-09-09T16:23:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"held 145.0s, plan says WATCH; stop 11.59, target 11.98 (range_20d_high), R:R 0.99; R:R 0.99 < 2.0 at 11.79; pullback: buy 11.60-11.69 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":11.5872,"target":11.98,"target_label":"range_20d_high","reward_risk":0.99,"pos_in_5d_range_pct":154.7,"room_to_5d_high_atr":-1.11},"price":11.785,"vwap":11.603,"ext_from_open_pct":0.73,"max_ext_allowed_pct":3.0,"volume_pace":2.031,"trend":"flat","recent_slope_pct":0.2876,"volatility":"medium"},"price":11.785,"volume":{"bars":173,"last_bar_volume":1047.0,"baseline_avg":2055.55,"bar_rvol":0.509353,"raw_accel":1.037411,"smooth_accel":-0.848497,"accel_momentum":-0.139977,"rvol_3bar":[0.082047,0.137945,0.509353],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":198,"trade_rate":6.6,"buy_vol":3475.0,"sell_vol":5454.0,"unclassified_vol":0.0,"imbalance":-0.221637,"bid":11.76,"ask":11.81,"spread_pct":0.424268,"quote_size_imbalance":null,"quote_age_s":0.472046},"context":{"vwap":11.600726,"price_vs_vwap_pct":1.588473,"ema9":11.629747,"ema20":11.618837,"ema_stack":true,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-3.401639,"dist_to_hod_atr":4.672763,"atr":0.088813,"spread_atr":0.562983,"own_change_pct":-0.343028,"rel_strength_pct":{"SPY":-0.344342,"IWM":-0.344749}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.112892},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3a008de59146","ts":"2026-09-09T16:23:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5837,"target":14.8395,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":192.2,"room_to_5d_high_atr":-3.07},"price":14.695,"vwap":14.4472,"ext_from_open_pct":4.09,"max_ext_allowed_pct":4.0,"volume_pace":4.659,"trend":"flat","recent_slope_pct":0.0489,"volatility":"medium"},"price":14.695,"volume":{"bars":173,"last_bar_volume":3768.0,"baseline_avg":11265.35,"bar_rvol":0.334477,"raw_accel":0.337908,"smooth_accel":-0.589103,"accel_momentum":0.040131,"rvol_3bar":[0.685581,0.187607,0.334477],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":1386.0,"sell_vol":7154.0,"unclassified_vol":0.0,"imbalance":-0.67541,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.495157},"context":{"vwap":14.446565,"price_vs_vwap_pct":1.71968,"ema9":14.702148,"ema20":14.686436,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.440379,"dist_to_hod_atr":2.198707,"atr":0.029563,"spread_atr":0.338263,"own_change_pct":0.103403,"rel_strength_pct":{"SPY":0.102089,"IWM":0.101682}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.225909},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e4bf040a4c8e","ts":"2026-09-09T16:23:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 760.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.85; target 0.12 away > ~0.12 reachable in 212 min","plan":{"state":"PASS","setup":"","stop":13.791,"target":14.06,"target_label":"premarket_high","reward_risk":0.85,"pos_in_5d_range_pct":30.0,"room_to_5d_high_atr":2.27},"price":13.9365,"vwap":13.8605,"ext_from_open_pct":-0.52,"max_ext_allowed_pct":3.0,"volume_pace":0.641,"trend":"flat","recent_slope_pct":-0.0188,"volatility":"medium"},"price":13.9365,"volume":{"bars":173,"last_bar_volume":17783.0,"baseline_avg":26623.75,"bar_rvol":0.667937,"raw_accel":-0.458182,"smooth_accel":-0.374255,"accel_momentum":-0.377349,"rvol_3bar":[0.51187,1.226534,0.667937],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":5439.0,"sell_vol":1424.0,"unclassified_vol":0.0,"imbalance":0.585021,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":2.78796},"context":{"vwap":13.860466,"price_vs_vwap_pct":0.548567,"ema9":13.932757,"ema20":13.91035,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.054313,"dist_to_hod_atr":4.014851,"atr":0.036988,"spread_atr":0.27036,"own_change_pct":0.035868,"rel_strength_pct":{"SPY":0.034555,"IWM":0.034148}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.390758},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c31a251e87bd","ts":"2026-09-09T16:23:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 765.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.79; R:R 0.79 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8605,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.641,"trend":"flat","recent_slope_pct":-0.0066,"volatility":"medium"},"price":13.945,"volume":{"bars":173,"last_bar_volume":17783.0,"baseline_avg":26623.75,"bar_rvol":0.667937,"raw_accel":-0.458182,"smooth_accel":-0.374255,"accel_momentum":-0.377349,"rvol_3bar":[0.51187,1.226534,0.667937],"trend_3bar":"MIXED","projected_rvol":0.75827},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":5653.0,"sell_vol":1508.0,"unclassified_vol":0.0,"imbalance":0.57883,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.283043},"context":{"vwap":13.860466,"price_vs_vwap_pct":0.609893,"ema9":13.932757,"ema20":13.91035,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.785045,"atr":0.036988,"spread_atr":0.27036,"own_change_pct":0.035868,"rel_strength_pct":{"SPY":0.034555,"IWM":0.034148}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.386622},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3c372c0fa294","ts":"2026-09-09T16:23:25+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 775.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.85; target 0.12 away > ~0.12 reachable in 212 min","plan":{"state":"PASS","setup":"","stop":13.7912,"target":14.06,"target_label":"premarket_high","reward_risk":0.85,"pos_in_5d_range_pct":30.0,"room_to_5d_high_atr":2.27},"price":13.9367,"vwap":13.8605,"ext_from_open_pct":-0.52,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":-0.0185,"volatility":"medium"},"price":13.9367,"volume":{"bars":173,"last_bar_volume":17783.0,"baseline_avg":26623.75,"bar_rvol":0.667937,"raw_accel":-0.458182,"smooth_accel":-0.374255,"accel_momentum":-0.377349,"rvol_3bar":[0.51187,1.226534,0.667937],"trend_3bar":"MIXED","projected_rvol":0.510221},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":4683.0,"sell_vol":1485.0,"unclassified_vol":0.0,"imbalance":0.518482,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":4.53218},"context":{"vwap":13.860466,"price_vs_vwap_pct":0.55001,"ema9":13.932757,"ema20":13.91035,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.052893,"dist_to_hod_atr":4.009444,"atr":0.036988,"spread_atr":0.27036,"own_change_pct":0.035868,"rel_strength_pct":{"SPY":0.034555,"IWM":0.034148}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.346314},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c9f26c1b0ab7","ts":"2026-09-09T16:23:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 780.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.79; R:R 0.79 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.7995,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.945,"vwap":13.8606,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":-0.0066,"volatility":"medium"},"price":13.945,"volume":{"bars":173,"last_bar_volume":17783.0,"baseline_avg":26623.75,"bar_rvol":0.667937,"raw_accel":-0.458182,"smooth_accel":-0.374255,"accel_momentum":-0.377349,"rvol_3bar":[0.51187,1.226534,0.667937],"trend_3bar":"MIXED","projected_rvol":0.438481},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":4606.0,"sell_vol":1231.0,"unclassified_vol":0.0,"imbalance":0.578208,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":9.53218},"context":{"vwap":13.860466,"price_vs_vwap_pct":0.609893,"ema9":13.932757,"ema20":13.91035,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993965,"dist_to_hod_atr":3.785045,"atr":0.036988,"spread_atr":0.27036,"own_change_pct":0.035868,"rel_strength_pct":{"SPY":0.034555,"IWM":0.034148}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.386207},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"74206bf67af0","ts":"2026-09-09T16:23:30+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.52 below VWAP $5.52","plan":{"state":"PASS","setup":"","stop":5.4565,"target":5.58,"target_label":"premarket_high","reward_risk":0.95,"pos_in_5d_range_pct":66.0,"room_to_5d_high_atr":0.67},"price":5.52,"vwap":5.5234,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":4.0,"volume_pace":1.04,"trend":"flat","recent_slope_pct":-0.0317,"volatility":"medium"},"price":5.52,"volume":{"bars":173,"last_bar_volume":83001.0,"baseline_avg":81860.85,"bar_rvol":1.013928,"raw_accel":2.119869,"smooth_accel":-0.240848,"accel_momentum":0.446378,"rvol_3bar":[0.353853,0.325543,1.013928],"trend_3bar":"MIXED","projected_rvol":0.018446},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":401.0,"sell_vol":354.0,"unclassified_vol":0.0,"imbalance":0.062252,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":7.311029},"context":{"vwap":5.523397,"price_vs_vwap_pct":-0.061497,"ema9":5.528318,"ema20":5.526958,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.779359,"dist_to_hod_atr":8.079716,"atr":0.012377,"spread_atr":0.807972,"own_change_pct":0.014469,"rel_strength_pct":{"SPY":0.013156,"IWM":0.012749}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.063119},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"746f29cab824","ts":"2026-09-09T16:23:35+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":5.4665,"target":5.58,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":68.0,"room_to_5d_high_atr":0.63},"price":5.53,"vwap":5.5234,"ext_from_open_pct":-0.72,"max_ext_allowed_pct":4.0,"volume_pace":1.04,"trend":"flat","recent_slope_pct":0.0045,"volatility":"medium"},"price":5.53,"volume":{"bars":173,"last_bar_volume":83001.0,"baseline_avg":81860.85,"bar_rvol":1.013928,"raw_accel":2.119869,"smooth_accel":-0.240848,"accel_momentum":0.446378,"rvol_3bar":[0.353853,0.325543,1.013928],"trend_3bar":"MIXED","projected_rvol":0.019015},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":454.0,"sell_vol":330.0,"unclassified_vol":0.0,"imbalance":0.158163,"bid":5.52,"ask":5.53,"spread_pct":0.180995,"quote_size_imbalance":null,"quote_age_s":1.969609},"context":{"vwap":5.523397,"price_vs_vwap_pct":0.119551,"ema9":5.528318,"ema20":5.526958,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.601423,"dist_to_hod_atr":7.271745,"atr":0.012377,"spread_atr":0.807972,"own_change_pct":0.014469,"rel_strength_pct":{"SPY":0.013156,"IWM":0.012749}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.160366},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"56a59d5ea7c8","ts":"2026-09-09T16:23:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5891,"target":14.8449,"target_label":"clear air (typical 60-min move)","reward_risk":1.3,"pos_in_5d_range_pct":192.6,"room_to_5d_high_atr":-3.08},"price":14.7004,"vwap":14.4477,"ext_from_open_pct":4.13,"max_ext_allowed_pct":5.0,"volume_pace":4.651,"trend":"flat","recent_slope_pct":0.0562,"volatility":"medium"},"price":14.7004,"volume":{"bars":173,"last_bar_volume":3768.0,"baseline_avg":11265.35,"bar_rvol":0.334477,"raw_accel":0.337908,"smooth_accel":-0.589103,"accel_momentum":0.040131,"rvol_3bar":[0.685581,0.187607,0.334477],"trend_3bar":"MIXED","projected_rvol":1.443719},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":4272.0,"sell_vol":800.0,"unclassified_vol":0.0,"imbalance":0.684543,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":1.762689},"context":{"vwap":14.446565,"price_vs_vwap_pct":1.757059,"ema9":14.702148,"ema20":14.686436,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.403794,"dist_to_hod_atr":2.016045,"atr":0.029563,"spread_atr":0.338263,"own_change_pct":0.103403,"rel_strength_pct":{"SPY":0.102089,"IWM":0.101682}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.228964},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1e28280dafd4","ts":"2026-09-09T16:24:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.4% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":12.7689,"target":14.35,"target_label":"range_20d_high","reward_risk":6.67,"pos_in_5d_range_pct":118.3,"room_to_5d_high_atr":-0.3},"price":12.975,"vwap":12.7665,"ext_from_open_pct":5.4,"max_ext_allowed_pct":4.0,"volume_pace":0.96,"trend":"flat","recent_slope_pct":-0.0119,"volatility":"high"},"price":12.975,"volume":{"bars":173,"last_bar_volume":440.0,"baseline_avg":4527.75,"bar_rvol":0.097179,"raw_accel":-0.611286,"smooth_accel":-0.258837,"accel_momentum":0.057739,"rvol_3bar":[0.256061,0.069689,0.097179],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":1012.0,"sell_vol":235.0,"unclassified_vol":0.0,"imbalance":0.623095,"bid":12.95,"ask":13.0,"spread_pct":0.385356,"quote_size_imbalance":null,"quote_age_s":3.083438},"context":{"vwap":12.766093,"price_vs_vwap_pct":1.636419,"ema9":12.957768,"ema20":12.9424,"ema_stack":true,"ema_warm":true,"hod":13.07,"dist_to_hod_pct":-0.726855,"dist_to_hod_atr":1.756397,"atr":0.054088,"spread_atr":0.92442,"own_change_pct":-0.211905,"rel_strength_pct":{"SPY":-0.22517,"IWM":-0.249754}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.060551},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"984ee4ec5193","ts":"2026-09-09T16:24:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"held 55.0s, plan says PASS; stop 8.20, target 8.39 (ceiling), R:R 1.28; R:R 1.28 < 2.0 at 8.29; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":8.2031,"target":8.39,"target_label":"ceiling","reward_risk":1.28,"pos_in_5d_range_pct":33.3,"room_to_5d_high_atr":1.4},"price":8.285,"vwap":8.2342,"ext_from_open_pct":-3.1,"max_ext_allowed_pct":3.0,"volume_pace":1.537,"trend":"flat","recent_slope_pct":0.0521,"volatility":"medium"},"price":8.285,"volume":{"bars":174,"last_bar_volume":284.0,"baseline_avg":2171.9,"bar_rvol":0.130761,"raw_accel":-0.969577,"smooth_accel":2.120563,"accel_momentum":-0.305374,"rvol_3bar":[0.323283,5.433644,0.130761],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":126.0,"sell_vol":15.0,"unclassified_vol":0.0,"imbalance":0.787234,"bid":8.28,"ask":8.29,"spread_pct":0.1207,"quote_size_imbalance":null,"quote_age_s":0.283638},"context":{"vwap":8.234153,"price_vs_vwap_pct":0.617515,"ema9":8.274721,"ema20":8.274309,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.637813,"dist_to_hod_atr":20.192162,"atr":0.024514,"spread_atr":0.407922,"own_change_pct":0.064047,"rel_strength_pct":{"SPY":0.050782,"IWM":0.026198}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.10294},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6a7c838c21f9","ts":"2026-09-09T16:24:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5837,"target":14.8389,"target_label":"clear air (typical 60-min move)","reward_risk":1.29,"pos_in_5d_range_pct":192.2,"room_to_5d_high_atr":-3.07},"price":14.695,"vwap":14.4477,"ext_from_open_pct":4.09,"max_ext_allowed_pct":4.0,"volume_pace":4.641,"trend":"flat","recent_slope_pct":-0.0112,"volatility":"medium"},"price":14.695,"volume":{"bars":174,"last_bar_volume":12858.0,"baseline_avg":11295.8,"bar_rvol":1.138299,"raw_accel":2.41242,"smooth_accel":-0.160059,"accel_momentum":0.429044,"rvol_3bar":[0.187607,0.334477,1.138299],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":8.0,"sell_vol":673.0,"unclassified_vol":0.0,"imbalance":-0.976505,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":3.733795},"context":{"vwap":14.447709,"price_vs_vwap_pct":1.711628,"ema9":14.700718,"ema20":14.687252,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.440379,"dist_to_hod_atr":2.235231,"atr":0.02908,"spread_atr":0.343882,"own_change_pct":-0.031973,"rel_strength_pct":{"SPY":-0.045238,"IWM":-0.069822}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.111555},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2f8141b6043d","ts":"2026-09-09T16:24:40+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.586,"target":14.8412,"target_label":"clear air (typical 60-min move)","reward_risk":1.29,"pos_in_5d_range_pct":192.4,"room_to_5d_high_atr":-3.07},"price":14.6973,"vwap":14.4478,"ext_from_open_pct":4.1,"max_ext_allowed_pct":5.0,"volume_pace":4.63,"trend":"flat","recent_slope_pct":-0.008,"volatility":"medium"},"price":14.6973,"volume":{"bars":174,"last_bar_volume":12858.0,"baseline_avg":11295.8,"bar_rvol":1.138299,"raw_accel":2.41242,"smooth_accel":-0.160059,"accel_momentum":0.429044,"rvol_3bar":[0.187607,0.334477,1.138299],"trend_3bar":"ACCELERATING","projected_rvol":0.206493},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":45.0,"sell_vol":1497.0,"unclassified_vol":0.0,"imbalance":-0.941634,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":7.217823},"context":{"vwap":14.447709,"price_vs_vwap_pct":1.727548,"ema9":14.700718,"ema20":14.687252,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.424797,"dist_to_hod_atr":2.156138,"atr":0.02908,"spread_atr":0.343882,"own_change_pct":-0.031973,"rel_strength_pct":{"SPY":-0.045238,"IWM":-0.069822}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.071861},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bb68d4f0eff2","ts":"2026-09-09T16:24:50+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 860.0s, plan says PASS; stop 13.79, target 14.06 (premarket_high), R:R 0.82; target 0.12 away > ~0.12 reachable in 210 min","plan":{"state":"PASS","setup":"","stop":13.7945,"target":14.06,"target_label":"premarket_high","reward_risk":0.82,"pos_in_5d_range_pct":30.2,"room_to_5d_high_atr":2.27},"price":13.94,"vwap":13.8607,"ext_from_open_pct":-0.5,"max_ext_allowed_pct":3.0,"volume_pace":0.636,"trend":"flat","recent_slope_pct":-0.0253,"volatility":"medium"},"price":13.94,"volume":{"bars":174,"last_bar_volume":8614.0,"baseline_avg":26741.55,"bar_rvol":0.32212,"raw_accel":-0.515605,"smooth_accel":-0.21842,"accel_momentum":0.155835,"rvol_3bar":[1.226534,0.667937,0.32212],"trend_3bar":"DECELERATING","projected_rvol":0.437791},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":2395.0,"sell_vol":3924.0,"unclassified_vol":0.0,"imbalance":-0.241969,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":5.739697},"context":{"vwap":13.860593,"price_vs_vwap_pct":0.572896,"ema9":13.935146,"ema20":13.913622,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-1.029464,"dist_to_hod_atr":4.106487,"atr":0.03531,"spread_atr":0.283206,"own_change_pct":0.038739,"rel_strength_pct":{"SPY":0.025475,"IWM":0.000891}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.077943},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"4c163564cfb3","ts":"2026-09-09T16:24:55+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"held 865.0s, plan says WATCH; stop 13.80, target 14.06 (premarket_high), R:R 0.79; R:R 0.79 < 2.0 at 13.95; pullback: buy 13.85-13.90 holding + reclaim/fading selling/support; breakout: 1-min close > ","plan":{"state":"WATCH","setup":"","stop":13.7996,"target":14.06,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.9451,"vwap":13.8608,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.636,"trend":"flat","recent_slope_pct":-0.018,"volatility":"medium"},"price":13.9451,"volume":{"bars":174,"last_bar_volume":8614.0,"baseline_avg":26741.55,"bar_rvol":0.32212,"raw_accel":-0.515605,"smooth_accel":-0.21842,"accel_momentum":0.155835,"rvol_3bar":[1.226534,0.667937,0.32212],"trend_3bar":"DECELERATING","projected_rvol":0.535347},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":3577.0,"sell_vol":5704.0,"unclassified_vol":0.0,"imbalance":-0.229178,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":1.340698},"context":{"vwap":13.860593,"price_vs_vwap_pct":0.60969,"ema9":13.935146,"ema20":13.913622,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.993255,"dist_to_hod_atr":3.962052,"atr":0.03531,"spread_atr":0.283206,"own_change_pct":0.038739,"rel_strength_pct":{"SPY":0.025475,"IWM":0.000891}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.073823},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"23171716a056","ts":"2026-09-09T16:25:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.8275,"target_label":"clear air (typical 60-min move)","reward_risk":1.28,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4484,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":4.628,"trend":"flat","recent_slope_pct":-0.0544,"volatility":"medium"},"price":14.685,"volume":{"bars":175,"last_bar_volume":2335.0,"baseline_avg":11740.4,"bar_rvol":0.198886,"raw_accel":-0.818401,"smooth_accel":-0.147552,"accel_momentum":0.012507,"rvol_3bar":[0.334477,1.138299,0.198886],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":4144.0,"sell_vol":2717.0,"unclassified_vol":0.0,"imbalance":0.207987,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.204934},"context":{"vwap":14.447915,"price_vs_vwap_pct":1.640962,"ema9":14.699575,"ema20":14.68799,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.652607,"atr":0.028274,"spread_atr":0.353681,"own_change_pct":0.170416,"rel_strength_pct":{"SPY":0.134957,"IWM":0.091283}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.041366},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"aef9153a996d","ts":"2026-09-09T16:26:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.826,"target_label":"clear air (typical 60-min move)","reward_risk":1.27,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4488,"ext_from_open_pct":4.02,"max_ext_allowed_pct":5.0,"volume_pace":4.61,"trend":"flat","recent_slope_pct":-0.051,"volatility":"medium"},"price":14.685,"volume":{"bars":176,"last_bar_volume":9943.0,"baseline_avg":11682.55,"bar_rvol":0.851098,"raw_accel":2.404394,"smooth_accel":0.844573,"accel_momentum":0.992125,"rvol_3bar":[1.138299,0.198886,0.851098],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":12.0,"sell_vol":222.0,"unclassified_vol":0.0,"imbalance":-0.897436,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":4.997202},"context":{"vwap":14.448748,"price_vs_vwap_pct":1.635102,"ema9":14.69568,"ema20":14.687238,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.67473,"atr":0.02804,"spread_atr":0.356631,"own_change_pct":-0.089157,"rel_strength_pct":{"SPY":-0.12726,"IWM":-0.194118}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.763806},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f5410d7291c4","ts":"2026-09-09T16:26:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.8642,"target":11.36,"target_label":"prev_day_high","reward_risk":2.29,"pos_in_5d_range_pct":71.7,"room_to_5d_high_atr":0.57},"price":11.015,"vwap":10.9825,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":3.0,"volume_pace":0.932,"trend":"flat","recent_slope_pct":0.1972,"volatility":"medium"},"price":11.015,"volume":{"bars":176,"last_bar_volume":28993.0,"baseline_avg":15585.2,"bar_rvol":1.860291,"raw_accel":0.482335,"smooth_accel":2.545424,"accel_momentum":2.177807,"rvol_3bar":[0.966392,1.311597,1.860291],"trend_3bar":"ACCELERATING","projected_rvol":1.992756},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":4201.0,"sell_vol":3359.0,"unclassified_vol":0.0,"imbalance":0.111376,"bid":11.01,"ask":11.02,"spread_pct":0.090785,"quote_size_imbalance":null,"quote_age_s":0.228599},"context":{"vwap":10.98243,"price_vs_vwap_pct":0.296563,"ema9":10.960953,"ema20":10.954211,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.217391,"dist_to_hod_atr":16.63634,"atr":0.029153,"spread_atr":0.343017,"own_change_pct":0.5619,"rel_strength_pct":{"SPY":0.523798,"IWM":0.45694}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.207191},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7fc8d19e1d9f","ts":"2026-09-09T16:26:50+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":10.8502,"target":11.36,"target_label":"prev_day_high","reward_risk":2.38,"pos_in_5d_range_pct":70.6,"room_to_5d_high_atr":0.6},"price":11.001,"vwap":10.9825,"ext_from_open_pct":-2.52,"max_ext_allowed_pct":4.0,"volume_pace":0.931,"trend":"flat","recent_slope_pct":0.1718,"volatility":"medium"},"price":11.001,"volume":{"bars":176,"last_bar_volume":28993.0,"baseline_avg":15585.2,"bar_rvol":1.860291,"raw_accel":0.482335,"smooth_accel":2.545424,"accel_momentum":2.177807,"rvol_3bar":[0.966392,1.311597,1.860291],"trend_3bar":"ACCELERATING","projected_rvol":1.622616},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1740.0,"sell_vol":537.0,"unclassified_vol":0.0,"imbalance":0.528327,"bid":11.01,"ask":11.02,"spread_pct":0.090785,"quote_size_imbalance":null,"quote_age_s":0.891344},"context":{"vwap":10.98243,"price_vs_vwap_pct":0.169087,"ema9":10.960953,"ema20":10.954211,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.33913,"dist_to_hod_atr":17.116564,"atr":0.029153,"spread_atr":0.343017,"own_change_pct":0.5619,"rel_strength_pct":{"SPY":0.523798,"IWM":0.45694}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.982841},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"390fd468a233","ts":"2026-09-09T16:26:55+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.8642,"target":11.36,"target_label":"prev_day_high","reward_risk":2.29,"pos_in_5d_range_pct":71.7,"room_to_5d_high_atr":0.57},"price":11.015,"vwap":10.9825,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":4.0,"volume_pace":0.931,"trend":"flat","recent_slope_pct":0.1972,"volatility":"medium"},"price":11.015,"volume":{"bars":176,"last_bar_volume":28993.0,"baseline_avg":15585.2,"bar_rvol":1.860291,"raw_accel":0.482335,"smooth_accel":2.545424,"accel_momentum":2.177807,"rvol_3bar":[0.966392,1.311597,1.860291],"trend_3bar":"ACCELERATING","projected_rvol":1.523753},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":1237.0,"sell_vol":921.0,"unclassified_vol":0.0,"imbalance":0.146432,"bid":11.01,"ask":11.02,"spread_pct":0.090785,"quote_size_imbalance":null,"quote_age_s":0.433047},"context":{"vwap":10.98243,"price_vs_vwap_pct":0.296563,"ema9":10.960953,"ema20":10.954211,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.217391,"dist_to_hod_atr":16.63634,"atr":0.029153,"spread_atr":0.343017,"own_change_pct":0.5619,"rel_strength_pct":{"SPY":0.523798,"IWM":0.45694}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.272406},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2224d77b9093","ts":"2026-09-09T16:27:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.8235,"target_label":"clear air (typical 60-min move)","reward_risk":1.24,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4489,"ext_from_open_pct":4.02,"max_ext_allowed_pct":5.0,"volume_pace":4.587,"trend":"flat","recent_slope_pct":-0.0204,"volatility":"medium"},"price":14.685,"volume":{"bars":177,"last_bar_volume":1709.0,"baseline_avg":12035.25,"bar_rvol":0.142,"raw_accel":-0.82812,"smooth_accel":-0.254027,"accel_momentum":-1.0986,"rvol_3bar":[0.198886,0.851098,0.142],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":1024.0,"sell_vol":442.0,"unclassified_vol":0.0,"imbalance":0.396999,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":4.840431},"context":{"vwap":14.448892,"price_vs_vwap_pct":1.634092,"ema9":14.693544,"ema20":14.687025,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.732079,"atr":0.027452,"spread_atr":0.364277,"own_change_pct":-0.203874,"rel_strength_pct":{"SPY":-0.223571,"IWM":-0.3157}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.056374},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"693b31e2f73b","ts":"2026-09-09T16:27:30+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.96 below VWAP $10.98","plan":{"state":"PASS","setup":"","stop":10.8133,"target":11.36,"target_label":"prev_day_high","reward_risk":2.62,"pos_in_5d_range_pct":67.5,"room_to_5d_high_atr":0.66},"price":10.9641,"vwap":10.9825,"ext_from_open_pct":-2.84,"max_ext_allowed_pct":3.0,"volume_pace":0.929,"trend":"flat","recent_slope_pct":0.0621,"volatility":"medium"},"price":10.9641,"volume":{"bars":177,"last_bar_volume":25085.0,"baseline_avg":16184.85,"bar_rvol":1.549906,"raw_accel":-0.134791,"smooth_accel":1.974271,"accel_momentum":-0.571153,"rvol_3bar":[1.311597,1.860291,1.549906],"trend_3bar":"MIXED","projected_rvol":0.616873},"flow":{"window_s":30,"trades":79,"trade_rate":2.633333,"buy_vol":1779.0,"sell_vol":3213.0,"unclassified_vol":0.0,"imbalance":-0.28726,"bid":11.0,"ask":11.01,"spread_pct":0.090868,"quote_size_imbalance":null,"quote_age_s":0.299274},"context":{"vwap":10.982483,"price_vs_vwap_pct":-0.167388,"ema9":10.971763,"ema20":10.96,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.66,"dist_to_hod_atr":16.837466,"atr":0.031828,"spread_atr":0.31419,"own_change_pct":0.731596,"rel_strength_pct":{"SPY":0.711898,"IWM":0.61977}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.445225},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"99cbb5f32f66","ts":"2026-09-09T16:27:35+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.8616,"target":11.36,"target_label":"prev_day_high","reward_risk":2.3,"pos_in_5d_range_pct":71.5,"room_to_5d_high_atr":0.58},"price":11.0124,"vwap":10.9825,"ext_from_open_pct":-2.42,"max_ext_allowed_pct":3.0,"volume_pace":0.928,"trend":"flat","recent_slope_pct":0.1499,"volatility":"medium"},"price":11.0124,"volume":{"bars":177,"last_bar_volume":25085.0,"baseline_avg":16184.85,"bar_rvol":1.549906,"raw_accel":-0.134791,"smooth_accel":1.974271,"accel_momentum":-0.571153,"rvol_3bar":[1.311597,1.860291,1.549906],"trend_3bar":"MIXED","projected_rvol":0.586474},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":1961.0,"sell_vol":3280.0,"unclassified_vol":0.0,"imbalance":-0.25167,"bid":11.0,"ask":11.01,"spread_pct":0.090868,"quote_size_imbalance":null,"quote_age_s":0.151986},"context":{"vwap":10.982483,"price_vs_vwap_pct":0.272403,"ema9":10.971763,"ema20":10.96,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.24,"dist_to_hod_atr":15.319926,"atr":0.031828,"spread_atr":0.31419,"own_change_pct":0.731596,"rel_strength_pct":{"SPY":0.711898,"IWM":0.61977}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.390064},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e5dee2abb781","ts":"2026-09-09T16:28:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5755,"target":14.8227,"target_label":"clear air (typical 60-min move)","reward_risk":1.22,"pos_in_5d_range_pct":191.7,"room_to_5d_high_atr":-3.05},"price":14.6868,"vwap":14.4491,"ext_from_open_pct":4.03,"max_ext_allowed_pct":5.0,"volume_pace":4.565,"trend":"flat","recent_slope_pct":-0.0078,"volatility":"medium"},"price":14.6868,"volume":{"bars":178,"last_bar_volume":2090.0,"baseline_avg":11989.3,"bar_rvol":0.174322,"raw_accel":-0.302712,"smooth_accel":-0.275249,"accel_momentum":-0.021223,"rvol_3bar":[0.851098,0.142,0.174322],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":1513.0,"sell_vol":440.0,"unclassified_vol":0.0,"imbalance":0.549411,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":1.0609},"context":{"vwap":14.449065,"price_vs_vwap_pct":1.645334,"ema9":14.691835,"ema20":14.686832,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.495935,"dist_to_hod_atr":2.757276,"atr":0.026548,"spread_atr":0.376677,"own_change_pct":-0.203874,"rel_strength_pct":{"SPY":-0.227514,"IWM":-0.27785}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.095775},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"35b1f1807242","ts":"2026-09-09T16:28:50+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.8409,"target_label":"clear air (typical 60-min move)","reward_risk":1.22,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.4498,"ext_from_open_pct":4.16,"max_ext_allowed_pct":4.0,"volume_pace":4.559,"trend":"flat","recent_slope_pct":0.017,"volatility":"medium"},"price":14.705,"volume":{"bars":178,"last_bar_volume":2090.0,"baseline_avg":11989.3,"bar_rvol":0.174322,"raw_accel":-0.302712,"smooth_accel":-0.275249,"accel_momentum":-0.021223,"rvol_3bar":[0.851098,0.142,0.174322],"trend_3bar":"MIXED","projected_rvol":0.860167},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":6239.0,"sell_vol":1915.0,"unclassified_vol":0.0,"imbalance":0.530292,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":0.719563},"context":{"vwap":14.449065,"price_vs_vwap_pct":1.771294,"ema9":14.691835,"ema20":14.686832,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":2.071724,"atr":0.026548,"spread_atr":0.376677,"own_change_pct":-0.203874,"rel_strength_pct":{"SPY":-0.227514,"IWM":-0.27785}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.092442},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b3467927b74d","ts":"2026-09-09T16:29:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.6202,"target":14.96,"target_label":"premarket_high","reward_risk":1.59,"pos_in_5d_range_pct":3.4,"room_to_5d_high_atr":2.76},"price":14.7512,"vwap":14.6615,"ext_from_open_pct":-1.13,"max_ext_allowed_pct":3.0,"volume_pace":0.574,"trend":"flat","recent_slope_pct":-0.0095,"volatility":"medium"},"price":14.7512,"volume":{"bars":179,"last_bar_volume":30603.0,"baseline_avg":26771.7,"bar_rvol":1.14311,"raw_accel":1.576661,"smooth_accel":0.886935,"accel_momentum":1.484218,"rvol_3bar":[0.188037,0.392463,1.14311],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":1510.0,"sell_vol":1203.0,"unclassified_vol":0.0,"imbalance":0.113159,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":0.071796},"context":{"vwap":14.661476,"price_vs_vwap_pct":0.611968,"ema9":14.751845,"ema20":14.752965,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.131367,"dist_to_hod_atr":9.289198,"atr":0.018172,"spread_atr":0.550308,"own_change_pct":-0.056259,"rel_strength_pct":{"SPY":-0.045753,"IWM":-0.070017}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.129353},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9b3d8f4b6a51","ts":"2026-09-09T16:29:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5837,"target":14.8305,"target_label":"clear air (typical 60-min move)","reward_risk":1.22,"pos_in_5d_range_pct":192.2,"room_to_5d_high_atr":-3.07},"price":14.695,"vwap":14.4508,"ext_from_open_pct":4.09,"max_ext_allowed_pct":5.0,"volume_pace":4.56,"trend":"flat","recent_slope_pct":0.0339,"volatility":"medium"},"price":14.695,"volume":{"bars":179,"last_bar_volume":8597.0,"baseline_avg":11963.9,"bar_rvol":0.718578,"raw_accel":1.874314,"smooth_accel":-0.506843,"accel_momentum":-0.231594,"rvol_3bar":[0.142,0.174322,0.718578],"trend_3bar":"ACCELERATING","projected_rvol":1.887344},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":7318.0,"sell_vol":3972.0,"unclassified_vol":0.0,"imbalance":0.296368,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":1.84945},"context":{"vwap":14.449813,"price_vs_vwap_pct":1.696817,"ema9":14.694468,"ema20":14.688563,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.440379,"dist_to_hod_atr":2.458641,"atr":0.026437,"spread_atr":0.378252,"own_change_pct":0.06805,"rel_strength_pct":{"SPY":0.078556,"IWM":0.054292}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.212964},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4ba2cab2c7c4","ts":"2026-09-09T16:30:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6037,"target":14.85,"target_label":"clear air (typical 60-min move)","reward_risk":1.21,"pos_in_5d_range_pct":193.6,"room_to_5d_high_atr":-3.11},"price":14.715,"vwap":14.4511,"ext_from_open_pct":4.23,"max_ext_allowed_pct":4.0,"volume_pace":4.55,"trend":"flat","recent_slope_pct":0.0612,"volatility":"medium"},"price":14.715,"volume":{"bars":180,"last_bar_volume":14141.0,"baseline_avg":11243.25,"bar_rvol":1.257732,"raw_accel":0.644876,"smooth_accel":0.775077,"accel_momentum":1.28192,"rvol_3bar":[0.174322,0.718578,1.257732],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":1704.0,"sell_vol":300.0,"unclassified_vol":0.0,"imbalance":0.700599,"bid":14.71,"ask":14.72,"spread_pct":0.067958,"quote_size_imbalance":null,"quote_age_s":4.996976},"context":{"vwap":14.451075,"price_vs_vwap_pct":1.826333,"ema9":14.698574,"ema20":14.69108,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.304878,"dist_to_hod_atr":1.732264,"atr":0.025978,"spread_atr":0.384948,"own_change_pct":0.136101,"rel_strength_pct":{"SPY":0.147916,"IWM":0.160166}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.881166},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d3aa0aa2bcd5","ts":"2026-09-09T16:31:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.6133,"target":14.96,"target_label":"premarket_high","reward_risk":1.65,"pos_in_5d_range_pct":3.0,"room_to_5d_high_atr":2.78},"price":14.7443,"vwap":14.6626,"ext_from_open_pct":-1.18,"max_ext_allowed_pct":3.0,"volume_pace":0.576,"trend":"flat","recent_slope_pct":-0.013,"volatility":"medium"},"price":14.7443,"volume":{"bars":181,"last_bar_volume":58525.0,"baseline_avg":24680.55,"bar_rvol":2.3713,"raw_accel":2.766572,"smooth_accel":2.478316,"accel_momentum":1.434277,"rvol_3bar":[1.14311,0.612828,2.3713],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":637.0,"sell_vol":11642.0,"unclassified_vol":0.0,"imbalance":-0.896246,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":2.536086},"context":{"vwap":14.662629,"price_vs_vwap_pct":0.556998,"ema9":14.750621,"ema20":14.75216,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.177614,"dist_to_hod_atr":10.053166,"atr":0.017477,"spread_atr":0.572178,"own_change_pct":-0.040669,"rel_strength_pct":{"SPY":-0.053799,"IWM":-0.033794}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.125268},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"53b1547f12e3","ts":"2026-09-09T16:33:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6267,"target":14.8696,"target_label":"clear air (typical 60-min move)","reward_risk":1.18,"pos_in_5d_range_pct":195.1,"room_to_5d_high_atr":-3.16},"price":14.738,"vwap":14.453,"ext_from_open_pct":4.39,"max_ext_allowed_pct":5.0,"volume_pace":4.506,"trend":"flat","recent_slope_pct":0.0361,"volatility":"medium"},"price":14.738,"volume":{"bars":183,"last_bar_volume":9973.0,"baseline_avg":10703.55,"bar_rvol":0.931747,"raw_accel":1.874063,"smooth_accel":-0.177501,"accel_momentum":-1.161125,"rvol_3bar":[0.594573,0.304664,0.931747],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":690.0,"sell_vol":43.0,"unclassified_vol":0.0,"imbalance":0.882674,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":1.333178},"context":{"vwap":14.452981,"price_vs_vwap_pct":1.972046,"ema9":14.71291,"ema20":14.700564,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.149051,"dist_to_hod_atr":0.791151,"atr":0.027808,"spread_atr":0.359614,"own_change_pct":0.321416,"rel_strength_pct":{"SPY":0.272834,"IWM":0.281877}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.822429},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"97b5a7e8c31b","ts":"2026-09-09T16:33:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6237,"target":14.8666,"target_label":"clear air (typical 60-min move)","reward_risk":1.18,"pos_in_5d_range_pct":194.9,"room_to_5d_high_atr":-3.16},"price":14.735,"vwap":14.4531,"ext_from_open_pct":4.37,"max_ext_allowed_pct":4.0,"volume_pace":4.494,"trend":"flat","recent_slope_pct":0.0321,"volatility":"medium"},"price":14.735,"volume":{"bars":183,"last_bar_volume":9973.0,"baseline_avg":10703.55,"bar_rvol":0.931747,"raw_accel":1.874063,"smooth_accel":-0.177501,"accel_momentum":-1.161125,"rvol_3bar":[0.594573,0.304664,0.931747],"trend_3bar":"MIXED","projected_rvol":0.134955},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":345.0,"sell_vol":5.0,"unclassified_vol":0.0,"imbalance":0.971429,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":1.717354},"context":{"vwap":14.452981,"price_vs_vwap_pct":1.951289,"ema9":14.71291,"ema20":14.700564,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.169377,"dist_to_hod_atr":0.899036,"atr":0.027808,"spread_atr":0.359614,"own_change_pct":0.321416,"rel_strength_pct":{"SPY":0.272834,"IWM":0.281877}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.905126},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"74554449bb82","ts":"2026-09-09T16:34:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6237,"target":14.8666,"target_label":"clear air (typical 60-min move)","reward_risk":1.18,"pos_in_5d_range_pct":194.9,"room_to_5d_high_atr":-3.16},"price":14.735,"vwap":14.4531,"ext_from_open_pct":4.37,"max_ext_allowed_pct":5.0,"volume_pace":4.486,"trend":"flat","recent_slope_pct":0.0321,"volatility":"medium"},"price":14.735,"volume":{"bars":183,"last_bar_volume":9973.0,"baseline_avg":10703.55,"bar_rvol":0.931747,"raw_accel":1.874063,"smooth_accel":-0.177501,"accel_momentum":-1.161125,"rvol_3bar":[0.594573,0.304664,0.931747],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":348.0,"sell_vol":205.0,"unclassified_vol":0.0,"imbalance":0.25859,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":6.161219},"context":{"vwap":14.452981,"price_vs_vwap_pct":1.951289,"ema9":14.71291,"ema20":14.700564,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.169377,"dist_to_hod_atr":0.899036,"atr":0.027808,"spread_atr":0.359614,"own_change_pct":0.321416,"rel_strength_pct":{"SPY":0.239992,"IWM":0.244038}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.24094},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"83f1cc07656e","ts":"2026-09-09T16:34:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6237,"target":14.865,"target_label":"clear air (typical 60-min move)","reward_risk":1.17,"pos_in_5d_range_pct":194.9,"room_to_5d_high_atr":-3.16},"price":14.735,"vwap":14.4531,"ext_from_open_pct":4.37,"max_ext_allowed_pct":4.0,"volume_pace":4.482,"trend":"flat","recent_slope_pct":0.0204,"volatility":"medium"},"price":14.735,"volume":{"bars":184,"last_bar_volume":1167.0,"baseline_avg":9620.55,"bar_rvol":0.121303,"raw_accel":-0.882984,"smooth_accel":-0.508346,"accel_momentum":-0.330844,"rvol_3bar":[0.304664,0.931747,0.121303],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":11.0,"sell_vol":208.0,"unclassified_vol":0.0,"imbalance":-0.899543,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":7.638083},"context":{"vwap":14.453093,"price_vs_vwap_pct":1.950499,"ema9":14.717328,"ema20":14.703843,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.169377,"dist_to_hod_atr":0.93284,"atr":0.0268,"spread_atr":0.373136,"own_change_pct":0.204012,"rel_strength_pct":{"SPY":0.122588,"IWM":0.126634}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.109117},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"63c96f0d51ab","ts":"2026-09-09T16:34:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6287,"target":14.87,"target_label":"clear air (typical 60-min move)","reward_risk":1.17,"pos_in_5d_range_pct":195.3,"room_to_5d_high_atr":-3.17},"price":14.74,"vwap":14.4532,"ext_from_open_pct":4.41,"max_ext_allowed_pct":5.0,"volume_pace":4.479,"trend":"flat","recent_slope_pct":0.0272,"volatility":"medium"},"price":14.74,"volume":{"bars":184,"last_bar_volume":1167.0,"baseline_avg":9620.55,"bar_rvol":0.121303,"raw_accel":-0.882984,"smooth_accel":-0.508346,"accel_momentum":-0.330844,"rvol_3bar":[0.304664,0.931747,0.121303],"trend_3bar":"MIXED","projected_rvol":0.193336},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":609.0,"sell_vol":111.0,"unclassified_vol":0.0,"imbalance":0.691667,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":2.9139},"context":{"vwap":14.453093,"price_vs_vwap_pct":1.985094,"ema9":14.717328,"ema20":14.703843,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.135501,"dist_to_hod_atr":0.746272,"atr":0.0268,"spread_atr":0.373136,"own_change_pct":0.204012,"rel_strength_pct":{"SPY":0.122588,"IWM":0.126634}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.083901},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a90040316c70","ts":"2026-09-09T16:34:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6204,"target":14.8617,"target_label":"clear air (typical 60-min move)","reward_risk":1.17,"pos_in_5d_range_pct":194.7,"room_to_5d_high_atr":-3.15},"price":14.7317,"vwap":14.4532,"ext_from_open_pct":4.35,"max_ext_allowed_pct":4.0,"volume_pace":4.471,"trend":"flat","recent_slope_pct":0.0159,"volatility":"medium"},"price":14.7317,"volume":{"bars":184,"last_bar_volume":1167.0,"baseline_avg":9620.55,"bar_rvol":0.121303,"raw_accel":-0.882984,"smooth_accel":-0.508346,"accel_momentum":-0.330844,"rvol_3bar":[0.304664,0.931747,0.121303],"trend_3bar":"MIXED","projected_rvol":0.162621},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":640.0,"sell_vol":388.0,"unclassified_vol":0.0,"imbalance":0.245136,"bid":14.73,"ask":14.74,"spread_pct":0.067866,"quote_size_imbalance":null,"quote_age_s":5.473587},"context":{"vwap":14.453093,"price_vs_vwap_pct":1.927667,"ema9":14.717328,"ema20":14.703843,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.191734,"dist_to_hod_atr":1.055974,"atr":0.0268,"spread_atr":0.373136,"own_change_pct":0.204012,"rel_strength_pct":{"SPY":0.122588,"IWM":0.126634}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.029736},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1bef1c37b224","ts":"2026-09-09T16:36:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6186,"target":14.8582,"target_label":"clear air (typical 60-min move)","reward_risk":1.15,"pos_in_5d_range_pct":194.6,"room_to_5d_high_atr":-3.14},"price":14.7299,"vwap":14.4539,"ext_from_open_pct":4.33,"max_ext_allowed_pct":5.0,"volume_pace":4.449,"trend":"flat","recent_slope_pct":-0.0065,"volatility":"medium"},"price":14.7299,"volume":{"bars":186,"last_bar_volume":5067.0,"baseline_avg":9060.15,"bar_rvol":0.559262,"raw_accel":1.237049,"smooth_accel":-0.601734,"accel_momentum":-0.132011,"rvol_3bar":[0.121303,0.205376,0.559262],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":1607.0,"sell_vol":101.0,"unclassified_vol":0.0,"imbalance":0.881733,"bid":14.72,"ask":14.73,"spread_pct":0.067912,"quote_size_imbalance":null,"quote_age_s":4.996636},"context":{"vwap":14.453756,"price_vs_vwap_pct":1.910533,"ema9":14.723474,"ema20":14.709441,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.20393,"dist_to_hod_atr":1.211645,"atr":0.024842,"spread_atr":0.40254,"own_change_pct":0.033956,"rel_strength_pct":{"SPY":-0.013304,"IWM":-0.034803}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.49312},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1170a834c3c6","ts":"2026-09-09T16:36:10+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 515.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.87; R:R 0.87 < 2.0 at 11.15; breakout: 1-min close > 11.14 on >= 36766 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.87,"pos_in_5d_range_pct":83.2,"room_to_5d_high_atr":0.34},"price":11.155,"vwap":10.9854,"ext_from_open_pct":-1.15,"max_ext_allowed_pct":4.0,"volume_pace":0.921,"trend":"flat","recent_slope_pct":0.1201,"volatility":"medium"},"price":11.155,"volume":{"bars":186,"last_bar_volume":13883.0,"baseline_avg":19540.4,"bar_rvol":0.710477,"raw_accel":-0.582428,"smooth_accel":0.250383,"accel_momentum":-0.195606,"rvol_3bar":[2.913978,1.821319,0.710477],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":28948.0,"sell_vol":3324.0,"unclassified_vol":0.0,"imbalance":0.794001,"bid":11.15,"ask":11.16,"spread_pct":0.089646,"quote_size_imbalance":null,"quote_age_s":0.597433},"context":{"vwap":10.984787,"price_vs_vwap_pct":1.549536,"ema9":11.058865,"ema20":11.021651,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.0,"dist_to_hod_atr":6.799373,"atr":0.05074,"spread_atr":0.197083,"own_change_pct":0.40543,"rel_strength_pct":{"SPY":0.35817,"IWM":0.336671}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.564119},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"64ab2e07cdaf","ts":"2026-09-09T16:36:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6186,"target":14.8582,"target_label":"clear air (typical 60-min move)","reward_risk":1.15,"pos_in_5d_range_pct":194.6,"room_to_5d_high_atr":-3.14},"price":14.7299,"vwap":14.4539,"ext_from_open_pct":4.33,"max_ext_allowed_pct":4.0,"volume_pace":4.441,"trend":"flat","recent_slope_pct":-0.0065,"volatility":"medium"},"price":14.7299,"volume":{"bars":186,"last_bar_volume":5067.0,"baseline_avg":9060.15,"bar_rvol":0.559262,"raw_accel":1.237049,"smooth_accel":-0.601734,"accel_momentum":-0.132011,"rvol_3bar":[0.121303,0.205376,0.559262],"trend_3bar":"ACCELERATING","projected_rvol":0.415092},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":1676.0,"sell_vol":91.0,"unclassified_vol":0.0,"imbalance":0.897001,"bid":14.72,"ask":14.73,"spread_pct":0.067912,"quote_size_imbalance":null,"quote_age_s":0.117163},"context":{"vwap":14.453756,"price_vs_vwap_pct":1.910533,"ema9":14.723474,"ema20":14.709441,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.20393,"dist_to_hod_atr":1.211645,"atr":0.024842,"spread_atr":0.40254,"own_change_pct":0.033956,"rel_strength_pct":{"SPY":-0.013304,"IWM":-0.034803}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.501659},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"21646d107a70","ts":"2026-09-09T16:36:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6137,"target":14.8533,"target_label":"clear air (typical 60-min move)","reward_risk":1.15,"pos_in_5d_range_pct":194.3,"room_to_5d_high_atr":-3.13},"price":14.725,"vwap":14.4539,"ext_from_open_pct":4.3,"max_ext_allowed_pct":5.0,"volume_pace":4.433,"trend":"flat","recent_slope_pct":-0.0132,"volatility":"medium"},"price":14.725,"volume":{"bars":186,"last_bar_volume":5067.0,"baseline_avg":9060.15,"bar_rvol":0.559262,"raw_accel":1.237049,"smooth_accel":-0.601734,"accel_momentum":-0.132011,"rvol_3bar":[0.121303,0.205376,0.559262],"trend_3bar":"ACCELERATING","projected_rvol":0.232667},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":69.0,"sell_vol":105.0,"unclassified_vol":0.0,"imbalance":-0.206897,"bid":14.72,"ask":14.73,"spread_pct":0.067912,"quote_size_imbalance":null,"quote_age_s":2.597833},"context":{"vwap":14.453756,"price_vs_vwap_pct":1.876631,"ema9":14.723474,"ema20":14.709441,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.237127,"dist_to_hod_atr":1.40889,"atr":0.024842,"spread_atr":0.40254,"own_change_pct":0.033956,"rel_strength_pct":{"SPY":-0.013304,"IWM":-0.034803}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.115709},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a620b01fe0ad","ts":"2026-09-09T16:37:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.6137,"target":14.8507,"target_label":"clear air (typical 60-min move)","reward_risk":1.13,"pos_in_5d_range_pct":194.3,"room_to_5d_high_atr":-3.13},"price":14.725,"vwap":14.4539,"ext_from_open_pct":4.3,"max_ext_allowed_pct":4.0,"volume_pace":4.425,"trend":"flat","recent_slope_pct":-0.0237,"volatility":"medium"},"price":14.725,"volume":{"bars":187,"last_bar_volume":1581.0,"baseline_avg":8311.5,"bar_rvol":0.190218,"raw_accel":-0.687981,"smooth_accel":-0.41499,"accel_momentum":0.186744,"rvol_3bar":[0.205376,0.559262,0.190218],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":0.0,"sell_vol":106.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":14.72,"ask":14.73,"spread_pct":0.067912,"quote_size_imbalance":null,"quote_age_s":3.683321},"context":{"vwap":14.453904,"price_vs_vwap_pct":1.875587,"ema9":14.723779,"ema20":14.710923,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.237127,"dist_to_hod_atr":1.477019,"atr":0.023696,"spread_atr":0.422005,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.01772,"IWM":-0.008626}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.190218},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6401d5c085ed","ts":"2026-09-09T16:37:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 570.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.24; target 0.24 away > ~0.22 reachable in 198 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.24,"pos_in_5d_range_pct":80.1,"room_to_5d_high_atr":0.4},"price":11.1167,"vwap":10.9858,"ext_from_open_pct":-1.49,"max_ext_allowed_pct":3.0,"volume_pace":0.919,"trend":"flat","recent_slope_pct":0.0776,"volatility":"medium"},"price":11.1167,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":2726.0,"sell_vol":4684.0,"unclassified_vol":0.0,"imbalance":-0.264238,"bid":11.15,"ask":11.16,"spread_pct":0.089646,"quote_size_imbalance":null,"quote_age_s":0.851045},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.191337,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.333043,"dist_to_hod_atr":6.940969,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.899928,"IWM":0.909021}},"vas":{"raw":1,"score":5.0,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.668735},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d0d6260414bf","ts":"2026-09-09T16:37:10+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 575.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.87; breakout of ceiling 11.13 but last 5 bars not sloping up (0.146% <= 0.156%); R:R 0.87 < 2.0 at 11.15; breakout: 1-min ","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.87,"pos_in_5d_range_pct":83.2,"room_to_5d_high_atr":0.34},"price":11.155,"vwap":10.9858,"ext_from_open_pct":-1.15,"max_ext_allowed_pct":3.0,"volume_pace":0.919,"trend":"flat","recent_slope_pct":0.1464,"volatility":"medium"},"price":11.155,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":471.0,"sell_vol":4800.0,"unclassified_vol":0.0,"imbalance":-0.821286,"bid":11.15,"ask":11.16,"spread_pct":0.089646,"quote_size_imbalance":null,"quote_age_s":1.106043},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.539968,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.0,"dist_to_hod_atr":6.247416,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.899928,"IWM":0.909021}},"vas":{"raw":0,"score":4.4,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-2.07852},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"98242101f0b7","ts":"2026-09-09T16:37:25+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 590.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 0.99; target 0.22 away > ~0.22 reachable in 198 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.99,"pos_in_5d_range_pct":82.1,"room_to_5d_high_atr":0.36},"price":11.1414,"vwap":10.9864,"ext_from_open_pct":-1.27,"max_ext_allowed_pct":3.0,"volume_pace":0.921,"trend":"flat","recent_slope_pct":0.122,"volatility":"medium"},"price":11.1414,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":3.290294},"flow":{"window_s":30,"trades":150,"trade_rate":5.0,"buy_vol":10463.0,"sell_vol":16877.0,"unclassified_vol":0.0,"imbalance":-0.234601,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":1.46394},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.416172,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.118261,"dist_to_hod_atr":6.493691,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.899928,"IWM":0.909021}},"vas":{"raw":1,"score":5.0,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.593731},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"163517484c67","ts":"2026-09-09T16:37:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2031,"target":8.39,"target_label":"ceiling","reward_risk":1.28,"pos_in_5d_range_pct":33.3,"room_to_5d_high_atr":1.4},"price":8.285,"vwap":8.2352,"ext_from_open_pct":-3.1,"max_ext_allowed_pct":4.0,"volume_pace":1.451,"trend":"flat","recent_slope_pct":-0.018,"volatility":"medium"},"price":8.285,"volume":{"bars":187,"last_bar_volume":1315.0,"baseline_avg":1308.1,"bar_rvol":1.005275,"raw_accel":3.021099,"smooth_accel":6.56351,"accel_momentum":1.916203,"rvol_3bar":[4.479775,0.101699,1.005275],"trend_3bar":"MIXED","projected_rvol":1.522819},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":869.0,"sell_vol":127.0,"unclassified_vol":0.0,"imbalance":0.74498,"bid":8.28,"ask":8.29,"spread_pct":0.1207,"quote_size_imbalance":null,"quote_age_s":0.566861},"context":{"vwap":8.235108,"price_vs_vwap_pct":0.60585,"ema9":8.291543,"ema20":8.287905,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.637813,"dist_to_hod_atr":27.608909,"atr":0.017929,"spread_atr":0.557756,"own_change_pct":0.033783,"rel_strength_pct":{"SPY":0.016063,"IWM":0.025157}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.74891},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"98f3aea2c6ac","ts":"2026-09-09T16:37:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 605.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; breakout of ceiling 11.13 but last 5 bars not sloping up (0.129% <= 0.156%); R:R 0.96 < 2.0 at 11.14; breakout: 1-min ","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.145,"vwap":10.9865,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.921,"trend":"flat","recent_slope_pct":0.1285,"volatility":"medium"},"price":11.145,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":2.48176},"flow":{"window_s":30,"trades":180,"trade_rate":6.0,"buy_vol":14411.0,"sell_vol":17549.0,"unclassified_vol":0.0,"imbalance":-0.098185,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.314214},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.448941,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.086957,"dist_to_hod_atr":6.4285,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.899928,"IWM":0.909021}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.248488},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9b2bd24ff537","ts":"2026-09-09T16:37:45+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.2131,"target":8.39,"target_label":"ceiling","reward_risk":1.16,"pos_in_5d_range_pct":34.8,"room_to_5d_high_atr":1.37},"price":8.295,"vwap":8.2353,"ext_from_open_pct":-2.98,"max_ext_allowed_pct":4.0,"volume_pace":1.452,"trend":"flat","recent_slope_pct":0.0061,"volatility":"medium"},"price":8.295,"volume":{"bars":187,"last_bar_volume":1315.0,"baseline_avg":1308.1,"bar_rvol":1.005275,"raw_accel":3.021099,"smooth_accel":6.56351,"accel_momentum":1.916203,"rvol_3bar":[4.479775,0.101699,1.005275],"trend_3bar":"MIXED","projected_rvol":2.343348},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1660.0,"sell_vol":609.0,"unclassified_vol":0.0,"imbalance":0.4632,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":1.747278},"context":{"vwap":8.235108,"price_vs_vwap_pct":0.727281,"ema9":8.291543,"ema20":8.287905,"ema_stack":true,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.523918,"dist_to_hod_atr":27.051153,"atr":0.017929,"spread_atr":0.557756,"own_change_pct":0.033783,"rel_strength_pct":{"SPY":0.016063,"IWM":0.025157}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.465643},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"717b99ad1c33","ts":"2026-09-09T16:37:45+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 610.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.00; target 0.22 away > ~0.22 reachable in 197 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.0,"pos_in_5d_range_pct":82.0,"room_to_5d_high_atr":0.36},"price":11.14,"vwap":10.9865,"ext_from_open_pct":-1.28,"max_ext_allowed_pct":3.0,"volume_pace":0.92,"trend":"flat","recent_slope_pct":0.1195,"volatility":"medium"},"price":11.14,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":2.233316},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":4123.0,"sell_vol":2483.0,"unclassified_vol":0.0,"imbalance":0.248259,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.523334},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.403428,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.130435,"dist_to_hod_atr":6.519043,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.899928,"IWM":0.909021}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.628297},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ed656af214d3","ts":"2026-09-09T16:37:50+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 615.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.91; breakout of ceiling 11.13 but last 5 bars not sloping up (0.138% <= 0.156%); R:R 0.91 < 2.0 at 11.15; breakout: 1-min ","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.91,"pos_in_5d_range_pct":82.8,"room_to_5d_high_atr":0.35},"price":11.15,"vwap":10.9865,"ext_from_open_pct":-1.2,"max_ext_allowed_pct":3.0,"volume_pace":0.92,"trend":"flat","recent_slope_pct":0.1375,"volatility":"medium"},"price":11.15,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":2.024607},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":4075.0,"sell_vol":2585.0,"unclassified_vol":0.0,"imbalance":0.223724,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.755207},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.494454,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.043478,"dist_to_hod_atr":6.337958,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.899928,"IWM":0.909021}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.566202},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"978fc68d4476","ts":"2026-09-09T16:38:00+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 625.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.01; target 0.22 away > ~0.22 reachable in 197 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.01,"pos_in_5d_range_pct":81.9,"room_to_5d_high_atr":0.37},"price":11.1392,"vwap":10.9865,"ext_from_open_pct":-1.29,"max_ext_allowed_pct":3.0,"volume_pace":0.919,"trend":"flat","recent_slope_pct":0.118,"volatility":"medium"},"price":11.1392,"volume":{"bars":187,"last_bar_volume":49429.0,"baseline_avg":19530.9,"bar_rvol":2.53081,"raw_accel":2.560398,"smooth_accel":0.122453,"accel_momentum":-0.12793,"rvol_3bar":[1.821319,0.710477,2.53081],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":1839.0,"sell_vol":1356.0,"unclassified_vol":0.0,"imbalance":0.151174,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.16968},"context":{"vwap":10.985822,"price_vs_vwap_pct":1.396146,"ema9":11.077372,"ema20":11.034008,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.137391,"dist_to_hod_atr":6.533529,"atr":0.055223,"spread_atr":0.181085,"own_change_pct":0.917647,"rel_strength_pct":{"SPY":0.911085,"IWM":0.905618}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.382592},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5e234c47a17f","ts":"2026-09-09T16:38:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1825.0s, plan says WATCH; stop 12.59, target 12.74 (premarket_high), R:R 0.43; R:R 0.43 < 2.0 at 12.70; pullback: buy 12.66-12.68 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.74,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5765,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.996,"trend":"flat","recent_slope_pct":0.0098,"volatility":"medium"},"price":12.695,"volume":{"bars":188,"last_bar_volume":1718.0,"baseline_avg":13831.65,"bar_rvol":0.124208,"raw_accel":-0.857262,"smooth_accel":1.216066,"accel_momentum":-1.442292,"rvol_3bar":[5.50402,0.879275,0.124208],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":516.0,"sell_vol":424.0,"unclassified_vol":0.0,"imbalance":0.097872,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.131101},"context":{"vwap":12.576524,"price_vs_vwap_pct":0.942038,"ema9":12.67619,"ema20":12.656296,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":4.632519,"atr":0.029142,"spread_atr":0.34315,"own_change_pct":0.184808,"rel_strength_pct":{"SPY":0.178246,"IWM":0.172779}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.012157},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"00f6956c2c09","ts":"2026-09-09T16:38:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6025,"target":14.8369,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":193.5,"room_to_5d_high_atr":-3.11},"price":14.7138,"vwap":14.4551,"ext_from_open_pct":4.22,"max_ext_allowed_pct":5.0,"volume_pace":4.414,"trend":"flat","recent_slope_pct":-0.0554,"volatility":"medium"},"price":14.7138,"volume":{"bars":188,"last_bar_volume":13637.0,"baseline_avg":6429.95,"bar_rvol":2.120856,"raw_accel":7.483425,"smooth_accel":0.555717,"accel_momentum":0.970707,"rvol_3bar":[0.559262,0.190218,2.120856],"trend_3bar":"MIXED","projected_rvol":0.049269},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":1091.0,"sell_vol":109.0,"unclassified_vol":0.0,"imbalance":0.818333,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":0.143263},"context":{"vwap":14.455096,"price_vs_vwap_pct":1.789705,"ema9":14.719143,"ema20":14.70994,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.313008,"dist_to_hod_atr":1.901498,"atr":0.024297,"spread_atr":0.41158,"own_change_pct":-0.214496,"rel_strength_pct":{"SPY":-0.221058,"IWM":-0.226525}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.735567},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e44285f87193","ts":"2026-09-09T16:38:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5888,"target":14.8232,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":192.6,"room_to_5d_high_atr":-3.08},"price":14.7001,"vwap":14.4554,"ext_from_open_pct":4.12,"max_ext_allowed_pct":4.0,"volume_pace":4.418,"trend":"flat","recent_slope_pct":-0.0741,"volatility":"medium"},"price":14.7001,"volume":{"bars":188,"last_bar_volume":13637.0,"baseline_avg":6429.95,"bar_rvol":2.120856,"raw_accel":7.483425,"smooth_accel":0.555717,"accel_momentum":0.970707,"rvol_3bar":[0.559262,0.190218,2.120856],"trend_3bar":"MIXED","projected_rvol":1.18819},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":2412.0,"sell_vol":1408.0,"unclassified_vol":0.0,"imbalance":0.262827,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":3.569097},"context":{"vwap":14.455096,"price_vs_vwap_pct":1.694929,"ema9":14.719143,"ema20":14.70994,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.405827,"dist_to_hod_atr":2.465362,"atr":0.024297,"spread_atr":0.41158,"own_change_pct":-0.214496,"rel_strength_pct":{"SPY":-0.221058,"IWM":-0.226525}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.557419},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f768e1ee2c26","ts":"2026-09-09T16:38:30+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 655.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.95; R:R 0.95 < 2.0 at 11.15; breakout: 1-min close > 11.17 on >= 37494 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.95,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.1452,"vwap":10.9866,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.917,"trend":"flat","recent_slope_pct":0.1647,"volatility":"medium"},"price":11.1452,"volume":{"bars":188,"last_bar_volume":33666.0,"baseline_avg":21622.85,"bar_rvol":1.556964,"raw_accel":-0.318902,"smooth_accel":-0.049506,"accel_momentum":-0.171958,"rvol_3bar":[0.710477,2.53081,1.556964],"trend_3bar":"MIXED","projected_rvol":0.214125},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":1149.0,"sell_vol":1166.0,"unclassified_vol":0.0,"imbalance":-0.007343,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.316667},"context":{"vwap":10.986515,"price_vs_vwap_pct":1.444357,"ema9":11.089737,"ema20":11.044026,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.085217,"dist_to_hod_atr":6.205146,"atr":0.057178,"spread_atr":0.174891,"own_change_pct":0.534296,"rel_strength_pct":{"SPY":0.527734,"IWM":0.522267}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.011433},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"39922e3a515b","ts":"2026-09-09T16:38:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 665.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.05; target 0.22 away > ~0.22 reachable in 196 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.05,"pos_in_5d_range_pct":81.6,"room_to_5d_high_atr":0.37},"price":11.135,"vwap":10.9867,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":4.0,"volume_pace":0.917,"trend":"flat","recent_slope_pct":0.1464,"volatility":"medium"},"price":11.135,"volume":{"bars":188,"last_bar_volume":33666.0,"baseline_avg":21622.85,"bar_rvol":1.556964,"raw_accel":-0.318902,"smooth_accel":-0.049506,"accel_momentum":-0.171958,"rvol_3bar":[0.710477,2.53081,1.556964],"trend_3bar":"MIXED","projected_rvol":0.546713},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":4476.0,"sell_vol":1574.0,"unclassified_vol":0.0,"imbalance":0.479669,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.832638},"context":{"vwap":10.986515,"price_vs_vwap_pct":1.351516,"ema9":11.089737,"ema20":11.044026,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.173913,"dist_to_hod_atr":6.383536,"atr":0.057178,"spread_atr":0.174891,"own_change_pct":0.534296,"rel_strength_pct":{"SPY":0.527734,"IWM":0.522267}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.746828},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1e665dfcc3f8","ts":"2026-09-09T16:39:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.828,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.4555,"ext_from_open_pct":4.16,"max_ext_allowed_pct":5.0,"volume_pace":4.404,"trend":"flat","recent_slope_pct":-0.0478,"volatility":"medium"},"price":14.705,"volume":{"bars":189,"last_bar_volume":4977.0,"baseline_avg":6183.0,"bar_rvol":0.804949,"raw_accel":-0.635037,"smooth_accel":1.483094,"accel_momentum":0.927376,"rvol_3bar":[0.190218,2.120856,0.804949],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":130.0,"sell_vol":121.0,"unclassified_vol":0.0,"imbalance":0.035857,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":4.492278},"context":{"vwap":14.455522,"price_vs_vwap_pct":1.725833,"ema9":14.716235,"ema20":14.709431,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":2.320281,"atr":0.023704,"spread_atr":0.421869,"own_change_pct":-0.206312,"rel_strength_pct":{"SPY":-0.214185,"IWM":-0.221775}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.028863},"shadow":{"decision":"FAIL","failed":["imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6cb6e8510d78","ts":"2026-09-09T16:39:10+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 695.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 37277 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.145,"vwap":10.9867,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.915,"trend":"flat","recent_slope_pct":0.0755,"volatility":"medium"},"price":11.145,"volume":{"bars":189,"last_bar_volume":8779.0,"baseline_avg":22483.4,"bar_rvol":0.390466,"raw_accel":-0.739232,"smooth_accel":-0.030087,"accel_momentum":0.019418,"rvol_3bar":[2.53081,1.556964,0.390466],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":97.0,"sell_vol":1866.0,"unclassified_vol":0.0,"imbalance":-0.901172,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":9.091894},"context":{"vwap":10.986696,"price_vs_vwap_pct":1.440869,"ema9":11.09879,"ema20":11.05269,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.086957,"dist_to_hod_atr":6.241221,"atr":0.05688,"spread_atr":0.175809,"own_change_pct":0.212394,"rel_strength_pct":{"SPY":0.204521,"IWM":0.196931}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.351877},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"3f3b8688eda5","ts":"2026-09-09T16:39:15+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 940.0s, plan says PASS; stop 5.51, target 5.69 (prev_day_high), R:R 1.89; target 0.12 away > ~0.06 reachable in 196 min","plan":{"state":"PASS","setup":"","stop":5.5065,"target":5.69,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.57,"vwap":5.5255,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.068,"trend":"flat","recent_slope_pct":0.1319,"volatility":"medium"},"price":5.57,"volume":{"bars":189,"last_bar_volume":191856.0,"baseline_avg":59695.6,"bar_rvol":3.213905,"raw_accel":0.897479,"smooth_accel":0.258322,"accel_momentum":0.063185,"rvol_3bar":[0.478261,1.653644,3.213905],"trend_3bar":"ACCELERATING","projected_rvol":6.005535},"flow":{"window_s":30,"trades":131,"trade_rate":4.366667,"buy_vol":127717.0,"sell_vol":21616.0,"unclassified_vol":0.0,"imbalance":0.710499,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":0.17225},"context":{"vwap":5.525191,"price_vs_vwap_pct":0.811,"ema9":5.543143,"ema20":5.538376,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.88968,"dist_to_hod_atr":3.850325,"atr":0.012986,"spread_atr":0.770065,"own_change_pct":0.180343,"rel_strength_pct":{"SPY":0.172469,"IWM":0.164879}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":2.283478},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dffe764f81bc","ts":"2026-09-09T16:39:15+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 700.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.05; target 0.22 away > ~0.22 reachable in 196 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.05,"pos_in_5d_range_pct":81.6,"room_to_5d_high_atr":0.37},"price":11.135,"vwap":10.9867,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":3.0,"volume_pace":0.915,"trend":"flat","recent_slope_pct":0.0575,"volatility":"medium"},"price":11.135,"volume":{"bars":189,"last_bar_volume":8779.0,"baseline_avg":22483.4,"bar_rvol":0.390466,"raw_accel":-0.739232,"smooth_accel":-0.030087,"accel_momentum":0.019418,"rvol_3bar":[2.53081,1.556964,0.390466],"trend_3bar":"DECELERATING","projected_rvol":0.381793},"flow":{"window_s":30,"trades":42,"trade_rate":1.4,"buy_vol":97.0,"sell_vol":2922.0,"unclassified_vol":0.0,"imbalance":-0.93574,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.235905},"context":{"vwap":10.986696,"price_vs_vwap_pct":1.349849,"ema9":11.09879,"ema20":11.05269,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.173913,"dist_to_hod_atr":6.41703,"atr":0.05688,"spread_atr":0.175809,"own_change_pct":0.212394,"rel_strength_pct":{"SPY":0.204521,"IWM":0.196931}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.365375},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"fc600e4c2379","ts":"2026-09-09T16:39:20+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.5787,"target":14.813,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.06},"price":14.69,"vwap":14.4556,"ext_from_open_pct":4.05,"max_ext_allowed_pct":4.0,"volume_pace":4.401,"trend":"flat","recent_slope_pct":-0.0683,"volatility":"medium"},"price":14.69,"volume":{"bars":189,"last_bar_volume":4977.0,"baseline_avg":6183.0,"bar_rvol":0.804949,"raw_accel":-0.635037,"smooth_accel":1.483094,"accel_momentum":0.927376,"rvol_3bar":[0.190218,2.120856,0.804949],"trend_3bar":"MIXED","projected_rvol":0.338185},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":145.0,"sell_vol":583.0,"unclassified_vol":0.0,"imbalance":-0.601648,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.270454},"context":{"vwap":14.455522,"price_vs_vwap_pct":1.622066,"ema9":14.716235,"ema20":14.709431,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.474255,"dist_to_hod_atr":2.953085,"atr":0.023704,"spread_atr":0.421869,"own_change_pct":-0.206312,"rel_strength_pct":{"SPY":-0.214185,"IWM":-0.221775}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.484296},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5c47833c5675","ts":"2026-09-09T16:39:25+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 950.0s, plan says WATCH; stop 5.50, target 5.58 (premarket_high), R:R 0.32; R:R 0.32 < 2.0 at 5.56; breakout: 1-min close > 5.57 on >= 89667 sh","plan":{"state":"WATCH","setup":"","stop":5.4965,"target":5.58,"target_label":"premarket_high","reward_risk":0.32,"pos_in_5d_range_pct":74.0,"room_to_5d_high_atr":0.51},"price":5.56,"vwap":5.5255,"ext_from_open_pct":-0.18,"max_ext_allowed_pct":4.0,"volume_pace":1.068,"trend":"flat","recent_slope_pct":0.0959,"volatility":"medium"},"price":5.56,"volume":{"bars":189,"last_bar_volume":191856.0,"baseline_avg":59695.6,"bar_rvol":3.213905,"raw_accel":0.897479,"smooth_accel":0.258322,"accel_momentum":0.063185,"rvol_3bar":[0.478261,1.653644,3.213905],"trend_3bar":"ACCELERATING","projected_rvol":3.820342},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":107684.0,"sell_vol":7270.0,"unclassified_vol":0.0,"imbalance":0.873515,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":1.051136},"context":{"vwap":5.525191,"price_vs_vwap_pct":0.63001,"ema9":5.543143,"ema20":5.538376,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.067616,"dist_to_hod_atr":4.62039,"atr":0.012986,"spread_atr":0.770065,"own_change_pct":0.180343,"rel_strength_pct":{"SPY":0.172469,"IWM":0.164879}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":2.807393},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5cb9d2d558ac","ts":"2026-09-09T16:39:40+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 965.0s, plan says PASS; stop 5.51, target 5.69 (prev_day_high), R:R 1.89; target 0.12 away > ~0.06 reachable in 195 min","plan":{"state":"PASS","setup":"","stop":5.5065,"target":5.69,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.57,"vwap":5.5256,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.07,"trend":"flat","recent_slope_pct":0.1319,"volatility":"medium"},"price":5.57,"volume":{"bars":189,"last_bar_volume":191856.0,"baseline_avg":59695.6,"bar_rvol":3.213905,"raw_accel":0.897479,"smooth_accel":0.258322,"accel_momentum":0.063185,"rvol_3bar":[0.478261,1.653644,3.213905],"trend_3bar":"ACCELERATING","projected_rvol":3.403995},"flow":{"window_s":30,"trades":113,"trade_rate":3.766667,"buy_vol":129627.0,"sell_vol":2255.0,"unclassified_vol":0.0,"imbalance":0.965803,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":1.556412},"context":{"vwap":5.525191,"price_vs_vwap_pct":0.811,"ema9":5.543143,"ema20":5.538376,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.88968,"dist_to_hod_atr":3.850325,"atr":0.012986,"spread_atr":0.770065,"own_change_pct":0.180343,"rel_strength_pct":{"SPY":0.172469,"IWM":0.164879}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":3.103999},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e8fe8152d460","ts":"2026-09-09T16:39:45+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 970.0s, plan says WATCH; stop 5.50, target 5.58 (premarket_high), R:R 0.32; R:R 0.32 < 2.0 at 5.56; breakout: 1-min close > 5.57 on >= 89667 sh","plan":{"state":"WATCH","setup":"","stop":5.4965,"target":5.58,"target_label":"premarket_high","reward_risk":0.32,"pos_in_5d_range_pct":74.0,"room_to_5d_high_atr":0.51},"price":5.56,"vwap":5.5256,"ext_from_open_pct":-0.18,"max_ext_allowed_pct":4.0,"volume_pace":1.07,"trend":"flat","recent_slope_pct":0.0959,"volatility":"medium"},"price":5.56,"volume":{"bars":189,"last_bar_volume":191856.0,"baseline_avg":59695.6,"bar_rvol":3.213905,"raw_accel":0.897479,"smooth_accel":0.258322,"accel_momentum":0.063185,"rvol_3bar":[0.478261,1.653644,3.213905],"trend_3bar":"ACCELERATING","projected_rvol":3.230255},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":53948.0,"sell_vol":1050.0,"unclassified_vol":0.0,"imbalance":0.961817,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":2.065152},"context":{"vwap":5.525191,"price_vs_vwap_pct":0.63001,"ema9":5.543143,"ema20":5.538376,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.067616,"dist_to_hod_atr":4.62039,"atr":0.012986,"spread_atr":0.770065,"own_change_pct":0.180343,"rel_strength_pct":{"SPY":0.172469,"IWM":0.164879}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":3.091188},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"89bf5606490c","ts":"2026-09-09T16:39:50+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 735.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 37277 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.145,"vwap":10.9868,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.912,"trend":"flat","recent_slope_pct":0.0755,"volatility":"medium"},"price":11.145,"volume":{"bars":189,"last_bar_volume":8779.0,"baseline_avg":22483.4,"bar_rvol":0.390466,"raw_accel":-0.739232,"smooth_accel":-0.030087,"accel_momentum":0.019418,"rvol_3bar":[2.53081,1.556964,0.390466],"trend_3bar":"DECELERATING","projected_rvol":0.325253},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":3145.0,"sell_vol":722.0,"unclassified_vol":0.0,"imbalance":0.626584,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.183756},"context":{"vwap":10.986696,"price_vs_vwap_pct":1.440869,"ema9":11.09879,"ema20":11.05269,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.086957,"dist_to_hod_atr":6.241221,"atr":0.05688,"spread_atr":0.175809,"own_change_pct":0.212394,"rel_strength_pct":{"SPY":0.204521,"IWM":0.196931}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.24466},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"dff8d6b79ff7","ts":"2026-09-09T16:39:55+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 740.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.05; target 0.22 away > ~0.22 reachable in 195 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.05,"pos_in_5d_range_pct":81.6,"room_to_5d_high_atr":0.37},"price":11.135,"vwap":10.9868,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":3.0,"volume_pace":0.912,"trend":"flat","recent_slope_pct":0.0575,"volatility":"medium"},"price":11.135,"volume":{"bars":189,"last_bar_volume":8779.0,"baseline_avg":22483.4,"bar_rvol":0.390466,"raw_accel":-0.739232,"smooth_accel":-0.030087,"accel_momentum":0.019418,"rvol_3bar":[2.53081,1.556964,0.390466],"trend_3bar":"DECELERATING","projected_rvol":0.332609},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":3716.0,"sell_vol":883.0,"unclassified_vol":0.0,"imbalance":0.616003,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.609751},"context":{"vwap":10.986696,"price_vs_vwap_pct":1.349849,"ema9":11.09879,"ema20":11.05269,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.173913,"dist_to_hod_atr":6.41703,"atr":0.05688,"spread_atr":0.175809,"own_change_pct":0.212394,"rel_strength_pct":{"SPY":0.204521,"IWM":0.196931}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.240528},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"90e78f9bfac7","ts":"2026-09-09T16:40:00+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 745.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 37277 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.3,"room_to_5d_high_atr":0.36},"price":11.1443,"vwap":10.9868,"ext_from_open_pct":-1.25,"max_ext_allowed_pct":3.0,"volume_pace":0.912,"trend":"flat","recent_slope_pct":0.0742,"volatility":"medium"},"price":11.1443,"volume":{"bars":189,"last_bar_volume":8779.0,"baseline_avg":22483.4,"bar_rvol":0.390466,"raw_accel":-0.739232,"smooth_accel":-0.030087,"accel_momentum":0.019418,"rvol_3bar":[2.53081,1.556964,0.390466],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":3811.0,"sell_vol":1087.0,"unclassified_vol":0.0,"imbalance":0.556145,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.649918},"context":{"vwap":10.986696,"price_vs_vwap_pct":1.434497,"ema9":11.09879,"ema20":11.05269,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.093043,"dist_to_hod_atr":6.253528,"atr":0.05688,"spread_atr":0.175809,"own_change_pct":0.212394,"rel_strength_pct":{"SPY":0.192712,"IWM":0.18147}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.217156},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"efbde3058333","ts":"2026-09-09T16:40:05+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.59 below VWAP $11.61","plan":{"state":"PASS","setup":"","stop":11.43,"target":11.98,"target_label":"range_20d_high","reward_risk":2.44,"pos_in_5d_range_pct":135.3,"room_to_5d_high_atr":-0.72},"price":11.59,"vwap":11.6058,"ext_from_open_pct":-0.94,"max_ext_allowed_pct":3.0,"volume_pace":1.948,"trend":"flat","recent_slope_pct":-0.1212,"volatility":"medium"},"price":11.59,"volume":{"bars":190,"last_bar_volume":4780.0,"baseline_avg":1638.95,"bar_rvol":2.916501,"raw_accel":0.53058,"smooth_accel":1.883039,"accel_momentum":-0.122544,"rvol_3bar":[0.13717,2.054605,2.916501],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":144.0,"sell_vol":3835.0,"unclassified_vol":0.0,"imbalance":-0.92762,"bid":11.59,"ask":11.67,"spread_pct":0.687876,"quote_size_imbalance":null,"quote_age_s":1.10025},"context":{"vwap":11.605808,"price_vs_vwap_pct":-0.136205,"ema9":11.65928,"ema20":11.660656,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.0,"dist_to_hod_atr":8.754687,"atr":0.069677,"spread_atr":1.148156,"own_change_pct":-0.726185,"rel_strength_pct":{"SPY":-0.745868,"IWM":-0.75711}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-2.705405},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"04bc42b6829e","ts":"2026-09-09T16:40:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 750.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.02; target 0.22 away > ~0.22 reachable in 195 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.02,"pos_in_5d_range_pct":81.8,"room_to_5d_high_atr":0.37},"price":11.1377,"vwap":10.9869,"ext_from_open_pct":-1.31,"max_ext_allowed_pct":3.0,"volume_pace":0.911,"trend":"flat","recent_slope_pct":-0.02,"volatility":"medium"},"price":11.1377,"volume":{"bars":190,"last_bar_volume":7302.0,"baseline_avg":22216.65,"bar_rvol":0.328672,"raw_accel":-0.168242,"smooth_accel":-0.484802,"accel_momentum":-0.454715,"rvol_3bar":[1.556964,0.390466,0.328672],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":3812.0,"sell_vol":962.0,"unclassified_vol":0.0,"imbalance":0.596984,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":2.814334},"context":{"vwap":10.98685,"price_vs_vwap_pct":1.373007,"ema9":11.107892,"ema20":11.061415,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.150435,"dist_to_hod_atr":6.461084,"atr":0.056074,"spread_atr":0.178335,"own_change_pct":0.618465,"rel_strength_pct":{"SPY":0.598783,"IWM":0.587541}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.196212},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a73922915141","ts":"2026-09-09T16:40:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.45,"target":11.98,"target_label":"range_20d_high","reward_risk":2.31,"pos_in_5d_range_pct":137.3,"room_to_5d_high_atr":-0.76},"price":11.61,"vwap":11.6058,"ext_from_open_pct":-0.77,"max_ext_allowed_pct":3.0,"volume_pace":1.948,"trend":"flat","recent_slope_pct":-0.0868,"volatility":"medium"},"price":11.61,"volume":{"bars":190,"last_bar_volume":4780.0,"baseline_avg":1638.95,"bar_rvol":2.916501,"raw_accel":0.53058,"smooth_accel":1.883039,"accel_momentum":-0.122544,"rvol_3bar":[0.13717,2.054605,2.916501],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":126.0,"sell_vol":4035.0,"unclassified_vol":0.0,"imbalance":-0.939438,"bid":11.59,"ask":11.67,"spread_pct":0.687876,"quote_size_imbalance":null,"quote_age_s":1.019198},"context":{"vwap":11.605808,"price_vs_vwap_pct":0.036123,"ema9":11.65928,"ema20":11.660656,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.836066,"dist_to_hod_atr":8.467648,"atr":0.069677,"spread_atr":1.148156,"own_change_pct":-0.726185,"rel_strength_pct":{"SPY":-0.745868,"IWM":-0.75711}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-2.739871},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0c9337014efa","ts":"2026-09-09T16:40:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5801,"target":14.8144,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":192.0,"room_to_5d_high_atr":-3.06},"price":14.6914,"vwap":14.4558,"ext_from_open_pct":4.06,"max_ext_allowed_pct":5.0,"volume_pace":4.382,"trend":"flat","recent_slope_pct":-0.0467,"volatility":"medium"},"price":14.6914,"volume":{"bars":190,"last_bar_volume":2968.0,"baseline_avg":6321.65,"bar_rvol":0.469498,"raw_accel":-0.403657,"smooth_accel":1.525097,"accel_momentum":0.042003,"rvol_3bar":[2.120856,0.804949,0.469498],"trend_3bar":"DECELERATING","projected_rvol":0.17274},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":648.0,"sell_vol":658.0,"unclassified_vol":0.0,"imbalance":-0.007657,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.645677},"context":{"vwap":14.455767,"price_vs_vwap_pct":1.630026,"ema9":14.712828,"ema20":14.708457,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.46477,"dist_to_hod_atr":2.93833,"atr":0.023347,"spread_atr":0.428328,"own_change_pct":-0.276121,"rel_strength_pct":{"SPY":-0.295804,"IWM":-0.307046}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.003595},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8b12adc8c7dc","ts":"2026-09-09T16:40:25+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 770.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 36919 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.145,"vwap":10.9869,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.91,"trend":"flat","recent_slope_pct":-0.0069,"volatility":"medium"},"price":11.145,"volume":{"bars":190,"last_bar_volume":7302.0,"baseline_avg":22216.65,"bar_rvol":0.328672,"raw_accel":-0.168242,"smooth_accel":-0.484802,"accel_momentum":-0.454715,"rvol_3bar":[1.556964,0.390466,0.328672],"trend_3bar":"DECELERATING","projected_rvol":0.037053},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":107.0,"sell_vol":683.0,"unclassified_vol":0.0,"imbalance":-0.729114,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.324461},"context":{"vwap":10.98685,"price_vs_vwap_pct":1.43945,"ema9":11.107892,"ema20":11.061415,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.086957,"dist_to_hod_atr":6.330899,"atr":0.056074,"spread_atr":0.178335,"own_change_pct":0.618465,"rel_strength_pct":{"SPY":0.598783,"IWM":0.587541}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.23964},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6246abac13a8","ts":"2026-09-09T16:40:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5787,"target":14.813,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.06},"price":14.69,"vwap":14.4559,"ext_from_open_pct":4.05,"max_ext_allowed_pct":4.0,"volume_pace":4.38,"trend":"flat","recent_slope_pct":-0.0486,"volatility":"medium"},"price":14.69,"volume":{"bars":190,"last_bar_volume":2968.0,"baseline_avg":6321.65,"bar_rvol":0.469498,"raw_accel":-0.403657,"smooth_accel":1.525097,"accel_momentum":0.042003,"rvol_3bar":[2.120856,0.804949,0.469498],"trend_3bar":"DECELERATING","projected_rvol":0.584974},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":918.0,"sell_vol":931.0,"unclassified_vol":0.0,"imbalance":-0.007031,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.769947},"context":{"vwap":14.455767,"price_vs_vwap_pct":1.620341,"ema9":14.712828,"ema20":14.708457,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.474255,"dist_to_hod_atr":2.998296,"atr":0.023347,"spread_atr":0.428328,"own_change_pct":-0.276121,"rel_strength_pct":{"SPY":-0.295804,"IWM":-0.307046}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.003301},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"973f8efdc60f","ts":"2026-09-09T16:40:30+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 1015.0s, plan says PASS; stop 5.51, target 5.69 (prev_day_high), R:R 1.89; target 0.12 away > ~0.06 reachable in 194 min","plan":{"state":"PASS","setup":"","stop":5.5065,"target":5.69,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.57,"vwap":5.5259,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.075,"trend":"flat","recent_slope_pct":0.1404,"volatility":"medium"},"price":5.57,"volume":{"bars":190,"last_bar_volume":184924.0,"baseline_avg":68484.8,"bar_rvol":2.70022,"raw_accel":-0.036131,"smooth_accel":1.727361,"accel_momentum":1.469039,"rvol_3bar":[1.653644,3.213905,2.70022],"trend_3bar":"MIXED","projected_rvol":1.648979},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":48108.0,"sell_vol":8357.0,"unclassified_vol":0.0,"imbalance":0.703994,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":0.487217},"context":{"vwap":5.525752,"price_vs_vwap_pct":0.800764,"ema9":5.547514,"ema20":5.540912,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.88968,"dist_to_hod_atr":3.72109,"atr":0.013437,"spread_atr":0.744218,"own_change_pct":0.451264,"rel_strength_pct":{"SPY":0.431581,"IWM":0.420339}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.900937},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"122b94b325cf","ts":"2026-09-09T16:40:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 785.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.00; target 0.22 away > ~0.22 reachable in 194 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.0,"pos_in_5d_range_pct":82.0,"room_to_5d_high_atr":0.36},"price":11.1398,"vwap":10.987,"ext_from_open_pct":-1.29,"max_ext_allowed_pct":3.0,"volume_pace":0.91,"trend":"flat","recent_slope_pct":-0.0162,"volatility":"medium"},"price":11.1398,"volume":{"bars":190,"last_bar_volume":7302.0,"baseline_avg":22216.65,"bar_rvol":0.328672,"raw_accel":-0.168242,"smooth_accel":-0.484802,"accel_momentum":-0.454715,"rvol_3bar":[1.556964,0.390466,0.328672],"trend_3bar":"DECELERATING","projected_rvol":0.443249},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":4336.0,"sell_vol":2190.0,"unclassified_vol":0.0,"imbalance":0.328838,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.41598},"context":{"vwap":10.98685,"price_vs_vwap_pct":1.392121,"ema9":11.107892,"ema20":11.061415,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.132174,"dist_to_hod_atr":6.423633,"atr":0.056074,"spread_atr":0.178335,"own_change_pct":0.618465,"rel_strength_pct":{"SPY":0.598783,"IWM":0.587541}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.10808},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"8841e12f0933","ts":"2026-09-09T16:40:45+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 1030.0s, plan says WATCH; stop 5.49, target 5.58 (premarket_high), R:R 0.46; R:R 0.46 < 2.0 at 5.55; breakout: 1-min close > 5.57 on >= 93043 sh","plan":{"state":"WATCH","setup":"","stop":5.4874,"target":5.58,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":72.2,"room_to_5d_high_atr":0.55},"price":5.5509,"vwap":5.5259,"ext_from_open_pct":-0.34,"max_ext_allowed_pct":4.0,"volume_pace":1.075,"trend":"flat","recent_slope_pct":0.0717,"volatility":"medium"},"price":5.5509,"volume":{"bars":190,"last_bar_volume":184924.0,"baseline_avg":68484.8,"bar_rvol":2.70022,"raw_accel":-0.036131,"smooth_accel":1.727361,"accel_momentum":1.469039,"rvol_3bar":[1.653644,3.213905,2.70022],"trend_3bar":"MIXED","projected_rvol":1.47147},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":35744.0,"sell_vol":441.0,"unclassified_vol":0.0,"imbalance":0.975625,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":2.227864},"context":{"vwap":5.525752,"price_vs_vwap_pct":0.455109,"ema9":5.547514,"ema20":5.540912,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.229537,"dist_to_hod_atr":5.142546,"atr":0.013437,"spread_atr":0.744218,"own_change_pct":0.451264,"rel_strength_pct":{"SPY":0.431581,"IWM":0.420339}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.634402},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"841b368a4277","ts":"2026-09-09T16:40:45+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 790.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 36919 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.3,"room_to_5d_high_atr":0.36},"price":11.1443,"vwap":10.987,"ext_from_open_pct":-1.25,"max_ext_allowed_pct":3.0,"volume_pace":0.909,"trend":"flat","recent_slope_pct":-0.0082,"volatility":"medium"},"price":11.1443,"volume":{"bars":190,"last_bar_volume":7302.0,"baseline_avg":22216.65,"bar_rvol":0.328672,"raw_accel":-0.168242,"smooth_accel":-0.484802,"accel_momentum":-0.454715,"rvol_3bar":[1.556964,0.390466,0.328672],"trend_3bar":"DECELERATING","projected_rvol":0.395139},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":4337.0,"sell_vol":2108.0,"unclassified_vol":0.0,"imbalance":0.345849,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.922761},"context":{"vwap":10.98685,"price_vs_vwap_pct":1.433079,"ema9":11.107892,"ema20":11.061415,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.093043,"dist_to_hod_atr":6.343382,"atr":0.056074,"spread_atr":0.178335,"own_change_pct":0.618465,"rel_strength_pct":{"SPY":0.598783,"IWM":0.587541}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.113671},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"25a5db701b6e","ts":"2026-09-09T16:40:50+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5874,"target":14.8217,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":192.5,"room_to_5d_high_atr":-3.07},"price":14.6987,"vwap":14.456,"ext_from_open_pct":4.11,"max_ext_allowed_pct":5.0,"volume_pace":4.374,"trend":"flat","recent_slope_pct":-0.0367,"volatility":"medium"},"price":14.6987,"volume":{"bars":190,"last_bar_volume":2968.0,"baseline_avg":6321.65,"bar_rvol":0.469498,"raw_accel":-0.403657,"smooth_accel":1.525097,"accel_momentum":0.042003,"rvol_3bar":[2.120856,0.804949,0.469498],"trend_3bar":"DECELERATING","projected_rvol":0.466587},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":1221.0,"sell_vol":873.0,"unclassified_vol":0.0,"imbalance":0.166189,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":1.881943},"context":{"vwap":14.455767,"price_vs_vwap_pct":1.680525,"ema9":14.712828,"ema20":14.708457,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.415312,"dist_to_hod_atr":2.625651,"atr":0.023347,"spread_atr":0.428328,"own_change_pct":-0.276121,"rel_strength_pct":{"SPY":-0.295804,"IWM":-0.307046}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.078025},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a95a0f2232ce","ts":"2026-09-09T16:40:50+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 795.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.00; target 0.22 away > ~0.22 reachable in 194 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.0,"pos_in_5d_range_pct":82.0,"room_to_5d_high_atr":0.36},"price":11.14,"vwap":10.987,"ext_from_open_pct":-1.28,"max_ext_allowed_pct":3.0,"volume_pace":0.909,"trend":"flat","recent_slope_pct":-0.0159,"volatility":"medium"},"price":11.14,"volume":{"bars":190,"last_bar_volume":7302.0,"baseline_avg":22216.65,"bar_rvol":0.328672,"raw_accel":-0.168242,"smooth_accel":-0.484802,"accel_momentum":-0.454715,"rvol_3bar":[1.556964,0.390466,0.328672],"trend_3bar":"DECELERATING","projected_rvol":0.360973},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":4413.0,"sell_vol":2082.0,"unclassified_vol":0.0,"imbalance":0.358891,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.615503},"context":{"vwap":10.98685,"price_vs_vwap_pct":1.393941,"ema9":11.107892,"ema20":11.061415,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.130435,"dist_to_hod_atr":6.420067,"atr":0.056074,"spread_atr":0.178335,"own_change_pct":0.618465,"rel_strength_pct":{"SPY":0.598783,"IWM":0.587541}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.117958},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6a9cb2e71f6e","ts":"2026-09-09T16:40:55+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.808,"target_label":"clear air (typical 60-min move)","reward_risk":1.11,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4561,"ext_from_open_pct":4.02,"max_ext_allowed_pct":5.0,"volume_pace":4.374,"trend":"flat","recent_slope_pct":-0.0554,"volatility":"medium"},"price":14.685,"volume":{"bars":190,"last_bar_volume":2968.0,"baseline_avg":6321.65,"bar_rvol":0.469498,"raw_accel":-0.403657,"smooth_accel":1.525097,"accel_momentum":0.042003,"rvol_3bar":[2.120856,0.804949,0.469498],"trend_3bar":"DECELERATING","projected_rvol":0.632976},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":1740.0,"sell_vol":1087.0,"unclassified_vol":0.0,"imbalance":0.230987,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":1.628102},"context":{"vwap":14.455767,"price_vs_vwap_pct":1.585753,"ema9":14.712828,"ema20":14.708457,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":3.21246,"atr":0.023347,"spread_atr":0.428328,"own_change_pct":-0.276121,"rel_strength_pct":{"SPY":-0.295804,"IWM":-0.307046}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.108448},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"1e9f2ad7a059","ts":"2026-09-09T16:40:55+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 1040.0s, plan says PASS; stop 5.51, target 5.69 (prev_day_high), R:R 1.89; target 0.12 away > ~0.06 reachable in 194 min","plan":{"state":"PASS","setup":"","stop":5.5065,"target":5.69,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.57,"vwap":5.526,"ext_from_open_pct":0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.074,"trend":"flat","recent_slope_pct":0.1404,"volatility":"medium"},"price":5.57,"volume":{"bars":190,"last_bar_volume":184924.0,"baseline_avg":68484.8,"bar_rvol":2.70022,"raw_accel":-0.036131,"smooth_accel":1.727361,"accel_momentum":1.469039,"rvol_3bar":[1.653644,3.213905,2.70022],"trend_3bar":"MIXED","projected_rvol":1.305877},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":31856.0,"sell_vol":441.0,"unclassified_vol":0.0,"imbalance":0.972691,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":0.758689},"context":{"vwap":5.525752,"price_vs_vwap_pct":0.800764,"ema9":5.547514,"ema20":5.540912,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.88968,"dist_to_hod_atr":3.72109,"atr":0.013437,"spread_atr":0.744218,"own_change_pct":0.451264,"rel_strength_pct":{"SPY":0.431581,"IWM":0.420339}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.626479},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"639a9c436414","ts":"2026-09-09T16:40:55+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 800.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.95; R:R 0.95 < 2.0 at 11.15; breakout: 1-min close > 11.18 on >= 36919 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.95,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.1458,"vwap":10.987,"ext_from_open_pct":-1.23,"max_ext_allowed_pct":3.0,"volume_pace":0.909,"trend":"flat","recent_slope_pct":-0.0055,"volatility":"medium"},"price":11.1458,"volume":{"bars":190,"last_bar_volume":7302.0,"baseline_avg":22216.65,"bar_rvol":0.328672,"raw_accel":-0.168242,"smooth_accel":-0.484802,"accel_momentum":-0.454715,"rvol_3bar":[1.556964,0.390466,0.328672],"trend_3bar":"DECELERATING","projected_rvol":0.392335},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":5718.0,"sell_vol":1929.0,"unclassified_vol":0.0,"imbalance":0.495488,"bid":11.15,"ask":11.16,"spread_pct":0.089646,"quote_size_imbalance":null,"quote_age_s":0.593789},"context":{"vwap":10.98685,"price_vs_vwap_pct":1.446732,"ema9":11.107892,"ema20":11.061415,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.08,"dist_to_hod_atr":6.316632,"atr":0.056074,"spread_atr":0.178335,"own_change_pct":0.618465,"rel_strength_pct":{"SPY":0.598783,"IWM":0.587541}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.162853},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f66003cac751","ts":"2026-09-09T16:41:00+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.60 below VWAP $11.61","plan":{"state":"PASS","setup":"","stop":11.44,"target":11.98,"target_label":"range_20d_high","reward_risk":2.38,"pos_in_5d_range_pct":136.3,"room_to_5d_high_atr":-0.74},"price":11.6,"vwap":11.6058,"ext_from_open_pct":-0.85,"max_ext_allowed_pct":3.0,"volume_pace":1.94,"trend":"flat","recent_slope_pct":-0.104,"volatility":"medium"},"price":11.6,"volume":{"bars":190,"last_bar_volume":4780.0,"baseline_avg":1638.95,"bar_rvol":2.916501,"raw_accel":0.53058,"smooth_accel":1.883039,"accel_momentum":-0.122544,"rvol_3bar":[0.13717,2.054605,2.916501],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":0.0,"sell_vol":42.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":11.59,"ask":11.67,"spread_pct":0.687876,"quote_size_imbalance":null,"quote_age_s":0.462},"context":{"vwap":11.605808,"price_vs_vwap_pct":-0.050041,"ema9":11.65928,"ema20":11.660656,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.918033,"dist_to_hod_atr":8.611167,"atr":0.069677,"spread_atr":1.148156,"own_change_pct":-0.726185,"rel_strength_pct":{"SPY":-0.734058,"IWM":-0.739928}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-2.916501},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bb6d5a6efd5e","ts":"2026-09-09T16:41:00+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 1045.0s, plan says WATCH; stop 5.51, target 5.58 (premarket_high), R:R 0.16; R:R 0.16 < 2.0 at 5.57; breakout: 1-min close > 5.57 on >= 93043 sh","plan":{"state":"WATCH","setup":"","stop":5.5064,"target":5.58,"target_label":"premarket_high","reward_risk":0.16,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.5699,"vwap":5.526,"ext_from_open_pct":-0.0,"max_ext_allowed_pct":4.0,"volume_pace":1.075,"trend":"flat","recent_slope_pct":0.14,"volatility":"medium"},"price":5.5699,"volume":{"bars":190,"last_bar_volume":184924.0,"baseline_avg":68484.8,"bar_rvol":2.70022,"raw_accel":-0.036131,"smooth_accel":1.727361,"accel_momentum":1.469039,"rvol_3bar":[1.653644,3.213905,2.70022],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":32750.0,"sell_vol":1100.0,"unclassified_vol":0.0,"imbalance":0.935007,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":0.462177},"context":{"vwap":5.525752,"price_vs_vwap_pct":0.798954,"ema9":5.547514,"ema20":5.540912,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.891459,"dist_to_hod_atr":3.728532,"atr":0.013437,"spread_atr":0.744218,"own_change_pct":0.451264,"rel_strength_pct":{"SPY":0.443391,"IWM":0.437521}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.524725},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"df2abd88b335","ts":"2026-09-09T16:41:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.6078,"target":14.8419,"target_label":"clear air (typical 60-min move)","reward_risk":1.1,"pos_in_5d_range_pct":193.9,"room_to_5d_high_atr":-3.12},"price":14.7191,"vwap":14.4561,"ext_from_open_pct":4.26,"max_ext_allowed_pct":5.0,"volume_pace":4.37,"trend":"flat","recent_slope_pct":0.0171,"volatility":"medium"},"price":14.7191,"volume":{"bars":191,"last_bar_volume":3671.0,"baseline_avg":5850.85,"bar_rvol":0.62743,"raw_accel":0.23686,"smooth_accel":-0.42736,"accel_momentum":-1.952457,"rvol_3bar":[0.804949,0.469498,0.62743],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":949.0,"sell_vol":379.0,"unclassified_vol":0.0,"imbalance":0.429217,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.180611},"context":{"vwap":14.456071,"price_vs_vwap_pct":1.819508,"ema9":14.708802,"ema20":14.706956,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.2771,"dist_to_hod_atr":1.684089,"atr":0.024286,"spread_atr":0.411758,"own_change_pct":-0.253225,"rel_strength_pct":{"SPY":-0.261098,"IWM":-0.266967}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.269304},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"26a8f2cee4e1","ts":"2026-09-09T16:41:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.4973,"target":11.98,"target_label":"range_20d_high","reward_risk":2.02,"pos_in_5d_range_pct":142.0,"room_to_5d_high_atr":-0.85},"price":11.6573,"vwap":11.6058,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":3.0,"volume_pace":1.939,"trend":"flat","recent_slope_pct":-0.0665,"volatility":"medium"},"price":11.6573,"volume":{"bars":191,"last_bar_volume":352.0,"baseline_avg":1780.2,"bar_rvol":0.197731,"raw_accel":-0.92636,"smooth_accel":3.104923,"accel_momentum":1.221884,"rvol_3bar":[2.054605,2.916501,0.197731],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":15.0,"sell_vol":42.0,"unclassified_vol":0.0,"imbalance":-0.473684,"bid":11.59,"ask":11.67,"spread_pct":0.687876,"quote_size_imbalance":null,"quote_age_s":5.462},"context":{"vwap":11.605814,"price_vs_vwap_pct":0.443625,"ema9":11.647424,"ema20":11.654879,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.448361,"dist_to_hod_atr":7.834394,"atr":0.069271,"spread_atr":1.154877,"own_change_pct":-0.429185,"rel_strength_pct":{"SPY":-0.437057,"IWM":-0.442927}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.093662},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2d3ae0dccf19","ts":"2026-09-09T16:41:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"held 1050.0s, plan says PASS; stop 5.51, target 5.69 (prev_day_high), R:R 1.87; target 0.12 away > ~0.06 reachable in 194 min","plan":{"state":"PASS","setup":"","stop":5.5075,"target":5.69,"target_label":"prev_day_high","reward_risk":1.87,"pos_in_5d_range_pct":76.2,"room_to_5d_high_atr":0.47},"price":5.571,"vwap":5.5261,"ext_from_open_pct":0.02,"max_ext_allowed_pct":4.0,"volume_pace":1.076,"trend":"flat","recent_slope_pct":0.1131,"volatility":"medium"},"price":5.571,"volume":{"bars":191,"last_bar_volume":90315.0,"baseline_avg":75942.3,"bar_rvol":1.189258,"raw_accel":-0.51161,"smooth_accel":0.981996,"accel_momentum":-0.745366,"rvol_3bar":[3.213905,2.70022,1.189258],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":46177.0,"sell_vol":4201.0,"unclassified_vol":0.0,"imbalance":0.833221,"bid":5.57,"ask":5.58,"spread_pct":0.179372,"quote_size_imbalance":null,"quote_age_s":0.723278},"context":{"vwap":5.52603,"price_vs_vwap_pct":0.813776,"ema9":5.551991,"ema20":5.543673,"ema_stack":true,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.871886,"dist_to_hod_atr":3.527355,"atr":0.013891,"spread_atr":0.719868,"own_change_pct":0.523381,"rel_strength_pct":{"SPY":0.515508,"IWM":0.509638}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.990915},"shadow":{"decision":"FAIL","failed":["not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"45ace331163b","ts":"2026-09-09T16:41:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5537,"target":14.76,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":190.2,"room_to_5d_high_atr":-3.0},"price":14.665,"vwap":14.4565,"ext_from_open_pct":3.87,"max_ext_allowed_pct":4.0,"volume_pace":4.372,"trend":"flat","recent_slope_pct":-0.0566,"volatility":"medium"},"price":14.665,"volume":{"bars":191,"last_bar_volume":3671.0,"baseline_avg":5850.85,"bar_rvol":0.62743,"raw_accel":0.23686,"smooth_accel":-0.42736,"accel_momentum":-1.952457,"rvol_3bar":[0.804949,0.469498,0.62743],"trend_3bar":"MIXED","projected_rvol":2.590906},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":4821.0,"sell_vol":1445.0,"unclassified_vol":0.0,"imbalance":0.538781,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":3.025644},"context":{"vwap":14.456071,"price_vs_vwap_pct":1.445271,"ema9":14.708802,"ema20":14.706956,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.643631,"dist_to_hod_atr":3.911699,"atr":0.024286,"spread_atr":0.411758,"own_change_pct":-0.253225,"rel_strength_pct":{"SPY":-0.261098,"IWM":-0.266967}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.338047},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0bf6c492ed4c","ts":"2026-09-09T16:41:20+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.60 below VWAP $11.61","plan":{"state":"PASS","setup":"","stop":11.4203,"target":11.98,"target_label":"range_20d_high","reward_risk":2.11,"pos_in_5d_range_pct":136.3,"room_to_5d_high_atr":-0.74},"price":11.6003,"vwap":11.6058,"ext_from_open_pct":-0.85,"max_ext_allowed_pct":3.0,"volume_pace":1.938,"trend":"flat","recent_slope_pct":-0.1646,"volatility":"medium"},"price":11.6003,"volume":{"bars":191,"last_bar_volume":352.0,"baseline_avg":1780.2,"bar_rvol":0.197731,"raw_accel":-0.92636,"smooth_accel":3.104923,"accel_momentum":1.221884,"rvol_3bar":[2.054605,2.916501,0.197731],"trend_3bar":"MIXED","projected_rvol":0.738119},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":245.0,"sell_vol":229.0,"unclassified_vol":0.0,"imbalance":0.033755,"bid":11.58,"ask":11.67,"spread_pct":0.774194,"quote_size_imbalance":null,"quote_age_s":8.91726},"context":{"vwap":11.605814,"price_vs_vwap_pct":-0.047508,"ema9":11.647424,"ema20":11.654879,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.915574,"dist_to_hod_atr":8.657244,"atr":0.069271,"spread_atr":1.299236,"own_change_pct":-0.429185,"rel_strength_pct":{"SPY":-0.437057,"IWM":-0.442927}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.006674},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5bdab02f2c2b","ts":"2026-09-09T16:41:25+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.445,"target":11.98,"target_label":"range_20d_high","reward_risk":1.97,"pos_in_5d_range_pct":138.8,"room_to_5d_high_atr":-0.79},"price":11.625,"vwap":11.6058,"ext_from_open_pct":-0.64,"max_ext_allowed_pct":3.0,"volume_pace":1.937,"trend":"flat","recent_slope_pct":-0.1221,"volatility":"medium"},"price":11.625,"volume":{"bars":191,"last_bar_volume":352.0,"baseline_avg":1780.2,"bar_rvol":0.197731,"raw_accel":-0.92636,"smooth_accel":3.104923,"accel_momentum":1.221884,"rvol_3bar":[2.054605,2.916501,0.197731],"trend_3bar":"MIXED","projected_rvol":0.738793},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":355.0,"sell_vol":229.0,"unclassified_vol":0.0,"imbalance":0.215753,"bid":11.58,"ask":11.67,"spread_pct":0.774194,"quote_size_imbalance":null,"quote_age_s":13.91726},"context":{"vwap":11.605814,"price_vs_vwap_pct":0.165317,"ema9":11.647424,"ema20":11.654879,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.713115,"dist_to_hod_atr":8.300676,"atr":0.069271,"spread_atr":1.299236,"own_change_pct":-0.429185,"rel_strength_pct":{"SPY":-0.437057,"IWM":-0.442927}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.042661},"shadow":{"decision":"FAIL","failed":["bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1f2c35c2976e","ts":"2026-09-09T16:41:40+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.58 below VWAP $11.61","plan":{"state":"PASS","setup":"","stop":11.4,"target":11.98,"target_label":"range_20d_high","reward_risk":2.22,"pos_in_5d_range_pct":134.3,"room_to_5d_high_atr":-0.7},"price":11.58,"vwap":11.6058,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":1.937,"trend":"flat","recent_slope_pct":-0.1996,"volatility":"medium"},"price":11.58,"volume":{"bars":191,"last_bar_volume":352.0,"baseline_avg":1780.2,"bar_rvol":0.197731,"raw_accel":-0.92636,"smooth_accel":3.104923,"accel_momentum":1.221884,"rvol_3bar":[2.054605,2.916501,0.197731],"trend_3bar":"MIXED","projected_rvol":0.888102},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":116.0,"sell_vol":542.0,"unclassified_vol":0.0,"imbalance":-0.647416,"bid":11.58,"ask":11.67,"spread_pct":0.774194,"quote_size_imbalance":null,"quote_age_s":3.455958},"context":{"vwap":11.605814,"price_vs_vwap_pct":-0.22242,"ema9":11.647424,"ema20":11.654879,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.081967,"dist_to_hod_atr":8.950294,"atr":0.069271,"spread_atr":1.299236,"own_change_pct":-0.429185,"rel_strength_pct":{"SPY":-0.437057,"IWM":-0.442927}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.128014},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8b7f598ab23b","ts":"2026-09-09T16:41:55+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.44,"target":11.98,"target_label":"range_20d_high","reward_risk":2.0,"pos_in_5d_range_pct":138.3,"room_to_5d_high_atr":-0.78},"price":11.62,"vwap":11.6058,"ext_from_open_pct":-0.68,"max_ext_allowed_pct":3.0,"volume_pace":1.934,"trend":"flat","recent_slope_pct":-0.1307,"volatility":"medium"},"price":11.62,"volume":{"bars":191,"last_bar_volume":352.0,"baseline_avg":1780.2,"bar_rvol":0.197731,"raw_accel":-0.92636,"smooth_accel":3.104923,"accel_momentum":1.221884,"rvol_3bar":[2.054605,2.916501,0.197731],"trend_3bar":"MIXED","projected_rvol":0.648957},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":11.0,"sell_vol":500.0,"unclassified_vol":0.0,"imbalance":-0.956947,"bid":11.58,"ask":11.67,"spread_pct":0.774194,"quote_size_imbalance":null,"quote_age_s":18.455958},"context":{"vwap":11.605814,"price_vs_vwap_pct":0.122235,"ema9":11.647424,"ema20":11.654879,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.754098,"dist_to_hod_atr":8.372856,"atr":0.069271,"spread_atr":1.299236,"own_change_pct":-0.429185,"rel_strength_pct":{"SPY":-0.437057,"IWM":-0.442927}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.189218},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d493c7630473","ts":"2026-09-09T16:41:55+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 860.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.15; target 0.23 away > ~0.22 reachable in 193 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.15,"pos_in_5d_range_pct":80.7,"room_to_5d_high_atr":0.39},"price":11.125,"vwap":10.9874,"ext_from_open_pct":-1.42,"max_ext_allowed_pct":3.0,"volume_pace":0.906,"trend":"flat","recent_slope_pct":-0.0147,"volatility":"medium"},"price":11.125,"volume":{"bars":191,"last_bar_volume":8844.0,"baseline_avg":22033.55,"bar_rvol":0.401388,"raw_accel":0.211175,"smooth_accel":-0.742983,"accel_momentum":-0.258181,"rvol_3bar":[0.390466,0.328672,0.401388],"trend_3bar":"MIXED","projected_rvol":0.715685},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":5541.0,"sell_vol":3152.0,"unclassified_vol":0.0,"imbalance":0.274819,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.309329},"context":{"vwap":10.987048,"price_vs_vwap_pct":1.255585,"ema9":11.115714,"ema20":11.069566,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.26087,"dist_to_hod_atr":6.752721,"atr":0.055533,"spread_atr":0.180073,"own_change_pct":0.470491,"rel_strength_pct":{"SPY":0.462618,"IWM":0.456748}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.110309},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f072ff4cf8f5","ts":"2026-09-09T16:42:00+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 865.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 36464 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.145,"vwap":10.9874,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":3.0,"volume_pace":0.906,"trend":"flat","recent_slope_pct":0.0212,"volatility":"medium"},"price":11.145,"volume":{"bars":191,"last_bar_volume":8844.0,"baseline_avg":22033.55,"bar_rvol":0.401388,"raw_accel":0.211175,"smooth_accel":-0.742983,"accel_momentum":-0.258181,"rvol_3bar":[0.390466,0.328672,0.401388],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":3019.0,"sell_vol":3068.0,"unclassified_vol":0.0,"imbalance":-0.00805,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.541422},"context":{"vwap":10.987048,"price_vs_vwap_pct":1.437617,"ema9":11.115714,"ema20":11.069566,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.086957,"dist_to_hod_atr":6.392576,"atr":0.055533,"spread_atr":0.180073,"own_change_pct":0.470491,"rel_strength_pct":{"SPY":0.429152,"IWM":0.413793}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.003231},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"68512717ca56","ts":"2026-09-09T16:42:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4567,"ext_from_open_pct":3.91,"max_ext_allowed_pct":5.0,"volume_pace":4.357,"trend":"flat","recent_slope_pct":-0.0704,"volatility":"medium"},"price":14.67,"volume":{"bars":192,"last_bar_volume":6922.0,"baseline_avg":5647.65,"bar_rvol":1.225643,"raw_accel":0.88559,"smooth_accel":-0.328497,"accel_momentum":0.098863,"rvol_3bar":[0.469498,0.62743,1.225643],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":1233.0,"sell_vol":45.0,"unclassified_vol":0.0,"imbalance":0.929577,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.306074},"context":{"vwap":14.456598,"price_vs_vwap_pct":1.476158,"ema9":14.700042,"ema20":14.702961,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.361617,"atr":0.026773,"spread_atr":0.373513,"own_change_pct":-0.40747,"rel_strength_pct":{"SPY":-0.448809,"IWM":-0.464168}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.13933},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5d0a09f3ef90","ts":"2026-09-09T16:42:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.60 below VWAP $11.61","plan":{"state":"PASS","setup":"","stop":11.4166,"target":11.98,"target_label":"range_20d_high","reward_risk":2.13,"pos_in_5d_range_pct":136.0,"room_to_5d_high_atr":-0.73},"price":11.5966,"vwap":11.6058,"ext_from_open_pct":-0.88,"max_ext_allowed_pct":3.0,"volume_pace":1.936,"trend":"flat","recent_slope_pct":-0.1013,"volatility":"medium"},"price":11.5966,"volume":{"bars":192,"last_bar_volume":1064.0,"baseline_avg":1789.4,"bar_rvol":0.594613,"raw_accel":1.378451,"smooth_accel":0.278844,"accel_momentum":-2.826079,"rvol_3bar":[2.916501,0.197731,0.594613],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":810.0,"sell_vol":205.0,"unclassified_vol":0.0,"imbalance":0.596059,"bid":11.58,"ask":11.67,"spread_pct":0.774194,"quote_size_imbalance":null,"quote_age_s":33.455958},"context":{"vwap":11.605833,"price_vs_vwap_pct":-0.079558,"ema9":11.639759,"ema20":11.650519,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.945902,"dist_to_hod_atr":8.639138,"atr":0.069845,"spread_atr":1.288569,"own_change_pct":-0.222604,"rel_strength_pct":{"SPY":-0.263943,"IWM":-0.279302}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.354424},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"639b7dd97689","ts":"2026-09-09T16:42:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5991,"target":14.833,"target_label":"clear air (typical 60-min move)","reward_risk":1.1,"pos_in_5d_range_pct":193.3,"room_to_5d_high_atr":-3.1},"price":14.7104,"vwap":14.4567,"ext_from_open_pct":4.2,"max_ext_allowed_pct":5.0,"volume_pace":4.355,"trend":"flat","recent_slope_pct":-0.0154,"volatility":"medium"},"price":14.7104,"volume":{"bars":192,"last_bar_volume":6922.0,"baseline_avg":5647.65,"bar_rvol":1.225643,"raw_accel":0.88559,"smooth_accel":-0.328497,"accel_momentum":0.098863,"rvol_3bar":[0.469498,0.62743,1.225643],"trend_3bar":"ACCELERATING","projected_rvol":0.802458},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":1241.0,"sell_vol":45.0,"unclassified_vol":0.0,"imbalance":0.930016,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.042222},"context":{"vwap":14.456598,"price_vs_vwap_pct":1.755615,"ema9":14.700042,"ema20":14.702961,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.336043,"dist_to_hod_atr":1.852625,"atr":0.026773,"spread_atr":0.373513,"own_change_pct":-0.40747,"rel_strength_pct":{"SPY":-0.448809,"IWM":-0.464168}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.139867},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6476061d4222","ts":"2026-09-09T16:42:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5568,"target":14.76,"target_label":"ceiling","reward_risk":0.83,"pos_in_5d_range_pct":190.4,"room_to_5d_high_atr":-3.01},"price":14.6681,"vwap":14.4567,"ext_from_open_pct":3.9,"max_ext_allowed_pct":5.0,"volume_pace":4.353,"trend":"flat","recent_slope_pct":-0.073,"volatility":"medium"},"price":14.6681,"volume":{"bars":192,"last_bar_volume":6922.0,"baseline_avg":5647.65,"bar_rvol":1.225643,"raw_accel":0.88559,"smooth_accel":-0.328497,"accel_momentum":0.098863,"rvol_3bar":[0.469498,0.62743,1.225643],"trend_3bar":"ACCELERATING","projected_rvol":0.608218},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":1242.0,"sell_vol":21.0,"unclassified_vol":0.0,"imbalance":0.966746,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":5.042222},"context":{"vwap":14.456598,"price_vs_vwap_pct":1.463015,"ema9":14.700042,"ema20":14.702961,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.622629,"dist_to_hod_atr":3.432585,"atr":0.026773,"spread_atr":0.373513,"own_change_pct":-0.40747,"rel_strength_pct":{"SPY":-0.448809,"IWM":-0.464168}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.184885},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dd3fb1c6bd51","ts":"2026-09-09T16:42:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5646,"target":14.7985,"target_label":"clear air (typical 60-min move)","reward_risk":1.1,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.6759,"vwap":14.4567,"ext_from_open_pct":3.95,"max_ext_allowed_pct":5.0,"volume_pace":4.352,"trend":"flat","recent_slope_pct":-0.0624,"volatility":"medium"},"price":14.6759,"volume":{"bars":192,"last_bar_volume":6922.0,"baseline_avg":5647.65,"bar_rvol":1.225643,"raw_accel":0.88559,"smooth_accel":-0.328497,"accel_momentum":0.098863,"rvol_3bar":[0.469498,0.62743,1.225643],"trend_3bar":"ACCELERATING","projected_rvol":0.552017},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":1242.0,"sell_vol":75.0,"unclassified_vol":0.0,"imbalance":0.886105,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.137384},"context":{"vwap":14.456598,"price_vs_vwap_pct":1.51697,"ema9":14.700042,"ema20":14.702961,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.569783,"dist_to_hod_atr":3.141245,"atr":0.026773,"spread_atr":0.373513,"own_change_pct":-0.40747,"rel_strength_pct":{"SPY":-0.448809,"IWM":-0.464168}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.086048},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a753776a4c90","ts":"2026-09-09T16:42:35+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.445,"target":11.98,"target_label":"range_20d_high","reward_risk":1.97,"pos_in_5d_range_pct":138.8,"room_to_5d_high_atr":-0.79},"price":11.625,"vwap":11.6058,"ext_from_open_pct":-0.64,"max_ext_allowed_pct":3.0,"volume_pace":1.934,"trend":"flat","recent_slope_pct":-0.0524,"volatility":"medium"},"price":11.625,"volume":{"bars":192,"last_bar_volume":1064.0,"baseline_avg":1789.4,"bar_rvol":0.594613,"raw_accel":1.378451,"smooth_accel":0.278844,"accel_momentum":-2.826079,"rvol_3bar":[2.916501,0.197731,0.594613],"trend_3bar":"MIXED","projected_rvol":1.648757},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":1221.0,"sell_vol":500.0,"unclassified_vol":0.0,"imbalance":0.418942,"bid":11.58,"ask":11.67,"spread_pct":0.774194,"quote_size_imbalance":null,"quote_age_s":11.643},"context":{"vwap":11.605833,"price_vs_vwap_pct":0.165146,"ema9":11.639759,"ema20":11.650519,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.713115,"dist_to_hod_atr":8.232522,"atr":0.069845,"spread_atr":1.288569,"own_change_pct":-0.222604,"rel_strength_pct":{"SPY":-0.263943,"IWM":-0.279302}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.249109},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b6c0394ea0be","ts":"2026-09-09T16:42:35+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 900.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.00; target 0.22 away > ~0.22 reachable in 192 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.0,"pos_in_5d_range_pct":82.0,"room_to_5d_high_atr":0.36},"price":11.14,"vwap":10.9876,"ext_from_open_pct":-1.28,"max_ext_allowed_pct":4.0,"volume_pace":0.904,"trend":"flat","recent_slope_pct":0.0096,"volatility":"medium"},"price":11.14,"volume":{"bars":192,"last_bar_volume":14967.0,"baseline_avg":22101.05,"bar_rvol":0.677208,"raw_accel":0.692334,"smooth_accel":-0.661351,"accel_momentum":0.081632,"rvol_3bar":[0.328672,0.401388,0.677208],"trend_3bar":"ACCELERATING","projected_rvol":0.798462},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":6406.0,"sell_vol":2547.0,"unclassified_vol":0.0,"imbalance":0.431029,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":1.133871},"context":{"vwap":10.987389,"price_vs_vwap_pct":1.388963,"ema9":11.121571,"ema20":11.07675,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.130435,"dist_to_hod_atr":6.630434,"atr":0.054295,"spread_atr":0.184179,"own_change_pct":-0.057392,"rel_strength_pct":{"SPY":-0.09873,"IWM":-0.11409}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.291896},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"aaee3f4cb92f","ts":"2026-09-09T16:42:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 905.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 36333 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.4,"room_to_5d_high_atr":0.36},"price":11.145,"vwap":10.9876,"ext_from_open_pct":-1.24,"max_ext_allowed_pct":4.0,"volume_pace":0.904,"trend":"flat","recent_slope_pct":0.0186,"volatility":"medium"},"price":11.145,"volume":{"bars":192,"last_bar_volume":14967.0,"baseline_avg":22101.05,"bar_rvol":0.677208,"raw_accel":0.692334,"smooth_accel":-0.661351,"accel_momentum":0.081632,"rvol_3bar":[0.328672,0.401388,0.677208],"trend_3bar":"ACCELERATING","projected_rvol":0.700623},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":5628.0,"sell_vol":2555.0,"unclassified_vol":0.0,"imbalance":0.375535,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.094949},"context":{"vwap":10.987389,"price_vs_vwap_pct":1.43447,"ema9":11.121571,"ema20":11.07675,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.086957,"dist_to_hod_atr":6.538345,"atr":0.054295,"spread_atr":0.184179,"own_change_pct":-0.057392,"rel_strength_pct":{"SPY":-0.09873,"IWM":-0.11409}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.254315},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7946c3450592","ts":"2026-09-09T16:42:45+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.8076,"target_label":"clear air (typical 60-min move)","reward_risk":1.1,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4568,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":4.346,"trend":"flat","recent_slope_pct":-0.05,"volatility":"medium"},"price":14.685,"volume":{"bars":192,"last_bar_volume":6922.0,"baseline_avg":5647.65,"bar_rvol":1.225643,"raw_accel":0.88559,"smooth_accel":-0.328497,"accel_momentum":0.098863,"rvol_3bar":[0.469498,0.62743,1.225643],"trend_3bar":"ACCELERATING","projected_rvol":0.538041},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":802.0,"sell_vol":344.0,"unclassified_vol":0.0,"imbalance":0.399651,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":2.134633},"context":{"vwap":14.456598,"price_vs_vwap_pct":1.579917,"ema9":14.700042,"ema20":14.702961,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.801348,"atr":0.026773,"spread_atr":0.373513,"own_change_pct":-0.40747,"rel_strength_pct":{"SPY":-0.448809,"IWM":-0.464168}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.489829},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bfd1159a1ec2","ts":"2026-09-09T16:42:45+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 910.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.11; target 0.23 away > ~0.22 reachable in 192 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.11,"pos_in_5d_range_pct":81.0,"room_to_5d_high_atr":0.38},"price":11.1288,"vwap":10.9877,"ext_from_open_pct":-1.38,"max_ext_allowed_pct":3.0,"volume_pace":0.904,"trend":"flat","recent_slope_pct":-0.0105,"volatility":"medium"},"price":11.1288,"volume":{"bars":192,"last_bar_volume":14967.0,"baseline_avg":22101.05,"bar_rvol":0.677208,"raw_accel":0.692334,"smooth_accel":-0.661351,"accel_momentum":0.081632,"rvol_3bar":[0.328672,0.401388,0.677208],"trend_3bar":"ACCELERATING","projected_rvol":0.908494},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":6564.0,"sell_vol":5556.0,"unclassified_vol":0.0,"imbalance":0.083168,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":6e-05},"context":{"vwap":10.987389,"price_vs_vwap_pct":1.287028,"ema9":11.121571,"ema20":11.07675,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.227826,"dist_to_hod_atr":6.836714,"atr":0.054295,"spread_atr":0.184179,"own_change_pct":-0.057392,"rel_strength_pct":{"SPY":-0.09873,"IWM":-0.11409}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.056322},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dd522df85b66","ts":"2026-09-09T16:42:50+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.57,"target":14.8039,"target_label":"clear air (typical 60-min move)","reward_risk":1.1,"pos_in_5d_range_pct":191.3,"room_to_5d_high_atr":-3.04},"price":14.6813,"vwap":14.4568,"ext_from_open_pct":3.99,"max_ext_allowed_pct":4.0,"volume_pace":4.344,"trend":"flat","recent_slope_pct":-0.055,"volatility":"medium"},"price":14.6813,"volume":{"bars":192,"last_bar_volume":6922.0,"baseline_avg":5647.65,"bar_rvol":1.225643,"raw_accel":0.88559,"smooth_accel":-0.328497,"accel_momentum":0.098863,"rvol_3bar":[0.469498,0.62743,1.225643],"trend_3bar":"ACCELERATING","projected_rvol":0.484449},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":801.0,"sell_vol":334.0,"unclassified_vol":0.0,"imbalance":0.411454,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":7.134633},"context":{"vwap":14.456598,"price_vs_vwap_pct":1.554323,"ema9":14.700042,"ema20":14.702961,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.533198,"dist_to_hod_atr":2.939548,"atr":0.026773,"spread_atr":0.373513,"own_change_pct":-0.40747,"rel_strength_pct":{"SPY":-0.448809,"IWM":-0.464168}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.504295},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d7cbe159d93b","ts":"2026-09-09T16:43:00+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 925.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.96; R:R 0.96 < 2.0 at 11.14; breakout: 1-min close > 11.18 on >= 36333 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.96,"pos_in_5d_range_pct":82.3,"room_to_5d_high_atr":0.36},"price":11.1443,"vwap":10.9878,"ext_from_open_pct":-1.25,"max_ext_allowed_pct":3.0,"volume_pace":0.903,"trend":"flat","recent_slope_pct":0.0173,"volatility":"medium"},"price":11.1443,"volume":{"bars":192,"last_bar_volume":14967.0,"baseline_avg":22101.05,"bar_rvol":0.677208,"raw_accel":0.692334,"smooth_accel":-0.661351,"accel_momentum":0.081632,"rvol_3bar":[0.328672,0.401388,0.677208],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":7556.0,"sell_vol":5272.0,"unclassified_vol":0.0,"imbalance":0.178048,"bid":11.14,"ask":11.15,"spread_pct":0.089726,"quote_size_imbalance":null,"quote_age_s":0.032394},"context":{"vwap":10.987389,"price_vs_vwap_pct":1.428099,"ema9":11.121571,"ema20":11.07675,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.093043,"dist_to_hod_atr":6.551237,"atr":0.054295,"spread_atr":0.184179,"own_change_pct":-0.057392,"rel_strength_pct":{"SPY":-0.079045,"IWM":-0.097495}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.120575},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"387a4363a078","ts":"2026-09-09T16:44:10+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.5049,"target":11.98,"target_label":"range_20d_high","reward_risk":2.84,"pos_in_5d_range_pct":139.2,"room_to_5d_high_atr":-0.8},"price":11.6286,"vwap":11.606,"ext_from_open_pct":-0.61,"max_ext_allowed_pct":4.0,"volume_pace":1.947,"trend":"flat","recent_slope_pct":0.1016,"volatility":"medium"},"price":11.6286,"volume":{"bars":194,"last_bar_volume":2126.0,"baseline_avg":2144.45,"bar_rvol":0.991396,"raw_accel":-0.711377,"smooth_accel":0.27874,"accel_momentum":0.202383,"rvol_3bar":[0.594613,4.028439,0.991396],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":1507.0,"sell_vol":215.0,"unclassified_vol":0.0,"imbalance":0.75029,"bid":11.63,"ask":11.68,"spread_pct":0.429,"quote_size_imbalance":null,"quote_age_s":15.075161},"context":{"vwap":11.606016,"price_vs_vwap_pct":0.194587,"ema9":11.642102,"ema20":11.649452,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.683607,"dist_to_hod_atr":8.3773,"atr":0.068208,"spread_atr":0.73305,"own_change_pct":0.171674,"rel_strength_pct":{"SPY":0.143397,"IWM":0.113265}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.743835},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"94978d1e82e7","ts":"2026-09-09T16:45:10+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 1055.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.10; target 0.23 away > ~0.23 reachable in 190 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.1,"pos_in_5d_range_pct":81.1,"room_to_5d_high_atr":0.38},"price":11.13,"vwap":10.9888,"ext_from_open_pct":-1.37,"max_ext_allowed_pct":3.0,"volume_pace":0.899,"trend":"flat","recent_slope_pct":-0.0309,"volatility":"medium"},"price":11.13,"volume":{"bars":195,"last_bar_volume":23932.0,"baseline_avg":23459.45,"bar_rvol":1.020143,"raw_accel":0.241866,"smooth_accel":0.957092,"accel_momentum":-0.126198,"rvol_3bar":[0.788004,0.829944,1.020143],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":154,"trade_rate":5.133333,"buy_vol":5296.0,"sell_vol":14769.0,"unclassified_vol":0.0,"imbalance":-0.472116,"bid":11.13,"ask":11.14,"spread_pct":0.089807,"quote_size_imbalance":null,"quote_age_s":0.702147},"context":{"vwap":10.988812,"price_vs_vwap_pct":1.284836,"ema9":11.134295,"ema20":11.095204,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.217391,"dist_to_hod_atr":7.298874,"atr":0.050693,"spread_atr":0.197267,"own_change_pct":-0.039482,"rel_strength_pct":{"SPY":-0.067032,"IWM":-0.066962}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.481626},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"18ac97269d84","ts":"2026-09-09T16:45:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5802,"target":14.8115,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":192.0,"room_to_5d_high_atr":-3.06},"price":14.6915,"vwap":14.4574,"ext_from_open_pct":4.06,"max_ext_allowed_pct":4.0,"volume_pace":4.297,"trend":"flat","recent_slope_pct":0.0443,"volatility":"medium"},"price":14.6915,"volume":{"bars":195,"last_bar_volume":5684.0,"baseline_avg":5265.25,"bar_rvol":1.079531,"raw_accel":3.318124,"smooth_accel":-0.27262,"accel_momentum":-0.228371,"rvol_3bar":[0.661396,0.048525,1.079531],"trend_3bar":"MIXED","projected_rvol":0.058801},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":16.0,"sell_vol":126.0,"unclassified_vol":0.0,"imbalance":-0.774648,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":12.956787},"context":{"vwap":14.457381,"price_vs_vwap_pct":1.619374,"ema9":14.696869,"ema20":14.700387,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.464092,"dist_to_hod_atr":2.632619,"atr":0.02602,"spread_atr":0.384324,"own_change_pct":0.005442,"rel_strength_pct":{"SPY":-0.022108,"IWM":-0.022038}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.836256},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3895b0f36cef","ts":"2026-09-09T16:45:30+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 1075.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.95; R:R 0.95 < 2.0 at 11.15; breakout: 1-min close > 11.19 on >= 33149 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.95,"pos_in_5d_range_pct":82.5,"room_to_5d_high_atr":0.35},"price":11.1462,"vwap":10.989,"ext_from_open_pct":-1.23,"max_ext_allowed_pct":4.0,"volume_pace":0.899,"trend":"flat","recent_slope_pct":-0.0018,"volatility":"medium"},"price":11.1462,"volume":{"bars":195,"last_bar_volume":23932.0,"baseline_avg":23459.45,"bar_rvol":1.020143,"raw_accel":0.241866,"smooth_accel":0.957092,"accel_momentum":-0.126198,"rvol_3bar":[0.788004,0.829944,1.020143],"trend_3bar":"ACCELERATING","projected_rvol":0.835825},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":3607.0,"sell_vol":6197.0,"unclassified_vol":0.0,"imbalance":-0.264178,"bid":11.12,"ask":11.13,"spread_pct":0.089888,"quote_size_imbalance":null,"quote_age_s":1.585159},"context":{"vwap":10.988812,"price_vs_vwap_pct":1.432259,"ema9":11.134295,"ema20":11.095204,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.076522,"dist_to_hod_atr":6.979302,"atr":0.050693,"spread_atr":0.197267,"own_change_pct":-0.039482,"rel_strength_pct":{"SPY":-0.067032,"IWM":-0.066962}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.269499},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5cf841712a04","ts":"2026-09-09T16:45:35+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 1080.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.15; target 0.23 away > ~0.23 reachable in 189 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.15,"pos_in_5d_range_pct":80.7,"room_to_5d_high_atr":0.39},"price":11.125,"vwap":10.989,"ext_from_open_pct":-1.42,"max_ext_allowed_pct":4.0,"volume_pace":0.898,"trend":"flat","recent_slope_pct":-0.0398,"volatility":"medium"},"price":11.125,"volume":{"bars":195,"last_bar_volume":23932.0,"baseline_avg":23459.45,"bar_rvol":1.020143,"raw_accel":0.241866,"smooth_accel":0.957092,"accel_momentum":-0.126198,"rvol_3bar":[0.788004,0.829944,1.020143],"trend_3bar":"ACCELERATING","projected_rvol":0.750694},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":3696.0,"sell_vol":6062.0,"unclassified_vol":0.0,"imbalance":-0.242468,"bid":11.12,"ask":11.13,"spread_pct":0.089888,"quote_size_imbalance":null,"quote_age_s":0.002019},"context":{"vwap":10.988812,"price_vs_vwap_pct":1.239335,"ema9":11.134295,"ema20":11.095204,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.26087,"dist_to_hod_atr":7.397507,"atr":0.050693,"spread_atr":0.197267,"own_change_pct":-0.039482,"rel_strength_pct":{"SPY":-0.067032,"IWM":-0.066962}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.247352},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6ba3bab7f741","ts":"2026-09-09T16:45:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 1085.0s, plan says WATCH; stop 10.92, target 11.36 (prev_day_high), R:R 0.94; R:R 0.94 < 2.0 at 11.15; breakout: 1-min close > 11.19 on >= 33149 sh","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":0.94,"pos_in_5d_range_pct":82.5,"room_to_5d_high_atr":0.35},"price":11.147,"vwap":10.9891,"ext_from_open_pct":-1.22,"max_ext_allowed_pct":3.0,"volume_pace":0.898,"trend":"flat","recent_slope_pct":-0.0004,"volatility":"medium"},"price":11.147,"volume":{"bars":195,"last_bar_volume":23932.0,"baseline_avg":23459.45,"bar_rvol":1.020143,"raw_accel":0.241866,"smooth_accel":0.957092,"accel_momentum":-0.126198,"rvol_3bar":[0.788004,0.829944,1.020143],"trend_3bar":"ACCELERATING","projected_rvol":0.710247},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":4396.0,"sell_vol":6020.0,"unclassified_vol":0.0,"imbalance":-0.155914,"bid":11.12,"ask":11.13,"spread_pct":0.089888,"quote_size_imbalance":null,"quote_age_s":2.305661},"context":{"vwap":10.988812,"price_vs_vwap_pct":1.439539,"ema9":11.134295,"ema20":11.095204,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.069565,"dist_to_hod_atr":6.96352,"atr":0.050693,"spread_atr":0.197267,"own_change_pct":-0.039482,"rel_strength_pct":{"SPY":-0.067032,"IWM":-0.066962}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.159055},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e3bd1fb64d62","ts":"2026-09-09T16:45:45+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"held 1090.0s, plan says PASS; stop 10.92, target 11.36 (prev_day_high), R:R 1.15; target 0.23 away > ~0.23 reachable in 189 min","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.15,"pos_in_5d_range_pct":80.7,"room_to_5d_high_atr":0.39},"price":11.125,"vwap":10.9892,"ext_from_open_pct":-1.42,"max_ext_allowed_pct":3.0,"volume_pace":0.898,"trend":"flat","recent_slope_pct":-0.0398,"volatility":"medium"},"price":11.125,"volume":{"bars":195,"last_bar_volume":23932.0,"baseline_avg":23459.45,"bar_rvol":1.020143,"raw_accel":0.241866,"smooth_accel":0.957092,"accel_momentum":-0.126198,"rvol_3bar":[0.788004,0.829944,1.020143],"trend_3bar":"ACCELERATING","projected_rvol":0.98087},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":4439.0,"sell_vol":9658.0,"unclassified_vol":0.0,"imbalance":-0.370221,"bid":11.12,"ask":11.13,"spread_pct":0.089888,"quote_size_imbalance":null,"quote_age_s":0.179776},"context":{"vwap":10.988812,"price_vs_vwap_pct":1.239335,"ema9":11.134295,"ema20":11.095204,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.26087,"dist_to_hod_atr":7.397507,"atr":0.050693,"spread_atr":0.197267,"own_change_pct":-0.039482,"rel_strength_pct":{"SPY":-0.067032,"IWM":-0.066962}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.377678},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4f80054968dd","ts":"2026-09-09T16:46:05+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.01,"pos_in_5d_range_pct":81.9,"room_to_5d_high_atr":0.37},"price":11.1392,"vwap":10.9895,"ext_from_open_pct":-1.29,"max_ext_allowed_pct":3.0,"volume_pace":0.899,"trend":"flat","recent_slope_pct":-0.0451,"volatility":"medium"},"price":11.1392,"volume":{"bars":196,"last_bar_volume":29923.0,"baseline_avg":23678.1,"bar_rvol":1.263742,"raw_accel":0.250334,"smooth_accel":0.762115,"accel_momentum":-0.194977,"rvol_3bar":[0.829944,1.020143,1.263742],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":110,"trade_rate":3.666667,"buy_vol":4980.0,"sell_vol":19302.0,"unclassified_vol":0.0,"imbalance":-0.58982,"bid":11.1,"ask":11.11,"spread_pct":0.09005,"quote_size_imbalance":null,"quote_age_s":0.16727},"context":{"vwap":10.989433,"price_vs_vwap_pct":1.362829,"ema9":11.131436,"ema20":11.097566,"ema_stack":true,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.137391,"dist_to_hod_atr":7.263673,"atr":0.049672,"spread_atr":0.201321,"own_change_pct":-0.242218,"rel_strength_pct":{"SPY":-0.265178,"IWM":-0.259393}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.74538},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"969ce4f1e752","ts":"2026-09-09T16:46:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5878,"target":14.8191,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":192.5,"room_to_5d_high_atr":-3.08},"price":14.6991,"vwap":14.4576,"ext_from_open_pct":4.12,"max_ext_allowed_pct":5.0,"volume_pace":4.285,"trend":"flat","recent_slope_pct":0.0152,"volatility":"medium"},"price":14.6991,"volume":{"bars":196,"last_bar_volume":1634.0,"baseline_avg":5432.7,"bar_rvol":0.300771,"raw_accel":-0.712526,"smooth_accel":-0.475116,"accel_momentum":-0.202496,"rvol_3bar":[0.048525,1.079531,0.300771],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":1545.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.998706,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":2.912256},"context":{"vwap":14.457511,"price_vs_vwap_pct":1.671029,"ema9":14.695496,"ema20":14.699398,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.412602,"dist_to_hod_atr":2.448197,"atr":0.024875,"spread_atr":0.402003,"own_change_pct":-0.018376,"rel_strength_pct":{"SPY":-0.041337,"IWM":-0.035552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.300382},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7d4db456eff0","ts":"2026-09-09T16:46:10+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.44,"pos_in_5d_range_pct":78.7,"room_to_5d_high_atr":0.43},"price":11.1,"vwap":10.9896,"ext_from_open_pct":-1.64,"max_ext_allowed_pct":3.0,"volume_pace":0.899,"trend":"flat","recent_slope_pct":-0.1155,"volatility":"medium"},"price":11.1,"volume":{"bars":196,"last_bar_volume":29923.0,"baseline_avg":23678.1,"bar_rvol":1.263742,"raw_accel":0.250334,"smooth_accel":0.762115,"accel_momentum":-0.194977,"rvol_3bar":[0.829944,1.020143,1.263742],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":111,"trade_rate":3.7,"buy_vol":4356.0,"sell_vol":21965.0,"unclassified_vol":0.0,"imbalance":-0.66901,"bid":11.1,"ask":11.11,"spread_pct":0.09005,"quote_size_imbalance":null,"quote_age_s":0.343596},"context":{"vwap":10.989433,"price_vs_vwap_pct":1.006123,"ema9":11.131436,"ema20":11.097566,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.478261,"dist_to_hod_atr":8.052852,"atr":0.049672,"spread_atr":0.201321,"own_change_pct":-0.242218,"rel_strength_pct":{"SPY":-0.265178,"IWM":-0.259393}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.845455},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2f7d44599968","ts":"2026-09-09T16:46:25+00:00","symbol":"LTBR","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.6298,"target":8.11,"target_label":"prev_day_high","reward_risk":3.36,"pos_in_5d_range_pct":57.5,"room_to_5d_high_atr":0.84},"price":7.74,"vwap":7.7302,"ext_from_open_pct":-2.03,"max_ext_allowed_pct":4.0,"volume_pace":0.647,"trend":"flat","recent_slope_pct":0.0541,"volatility":"medium"},"price":7.74,"volume":{"bars":196,"last_bar_volume":146.0,"baseline_avg":389.4,"bar_rvol":0.374936,"raw_accel":-0.557576,"smooth_accel":0.084016,"accel_momentum":-0.20203,"rvol_3bar":[0.102594,0.709296,0.374936],"trend_3bar":"MIXED","projected_rvol":9.781202},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":1415.0,"sell_vol":172.0,"unclassified_vol":0.0,"imbalance":0.783239,"bid":7.73,"ask":7.74,"spread_pct":0.129282,"quote_size_imbalance":null,"quote_age_s":1.248806},"context":{"vwap":7.730205,"price_vs_vwap_pct":0.126713,"ema9":7.721301,"ema20":7.709426,"ema_stack":true,"ema_warm":true,"hod":7.97,"dist_to_hod_pct":-2.885822,"dist_to_hod_atr":11.549984,"atr":0.019913,"spread_atr":0.502173,"own_change_pct":0.015534,"rel_strength_pct":{"SPY":-0.007427,"IWM":-0.001642}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.293664},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d357e53b590a","ts":"2026-09-09T16:46:50+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"price $7.73 below VWAP $7.73","plan":{"state":"PASS","setup":"","stop":7.6194,"target":8.11,"target_label":"prev_day_high","reward_risk":3.45,"pos_in_5d_range_pct":56.3,"room_to_5d_high_atr":0.86},"price":7.7296,"vwap":7.7302,"ext_from_open_pct":-2.16,"max_ext_allowed_pct":3.0,"volume_pace":0.646,"trend":"flat","recent_slope_pct":0.0272,"volatility":"medium"},"price":7.7296,"volume":{"bars":196,"last_bar_volume":146.0,"baseline_avg":389.4,"bar_rvol":0.374936,"raw_accel":-0.557576,"smooth_accel":0.084016,"accel_momentum":-0.20203,"rvol_3bar":[0.102594,0.709296,0.374936],"trend_3bar":"MIXED","projected_rvol":5.198767},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1479.0,"sell_vol":135.0,"unclassified_vol":0.0,"imbalance":0.832714,"bid":7.73,"ask":7.74,"spread_pct":0.129282,"quote_size_imbalance":null,"quote_age_s":1.715602},"context":{"vwap":7.730205,"price_vs_vwap_pct":-0.007824,"ema9":7.721301,"ema20":7.709426,"ema_stack":true,"ema_warm":true,"hod":7.97,"dist_to_hod_pct":-3.016311,"dist_to_hod_atr":12.072244,"atr":0.019913,"spread_atr":0.502173,"own_change_pct":0.015534,"rel_strength_pct":{"SPY":-0.007427,"IWM":-0.001642}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.312214},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2bbf00407358","ts":"2026-09-09T16:46:55+00:00","symbol":"LTBR","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":7.6248,"target":8.11,"target_label":"prev_day_high","reward_risk":3.4,"pos_in_5d_range_pct":56.9,"room_to_5d_high_atr":0.85},"price":7.735,"vwap":7.7302,"ext_from_open_pct":-2.09,"max_ext_allowed_pct":3.0,"volume_pace":0.646,"trend":"flat","recent_slope_pct":0.0412,"volatility":"medium"},"price":7.735,"volume":{"bars":196,"last_bar_volume":146.0,"baseline_avg":389.4,"bar_rvol":0.374936,"raw_accel":-0.557576,"smooth_accel":0.084016,"accel_momentum":-0.20203,"rvol_3bar":[0.102594,0.709296,0.374936],"trend_3bar":"MIXED","projected_rvol":4.737358},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":79.0,"sell_vol":25.0,"unclassified_vol":0.0,"imbalance":0.519231,"bid":7.73,"ask":7.74,"spread_pct":0.129282,"quote_size_imbalance":null,"quote_age_s":6.715602},"context":{"vwap":7.730205,"price_vs_vwap_pct":0.062032,"ema9":7.721301,"ema20":7.709426,"ema_stack":true,"ema_warm":true,"hod":7.97,"dist_to_hod_pct":-2.948557,"dist_to_hod_atr":11.80107,"atr":0.019913,"spread_atr":0.502173,"own_change_pct":0.015534,"rel_strength_pct":{"SPY":-0.007427,"IWM":-0.001642}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.194678},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"07a6daddea6c","ts":"2026-09-09T16:48:00+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.805,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4588,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":4.267,"trend":"flat","recent_slope_pct":-0.0067,"volatility":"medium"},"price":14.685,"volume":{"bars":197,"last_bar_volume":4270.0,"baseline_avg":5017.25,"bar_rvol":0.851064,"raw_accel":1.613219,"smooth_accel":0.043776,"accel_momentum":0.518892,"rvol_3bar":[1.079531,0.300771,0.851064],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":3809.0,"sell_vol":6239.0,"unclassified_vol":0.0,"imbalance":-0.241839,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":5.362061},"context":{"vwap":14.457854,"price_vs_vwap_pct":1.571088,"ema9":14.696396,"ema20":14.699455,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":3.149551,"atr":0.023813,"spread_atr":0.41994,"own_change_pct":0.238663,"rel_strength_pct":{"SPY":0.205207,"IWM":0.196344}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.205821},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"956acd74bc85","ts":"2026-09-09T16:48:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.84,"pos_in_5d_range_pct":76.6,"room_to_5d_high_atr":0.47},"price":11.075,"vwap":10.9907,"ext_from_open_pct":-1.86,"max_ext_allowed_pct":3.0,"volume_pace":0.9,"trend":"flat","recent_slope_pct":-0.1561,"volatility":"medium"},"price":11.075,"volume":{"bars":198,"last_bar_volume":36225.0,"baseline_avg":24683.95,"bar_rvol":1.467553,"raw_accel":-0.181763,"smooth_accel":0.813404,"accel_momentum":-0.076343,"rvol_3bar":[1.263742,1.86608,1.467553],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":2278.0,"sell_vol":13853.0,"unclassified_vol":0.0,"imbalance":-0.717562,"bid":11.07,"ask":11.08,"spread_pct":0.090293,"quote_size_imbalance":null,"quote_age_s":0.055587},"context":{"vwap":10.990654,"price_vs_vwap_pct":0.767432,"ema9":11.113019,"ema20":11.094477,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.695652,"dist_to_hod_atr":8.233795,"atr":0.051617,"spread_atr":0.193736,"own_change_pct":-0.608383,"rel_strength_pct":{"SPY":-0.641839,"IWM":-0.650703}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.053061},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2a6839efbdb0","ts":"2026-09-09T16:48:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5688,"target":14.8,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":191.2,"room_to_5d_high_atr":-3.03},"price":14.6801,"vwap":14.4588,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":4.262,"trend":"flat","recent_slope_pct":-0.0305,"volatility":"medium"},"price":14.6801,"volume":{"bars":198,"last_bar_volume":12214.0,"baseline_avg":5145.3,"bar_rvol":2.373817,"raw_accel":1.860422,"smooth_accel":0.83678,"accel_momentum":0.793004,"rvol_3bar":[0.300771,0.851064,2.373817],"trend_3bar":"ACCELERATING","projected_rvol":0.398033},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":1746.0,"sell_vol":6742.0,"unclassified_vol":0.0,"imbalance":-0.588596,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.864925},"context":{"vwap":14.458797,"price_vs_vwap_pct":1.530577,"ema9":14.694117,"ema20":14.698078,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.541328,"dist_to_hod_atr":3.394141,"atr":0.023541,"spread_atr":0.424799,"own_change_pct":-0.020425,"rel_strength_pct":{"SPY":-0.053881,"IWM":-0.062745}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.397218},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8d6471002045","ts":"2026-09-09T16:48:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4591,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.264,"trend":"flat","recent_slope_pct":-0.0443,"volatility":"medium"},"price":14.67,"volume":{"bars":198,"last_bar_volume":12214.0,"baseline_avg":5145.3,"bar_rvol":2.373817,"raw_accel":1.860422,"smooth_accel":0.83678,"accel_momentum":0.793004,"rvol_3bar":[0.300771,0.851064,2.373817],"trend_3bar":"ACCELERATING","projected_rvol":1.848056},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":1780.0,"sell_vol":2183.0,"unclassified_vol":0.0,"imbalance":-0.101691,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":2.437833},"context":{"vwap":14.458797,"price_vs_vwap_pct":1.460724,"ema9":14.694117,"ema20":14.698078,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.823187,"atr":0.023541,"spread_atr":0.424799,"own_change_pct":-0.020425,"rel_strength_pct":{"SPY":-0.053881,"IWM":-0.062745}},"vas":{"raw":5,"score":7.5,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.241395},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"56a732a2cac1","ts":"2026-09-09T16:48:25+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.51,"pos_in_5d_range_pct":78.3,"room_to_5d_high_atr":0.44},"price":11.095,"vwap":10.9915,"ext_from_open_pct":-1.68,"max_ext_allowed_pct":3.0,"volume_pace":0.906,"trend":"flat","recent_slope_pct":-0.1201,"volatility":"medium"},"price":11.095,"volume":{"bars":198,"last_bar_volume":36225.0,"baseline_avg":24683.95,"bar_rvol":1.467553,"raw_accel":-0.181763,"smooth_accel":0.813404,"accel_momentum":-0.076343,"rvol_3bar":[1.263742,1.86608,1.467553],"trend_3bar":"MIXED","projected_rvol":5.511533},"flow":{"window_s":30,"trades":304,"trade_rate":10.133333,"buy_vol":33533.0,"sell_vol":23555.0,"unclassified_vol":0.0,"imbalance":0.174783,"bid":11.09,"ask":11.1,"spread_pct":0.090131,"quote_size_imbalance":null,"quote_age_s":0.178969},"context":{"vwap":10.990654,"price_vs_vwap_pct":0.949405,"ema9":11.113019,"ema20":11.094477,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.521739,"dist_to_hod_atr":7.846323,"atr":0.051617,"spread_atr":0.193736,"own_change_pct":-0.608383,"rel_strength_pct":{"SPY":-0.641839,"IWM":-0.650703}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.256503},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9d81ac91c633","ts":"2026-09-09T16:48:35+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5775,"target":14.8087,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":191.8,"room_to_5d_high_atr":-3.05},"price":14.6888,"vwap":14.4591,"ext_from_open_pct":4.04,"max_ext_allowed_pct":4.0,"volume_pace":4.261,"trend":"flat","recent_slope_pct":-0.0186,"volatility":"medium"},"price":14.6888,"volume":{"bars":198,"last_bar_volume":12214.0,"baseline_avg":5145.3,"bar_rvol":2.373817,"raw_accel":1.860422,"smooth_accel":0.83678,"accel_momentum":0.793004,"rvol_3bar":[0.300771,0.851064,2.373817],"trend_3bar":"ACCELERATING","projected_rvol":1.590578},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":2348.0,"sell_vol":2426.0,"unclassified_vol":0.0,"imbalance":-0.016339,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":4.995962},"context":{"vwap":14.458797,"price_vs_vwap_pct":1.590748,"ema9":14.694117,"ema20":14.698078,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.482385,"dist_to_hod_atr":3.024566,"atr":0.023541,"spread_atr":0.424799,"own_change_pct":-0.020425,"rel_strength_pct":{"SPY":-0.053881,"IWM":-0.062745}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.038785},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"47f4f7ba4b63","ts":"2026-09-09T16:48:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5487,"target":14.76,"target_label":"ceiling","reward_risk":0.9,"pos_in_5d_range_pct":189.9,"room_to_5d_high_atr":-2.99},"price":14.66,"vwap":14.4592,"ext_from_open_pct":3.84,"max_ext_allowed_pct":4.0,"volume_pace":4.259,"trend":"flat","recent_slope_pct":-0.0579,"volatility":"medium"},"price":14.66,"volume":{"bars":198,"last_bar_volume":12214.0,"baseline_avg":5145.3,"bar_rvol":2.373817,"raw_accel":1.860422,"smooth_accel":0.83678,"accel_momentum":0.793004,"rvol_3bar":[0.300771,0.851064,2.373817],"trend_3bar":"ACCELERATING","projected_rvol":1.397521},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":2672.0,"sell_vol":2209.0,"unclassified_vol":0.0,"imbalance":0.094858,"bid":14.65,"ask":14.66,"spread_pct":0.068236,"quote_size_imbalance":null,"quote_age_s":0.788667},"context":{"vwap":14.458797,"price_vs_vwap_pct":1.391562,"ema9":14.694117,"ema20":14.698078,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.677507,"dist_to_hod_atr":4.247986,"atr":0.023541,"spread_atr":0.424799,"own_change_pct":-0.020425,"rel_strength_pct":{"SPY":-0.053881,"IWM":-0.062745}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.225175},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0997a7aded6f","ts":"2026-09-09T16:49:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5716,"target":14.8028,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":191.4,"room_to_5d_high_atr":-3.04},"price":14.6829,"vwap":14.4593,"ext_from_open_pct":4.0,"max_ext_allowed_pct":5.0,"volume_pace":4.256,"trend":"flat","recent_slope_pct":-0.0267,"volatility":"medium"},"price":14.6829,"volume":{"bars":198,"last_bar_volume":12214.0,"baseline_avg":5145.3,"bar_rvol":2.373817,"raw_accel":1.860422,"smooth_accel":0.83678,"accel_momentum":0.793004,"rvol_3bar":[0.300771,0.851064,2.373817],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":2151.0,"sell_vol":301.0,"unclassified_vol":0.0,"imbalance":0.754486,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":0.443924},"context":{"vwap":14.458797,"price_vs_vwap_pct":1.549943,"ema9":14.694117,"ema20":14.698078,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.522358,"dist_to_hod_atr":3.275197,"atr":0.023541,"spread_atr":0.424799,"own_change_pct":-0.020425,"rel_strength_pct":{"SPY":-0.038068,"IWM":-0.00669}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.791012},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"73a666c8d1c7","ts":"2026-09-09T16:49:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":10.9142,"target":11.36,"target_label":"prev_day_high","reward_risk":1.96,"pos_in_5d_range_pct":75.8,"room_to_5d_high_atr":0.49},"price":11.065,"vwap":10.9917,"ext_from_open_pct":-1.95,"max_ext_allowed_pct":3.0,"volume_pace":0.905,"trend":"flat","recent_slope_pct":-0.1173,"volatility":"medium"},"price":11.065,"volume":{"bars":199,"last_bar_volume":67498.0,"baseline_avg":24934.7,"bar_rvol":2.706991,"raw_accel":0.863299,"smooth_accel":1.023836,"accel_momentum":0.210431,"rvol_3bar":[1.86608,1.467553,2.706991],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":1256.0,"sell_vol":18501.0,"unclassified_vol":0.0,"imbalance":-0.872855,"bid":11.06,"ask":11.07,"spread_pct":0.090375,"quote_size_imbalance":null,"quote_age_s":0.755517},"context":{"vwap":10.991528,"price_vs_vwap_pct":0.668445,"ema9":11.103415,"ema20":11.091669,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.782609,"dist_to_hod_atr":8.321776,"atr":0.052272,"spread_atr":0.191305,"own_change_pct":-0.851254,"rel_strength_pct":{"SPY":-0.868898,"IWM":-0.837519}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.362811},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3669fd237dfc","ts":"2026-09-09T16:49:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5437,"target":14.76,"target_label":"ceiling","reward_risk":0.94,"pos_in_5d_range_pct":189.5,"room_to_5d_high_atr":-2.98},"price":14.655,"vwap":14.4593,"ext_from_open_pct":3.8,"max_ext_allowed_pct":5.0,"volume_pace":4.252,"trend":"flat","recent_slope_pct":-0.0593,"volatility":"medium"},"price":14.655,"volume":{"bars":199,"last_bar_volume":7113.0,"baseline_avg":5651.5,"bar_rvol":1.258604,"raw_accel":-0.417636,"smooth_accel":2.103235,"accel_momentum":1.266455,"rvol_3bar":[0.851064,2.373817,1.258604],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":2112.0,"sell_vol":395.0,"unclassified_vol":0.0,"imbalance":0.684882,"bid":14.65,"ask":14.66,"spread_pct":0.068236,"quote_size_imbalance":null,"quote_age_s":1.197554},"context":{"vwap":14.459313,"price_vs_vwap_pct":1.353363,"ema9":14.691874,"ema20":14.696633,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.711382,"dist_to_hod_atr":4.342337,"atr":0.024181,"spread_atr":0.413556,"own_change_pct":-0.047652,"rel_strength_pct":{"SPY":-0.065295,"IWM":-0.033916}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.861996},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"92b06194fc63","ts":"2026-09-09T16:49:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":14.569,"target":14.8002,"target_label":"clear air (typical 60-min move)","reward_risk":1.08,"pos_in_5d_range_pct":191.2,"room_to_5d_high_atr":-3.03},"price":14.6803,"vwap":14.4593,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":4.247,"trend":"flat","recent_slope_pct":-0.0249,"volatility":"medium"},"price":14.6803,"volume":{"bars":199,"last_bar_volume":7113.0,"baseline_avg":5651.5,"bar_rvol":1.258604,"raw_accel":-0.417636,"smooth_accel":2.103235,"accel_momentum":1.266455,"rvol_3bar":[0.851064,2.373817,1.258604],"trend_3bar":"MIXED","projected_rvol":0.194072},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":254.0,"sell_vol":216.0,"unclassified_vol":0.0,"imbalance":0.080851,"bid":14.65,"ask":14.66,"spread_pct":0.068236,"quote_size_imbalance":null,"quote_age_s":0.622574},"context":{"vwap":14.459313,"price_vs_vwap_pct":1.528337,"ema9":14.691874,"ema20":14.696633,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.539973,"dist_to_hod_atr":3.296041,"atr":0.024181,"spread_atr":0.413556,"own_change_pct":-0.047652,"rel_strength_pct":{"SPY":-0.065295,"IWM":-0.033916}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.101759},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d7feec988fe9","ts":"2026-09-09T16:49:25+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":10.92,"target":11.36,"target_label":"prev_day_high","reward_risk":1.51,"pos_in_5d_range_pct":78.3,"room_to_5d_high_atr":0.44},"price":11.0956,"vwap":10.9918,"ext_from_open_pct":-1.68,"max_ext_allowed_pct":3.0,"volume_pace":0.906,"trend":"flat","recent_slope_pct":-0.062,"volatility":"medium"},"price":11.0956,"volume":{"bars":199,"last_bar_volume":67498.0,"baseline_avg":24934.7,"bar_rvol":2.706991,"raw_accel":0.863299,"smooth_accel":1.023836,"accel_momentum":0.210431,"rvol_3bar":[1.86608,1.467553,2.706991],"trend_3bar":"MIXED","projected_rvol":2.405323},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":2366.0,"sell_vol":22625.0,"unclassified_vol":0.0,"imbalance":-0.810652,"bid":11.04,"ask":11.05,"spread_pct":0.090539,"quote_size_imbalance":null,"quote_age_s":0.641895},"context":{"vwap":10.991528,"price_vs_vwap_pct":0.946842,"ema9":11.103415,"ema20":11.091669,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.516522,"dist_to_hod_atr":7.736382,"atr":0.052272,"spread_atr":0.191305,"own_change_pct":-0.851254,"rel_strength_pct":{"SPY":-0.868898,"IWM":-0.837519}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.194427},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ba1aa6c0daa6","ts":"2026-09-09T16:49:35+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5437,"target":14.76,"target_label":"ceiling","reward_risk":0.94,"pos_in_5d_range_pct":189.5,"room_to_5d_high_atr":-2.98},"price":14.655,"vwap":14.4593,"ext_from_open_pct":3.8,"max_ext_allowed_pct":4.0,"volume_pace":4.244,"trend":"flat","recent_slope_pct":-0.0593,"volatility":"medium"},"price":14.655,"volume":{"bars":199,"last_bar_volume":7113.0,"baseline_avg":5651.5,"bar_rvol":1.258604,"raw_accel":-0.417636,"smooth_accel":2.103235,"accel_momentum":1.266455,"rvol_3bar":[0.851064,2.373817,1.258604],"trend_3bar":"MIXED","projected_rvol":0.147723},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":241.0,"sell_vol":246.0,"unclassified_vol":0.0,"imbalance":-0.010267,"bid":14.65,"ask":14.66,"spread_pct":0.068236,"quote_size_imbalance":null,"quote_age_s":1.548985},"context":{"vwap":14.459313,"price_vs_vwap_pct":1.353363,"ema9":14.691874,"ema20":14.696633,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.711382,"dist_to_hod_atr":4.342337,"atr":0.024181,"spread_atr":0.413556,"own_change_pct":-0.047652,"rel_strength_pct":{"SPY":-0.065295,"IWM":-0.033916}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.012922},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"608bfacd994b","ts":"2026-09-09T16:50:10+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3251,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.793,"trend":"flat","recent_slope_pct":0.0731,"volatility":"high"},"price":8.48,"volume":{"bars":200,"last_bar_volume":1803.0,"baseline_avg":3458.95,"bar_rvol":0.521256,"raw_accel":0.974808,"smooth_accel":-0.532617,"accel_momentum":-0.128255,"rvol_3bar":[0.056404,0.264853,0.521256],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":1526.0,"sell_vol":502.0,"unclassified_vol":0.0,"imbalance":0.504931,"bid":8.47,"ask":8.48,"spread_pct":0.117994,"quote_size_imbalance":null,"quote_age_s":4.796618},"context":{"vwap":8.325023,"price_vs_vwap_pct":1.861585,"ema9":8.446592,"ema20":8.428155,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":11.79809,"atr":0.02458,"spread_atr":0.406831,"own_change_pct":0.534125,"rel_strength_pct":{"SPY":0.532813,"IWM":0.554729}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.263199},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8da9fd0c1b0c","ts":"2026-09-09T16:50:25+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3197,"target":8.8,"target_label":"premarket_high","reward_risk":2.31,"pos_in_5d_range_pct":107.3,"room_to_5d_high_atr":-0.27},"price":8.465,"vwap":8.3253,"ext_from_open_pct":2.86,"max_ext_allowed_pct":3.0,"volume_pace":0.794,"trend":"flat","recent_slope_pct":0.0377,"volatility":"high"},"price":8.465,"volume":{"bars":200,"last_bar_volume":1803.0,"baseline_avg":3458.95,"bar_rvol":0.521256,"raw_accel":0.974808,"smooth_accel":-0.532617,"accel_momentum":-0.128255,"rvol_3bar":[0.056404,0.264853,0.521256],"trend_3bar":"ACCELERATING","projected_rvol":1.659001},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":2300.0,"sell_vol":1330.0,"unclassified_vol":0.0,"imbalance":0.267218,"bid":8.46,"ask":8.47,"spread_pct":0.118133,"quote_size_imbalance":null,"quote_age_s":3.570866},"context":{"vwap":8.325023,"price_vs_vwap_pct":1.681405,"ema9":8.446592,"ema20":8.428155,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.477765,"dist_to_hod_atr":12.408336,"atr":0.02458,"spread_atr":0.406831,"own_change_pct":0.534125,"rel_strength_pct":{"SPY":0.532813,"IWM":0.554729}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.139289},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a423d29a6314","ts":"2026-09-09T16:51:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":10.9062,"target":11.1764,"target_label":"ceiling","reward_risk":0.79,"pos_in_5d_range_pct":75.2,"room_to_5d_high_atr":0.5},"price":11.057,"vwap":10.992,"ext_from_open_pct":-2.02,"max_ext_allowed_pct":4.0,"volume_pace":0.901,"trend":"flat","recent_slope_pct":-0.0429,"volatility":"medium"},"price":11.057,"volume":{"bars":201,"last_bar_volume":15491.0,"baseline_avg":28175.45,"bar_rvol":0.549805,"raw_accel":-0.504018,"smooth_accel":0.034432,"accel_momentum":-0.340888,"rvol_3bar":[2.706991,1.139333,0.549805],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":843.0,"sell_vol":1751.0,"unclassified_vol":0.0,"imbalance":-0.350039,"bid":11.05,"ask":11.06,"spread_pct":0.090457,"quote_size_imbalance":null,"quote_age_s":1.252203},"context":{"vwap":10.99203,"price_vs_vwap_pct":0.591065,"ema9":11.085646,"ema20":11.084816,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.852174,"dist_to_hod_atr":8.270395,"atr":0.053565,"spread_atr":0.186691,"own_change_pct":-0.571043,"rel_strength_pct":{"SPY":-0.635974,"IWM":-0.581347}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.192453},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"fa1d5cad7da3","ts":"2026-09-09T16:51:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.617,"target":14.96,"target_label":"premarket_high","reward_risk":1.62,"pos_in_5d_range_pct":3.2,"room_to_5d_high_atr":2.77},"price":14.748,"vwap":14.6698,"ext_from_open_pct":-1.15,"max_ext_allowed_pct":4.0,"volume_pace":0.564,"trend":"flat","recent_slope_pct":-0.0041,"volatility":"medium"},"price":14.748,"volume":{"bars":201,"last_bar_volume":38904.0,"baseline_avg":25019.85,"bar_rvol":1.554925,"raw_accel":-0.360142,"smooth_accel":1.722099,"accel_momentum":1.282596,"rvol_3bar":[2.173595,2.671785,1.554925],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":13695.0,"sell_vol":1392.0,"unclassified_vol":0.0,"imbalance":0.81547,"bid":14.75,"ask":14.76,"spread_pct":0.067774,"quote_size_imbalance":null,"quote_age_s":1.358939},"context":{"vwap":14.669719,"price_vs_vwap_pct":0.533625,"ema9":14.752759,"ema20":14.751509,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.152815,"dist_to_hod_atr":10.736659,"atr":0.01602,"spread_atr":0.624224,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.064931,"IWM":-0.010304}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.267995},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ac9a7322f771","ts":"2026-09-09T16:51:10+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.5249,"target":11.98,"target_label":"range_20d_high","reward_risk":2.25,"pos_in_5d_range_pct":142.8,"room_to_5d_high_atr":-0.87},"price":11.6649,"vwap":11.6086,"ext_from_open_pct":-0.3,"max_ext_allowed_pct":3.0,"volume_pace":1.947,"trend":"flat","recent_slope_pct":-0.111,"volatility":"medium"},"price":11.6649,"volume":{"bars":201,"last_bar_volume":678.0,"baseline_avg":2213.6,"bar_rvol":0.306288,"raw_accel":-0.908822,"smooth_accel":0.807849,"accel_momentum":0.91089,"rvol_3bar":[0.155523,3.850854,0.306288],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":2.0,"sell_vol":57.0,"unclassified_vol":0.0,"imbalance":-0.932203,"bid":11.65,"ask":11.72,"spread_pct":0.599059,"quote_size_imbalance":null,"quote_age_s":30.379246},"context":{"vwap":11.608571,"price_vs_vwap_pct":0.485238,"ema9":11.688876,"ema20":11.673436,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.386066,"dist_to_hod_atr":8.369574,"atr":0.063934,"spread_atr":1.09488,"own_change_pct":0.555046,"rel_strength_pct":{"SPY":0.490114,"IWM":0.544742}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.285523},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c52e5a8764cc","ts":"2026-09-09T16:51:20+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":10.8942,"target":11.1764,"target_label":"ceiling","reward_risk":0.87,"pos_in_5d_range_pct":74.2,"room_to_5d_high_atr":0.52},"price":11.045,"vwap":10.992,"ext_from_open_pct":-2.13,"max_ext_allowed_pct":3.0,"volume_pace":0.9,"trend":"flat","recent_slope_pct":-0.0647,"volatility":"medium"},"price":11.045,"volume":{"bars":201,"last_bar_volume":15491.0,"baseline_avg":28175.45,"bar_rvol":0.549805,"raw_accel":-0.504018,"smooth_accel":0.034432,"accel_momentum":-0.340888,"rvol_3bar":[2.706991,1.139333,0.549805],"trend_3bar":"DECELERATING","projected_rvol":0.155561},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":797.0,"sell_vol":1063.0,"unclassified_vol":0.0,"imbalance":-0.143011,"bid":11.04,"ask":11.05,"spread_pct":0.090539,"quote_size_imbalance":null,"quote_age_s":0.046995},"context":{"vwap":10.99203,"price_vs_vwap_pct":0.481895,"ema9":11.085646,"ema20":11.084816,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-3.956522,"dist_to_hod_atr":8.494424,"atr":0.053565,"spread_atr":0.186691,"own_change_pct":-0.571043,"rel_strength_pct":{"SPY":-0.635974,"IWM":-0.581347}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.078628},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"0bb99327e9b2","ts":"2026-09-09T16:51:25+00:00","symbol":"LTBR","event":"REJECT","bot":{"state":"REJECT","reason":"price $7.72 below VWAP $7.73","plan":{"state":"PASS","setup":"","stop":7.6098,"target":8.11,"target_label":"prev_day_high","reward_risk":3.54,"pos_in_5d_range_pct":55.2,"room_to_5d_high_atr":0.88},"price":7.72,"vwap":7.7303,"ext_from_open_pct":-2.28,"max_ext_allowed_pct":3.0,"volume_pace":0.637,"trend":"flat","recent_slope_pct":-0.0526,"volatility":"medium"},"price":7.72,"volume":{"bars":201,"last_bar_volume":88.0,"baseline_avg":453.4,"bar_rvol":0.194089,"raw_accel":-0.69338,"smooth_accel":-0.704803,"accel_momentum":-0.347166,"rvol_3bar":[0.876164,0.634044,0.194089],"trend_3bar":"DECELERATING","projected_rvol":4.017644},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":139.0,"sell_vol":627.0,"unclassified_vol":0.0,"imbalance":-0.637076,"bid":7.71,"ask":7.73,"spread_pct":0.259067,"quote_size_imbalance":null,"quote_age_s":1.622087},"context":{"vwap":7.730279,"price_vs_vwap_pct":-0.132973,"ema9":7.733197,"ema20":7.721009,"ema_stack":false,"ema_warm":true,"hod":7.97,"dist_to_hod_pct":-3.136763,"dist_to_hod_atr":14.207551,"atr":0.017596,"spread_atr":1.136604,"own_change_pct":0.172142,"rel_strength_pct":{"SPY":0.10721,"IWM":0.161838}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.123649},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"753d48180e74","ts":"2026-09-09T16:52:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.5576,"target":11.98,"target_label":"range_20d_high","reward_risk":2.42,"pos_in_5d_range_pct":144.4,"room_to_5d_high_atr":-0.9},"price":11.6813,"vwap":11.6087,"ext_from_open_pct":-0.16,"max_ext_allowed_pct":3.0,"volume_pace":1.94,"trend":"flat","recent_slope_pct":-0.0638,"volatility":"medium"},"price":11.6813,"volume":{"bars":202,"last_bar_volume":598.0,"baseline_avg":2205.25,"bar_rvol":0.271171,"raw_accel":-0.117994,"smooth_accel":4.145895,"accel_momentum":3.338046,"rvol_3bar":[3.850854,0.306288,0.271171],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":30.0,"sell_vol":35.0,"unclassified_vol":0.0,"imbalance":-0.076923,"bid":11.67,"ask":11.72,"spread_pct":0.427533,"quote_size_imbalance":null,"quote_age_s":17.086531},"context":{"vwap":11.608662,"price_vs_vwap_pct":0.625719,"ema9":11.68976,"ema20":11.675327,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.251639,"dist_to_hod_atr":8.181005,"atr":0.063403,"spread_atr":0.788607,"own_change_pct":0.203092,"rel_strength_pct":{"SPY":0.141572,"IWM":0.230564}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.020859},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f3edf938dbfc","ts":"2026-09-09T16:52:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":10.871,"target":11.1764,"target_label":"ceiling","reward_risk":1.02,"pos_in_5d_range_pct":72.3,"room_to_5d_high_atr":0.56},"price":11.0218,"vwap":10.9923,"ext_from_open_pct":-2.33,"max_ext_allowed_pct":3.0,"volume_pace":0.9,"trend":"flat","recent_slope_pct":-0.0621,"volatility":"medium"},"price":11.0218,"volume":{"bars":202,"last_bar_volume":24759.0,"baseline_avg":27083.75,"bar_rvol":0.914164,"raw_accel":0.598283,"smooth_accel":-0.51699,"accel_momentum":-0.551423,"rvol_3bar":[1.139333,0.549805,0.914164],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":3195.0,"sell_vol":9691.0,"unclassified_vol":0.0,"imbalance":-0.504113,"bid":11.0,"ask":11.01,"spread_pct":0.090868,"quote_size_imbalance":null,"quote_age_s":0.755848},"context":{"vwap":10.992255,"price_vs_vwap_pct":0.268779,"ema9":11.082277,"ema20":11.08329,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.158261,"dist_to_hod_atr":8.389062,"atr":0.057003,"spread_atr":0.17543,"own_change_pct":-0.146143,"rel_strength_pct":{"SPY":-0.207664,"IWM":-0.118671}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.460842},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"14288011c57d","ts":"2026-09-09T16:52:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.6209,"target":14.96,"target_label":"premarket_high","reward_risk":1.59,"pos_in_5d_range_pct":3.5,"room_to_5d_high_atr":2.76},"price":14.7519,"vwap":14.6698,"ext_from_open_pct":-1.13,"max_ext_allowed_pct":3.0,"volume_pace":0.562,"trend":"flat","recent_slope_pct":-0.0005,"volatility":"medium"},"price":14.7519,"volume":{"bars":202,"last_bar_volume":8774.0,"baseline_avg":24038.8,"bar_rvol":0.364993,"raw_accel":-0.77447,"smooth_accel":0.682471,"accel_momentum":-1.039628,"rvol_3bar":[2.671785,1.554925,0.364993],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":260.0,"sell_vol":1585.0,"unclassified_vol":0.0,"imbalance":-0.718157,"bid":14.75,"ask":14.76,"spread_pct":0.067774,"quote_size_imbalance":null,"quote_age_s":4.997905},"context":{"vwap":14.669841,"price_vs_vwap_pct":0.559373,"ema9":14.753207,"ema20":14.751841,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.126676,"dist_to_hod_atr":10.489464,"atr":0.016026,"spread_atr":0.624001,"own_change_pct":-0.024393,"rel_strength_pct":{"SPY":-0.085913,"IWM":0.00308}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.262123},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"1bb99dc231ed","ts":"2026-09-09T16:52:50+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":10.8536,"target":11.1764,"target_label":"ceiling","reward_risk":1.14,"pos_in_5d_range_pct":70.9,"room_to_5d_high_atr":0.59},"price":11.0044,"vwap":10.9924,"ext_from_open_pct":-2.49,"max_ext_allowed_pct":4.0,"volume_pace":0.899,"trend":"flat","recent_slope_pct":-0.0936,"volatility":"medium"},"price":11.0044,"volume":{"bars":202,"last_bar_volume":24759.0,"baseline_avg":27083.75,"bar_rvol":0.914164,"raw_accel":0.598283,"smooth_accel":-0.51699,"accel_momentum":-0.551423,"rvol_3bar":[1.139333,0.549805,0.914164],"trend_3bar":"MIXED","projected_rvol":1.044626},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":5473.0,"sell_vol":1263.0,"unclassified_vol":0.0,"imbalance":0.625,"bid":10.99,"ask":11.0,"spread_pct":0.09095,"quote_size_imbalance":null,"quote_age_s":0.211768},"context":{"vwap":10.992255,"price_vs_vwap_pct":0.110485,"ema9":11.082277,"ema20":11.08329,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.309565,"dist_to_hod_atr":8.69431,"atr":0.057003,"spread_atr":0.17543,"own_change_pct":-0.146143,"rel_strength_pct":{"SPY":-0.207664,"IWM":-0.118671}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.571353},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ec86e7eacc6d","ts":"2026-09-09T16:52:55+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.5015,"target":5.69,"target_label":"prev_day_high","reward_risk":1.97,"pos_in_5d_range_pct":75.0,"room_to_5d_high_atr":0.49},"price":5.565,"vwap":5.5311,"ext_from_open_pct":-0.09,"max_ext_allowed_pct":3.0,"volume_pace":1.128,"trend":"flat","recent_slope_pct":-0.0622,"volatility":"medium"},"price":5.565,"volume":{"bars":202,"last_bar_volume":115049.0,"baseline_avg":104766.05,"bar_rvol":1.098152,"raw_accel":-0.03765,"smooth_accel":-0.278342,"accel_momentum":-0.409783,"rvol_3bar":[0.303704,1.19085,1.098152],"trend_3bar":"MIXED","projected_rvol":1.165683},"flow":{"window_s":30,"trades":89,"trade_rate":2.966667,"buy_vol":15444.0,"sell_vol":86497.0,"unclassified_vol":0.0,"imbalance":-0.697001,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":2.977494},"context":{"vwap":5.530797,"price_vs_vwap_pct":0.618401,"ema9":5.576169,"ema20":5.567055,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.978648,"dist_to_hod_atr":3.616486,"atr":0.015208,"spread_atr":0.657543,"own_change_pct":-0.089606,"rel_strength_pct":{"SPY":-0.151126,"IWM":-0.062133}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.765413},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"16f16cbf8491","ts":"2026-09-09T16:53:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5387,"target":14.76,"target_label":"ceiling","reward_risk":0.99,"pos_in_5d_range_pct":189.2,"room_to_5d_high_atr":-2.97},"price":14.65,"vwap":14.4609,"ext_from_open_pct":3.77,"max_ext_allowed_pct":4.0,"volume_pace":4.202,"trend":"flat","recent_slope_pct":0.0025,"volatility":"medium"},"price":14.65,"volume":{"bars":203,"last_bar_volume":661.0,"baseline_avg":5537.4,"bar_rvol":0.11937,"raw_accel":-0.946646,"smooth_accel":0.11309,"accel_momentum":0.104869,"rvol_3bar":[2.0266,2.433295,0.11937],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":10.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.818182,"bid":14.65,"ask":14.66,"spread_pct":0.068236,"quote_size_imbalance":null,"quote_age_s":3.452203},"context":{"vwap":14.460861,"price_vs_vwap_pct":1.307935,"ema9":14.669655,"ema20":14.682474,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.745257,"dist_to_hod_atr":4.040321,"atr":0.027226,"spread_atr":0.367302,"own_change_pct":-0.111679,"rel_strength_pct":{"SPY":-0.152338,"IWM":-0.07051}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.097666},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2a413b20d427","ts":"2026-09-09T16:53:30+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.8245,"target":14.06,"target_label":"premarket_high","reward_risk":0.62,"pos_in_5d_range_pct":31.7,"room_to_5d_high_atr":2.22},"price":13.97,"vwap":13.873,"ext_from_open_pct":-0.29,"max_ext_allowed_pct":3.0,"volume_pace":0.605,"trend":"flat","recent_slope_pct":-0.0428,"volatility":"medium"},"price":13.97,"volume":{"bars":203,"last_bar_volume":3938.0,"baseline_avg":18125.5,"bar_rvol":0.217263,"raw_accel":-0.780601,"smooth_accel":-0.559531,"accel_momentum":-0.522929,"rvol_3bar":[0.572464,0.951568,0.217263],"trend_3bar":"MIXED","projected_rvol":2.473642},"flow":{"window_s":30,"trades":149,"trade_rate":4.966667,"buy_vol":13820.0,"sell_vol":8598.0,"unclassified_vol":0.0,"imbalance":0.232938,"bid":13.96,"ask":13.97,"spread_pct":0.071608,"quote_size_imbalance":null,"quote_age_s":0.000981},"context":{"vwap":13.872593,"price_vs_vwap_pct":0.702155,"ema9":13.997853,"ema20":13.990937,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.816471,"dist_to_hod_atr":5.157633,"atr":0.022297,"spread_atr":0.44849,"own_change_pct":-0.044984,"rel_strength_pct":{"SPY":-0.085643,"IWM":-0.003815}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.050609},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f5b729959c56","ts":"2026-09-09T16:53:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.5063,"target":11.98,"target_label":"range_20d_high","reward_risk":2.83,"pos_in_5d_range_pct":139.3,"room_to_5d_high_atr":-0.8},"price":11.63,"vwap":11.6089,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":3.0,"volume_pace":1.934,"trend":"flat","recent_slope_pct":-0.1132,"volatility":"medium"},"price":11.63,"volume":{"bars":203,"last_bar_volume":109.0,"baseline_avg":2094.45,"bar_rvol":0.052042,"raw_accel":-0.817726,"smooth_accel":-0.84137,"accel_momentum":-4.987265,"rvol_3bar":[0.306288,0.271171,0.052042],"trend_3bar":"DECELERATING","projected_rvol":1.651638},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":572.0,"sell_vol":2599.0,"unclassified_vol":0.0,"imbalance":-0.639231,"bid":11.62,"ask":11.67,"spread_pct":0.429369,"quote_size_imbalance":null,"quote_age_s":2.974308},"context":{"vwap":11.608681,"price_vs_vwap_pct":0.183647,"ema9":11.692948,"ema20":11.67822,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.672131,"dist_to_hod_atr":9.248544,"atr":0.061631,"spread_atr":0.811276,"own_change_pct":-0.207161,"rel_strength_pct":{"SPY":-0.24782,"IWM":-0.165992}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.033267},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"5756c47ed3c3","ts":"2026-09-09T16:54:00+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5787,"target":14.8079,"target_label":"clear air (typical 60-min move)","reward_risk":1.06,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.06},"price":14.69,"vwap":14.4614,"ext_from_open_pct":4.05,"max_ext_allowed_pct":4.0,"volume_pace":4.195,"trend":"flat","recent_slope_pct":0.057,"volatility":"medium"},"price":14.69,"volume":{"bars":203,"last_bar_volume":661.0,"baseline_avg":5537.4,"bar_rvol":0.11937,"raw_accel":-0.946646,"smooth_accel":0.11309,"accel_momentum":0.104869,"rvol_3bar":[2.0266,2.433295,0.11937],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":5187.0,"sell_vol":1809.0,"unclassified_vol":0.0,"imbalance":0.482847,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.12879},"context":{"vwap":14.460861,"price_vs_vwap_pct":1.584544,"ema9":14.669655,"ema20":14.682474,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.474255,"dist_to_hod_atr":2.571113,"atr":0.027226,"spread_atr":0.367302,"own_change_pct":-0.111679,"rel_strength_pct":{"SPY":-0.133975,"IWM":-0.058447}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.057638},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b7e59511d73a","ts":"2026-09-09T16:54:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.557,"target":14.76,"target_label":"ceiling","reward_risk":0.82,"pos_in_5d_range_pct":190.4,"room_to_5d_high_atr":-3.01},"price":14.6683,"vwap":14.4614,"ext_from_open_pct":3.9,"max_ext_allowed_pct":5.0,"volume_pace":4.194,"trend":"flat","recent_slope_pct":0.0659,"volatility":"medium"},"price":14.6683,"volume":{"bars":204,"last_bar_volume":7170.0,"baseline_avg":5071.8,"bar_rvol":1.413699,"raw_accel":4.654797,"smooth_accel":0.092087,"accel_momentum":-0.021003,"rvol_3bar":[2.433295,0.11937,1.413699],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":5187.0,"sell_vol":1421.0,"unclassified_vol":0.0,"imbalance":0.569915,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.013292},"context":{"vwap":14.461372,"price_vs_vwap_pct":1.4309,"ema9":14.673724,"ema20":14.683191,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.621274,"dist_to_hod_atr":3.253155,"atr":0.028188,"spread_atr":0.354761,"own_change_pct":0.048356,"rel_strength_pct":{"SPY":0.02606,"IWM":0.101587}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.805689},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2ed18f92578d","ts":"2026-09-09T16:54:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.5113,"target":11.98,"target_label":"range_20d_high","reward_risk":2.79,"pos_in_5d_range_pct":139.8,"room_to_5d_high_atr":-0.81},"price":11.635,"vwap":11.6091,"ext_from_open_pct":-0.56,"max_ext_allowed_pct":3.0,"volume_pace":1.936,"trend":"flat","recent_slope_pct":-0.1893,"volatility":"medium"},"price":11.635,"volume":{"bars":204,"last_bar_volume":3706.0,"baseline_avg":2099.75,"bar_rvol":1.764972,"raw_accel":6.059888,"smooth_accel":-0.476512,"accel_momentum":0.364857,"rvol_3bar":[0.271171,0.052042,1.764972],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":942.0,"sell_vol":3209.0,"unclassified_vol":0.0,"imbalance":-0.546133,"bid":11.62,"ask":11.65,"spread_pct":0.257843,"quote_size_imbalance":null,"quote_age_s":2.257734},"context":{"vwap":11.609024,"price_vs_vwap_pct":0.223761,"ema9":11.683359,"ema20":11.675056,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.631148,"dist_to_hod_atr":9.020339,"atr":0.062636,"spread_atr":0.478956,"own_change_pct":-0.649256,"rel_strength_pct":{"SPY":-0.671552,"IWM":-0.596025}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":1,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.96391},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5474f463afe6","ts":"2026-09-09T16:54:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8245,"target":14.06,"target_label":"premarket_high","reward_risk":0.62,"pos_in_5d_range_pct":31.7,"room_to_5d_high_atr":2.22},"price":13.97,"vwap":13.8731,"ext_from_open_pct":-0.29,"max_ext_allowed_pct":3.0,"volume_pace":0.604,"trend":"flat","recent_slope_pct":-0.0781,"volatility":"medium"},"price":13.97,"volume":{"bars":204,"last_bar_volume":29264.0,"baseline_avg":17219.4,"bar_rvol":1.699478,"raw_accel":5.797914,"smooth_accel":-0.043567,"accel_momentum":0.515964,"rvol_3bar":[0.951568,0.217263,1.699478],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":988.0,"sell_vol":5108.0,"unclassified_vol":0.0,"imbalance":-0.675853,"bid":13.97,"ask":13.98,"spread_pct":0.071556,"quote_size_imbalance":null,"quote_age_s":4.439449},"context":{"vwap":13.87308,"price_vs_vwap_pct":0.69862,"ema9":13.992242,"ema20":13.988924,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.816471,"dist_to_hod_atr":4.879355,"atr":0.023569,"spread_atr":0.424292,"own_change_pct":-0.229255,"rel_strength_pct":{"SPY":-0.251551,"IWM":-0.176023}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.148598},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fb44548272bf","ts":"2026-09-09T16:54:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.5052,"target":5.69,"target_label":"prev_day_high","reward_risk":1.91,"pos_in_5d_range_pct":75.7,"room_to_5d_high_atr":0.48},"price":5.5687,"vwap":5.5312,"ext_from_open_pct":-0.02,"max_ext_allowed_pct":3.0,"volume_pace":1.124,"trend":"flat","recent_slope_pct":-0.0539,"volatility":"medium"},"price":5.5687,"volume":{"bars":204,"last_bar_volume":17235.0,"baseline_avg":113413.45,"bar_rvol":0.151966,"raw_accel":-0.852839,"smooth_accel":-0.431229,"accel_momentum":-0.33912,"rvol_3bar":[1.098152,1.068212,0.151966],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":5122.0,"sell_vol":2530.0,"unclassified_vol":0.0,"imbalance":0.338735,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":3.860104},"context":{"vwap":5.531162,"price_vs_vwap_pct":0.678661,"ema9":5.57202,"ema20":5.566614,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.912811,"dist_to_hod_atr":3.273181,"atr":0.015673,"spread_atr":0.638047,"own_change_pct":-0.268817,"rel_strength_pct":{"SPY":-0.291113,"IWM":-0.215586}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.051476},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"35afe8f29b73","ts":"2026-09-09T16:54:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":10.8891,"target":11.1764,"target_label":"ceiling","reward_risk":0.9,"pos_in_5d_range_pct":73.8,"room_to_5d_high_atr":0.53},"price":11.0399,"vwap":10.9926,"ext_from_open_pct":-2.17,"max_ext_allowed_pct":3.0,"volume_pace":0.898,"trend":"flat","recent_slope_pct":-0.0593,"volatility":"medium"},"price":11.0399,"volume":{"bars":204,"last_bar_volume":29087.0,"baseline_avg":27594.3,"bar_rvol":1.054095,"raw_accel":0.217896,"smooth_accel":-0.319492,"accel_momentum":0.205294,"rvol_3bar":[0.914164,0.869752,1.054095],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":8275.0,"sell_vol":3735.0,"unclassified_vol":0.0,"imbalance":0.378018,"bid":11.03,"ask":11.04,"spread_pct":0.090621,"quote_size_imbalance":null,"quote_age_s":0.266248},"context":{"vwap":10.992551,"price_vs_vwap_pct":0.43074,"ema9":11.060581,"ema20":11.071993,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.00087,"dist_to_hod_atr":7.38537,"atr":0.062299,"spread_atr":0.160517,"own_change_pct":-0.257569,"rel_strength_pct":{"SPY":-0.279865,"IWM":-0.204337}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.398467},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1fd60bd1bbcf","ts":"2026-09-09T16:54:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5787,"target":14.8063,"target_label":"clear air (typical 60-min move)","reward_risk":1.05,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.06},"price":14.69,"vwap":14.4614,"ext_from_open_pct":4.05,"max_ext_allowed_pct":5.0,"volume_pace":4.193,"trend":"flat","recent_slope_pct":0.0955,"volatility":"medium"},"price":14.69,"volume":{"bars":204,"last_bar_volume":7170.0,"baseline_avg":5071.8,"bar_rvol":1.413699,"raw_accel":4.654797,"smooth_accel":0.092087,"accel_momentum":-0.021003,"rvol_3bar":[2.433295,0.11937,1.413699],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":59,"trade_rate":1.966667,"buy_vol":5587.0,"sell_vol":1438.0,"unclassified_vol":0.0,"imbalance":0.590605,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":1.896119},"context":{"vwap":14.461372,"price_vs_vwap_pct":1.580955,"ema9":14.673724,"ema20":14.683191,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.474255,"dist_to_hod_atr":2.483324,"atr":0.028188,"spread_atr":0.354761,"own_change_pct":0.048356,"rel_strength_pct":{"SPY":0.02606,"IWM":0.101587}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.834938},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7cc75f348e28","ts":"2026-09-09T16:54:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 10.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.97,"target":14.39,"target_label":"prev_day_high","reward_risk":0.56,"pos_in_5d_range_pct":46.0,"room_to_5d_high_atr":1.75},"price":14.24,"vwap":13.8732,"ext_from_open_pct":1.64,"max_ext_allowed_pct":3.0,"volume_pace":0.603,"trend":"flat","recent_slope_pct":0.3068,"volatility":"medium"},"price":14.24,"volume":{"bars":204,"last_bar_volume":29264.0,"baseline_avg":17219.4,"bar_rvol":1.699478,"raw_accel":5.797914,"smooth_accel":-0.043567,"accel_momentum":0.515964,"rvol_3bar":[0.951568,0.217263,1.699478],"trend_3bar":"MIXED","projected_rvol":0.560066},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1133.0,"sell_vol":2295.0,"unclassified_vol":0.0,"imbalance":-0.338973,"bid":13.97,"ask":13.98,"spread_pct":0.071556,"quote_size_imbalance":null,"quote_age_s":1.613217},"context":{"vwap":13.87308,"price_vs_vwap_pct":2.644835,"ema9":13.992242,"ema20":13.988924,"ema_stack":true,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":1.100461,"dist_to_hod_atr":-6.576522,"atr":0.023569,"spread_atr":0.424292,"own_change_pct":-0.229255,"rel_strength_pct":{"SPY":-0.251551,"IWM":-0.176023}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.576078},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5abe3f78ee56","ts":"2026-09-09T16:54:20+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 15.0s / 18s","plan":{"state":"WATCH","setup":"","stop":13.8295,"target":14.06,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":32.0,"room_to_5d_high_atr":2.21},"price":13.975,"vwap":13.8732,"ext_from_open_pct":-0.25,"max_ext_allowed_pct":3.0,"volume_pace":0.603,"trend":"flat","recent_slope_pct":-0.0709,"volatility":"medium"},"price":13.975,"volume":{"bars":204,"last_bar_volume":29264.0,"baseline_avg":17219.4,"bar_rvol":1.699478,"raw_accel":5.797914,"smooth_accel":-0.043567,"accel_momentum":0.515964,"rvol_3bar":[0.951568,0.217263,1.699478],"trend_3bar":"MIXED","projected_rvol":0.431722},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":971.0,"sell_vol":2330.0,"unclassified_vol":0.0,"imbalance":-0.411693,"bid":13.97,"ask":13.98,"spread_pct":0.071556,"quote_size_imbalance":null,"quote_age_s":1.842914},"context":{"vwap":13.87308,"price_vs_vwap_pct":0.734661,"ema9":13.992242,"ema20":13.988924,"ema_stack":false,"ema_warm":true,"hod":14.085,"dist_to_hod_pct":-0.780973,"dist_to_hod_atr":4.667209,"atr":0.023569,"spread_atr":0.424292,"own_change_pct":-0.229255,"rel_strength_pct":{"SPY":-0.251551,"IWM":-0.176023}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.699664},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6ac72b5ede5c","ts":"2026-09-09T16:54:40+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5469,"target":14.76,"target_label":"ceiling","reward_risk":0.91,"pos_in_5d_range_pct":189.7,"room_to_5d_high_atr":-2.98},"price":14.6582,"vwap":14.4618,"ext_from_open_pct":3.83,"max_ext_allowed_pct":5.0,"volume_pace":4.19,"trend":"flat","recent_slope_pct":0.0521,"volatility":"medium"},"price":14.6582,"volume":{"bars":204,"last_bar_volume":7170.0,"baseline_avg":5071.8,"bar_rvol":1.413699,"raw_accel":4.654797,"smooth_accel":0.092087,"accel_momentum":-0.021003,"rvol_3bar":[2.433295,0.11937,1.413699],"trend_3bar":"MIXED","projected_rvol":1.779546},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":5236.0,"sell_vol":250.0,"unclassified_vol":0.0,"imbalance":0.908859,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.699578},"context":{"vwap":14.461372,"price_vs_vwap_pct":1.361059,"ema9":14.673724,"ema20":14.683191,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.689702,"dist_to_hod_atr":3.611463,"atr":0.028188,"spread_atr":0.354761,"own_change_pct":0.048356,"rel_strength_pct":{"SPY":0.02606,"IWM":0.101587}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":1.284853},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"02b44bfb9b33","ts":"2026-09-09T16:54:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5837,"target":14.8113,"target_label":"clear air (typical 60-min move)","reward_risk":1.05,"pos_in_5d_range_pct":192.2,"room_to_5d_high_atr":-3.07},"price":14.695,"vwap":14.4619,"ext_from_open_pct":4.09,"max_ext_allowed_pct":5.0,"volume_pace":4.19,"trend":"flat","recent_slope_pct":0.1023,"volatility":"medium"},"price":14.695,"volume":{"bars":204,"last_bar_volume":7170.0,"baseline_avg":5071.8,"bar_rvol":1.413699,"raw_accel":4.654797,"smooth_accel":0.092087,"accel_momentum":-0.021003,"rvol_3bar":[2.433295,0.11937,1.413699],"trend_3bar":"MIXED","projected_rvol":1.908067},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":5377.0,"sell_vol":1350.0,"unclassified_vol":0.0,"imbalance":0.598632,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.14661},"context":{"vwap":14.461372,"price_vs_vwap_pct":1.61553,"ema9":14.673724,"ema20":14.683191,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.440379,"dist_to_hod_atr":2.305944,"atr":0.028188,"spread_atr":0.354761,"own_change_pct":0.048356,"rel_strength_pct":{"SPY":0.02606,"IWM":0.101587}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.846286},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4cbe8e922276","ts":"2026-09-09T16:54:50+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5837,"target":14.8113,"target_label":"clear air (typical 60-min move)","reward_risk":1.05,"pos_in_5d_range_pct":192.2,"room_to_5d_high_atr":-3.07},"price":14.695,"vwap":14.4619,"ext_from_open_pct":4.09,"max_ext_allowed_pct":4.0,"volume_pace":4.188,"trend":"flat","recent_slope_pct":0.1023,"volatility":"medium"},"price":14.695,"volume":{"bars":204,"last_bar_volume":7170.0,"baseline_avg":5071.8,"bar_rvol":1.413699,"raw_accel":4.654797,"smooth_accel":0.092087,"accel_momentum":-0.021003,"rvol_3bar":[2.433295,0.11937,1.413699],"trend_3bar":"MIXED","projected_rvol":1.750621},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":5401.0,"sell_vol":1367.0,"unclassified_vol":0.0,"imbalance":0.59604,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":2.150279},"context":{"vwap":14.461372,"price_vs_vwap_pct":1.61553,"ema9":14.673724,"ema20":14.683191,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.440379,"dist_to_hod_atr":2.305944,"atr":0.028188,"spread_atr":0.354761,"own_change_pct":0.048356,"rel_strength_pct":{"SPY":0.02606,"IWM":0.101587}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.842622},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b57556f00952","ts":"2026-09-09T16:55:05+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":10.8718,"target":11.1764,"target_label":"ceiling","reward_risk":1.02,"pos_in_5d_range_pct":72.3,"room_to_5d_high_atr":0.56},"price":11.0226,"vwap":10.9926,"ext_from_open_pct":-2.33,"max_ext_allowed_pct":3.0,"volume_pace":0.895,"trend":"flat","recent_slope_pct":-0.051,"volatility":"medium"},"price":11.0226,"volume":{"bars":205,"last_bar_volume":11849.0,"baseline_avg":26668.95,"bar_rvol":0.444299,"raw_accel":-0.592636,"smooth_accel":-0.093225,"accel_momentum":0.226267,"rvol_3bar":[0.869752,1.054095,0.444299],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":6031.0,"sell_vol":1801.0,"unclassified_vol":0.0,"imbalance":0.540092,"bid":11.04,"ask":11.05,"spread_pct":0.090539,"quote_size_imbalance":null,"quote_age_s":1.52952},"context":{"vwap":10.992625,"price_vs_vwap_pct":0.272687,"ema9":11.056465,"ema20":11.068946,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.151304,"dist_to_hod_atr":7.977704,"atr":0.059842,"spread_atr":0.167107,"own_change_pct":-0.099539,"rel_strength_pct":{"SPY":-0.121834,"IWM":-0.053169}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.239963},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e72078f5d6b7","ts":"2026-09-09T16:55:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.9645,"target":14.39,"target_label":"prev_day_high","reward_risk":1.92,"pos_in_5d_range_pct":39.2,"room_to_5d_high_atr":1.98},"price":14.11,"vwap":13.8735,"ext_from_open_pct":0.71,"max_ext_allowed_pct":3.0,"volume_pace":0.602,"trend":"flat","recent_slope_pct":0.1383,"volatility":"medium"},"price":14.11,"volume":{"bars":205,"last_bar_volume":14003.0,"baseline_avg":17640.8,"bar_rvol":0.793785,"raw_accel":-0.521494,"smooth_accel":-0.122159,"accel_momentum":-0.078593,"rvol_3bar":[0.217263,1.699478,0.793785],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":4780.0,"sell_vol":5207.0,"unclassified_vol":0.0,"imbalance":-0.042756,"bid":13.96,"ask":13.97,"spread_pct":0.071608,"quote_size_imbalance":null,"quote_age_s":0.145078},"context":{"vwap":13.873491,"price_vs_vwap_pct":1.704758,"ema9":13.987894,"ema20":13.987169,"ema_stack":true,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-0.912921,"dist_to_hod_atr":3.103721,"atr":0.041885,"spread_atr":0.238748,"own_change_pct":-0.170069,"rel_strength_pct":{"SPY":-0.192365,"IWM":-0.1237}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.033939},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bd2ec3aa34c5","ts":"2026-09-09T16:55:15+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":13.8195,"target":14.06,"target_label":"premarket_high","reward_risk":0.65,"pos_in_5d_range_pct":31.5,"room_to_5d_high_atr":2.22},"price":13.965,"vwap":13.8735,"ext_from_open_pct":-0.32,"max_ext_allowed_pct":3.0,"volume_pace":0.602,"trend":"flat","recent_slope_pct":-0.0688,"volatility":"medium"},"price":13.965,"volume":{"bars":205,"last_bar_volume":14003.0,"baseline_avg":17640.8,"bar_rvol":0.793785,"raw_accel":-0.521494,"smooth_accel":-0.122159,"accel_momentum":-0.078593,"rvol_3bar":[0.217263,1.699478,0.793785],"trend_3bar":"MIXED","projected_rvol":0.2628},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":5508.0,"sell_vol":5200.0,"unclassified_vol":0.0,"imbalance":0.028764,"bid":13.96,"ask":13.97,"spread_pct":0.071608,"quote_size_imbalance":null,"quote_age_s":1.703718},"context":{"vwap":13.873491,"price_vs_vwap_pct":0.659599,"ema9":13.987894,"ema20":13.987169,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.93118,"dist_to_hod_atr":6.565563,"atr":0.041885,"spread_atr":0.238748,"own_change_pct":-0.170069,"rel_strength_pct":{"SPY":-0.192365,"IWM":-0.1237}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.022832},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fe7ebbf35ff8","ts":"2026-09-09T16:55:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.7907,"target_label":"clear air (typical 60-min move)","reward_risk":1.04,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.4625,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":4.186,"trend":"flat","recent_slope_pct":0.0618,"volatility":"medium"},"price":14.675,"volume":{"bars":205,"last_bar_volume":9794.0,"baseline_avg":5371.95,"bar_rvol":1.823174,"raw_accel":0.365969,"smooth_accel":-0.259174,"accel_momentum":-0.351261,"rvol_3bar":[0.11937,1.413699,1.823174],"trend_3bar":"ACCELERATING","projected_rvol":2.170534},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":4602.0,"sell_vol":1228.0,"unclassified_vol":0.0,"imbalance":0.578731,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.078602},"context":{"vwap":14.462086,"price_vs_vwap_pct":1.472224,"ema9":14.676839,"ema20":14.683772,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.914921,"atr":0.02916,"spread_atr":0.342932,"own_change_pct":0.199864,"rel_strength_pct":{"SPY":0.177568,"IWM":0.246233}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.055127},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1fa2aaef49a8","ts":"2026-09-09T16:55:40+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.559,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.6,"room_to_5d_high_atr":-3.01},"price":14.6703,"vwap":14.4627,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.186,"trend":"flat","recent_slope_pct":0.0554,"volatility":"medium"},"price":14.6703,"volume":{"bars":205,"last_bar_volume":9794.0,"baseline_avg":5371.95,"bar_rvol":1.823174,"raw_accel":0.365969,"smooth_accel":-0.259174,"accel_momentum":-0.351261,"rvol_3bar":[0.11937,1.413699,1.823174],"trend_3bar":"ACCELERATING","projected_rvol":2.353894},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":801.0,"sell_vol":3525.0,"unclassified_vol":0.0,"imbalance":-0.629681,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.232542},"context":{"vwap":14.462086,"price_vs_vwap_pct":1.439725,"ema9":14.676839,"ema20":14.683772,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.607724,"dist_to_hod_atr":3.076099,"atr":0.02916,"spread_atr":0.342932,"own_change_pct":0.199864,"rel_strength_pct":{"SPY":0.177568,"IWM":0.246233}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.148018},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"02614ecae5b3","ts":"2026-09-09T16:55:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.7907,"target_label":"clear air (typical 60-min move)","reward_risk":1.04,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.4627,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":4.185,"trend":"flat","recent_slope_pct":0.0618,"volatility":"medium"},"price":14.675,"volume":{"bars":205,"last_bar_volume":9794.0,"baseline_avg":5371.95,"bar_rvol":1.823174,"raw_accel":0.365969,"smooth_accel":-0.259174,"accel_momentum":-0.351261,"rvol_3bar":[0.11937,1.413699,1.823174],"trend_3bar":"ACCELERATING","projected_rvol":2.162095},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":802.0,"sell_vol":3805.0,"unclassified_vol":0.0,"imbalance":-0.651834,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.315205},"context":{"vwap":14.462086,"price_vs_vwap_pct":1.472224,"ema9":14.676839,"ema20":14.683772,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.914921,"atr":0.02916,"spread_atr":0.342932,"own_change_pct":0.199864,"rel_strength_pct":{"SPY":0.177568,"IWM":0.246233}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.188407},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c866a8227c4c","ts":"2026-09-09T16:55:50+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2181,"target":8.39,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":35.5,"room_to_5d_high_atr":1.36},"price":8.3,"vwap":8.2372,"ext_from_open_pct":-2.92,"max_ext_allowed_pct":3.0,"volume_pace":1.358,"trend":"flat","recent_slope_pct":-0.0735,"volatility":"medium"},"price":8.3,"volume":{"bars":205,"last_bar_volume":8324.0,"baseline_avg":947.5,"bar_rvol":8.785224,"raw_accel":34.140897,"smooth_accel":5.02028,"accel_momentum":5.844508,"rvol_3bar":[0.185608,0.111832,8.785224],"trend_3bar":"MIXED","projected_rvol":1.332348},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":26.0,"sell_vol":997.0,"unclassified_vol":0.0,"imbalance":-0.949169,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":0.151788},"context":{"vwap":8.237064,"price_vs_vwap_pct":0.764053,"ema9":8.315256,"ema20":8.309551,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.46697,"dist_to_hod_atr":31.08985,"atr":0.015439,"spread_atr":0.647705,"own_change_pct":-0.012032,"rel_strength_pct":{"SPY":-0.034328,"IWM":0.034337}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-8.338664},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a6f2e8229c7d","ts":"2026-09-09T16:56:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8298,"target":14.06,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":32.0,"room_to_5d_high_atr":2.21},"price":13.9753,"vwap":13.8739,"ext_from_open_pct":-0.25,"max_ext_allowed_pct":3.0,"volume_pace":0.601,"trend":"flat","recent_slope_pct":-0.0447,"volatility":"medium"},"price":13.9753,"volume":{"bars":206,"last_bar_volume":18507.0,"baseline_avg":18028.85,"bar_rvol":1.026521,"raw_accel":0.321645,"smooth_accel":0.891253,"accel_momentum":1.013413,"rvol_3bar":[1.699478,0.793785,1.026521],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":102,"trade_rate":3.4,"buy_vol":4109.0,"sell_vol":13108.0,"unclassified_vol":0.0,"imbalance":-0.522681,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":0.112687},"context":{"vwap":13.873877,"price_vs_vwap_pct":0.731036,"ema9":13.981135,"ema20":13.98402,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.858848,"dist_to_hod_atr":5.260127,"atr":0.050322,"spread_atr":0.19872,"own_change_pct":-0.399001,"rel_strength_pct":{"SPY":-0.366228,"IWM":-0.34062}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.536543},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2fc453b57c92","ts":"2026-09-09T16:56:15+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5754,"target":14.8017,"target_label":"clear air (typical 60-min move)","reward_risk":1.03,"pos_in_5d_range_pct":191.7,"room_to_5d_high_atr":-3.05},"price":14.6867,"vwap":14.4628,"ext_from_open_pct":4.03,"max_ext_allowed_pct":4.0,"volume_pace":4.177,"trend":"flat","recent_slope_pct":0.0232,"volatility":"medium"},"price":14.6867,"volume":{"bars":206,"last_bar_volume":8941.0,"baseline_avg":5766.7,"bar_rvol":1.550453,"raw_accel":-0.087094,"smooth_accel":0.123325,"accel_momentum":0.382499,"rvol_3bar":[1.413699,1.823174,1.550453],"trend_3bar":"MIXED","projected_rvol":0.77618},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":149.0,"sell_vol":1200.0,"unclassified_vol":0.0,"imbalance":-0.779096,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.724446},"context":{"vwap":14.462733,"price_vs_vwap_pct":1.548577,"ema9":14.679032,"ema20":14.684156,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.496612,"dist_to_hod_atr":2.571389,"atr":0.028506,"spread_atr":0.350803,"own_change_pct":0.29225,"rel_strength_pct":{"SPY":0.325022,"IWM":0.350631}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.207952},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dacccf240247","ts":"2026-09-09T16:56:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5687,"target":14.795,"target_label":"clear air (typical 60-min move)","reward_risk":1.03,"pos_in_5d_range_pct":191.2,"room_to_5d_high_atr":-3.03},"price":14.68,"vwap":14.4628,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":4.176,"trend":"flat","recent_slope_pct":0.014,"volatility":"medium"},"price":14.68,"volume":{"bars":206,"last_bar_volume":8941.0,"baseline_avg":5766.7,"bar_rvol":1.550453,"raw_accel":-0.087094,"smooth_accel":0.123325,"accel_momentum":0.382499,"rvol_3bar":[1.413699,1.823174,1.550453],"trend_3bar":"MIXED","projected_rvol":0.842249},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":149.0,"sell_vol":1600.0,"unclassified_vol":0.0,"imbalance":-0.829617,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":2.606174},"context":{"vwap":14.462733,"price_vs_vwap_pct":1.502251,"ema9":14.679032,"ema20":14.684156,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.542005,"dist_to_hod_atr":2.806427,"atr":0.028506,"spread_atr":0.350803,"own_change_pct":0.29225,"rel_strength_pct":{"SPY":0.325022,"IWM":0.350631}},"vas":{"raw":1,"score":5.0,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.286282},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3d4075ba4d18","ts":"2026-09-09T16:56:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.74,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5807,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.824,"trend":"flat","recent_slope_pct":-0.0258,"volatility":"medium"},"price":12.695,"volume":{"bars":206,"last_bar_volume":6511.0,"baseline_avg":10903.8,"bar_rvol":0.597131,"raw_accel":-0.684972,"smooth_accel":1.11671,"accel_momentum":0.881112,"rvol_3bar":[0.361361,1.885121,0.597131],"trend_3bar":"MIXED","projected_rvol":0.184064},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":429.0,"sell_vol":626.0,"unclassified_vol":0.0,"imbalance":-0.18673,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.398833},"context":{"vwap":12.580705,"price_vs_vwap_pct":0.908498,"ema9":12.706261,"ema20":12.698097,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":7.030226,"atr":0.019203,"spread_atr":0.520757,"own_change_pct":-0.061345,"rel_strength_pct":{"SPY":-0.028573,"IWM":-0.002964}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.111502},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dbd72ae572ef","ts":"2026-09-09T16:56:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5563,"target":14.76,"target_label":"ceiling","reward_risk":0.83,"pos_in_5d_range_pct":190.4,"room_to_5d_high_atr":-3.0},"price":14.6676,"vwap":14.4649,"ext_from_open_pct":3.89,"max_ext_allowed_pct":4.0,"volume_pace":4.206,"trend":"flat","recent_slope_pct":-0.0029,"volatility":"medium"},"price":14.6676,"volume":{"bars":206,"last_bar_volume":8941.0,"baseline_avg":5766.7,"bar_rvol":1.550453,"raw_accel":-0.087094,"smooth_accel":0.123325,"accel_momentum":0.382499,"rvol_3bar":[1.413699,1.823174,1.550453],"trend_3bar":"MIXED","projected_rvol":6.142855},"flow":{"window_s":30,"trades":138,"trade_rate":4.6,"buy_vol":15863.0,"sell_vol":14990.0,"unclassified_vol":0.0,"imbalance":0.028295,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.571503},"context":{"vwap":14.462733,"price_vs_vwap_pct":1.416513,"ema9":14.679032,"ema20":14.684156,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.626016,"dist_to_hod_atr":3.241423,"atr":0.028506,"spread_atr":0.350803,"own_change_pct":0.29225,"rel_strength_pct":{"SPY":0.325022,"IWM":0.350631}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.043871},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5c96876af087","ts":"2026-09-09T16:57:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.7883,"target_label":"clear air (typical 60-min move)","reward_risk":1.02,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.4649,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":4.203,"trend":"flat","recent_slope_pct":-0.0352,"volatility":"medium"},"price":14.675,"volume":{"bars":207,"last_bar_volume":32472.0,"baseline_avg":5960.4,"bar_rvol":5.447957,"raw_accel":2.631809,"smooth_accel":1.532493,"accel_momentum":1.409167,"rvol_3bar":[1.823174,1.550453,5.447957],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":136,"trade_rate":4.533333,"buy_vol":15957.0,"sell_vol":14670.0,"unclassified_vol":0.0,"imbalance":0.042022,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.995521},"context":{"vwap":14.464922,"price_vs_vwap_pct":1.452329,"ema9":14.676745,"ema20":14.682579,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.950087,"atr":0.028813,"spread_atr":0.347069,"own_change_pct":0.188525,"rel_strength_pct":{"SPY":0.200323,"IWM":0.231462}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.228933},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"19f9023879f9","ts":"2026-09-09T16:57:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.74,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5808,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.816,"trend":"flat","recent_slope_pct":-0.0245,"volatility":"medium"},"price":12.695,"volume":{"bars":207,"last_bar_volume":2834.0,"baseline_avg":8213.45,"bar_rvol":0.345044,"raw_accel":-0.564737,"smooth_accel":0.859426,"accel_momentum":-0.257283,"rvol_3bar":[1.885121,0.597131,0.345044],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":1018.0,"sell_vol":959.0,"unclassified_vol":0.0,"imbalance":0.029843,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":3.227272},"context":{"vwap":12.580776,"price_vs_vwap_pct":0.907924,"ema9":12.703789,"ema20":12.697697,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":7.082993,"atr":0.01906,"spread_atr":0.524666,"own_change_pct":-0.129029,"rel_strength_pct":{"SPY":-0.117231,"IWM":-0.086092}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.010297},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7b792064465b","ts":"2026-09-09T16:57:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5531,"target":14.76,"target_label":"ceiling","reward_risk":0.86,"pos_in_5d_range_pct":190.2,"room_to_5d_high_atr":-3.0},"price":14.6644,"vwap":14.4649,"ext_from_open_pct":3.87,"max_ext_allowed_pct":4.0,"volume_pace":4.201,"trend":"flat","recent_slope_pct":-0.0497,"volatility":"medium"},"price":14.6644,"volume":{"bars":207,"last_bar_volume":32472.0,"baseline_avg":5960.4,"bar_rvol":5.447957,"raw_accel":2.631809,"smooth_accel":1.532493,"accel_momentum":1.409167,"rvol_3bar":[1.823174,1.550453,5.447957],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":137,"trade_rate":4.566667,"buy_vol":15663.0,"sell_vol":14689.0,"unclassified_vol":0.0,"imbalance":0.03209,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":1.455585},"context":{"vwap":14.464922,"price_vs_vwap_pct":1.379049,"ema9":14.676745,"ema20":14.682579,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.647696,"dist_to_hod_atr":3.31798,"atr":0.028813,"spread_atr":0.347069,"own_change_pct":0.188525,"rel_strength_pct":{"SPY":0.200323,"IWM":0.231462}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.174826},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e6edc2b850e5","ts":"2026-09-09T16:57:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.7983,"target_label":"clear air (typical 60-min move)","reward_risk":1.02,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.465,"ext_from_open_pct":4.02,"max_ext_allowed_pct":5.0,"volume_pace":4.198,"trend":"flat","recent_slope_pct":-0.0216,"volatility":"medium"},"price":14.685,"volume":{"bars":207,"last_bar_volume":32472.0,"baseline_avg":5960.4,"bar_rvol":5.447957,"raw_accel":2.631809,"smooth_accel":1.532493,"accel_momentum":1.409167,"rvol_3bar":[1.823174,1.550453,5.447957],"trend_3bar":"MIXED","projected_rvol":0.260217},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":15080.0,"sell_vol":14514.0,"unclassified_vol":0.0,"imbalance":0.019125,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":1.381358},"context":{"vwap":14.464922,"price_vs_vwap_pct":1.521462,"ema9":14.676745,"ema20":14.682579,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.603018,"atr":0.028813,"spread_atr":0.347069,"own_change_pct":0.188525,"rel_strength_pct":{"SPY":0.200323,"IWM":0.231462}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.104195},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ad3f8c5d8cb7","ts":"2026-09-09T16:57:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5796,"target":14.8041,"target_label":"clear air (typical 60-min move)","reward_risk":1.02,"pos_in_5d_range_pct":192.0,"room_to_5d_high_atr":-3.06},"price":14.6909,"vwap":14.4651,"ext_from_open_pct":4.06,"max_ext_allowed_pct":4.0,"volume_pace":4.195,"trend":"flat","recent_slope_pct":-0.0136,"volatility":"medium"},"price":14.6909,"volume":{"bars":207,"last_bar_volume":32472.0,"baseline_avg":5960.4,"bar_rvol":5.447957,"raw_accel":2.631809,"smooth_accel":1.532493,"accel_momentum":1.409167,"rvol_3bar":[1.823174,1.550453,5.447957],"trend_3bar":"MIXED","projected_rvol":0.804308},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":1028.0,"sell_vol":2043.0,"unclassified_vol":0.0,"imbalance":-0.330511,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.242886},"context":{"vwap":14.464922,"price_vs_vwap_pct":1.56225,"ema9":14.676745,"ema20":14.682579,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.468157,"dist_to_hod_atr":2.398247,"atr":0.028813,"spread_atr":0.347069,"own_change_pct":0.188525,"rel_strength_pct":{"SPY":0.200323,"IWM":0.231462}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.800611},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"968c56919f36","ts":"2026-09-09T16:58:00+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8148,"target":14.06,"target_label":"premarket_high","reward_risk":0.69,"pos_in_5d_range_pct":31.2,"room_to_5d_high_atr":2.23},"price":13.9603,"vwap":13.8743,"ext_from_open_pct":-0.35,"max_ext_allowed_pct":3.0,"volume_pace":0.598,"trend":"flat","recent_slope_pct":-0.0177,"volatility":"medium"},"price":13.9603,"volume":{"bars":207,"last_bar_volume":8508.0,"baseline_avg":18570.0,"bar_rvol":0.458158,"raw_accel":-0.540282,"smooth_accel":-0.1981,"accel_momentum":-1.089353,"rvol_3bar":[0.793785,1.026521,0.458158],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":6746.0,"sell_vol":9329.0,"unclassified_vol":0.0,"imbalance":-0.160684,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":1.740218},"context":{"vwap":13.874043,"price_vs_vwap_pct":0.621717,"ema9":13.977868,"ema20":13.982189,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.964185,"dist_to_hod_atr":5.084888,"atr":0.055006,"spread_atr":0.181798,"own_change_pct":-0.244303,"rel_strength_pct":{"SPY":-0.237748,"IWM":-0.209953}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.073619},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5d69a452fd30","ts":"2026-09-09T16:58:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1967,"target":8.39,"target_label":"ceiling","reward_risk":1.36,"pos_in_5d_range_pct":32.4,"room_to_5d_high_atr":1.42},"price":8.2786,"vwap":8.2378,"ext_from_open_pct":-3.17,"max_ext_allowed_pct":3.0,"volume_pace":1.359,"trend":"flat","recent_slope_pct":-0.0717,"volatility":"medium"},"price":8.2786,"volume":{"bars":208,"last_bar_volume":5304.0,"baseline_avg":1273.1,"bar_rvol":4.166208,"raw_accel":1.372093,"smooth_accel":0.166454,"accel_momentum":-20.897735,"rvol_3bar":[2.256697,1.822257,4.166208],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":63.0,"sell_vol":24.0,"unclassified_vol":0.0,"imbalance":0.448276,"bid":8.29,"ask":8.3,"spread_pct":0.120555,"quote_size_imbalance":null,"quote_age_s":4.52281},"context":{"vwap":8.237795,"price_vs_vwap_pct":0.49534,"ema9":8.304471,"ema20":8.305234,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.710706,"dist_to_hod_atr":27.300095,"atr":0.018366,"spread_atr":0.544477,"own_change_pct":-0.223507,"rel_strength_pct":{"SPY":-0.216951,"IWM":-0.189157}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.867611},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a007ba1348bf","ts":"2026-09-09T16:58:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8359,"target":14.06,"target_label":"premarket_high","reward_risk":0.54,"pos_in_5d_range_pct":32.3,"room_to_5d_high_atr":2.2},"price":13.9814,"vwap":13.8743,"ext_from_open_pct":-0.2,"max_ext_allowed_pct":3.0,"volume_pace":0.598,"trend":"flat","recent_slope_pct":0.02,"volatility":"medium"},"price":13.9814,"volume":{"bars":208,"last_bar_volume":19096.0,"baseline_avg":17203.05,"bar_rvol":1.110036,"raw_accel":1.244476,"smooth_accel":-0.023176,"accel_momentum":0.174924,"rvol_3bar":[1.026521,0.458158,1.110036],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":6900.0,"sell_vol":9301.0,"unclassified_vol":0.0,"imbalance":-0.148201,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":0.008001},"context":{"vwap":13.87432,"price_vs_vwap_pct":0.771786,"ema9":13.974354,"ema20":13.980104,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.816011,"dist_to_hod_atr":4.815132,"atr":0.053706,"spread_atr":0.1862,"own_change_pct":-0.274311,"rel_strength_pct":{"SPY":-0.267756,"IWM":-0.239961}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.164508},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ab24360d55bc","ts":"2026-09-09T16:58:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5687,"target":14.7915,"target_label":"clear air (typical 60-min move)","reward_risk":1.0,"pos_in_5d_range_pct":191.2,"room_to_5d_high_atr":-3.03},"price":14.68,"vwap":14.4655,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":4.188,"trend":"flat","recent_slope_pct":-0.0086,"volatility":"medium"},"price":14.68,"volume":{"bars":208,"last_bar_volume":3720.0,"baseline_avg":7504.95,"bar_rvol":0.495673,"raw_accel":-0.88544,"smooth_accel":1.560738,"accel_momentum":0.028245,"rvol_3bar":[1.550453,5.447957,0.495673],"trend_3bar":"MIXED","projected_rvol":1.738852},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":1685.0,"sell_vol":2674.0,"unclassified_vol":0.0,"imbalance":-0.226887,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.155695},"context":{"vwap":14.465186,"price_vs_vwap_pct":1.48504,"ema9":14.680136,"ema20":14.683638,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.542005,"dist_to_hod_atr":2.755463,"atr":0.029033,"spread_atr":0.344433,"own_change_pct":0.171114,"rel_strength_pct":{"SPY":0.177669,"IWM":0.205464}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.112462},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5ad5797a5174","ts":"2026-09-09T16:58:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8351,"target":14.06,"target_label":"premarket_high","reward_risk":0.55,"pos_in_5d_range_pct":32.3,"room_to_5d_high_atr":2.2},"price":13.9806,"vwap":13.8744,"ext_from_open_pct":-0.21,"max_ext_allowed_pct":3.0,"volume_pace":0.597,"trend":"flat","recent_slope_pct":0.0189,"volatility":"medium"},"price":13.9806,"volume":{"bars":208,"last_bar_volume":19096.0,"baseline_avg":17203.05,"bar_rvol":1.110036,"raw_accel":1.244476,"smooth_accel":-0.023176,"accel_momentum":0.174924,"rvol_3bar":[1.026521,0.458158,1.110036],"trend_3bar":"MIXED","projected_rvol":0.698074},"flow":{"window_s":30,"trades":117,"trade_rate":3.9,"buy_vol":7066.0,"sell_vol":11471.0,"unclassified_vol":0.0,"imbalance":-0.237633,"bid":13.94,"ask":13.95,"spread_pct":0.07171,"quote_size_imbalance":null,"quote_age_s":0.214903},"context":{"vwap":13.87432,"price_vs_vwap_pct":0.766019,"ema9":13.974354,"ema20":13.980104,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.821629,"dist_to_hod_atr":4.830028,"atr":0.053706,"spread_atr":0.1862,"own_change_pct":-0.274311,"rel_strength_pct":{"SPY":-0.267756,"IWM":-0.239961}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.263781},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4053ec0267cd","ts":"2026-09-09T16:58:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5596,"target":14.76,"target_label":"ceiling","reward_risk":0.8,"pos_in_5d_range_pct":190.6,"room_to_5d_high_atr":-3.01},"price":14.6709,"vwap":14.4658,"ext_from_open_pct":3.92,"max_ext_allowed_pct":4.0,"volume_pace":4.193,"trend":"flat","recent_slope_pct":-0.021,"volatility":"medium"},"price":14.6709,"volume":{"bars":208,"last_bar_volume":3720.0,"baseline_avg":7504.95,"bar_rvol":0.495673,"raw_accel":-0.88544,"smooth_accel":1.560738,"accel_momentum":0.028245,"rvol_3bar":[1.550453,5.447957,0.495673],"trend_3bar":"MIXED","projected_rvol":2.83301},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":3420.0,"sell_vol":5448.0,"unclassified_vol":0.0,"imbalance":-0.228687,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":1.701135},"context":{"vwap":14.465186,"price_vs_vwap_pct":1.42213,"ema9":14.680136,"ema20":14.683638,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.603659,"dist_to_hod_atr":3.068897,"atr":0.029033,"spread_atr":0.344433,"own_change_pct":0.171114,"rel_strength_pct":{"SPY":0.177669,"IWM":0.205464}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.113354},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2e4e2996ed15","ts":"2026-09-09T16:58:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.7865,"target_label":"clear air (typical 60-min move)","reward_risk":1.0,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.466,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":4.186,"trend":"flat","recent_slope_pct":-0.0155,"volatility":"medium"},"price":14.675,"volume":{"bars":208,"last_bar_volume":3720.0,"baseline_avg":7504.95,"bar_rvol":0.495673,"raw_accel":-0.88544,"smooth_accel":1.560738,"accel_momentum":0.028245,"rvol_3bar":[1.550453,5.447957,0.495673],"trend_3bar":"MIXED","projected_rvol":1.634267},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1500.0,"sell_vol":884.0,"unclassified_vol":0.0,"imbalance":0.258389,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":1.15056},"context":{"vwap":14.465186,"price_vs_vwap_pct":1.450474,"ema9":14.680136,"ema20":14.683638,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.927679,"atr":0.029033,"spread_atr":0.344433,"own_change_pct":0.171114,"rel_strength_pct":{"SPY":0.177669,"IWM":0.205464}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.128077},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"143ee2ead77b","ts":"2026-09-09T16:59:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.466,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.183,"trend":"flat","recent_slope_pct":-0.0192,"volatility":"medium"},"price":14.67,"volume":{"bars":209,"last_bar_volume":11243.0,"baseline_avg":7009.1,"bar_rvol":1.604058,"raw_accel":2.022312,"smooth_accel":0.831114,"accel_momentum":-0.729624,"rvol_3bar":[5.447957,0.495673,1.604058],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1500.0,"sell_vol":784.0,"unclassified_vol":0.0,"imbalance":0.313485,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.253422},"context":{"vwap":14.465962,"price_vs_vwap_pct":1.410471,"ema9":14.679109,"ema20":14.682816,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.095579,"atr":0.029074,"spread_atr":0.343953,"own_change_pct":-0.10211,"rel_strength_pct":{"SPY":-0.107355,"IWM":-0.083212}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.502848},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b88d2d5b3f51","ts":"2026-09-09T16:59:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.7858,"target_label":"clear air (typical 60-min move)","reward_risk":1.0,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.466,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":4.18,"trend":"flat","recent_slope_pct":-0.0124,"volatility":"medium"},"price":14.675,"volume":{"bars":209,"last_bar_volume":11243.0,"baseline_avg":7009.1,"bar_rvol":1.604058,"raw_accel":2.022312,"smooth_accel":0.831114,"accel_momentum":-0.729624,"rvol_3bar":[5.447957,0.495673,1.604058],"trend_3bar":"MIXED","projected_rvol":0.063917},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":196.0,"sell_vol":200.0,"unclassified_vol":0.0,"imbalance":-0.010101,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":1.044672},"context":{"vwap":14.465962,"price_vs_vwap_pct":1.445035,"ema9":14.679109,"ema20":14.682816,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.923603,"atr":0.029074,"spread_atr":0.343953,"own_change_pct":-0.10211,"rel_strength_pct":{"SPY":-0.107355,"IWM":-0.083212}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.016203},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f8928c0e9941","ts":"2026-09-09T16:59:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4661,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.169,"trend":"flat","recent_slope_pct":-0.0192,"volatility":"medium"},"price":14.67,"volume":{"bars":209,"last_bar_volume":11243.0,"baseline_avg":7009.1,"bar_rvol":1.604058,"raw_accel":2.022312,"smooth_accel":0.831114,"accel_momentum":-0.729624,"rvol_3bar":[5.447957,0.495673,1.604058],"trend_3bar":"MIXED","projected_rvol":0.277042},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":652.0,"sell_vol":1016.0,"unclassified_vol":0.0,"imbalance":-0.218225,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.071992},"context":{"vwap":14.465962,"price_vs_vwap_pct":1.410471,"ema9":14.679109,"ema20":14.682816,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.095579,"atr":0.029074,"spread_atr":0.343953,"own_change_pct":-0.10211,"rel_strength_pct":{"SPY":-0.107355,"IWM":-0.083212}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.350046},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ff6f0e2af0af","ts":"2026-09-09T17:00:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.8158,"target_label":"clear air (typical 60-min move)","reward_risk":1.0,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.4667,"ext_from_open_pct":4.16,"max_ext_allowed_pct":5.0,"volume_pace":4.179,"trend":"flat","recent_slope_pct":0.0285,"volatility":"medium"},"price":14.705,"volume":{"bars":209,"last_bar_volume":11243.0,"baseline_avg":7009.1,"bar_rvol":1.604058,"raw_accel":2.022312,"smooth_accel":0.831114,"accel_momentum":-0.729624,"rvol_3bar":[5.447957,0.495673,1.604058],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":7398.0,"sell_vol":2549.0,"unclassified_vol":0.0,"imbalance":0.487484,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":0.050012},"context":{"vwap":14.465962,"price_vs_vwap_pct":1.652418,"ema9":14.679109,"ema20":14.682816,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":1.891743,"atr":0.029074,"spread_atr":0.343953,"own_change_pct":-0.10211,"rel_strength_pct":{"SPY":-0.092407,"IWM":-0.079774}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.781952},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"20ccb136cf00","ts":"2026-09-09T17:00:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 180.0s, plan says PASS; stop 12.59, target 12.74 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 12.69; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.589,"target":12.74,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":48.2,"room_to_5d_high_atr":1.09},"price":12.694,"vwap":12.5812,"ext_from_open_pct":0.67,"max_ext_allowed_pct":4.0,"volume_pace":2.786,"trend":"flat","recent_slope_pct":0.0002,"volatility":"medium"},"price":12.694,"volume":{"bars":210,"last_bar_volume":10040.0,"baseline_avg":7704.6,"bar_rvol":1.303118,"raw_accel":2.487322,"smooth_accel":-0.423117,"accel_momentum":0.253044,"rvol_3bar":[0.566852,0.365022,1.303118],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":1536.0,"sell_vol":4487.0,"unclassified_vol":0.0,"imbalance":-0.489955,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.903181},"context":{"vwap":12.581214,"price_vs_vwap_pct":0.896465,"ema9":12.701084,"ema20":12.697851,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.060016,"dist_to_hod_atr":7.41646,"atr":0.018338,"spread_atr":0.545328,"own_change_pct":0.0,"rel_strength_pct":{"SPY":0.009703,"IWM":0.022336}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.638469},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7f22cb4befd5","ts":"2026-09-09T17:00:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8045,"target":14.06,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":30.7,"room_to_5d_high_atr":2.25},"price":13.95,"vwap":13.8748,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":3.0,"volume_pace":0.596,"trend":"flat","recent_slope_pct":-0.0251,"volatility":"medium"},"price":13.95,"volume":{"bars":210,"last_bar_volume":6773.0,"baseline_avg":17212.3,"bar_rvol":0.393498,"raw_accel":-0.772832,"smooth_accel":0.35755,"accel_momentum":0.428049,"rvol_3bar":[1.110036,1.794042,0.393498],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":866.0,"sell_vol":1018.0,"unclassified_vol":0.0,"imbalance":-0.080679,"bid":13.95,"ask":13.96,"spread_pct":0.071659,"quote_size_imbalance":null,"quote_age_s":4.406104},"context":{"vwap":13.874808,"price_vs_vwap_pct":0.541933,"ema9":13.967347,"ema20":13.975531,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.036517,"dist_to_hod_atr":5.710691,"atr":0.050782,"spread_atr":0.19692,"own_change_pct":-0.11238,"rel_strength_pct":{"SPY":-0.102677,"IWM":-0.090043}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.031747},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c4a303fdf9e0","ts":"2026-09-09T17:00:20+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5977,"target":14.819,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":193.2,"room_to_5d_high_atr":-3.1},"price":14.709,"vwap":14.4668,"ext_from_open_pct":4.19,"max_ext_allowed_pct":4.0,"volume_pace":4.173,"trend":"flat","recent_slope_pct":0.0641,"volatility":"medium"},"price":14.709,"volume":{"bars":210,"last_bar_volume":10715.0,"baseline_avg":7322.4,"bar_rvol":1.463318,"raw_accel":-0.046963,"smooth_accel":-0.498545,"accel_momentum":-1.329659,"rvol_3bar":[0.495673,1.604058,1.463318],"trend_3bar":"MIXED","projected_rvol":0.361767},"flow":{"window_s":30,"trades":99,"trade_rate":3.3,"buy_vol":7616.0,"sell_vol":2406.0,"unclassified_vol":0.0,"imbalance":0.519856,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":1.099119},"context":{"vwap":14.466747,"price_vs_vwap_pct":1.67455,"ema9":14.684287,"ema20":14.684928,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.345528,"dist_to_hod_atr":1.728988,"atr":0.029497,"spread_atr":0.339017,"own_change_pct":0.106881,"rel_strength_pct":{"SPY":0.116584,"IWM":0.129217}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.760715},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a56e69cc239b","ts":"2026-09-09T17:00:35+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.815,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.4668,"ext_from_open_pct":4.16,"max_ext_allowed_pct":5.0,"volume_pace":4.169,"trend":"flat","recent_slope_pct":0.0586,"volatility":"medium"},"price":14.705,"volume":{"bars":210,"last_bar_volume":10715.0,"baseline_avg":7322.4,"bar_rvol":1.463318,"raw_accel":-0.046963,"smooth_accel":-0.498545,"accel_momentum":-1.329659,"rvol_3bar":[0.495673,1.604058,1.463318],"trend_3bar":"MIXED","projected_rvol":0.232476},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":724.0,"sell_vol":269.0,"unclassified_vol":0.0,"imbalance":0.458207,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":4.99532},"context":{"vwap":14.466747,"price_vs_vwap_pct":1.6469,"ema9":14.684287,"ema20":14.684928,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":1.864595,"atr":0.029497,"spread_atr":0.339017,"own_change_pct":0.106881,"rel_strength_pct":{"SPY":0.116584,"IWM":0.129217}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.670503},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"920bd600f3f6","ts":"2026-09-09T17:00:35+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":10.8885,"target":11.1764,"target_label":"ceiling","reward_risk":0.91,"pos_in_5d_range_pct":73.7,"room_to_5d_high_atr":0.53},"price":11.0393,"vwap":10.993,"ext_from_open_pct":-2.18,"max_ext_allowed_pct":3.0,"volume_pace":0.878,"trend":"flat","recent_slope_pct":-0.0098,"volatility":"medium"},"price":11.0393,"volume":{"bars":210,"last_bar_volume":5226.0,"baseline_avg":22611.55,"bar_rvol":0.231121,"raw_accel":-0.68744,"smooth_accel":-0.13107,"accel_momentum":0.20873,"rvol_3bar":[0.313788,0.752662,0.231121],"trend_3bar":"MIXED","projected_rvol":0.583697},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1136.0,"sell_vol":1414.0,"unclassified_vol":0.0,"imbalance":-0.10902,"bid":11.02,"ask":11.03,"spread_pct":0.090703,"quote_size_imbalance":null,"quote_age_s":3.523838},"context":{"vwap":10.992953,"price_vs_vwap_pct":0.421604,"ema9":11.043618,"ema20":11.056775,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.006087,"dist_to_hod_atr":9.20502,"atr":0.050049,"spread_atr":0.199805,"own_change_pct":-0.04529,"rel_strength_pct":{"SPY":-0.035587,"IWM":-0.022953}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.025197},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"81ec70c2404e","ts":"2026-09-09T17:00:40+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":10.8642,"target":11.1764,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":71.7,"room_to_5d_high_atr":0.57},"price":11.015,"vwap":10.993,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":3.0,"volume_pace":0.878,"trend":"flat","recent_slope_pct":-0.0538,"volatility":"medium"},"price":11.015,"volume":{"bars":210,"last_bar_volume":5226.0,"baseline_avg":22611.55,"bar_rvol":0.231121,"raw_accel":-0.68744,"smooth_accel":-0.13107,"accel_momentum":0.20873,"rvol_3bar":[0.313788,0.752662,0.231121],"trend_3bar":"MIXED","projected_rvol":0.618069},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":1489.0,"sell_vol":2305.0,"unclassified_vol":0.0,"imbalance":-0.215076,"bid":11.01,"ask":11.02,"spread_pct":0.090785,"quote_size_imbalance":null,"quote_age_s":0.106228},"context":{"vwap":10.992953,"price_vs_vwap_pct":0.200553,"ema9":11.043618,"ema20":11.056775,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.217391,"dist_to_hod_atr":9.690547,"atr":0.050049,"spread_atr":0.199805,"own_change_pct":-0.04529,"rel_strength_pct":{"SPY":-0.035587,"IWM":-0.022953}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.049709},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9c3c77c10dca","ts":"2026-09-09T17:00:55+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.5249,"target":11.98,"target_label":"range_20d_high","reward_risk":2.68,"pos_in_5d_range_pct":141.2,"room_to_5d_high_atr":-0.84},"price":11.6486,"vwap":11.6099,"ext_from_open_pct":-0.44,"max_ext_allowed_pct":3.0,"volume_pace":1.904,"trend":"flat","recent_slope_pct":0.034,"volatility":"medium"},"price":11.6486,"volume":{"bars":210,"last_bar_volume":130.0,"baseline_avg":2413.1,"bar_rvol":0.053873,"raw_accel":-0.846517,"smooth_accel":-0.870896,"accel_momentum":-0.089437,"rvol_3bar":[0.027206,0.335193,0.053873],"trend_3bar":"MIXED","projected_rvol":0.146021},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":87.0,"sell_vol":123.0,"unclassified_vol":0.0,"imbalance":-0.171429,"bid":11.64,"ask":11.7,"spread_pct":0.514139,"quote_size_imbalance":null,"quote_age_s":31.618126},"context":{"vwap":11.609876,"price_vs_vwap_pct":0.33354,"ema9":11.670397,"ema20":11.669879,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.519672,"dist_to_hod_atr":9.679863,"atr":0.056964,"spread_atr":1.053304,"own_change_pct":0.118392,"rel_strength_pct":{"SPY":0.128095,"IWM":0.140728}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.009235},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8b73825dd769","ts":"2026-09-09T17:01:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.2% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.815,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.4669,"ext_from_open_pct":4.16,"max_ext_allowed_pct":4.0,"volume_pace":4.159,"trend":"flat","recent_slope_pct":0.0358,"volatility":"medium"},"price":14.705,"volume":{"bars":211,"last_bar_volume":1377.0,"baseline_avg":7709.75,"bar_rvol":0.178605,"raw_accel":-0.871489,"smooth_accel":-0.482973,"accel_momentum":0.015573,"rvol_3bar":[1.604058,1.463318,0.178605],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":183.0,"sell_vol":233.0,"unclassified_vol":0.0,"imbalance":-0.120192,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":0.345853},"context":{"vwap":14.466849,"price_vs_vwap_pct":1.646186,"ema9":14.68843,"ema20":14.68684,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":1.828712,"atr":0.030076,"spread_atr":0.332493,"own_change_pct":0.117104,"rel_strength_pct":{"SPY":0.124316,"IWM":0.15662}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.021467},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"2e5049c9adff","ts":"2026-09-09T17:01:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.5346,"target":11.98,"target_label":"range_20d_high","reward_risk":2.6,"pos_in_5d_range_pct":142.1,"room_to_5d_high_atr":-0.86},"price":11.6583,"vwap":11.6099,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":3.0,"volume_pace":1.902,"trend":"flat","recent_slope_pct":-0.0255,"volatility":"medium"},"price":11.6583,"volume":{"bars":211,"last_bar_volume":323.0,"baseline_avg":2180.6,"bar_rvol":0.148124,"raw_accel":-0.407503,"smooth_accel":-0.809914,"accel_momentum":0.060982,"rvol_3bar":[0.335193,0.053873,0.148124],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":84.0,"sell_vol":123.0,"unclassified_vol":0.0,"imbalance":-0.188406,"bid":11.64,"ask":11.7,"spread_pct":0.514139,"quote_size_imbalance":null,"quote_age_s":41.618126},"context":{"vwap":11.609897,"price_vs_vwap_pct":0.416909,"ema9":11.666038,"ema20":11.667852,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.440164,"dist_to_hod_atr":9.842354,"atr":0.055038,"spread_atr":1.090163,"own_change_pct":-0.075489,"rel_strength_pct":{"SPY":-0.068276,"IWM":-0.035972}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.027907},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"22a1d9545b5c","ts":"2026-09-09T17:01:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":14.5937,"target":14.815,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":192.9,"room_to_5d_high_atr":-3.09},"price":14.705,"vwap":14.4669,"ext_from_open_pct":4.16,"max_ext_allowed_pct":5.0,"volume_pace":4.157,"trend":"flat","recent_slope_pct":0.0358,"volatility":"medium"},"price":14.705,"volume":{"bars":211,"last_bar_volume":1377.0,"baseline_avg":7709.75,"bar_rvol":0.178605,"raw_accel":-0.871489,"smooth_accel":-0.482973,"accel_momentum":0.015573,"rvol_3bar":[1.604058,1.463318,0.178605],"trend_3bar":"DECELERATING","projected_rvol":0.342424},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":389.0,"sell_vol":432.0,"unclassified_vol":0.0,"imbalance":-0.052375,"bid":14.7,"ask":14.71,"spread_pct":0.068004,"quote_size_imbalance":null,"quote_age_s":1.809717},"context":{"vwap":14.466849,"price_vs_vwap_pct":1.646186,"ema9":14.68843,"ema20":14.68684,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.372629,"dist_to_hod_atr":1.828712,"atr":0.030076,"spread_atr":0.332493,"own_change_pct":0.117104,"rel_strength_pct":{"SPY":0.124316,"IWM":0.15662}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.009354},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f8c38bfe0f35","ts":"2026-09-09T17:01:45+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.1% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5887,"target":14.81,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":192.6,"room_to_5d_high_atr":-3.08},"price":14.7,"vwap":14.4672,"ext_from_open_pct":4.12,"max_ext_allowed_pct":4.0,"volume_pace":4.152,"trend":"flat","recent_slope_pct":0.029,"volatility":"medium"},"price":14.7,"volume":{"bars":211,"last_bar_volume":1377.0,"baseline_avg":7709.75,"bar_rvol":0.178605,"raw_accel":-0.871489,"smooth_accel":-0.482973,"accel_momentum":0.015573,"rvol_3bar":[1.604058,1.463318,0.178605],"trend_3bar":"DECELERATING","projected_rvol":0.719089},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":922.0,"sell_vol":2576.0,"unclassified_vol":0.0,"imbalance":-0.472842,"bid":14.69,"ask":14.7,"spread_pct":0.06805,"quote_size_imbalance":null,"quote_age_s":0.504102},"context":{"vwap":14.466849,"price_vs_vwap_pct":1.611624,"ema9":14.68843,"ema20":14.68684,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.406504,"dist_to_hod_atr":1.994959,"atr":0.030076,"spread_atr":0.332493,"own_change_pct":0.117104,"rel_strength_pct":{"SPY":0.124316,"IWM":0.15662}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.084452},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6fda3b930779","ts":"2026-09-09T17:01:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4676,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.157,"trend":"flat","recent_slope_pct":-0.0118,"volatility":"medium"},"price":14.67,"volume":{"bars":211,"last_bar_volume":1377.0,"baseline_avg":7709.75,"bar_rvol":0.178605,"raw_accel":-0.871489,"smooth_accel":-0.482973,"accel_momentum":0.015573,"rvol_3bar":[1.604058,1.463318,0.178605],"trend_3bar":"DECELERATING","projected_rvol":1.500155},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":2525.0,"sell_vol":7417.0,"unclassified_vol":0.0,"imbalance":-0.492054,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.251952},"context":{"vwap":14.466849,"price_vs_vwap_pct":1.404254,"ema9":14.68843,"ema20":14.68684,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":2.992438,"atr":0.030076,"spread_atr":0.332493,"own_change_pct":0.117104,"rel_strength_pct":{"SPY":0.124316,"IWM":0.15662}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.087883},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"cbf4b77f60ed","ts":"2026-09-09T17:02:05+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.5269,"target":11.98,"target_label":"range_20d_high","reward_risk":2.66,"pos_in_5d_range_pct":141.4,"room_to_5d_high_atr":-0.84},"price":11.6506,"vwap":11.6099,"ext_from_open_pct":-0.42,"max_ext_allowed_pct":3.0,"volume_pace":1.894,"trend":"flat","recent_slope_pct":-0.1018,"volatility":"medium"},"price":11.6506,"volume":{"bars":212,"last_bar_volume":80.0,"baseline_avg":2179.15,"bar_rvol":0.036712,"raw_accel":-0.853154,"smooth_accel":-0.766433,"accel_momentum":0.043481,"rvol_3bar":[0.053873,0.148124,0.036712],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":25.0,"sell_vol":23.0,"unclassified_vol":0.0,"imbalance":0.041667,"bid":11.64,"ask":11.7,"spread_pct":0.514139,"quote_size_imbalance":null,"quote_age_s":1.333778},"context":{"vwap":11.609904,"price_vs_vwap_pct":0.350529,"ema9":11.66281,"ema20":11.666142,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.503279,"dist_to_hod_atr":10.43793,"atr":0.052635,"spread_atr":1.139927,"own_change_pct":0.085052,"rel_strength_pct":{"SPY":0.109962,"IWM":0.117698}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.00153},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9c4950375a12","ts":"2026-09-09T17:02:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5687,"target":14.79,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.2,"room_to_5d_high_atr":-3.03},"price":14.68,"vwap":14.4679,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":4.158,"trend":"flat","recent_slope_pct":-0.0171,"volatility":"medium"},"price":14.68,"volume":{"bars":212,"last_bar_volume":12739.0,"baseline_avg":7595.05,"bar_rvol":1.677277,"raw_accel":5.709107,"smooth_accel":-0.476526,"accel_momentum":0.006447,"rvol_3bar":[1.463318,0.178605,1.677277],"trend_3bar":"MIXED","projected_rvol":1.623689},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":5246.0,"sell_vol":6418.0,"unclassified_vol":0.0,"imbalance":-0.10048,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.561732},"context":{"vwap":14.467727,"price_vs_vwap_pct":1.467219,"ema9":14.684724,"ema20":14.685227,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.542005,"dist_to_hod_atr":2.568893,"atr":0.031142,"spread_atr":0.321112,"own_change_pct":0.015681,"rel_strength_pct":{"SPY":0.040591,"IWM":0.048327}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.168533},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"00aef4ebc8d7","ts":"2026-09-09T17:02:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5722,"target":14.7935,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.5,"room_to_5d_high_atr":-3.04},"price":14.6835,"vwap":14.4679,"ext_from_open_pct":4.01,"max_ext_allowed_pct":4.0,"volume_pace":4.153,"trend":"flat","recent_slope_pct":-0.0123,"volatility":"medium"},"price":14.6835,"volume":{"bars":212,"last_bar_volume":12739.0,"baseline_avg":7595.05,"bar_rvol":1.677277,"raw_accel":5.709107,"smooth_accel":-0.476526,"accel_momentum":0.006447,"rvol_3bar":[1.463318,0.178605,1.677277],"trend_3bar":"MIXED","projected_rvol":0.817638},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":1983.0,"sell_vol":1122.0,"unclassified_vol":0.0,"imbalance":0.277295,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.46508},"context":{"vwap":14.467727,"price_vs_vwap_pct":1.491411,"ema9":14.684724,"ema20":14.685227,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.518293,"dist_to_hod_atr":2.456504,"atr":0.031142,"spread_atr":0.321112,"own_change_pct":0.015681,"rel_strength_pct":{"SPY":0.040591,"IWM":0.048327}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.4651},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a994481cb10a","ts":"2026-09-09T17:02:30+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3047,"target":8.8,"target_label":"premarket_high","reward_risk":2.41,"pos_in_5d_range_pct":106.6,"room_to_5d_high_atr":-0.24},"price":8.45,"vwap":8.3271,"ext_from_open_pct":2.67,"max_ext_allowed_pct":4.0,"volume_pace":0.759,"trend":"flat","recent_slope_pct":-0.0806,"volatility":"high"},"price":8.45,"volume":{"bars":212,"last_bar_volume":399.0,"baseline_avg":2057.35,"bar_rvol":0.193939,"raw_accel":-0.879855,"smooth_accel":-0.162224,"accel_momentum":0.236146,"rvol_3bar":[0.14212,1.608349,0.193939],"trend_3bar":"MIXED","projected_rvol":0.481202},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":420.0,"sell_vol":75.0,"unclassified_vol":0.0,"imbalance":0.69697,"bid":8.44,"ask":8.46,"spread_pct":0.236686,"quote_size_imbalance":null,"quote_age_s":21.701243},"context":{"vwap":8.327027,"price_vs_vwap_pct":1.476789,"ema9":8.456742,"ema20":8.44832,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.648803,"dist_to_hod_atr":13.006763,"atr":0.024603,"spread_atr":0.812923,"own_change_pct":0.009469,"rel_strength_pct":{"SPY":0.03438,"IWM":0.042116}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.135169},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"871b10df30bb","ts":"2026-09-09T17:02:35+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.785,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.4679,"ext_from_open_pct":3.95,"max_ext_allowed_pct":5.0,"volume_pace":4.151,"trend":"flat","recent_slope_pct":-0.0239,"volatility":"medium"},"price":14.675,"volume":{"bars":212,"last_bar_volume":12739.0,"baseline_avg":7595.05,"bar_rvol":1.677277,"raw_accel":5.709107,"smooth_accel":-0.476526,"accel_momentum":0.006447,"rvol_3bar":[1.463318,0.178605,1.677277],"trend_3bar":"MIXED","projected_rvol":0.725209},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":1983.0,"sell_vol":1218.0,"unclassified_vol":0.0,"imbalance":0.238988,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.995212},"context":{"vwap":14.467727,"price_vs_vwap_pct":1.43266,"ema9":14.684724,"ema20":14.685227,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.729449,"atr":0.031142,"spread_atr":0.321112,"own_change_pct":0.015681,"rel_strength_pct":{"SPY":0.040591,"IWM":0.048327}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.400849},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ee9aa81c666c","ts":"2026-09-09T17:02:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4679,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.145,"trend":"flat","recent_slope_pct":-0.0307,"volatility":"medium"},"price":14.67,"volume":{"bars":212,"last_bar_volume":12739.0,"baseline_avg":7595.05,"bar_rvol":1.677277,"raw_accel":5.709107,"smooth_accel":-0.476526,"accel_momentum":0.006447,"rvol_3bar":[1.463318,0.178605,1.677277],"trend_3bar":"MIXED","projected_rvol":0.481318},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":26.0,"sell_vol":233.0,"unclassified_vol":0.0,"imbalance":-0.799228,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.514191},"context":{"vwap":14.467727,"price_vs_vwap_pct":1.3981,"ema9":14.684724,"ema20":14.685227,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":2.890004,"atr":0.031142,"spread_atr":0.321112,"own_change_pct":0.015681,"rel_strength_pct":{"SPY":0.040591,"IWM":0.048327}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.340526},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f1906f427a11","ts":"2026-09-09T17:03:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5664,"target":14.7877,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.1,"room_to_5d_high_atr":-3.03},"price":14.6777,"vwap":14.468,"ext_from_open_pct":3.96,"max_ext_allowed_pct":4.0,"volume_pace":4.14,"trend":"flat","recent_slope_pct":-0.061,"volatility":"medium"},"price":14.6777,"volume":{"bars":213,"last_bar_volume":3351.0,"baseline_avg":7885.9,"bar_rvol":0.424936,"raw_accel":-0.73695,"smooth_accel":-0.319768,"accel_momentum":0.156758,"rvol_3bar":[0.178605,1.677277,0.424936],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":28.0,"sell_vol":222.0,"unclassified_vol":0.0,"imbalance":-0.776,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":2.760326},"context":{"vwap":14.467947,"price_vs_vwap_pct":1.449775,"ema9":14.681779,"ema20":14.683777,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.557588,"dist_to_hod_atr":2.716532,"atr":0.030296,"spread_atr":0.330077,"own_change_pct":-0.161294,"rel_strength_pct":{"SPY":-0.182272,"IWM":-0.157857}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.32975},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4c7580876ca8","ts":"2026-09-09T17:03:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.56,"target":14.76,"target_label":"ceiling","reward_risk":0.8,"pos_in_5d_range_pct":190.6,"room_to_5d_high_atr":-3.01},"price":14.6713,"vwap":14.468,"ext_from_open_pct":3.92,"max_ext_allowed_pct":4.0,"volume_pace":4.137,"trend":"flat","recent_slope_pct":-0.0697,"volatility":"medium"},"price":14.6713,"volume":{"bars":213,"last_bar_volume":3351.0,"baseline_avg":7885.9,"bar_rvol":0.424936,"raw_accel":-0.73695,"smooth_accel":-0.319768,"accel_momentum":0.156758,"rvol_3bar":[0.178605,1.677277,0.424936],"trend_3bar":"MIXED","projected_rvol":0.200104},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":233.0,"sell_vol":428.0,"unclassified_vol":0.0,"imbalance":-0.295008,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":5.226156},"context":{"vwap":14.467947,"price_vs_vwap_pct":1.405539,"ema9":14.681779,"ema20":14.683777,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.600949,"dist_to_hod_atr":2.927782,"atr":0.030296,"spread_atr":0.330077,"own_change_pct":-0.161294,"rel_strength_pct":{"SPY":-0.182272,"IWM":-0.157857}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.125359},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5543b2edba50","ts":"2026-09-09T17:03:30+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.57,"target":14.7913,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.3,"room_to_5d_high_atr":-3.04},"price":14.6813,"vwap":14.468,"ext_from_open_pct":3.99,"max_ext_allowed_pct":4.0,"volume_pace":4.134,"trend":"flat","recent_slope_pct":-0.0561,"volatility":"medium"},"price":14.6813,"volume":{"bars":213,"last_bar_volume":3351.0,"baseline_avg":7885.9,"bar_rvol":0.424936,"raw_accel":-0.73695,"smooth_accel":-0.319768,"accel_momentum":0.156758,"rvol_3bar":[0.178605,1.677277,0.424936],"trend_3bar":"MIXED","projected_rvol":0.138475},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":240.0,"sell_vol":306.0,"unclassified_vol":0.0,"imbalance":-0.120879,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":15.226156},"context":{"vwap":14.467947,"price_vs_vwap_pct":1.474658,"ema9":14.681779,"ema20":14.683777,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.533198,"dist_to_hod_atr":2.597705,"atr":0.030296,"spread_atr":0.330077,"own_change_pct":-0.161294,"rel_strength_pct":{"SPY":-0.182272,"IWM":-0.157857}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.051366},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ab1d069355ed","ts":"2026-09-09T17:03:40+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3197,"target":8.8,"target_label":"premarket_high","reward_risk":2.31,"pos_in_5d_range_pct":107.3,"room_to_5d_high_atr":-0.27},"price":8.465,"vwap":8.3274,"ext_from_open_pct":2.86,"max_ext_allowed_pct":4.0,"volume_pace":0.756,"trend":"flat","recent_slope_pct":0.0052,"volatility":"high"},"price":8.465,"volume":{"bars":213,"last_bar_volume":601.0,"baseline_avg":1954.15,"bar_rvol":0.307551,"raw_accel":0.230202,"smooth_accel":0.195628,"accel_momentum":0.357852,"rvol_3bar":[1.608349,0.193939,0.307551],"trend_3bar":"MIXED","projected_rvol":2.146969},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":1957.0,"sell_vol":446.0,"unclassified_vol":0.0,"imbalance":0.628797,"bid":8.45,"ask":8.48,"spread_pct":0.3544,"quote_size_imbalance":null,"quote_age_s":2.906426},"context":{"vwap":8.327085,"price_vs_vwap_pct":1.65622,"ema9":8.455394,"ema20":8.44848,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.477765,"dist_to_hod_atr":12.867895,"atr":0.023702,"spread_atr":1.265695,"own_change_pct":-0.1772,"rel_strength_pct":{"SPY":-0.198178,"IWM":-0.173764}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.193387},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"724fcb87d6b8","ts":"2026-09-09T17:03:50+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.5063,"target":11.98,"target_label":"range_20d_high","reward_risk":2.83,"pos_in_5d_range_pct":139.3,"room_to_5d_high_atr":-0.8},"price":11.63,"vwap":11.6101,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":3.0,"volume_pace":1.887,"trend":"flat","recent_slope_pct":-0.0382,"volatility":"medium"},"price":11.63,"volume":{"bars":213,"last_bar_volume":908.0,"baseline_avg":2129.95,"bar_rvol":0.426301,"raw_accel":0.705204,"smooth_accel":0.253346,"accel_momentum":1.019779,"rvol_3bar":[0.148124,0.036712,0.426301],"trend_3bar":"MIXED","projected_rvol":0.998897},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":266.0,"sell_vol":1447.0,"unclassified_vol":0.0,"imbalance":-0.689434,"bid":11.61,"ask":11.65,"spread_pct":0.343938,"quote_size_imbalance":null,"quote_age_s":0.831395},"context":{"vwap":11.610014,"price_vs_vwap_pct":0.172145,"ema9":11.667068,"ema20":11.667853,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.672131,"dist_to_hod_atr":10.866687,"atr":0.052454,"spread_atr":0.762575,"own_change_pct":0.314231,"rel_strength_pct":{"SPY":0.293252,"IWM":0.317667}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.293906},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"43dd8b3073e6","ts":"2026-09-09T17:03:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5598,"target":14.76,"target_label":"ceiling","reward_risk":0.8,"pos_in_5d_range_pct":190.6,"room_to_5d_high_atr":-3.01},"price":14.6711,"vwap":14.468,"ext_from_open_pct":3.92,"max_ext_allowed_pct":4.0,"volume_pace":4.126,"trend":"flat","recent_slope_pct":-0.07,"volatility":"medium"},"price":14.6711,"volume":{"bars":213,"last_bar_volume":3351.0,"baseline_avg":7885.9,"bar_rvol":0.424936,"raw_accel":-0.73695,"smooth_accel":-0.319768,"accel_momentum":0.156758,"rvol_3bar":[0.178605,1.677277,0.424936],"trend_3bar":"MIXED","projected_rvol":0.092686},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":20.0,"sell_vol":124.0,"unclassified_vol":0.0,"imbalance":-0.722222,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.584336},"context":{"vwap":14.467947,"price_vs_vwap_pct":1.404157,"ema9":14.681779,"ema20":14.683777,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.602304,"dist_to_hod_atr":2.934383,"atr":0.030296,"spread_atr":0.330077,"own_change_pct":-0.161294,"rel_strength_pct":{"SPY":-0.182272,"IWM":-0.157857}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.306898},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"383128296811","ts":"2026-09-09T17:03:55+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.4987,"target":11.98,"target_label":"range_20d_high","reward_risk":2.01,"pos_in_5d_range_pct":142.2,"room_to_5d_high_atr":-0.86},"price":11.6587,"vwap":11.6102,"ext_from_open_pct":-0.35,"max_ext_allowed_pct":3.0,"volume_pace":1.886,"trend":"flat","recent_slope_pct":0.0111,"volatility":"medium"},"price":11.6587,"volume":{"bars":213,"last_bar_volume":908.0,"baseline_avg":2129.95,"bar_rvol":0.426301,"raw_accel":0.705204,"smooth_accel":0.253346,"accel_momentum":1.019779,"rvol_3bar":[0.148124,0.036712,0.426301],"trend_3bar":"MIXED","projected_rvol":0.910137},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":250.0,"sell_vol":1447.0,"unclassified_vol":0.0,"imbalance":-0.705362,"bid":11.59,"ask":11.67,"spread_pct":0.687876,"quote_size_imbalance":null,"quote_age_s":0.581227},"context":{"vwap":11.610014,"price_vs_vwap_pct":0.419345,"ema9":11.667068,"ema20":11.667853,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.436885,"dist_to_hod_atr":10.31954,"atr":0.052454,"spread_atr":1.525149,"own_change_pct":0.314231,"rel_strength_pct":{"SPY":0.293252,"IWM":0.317667}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.300697},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8d72a5a13b82","ts":"2026-09-09T17:04:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.785,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.468,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":4.125,"trend":"flat","recent_slope_pct":-0.0647,"volatility":"medium"},"price":14.675,"volume":{"bars":213,"last_bar_volume":3351.0,"baseline_avg":7885.9,"bar_rvol":0.424936,"raw_accel":-0.73695,"smooth_accel":-0.319768,"accel_momentum":0.156758,"rvol_3bar":[0.178605,1.677277,0.424936],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":4.0,"sell_vol":124.0,"unclassified_vol":0.0,"imbalance":-0.9375,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":9.584336},"context":{"vwap":14.467947,"price_vs_vwap_pct":1.431113,"ema9":14.681779,"ema20":14.683777,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.805653,"atr":0.030296,"spread_atr":0.330077,"own_change_pct":-0.161294,"rel_strength_pct":{"SPY":-0.149493,"IWM":-0.150983}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.398377},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9a63561f2593","ts":"2026-09-09T17:04:10+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.99 below VWAP $10.99","plan":{"state":"PASS","setup":"","stop":10.8392,"target":11.1764,"target_label":"ceiling","reward_risk":1.24,"pos_in_5d_range_pct":69.7,"room_to_5d_high_atr":0.61},"price":10.99,"vwap":10.9931,"ext_from_open_pct":-2.61,"max_ext_allowed_pct":3.0,"volume_pace":0.868,"trend":"flat","recent_slope_pct":-0.0825,"volatility":"medium"},"price":10.99,"volume":{"bars":214,"last_bar_volume":6459.0,"baseline_avg":22202.4,"bar_rvol":0.290914,"raw_accel":-0.532735,"smooth_accel":-0.061647,"accel_momentum":-0.268371,"rvol_3bar":[0.468827,0.617218,0.290914],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":1019.0,"sell_vol":2211.0,"unclassified_vol":0.0,"imbalance":-0.36904,"bid":10.99,"ask":11.0,"spread_pct":0.09095,"quote_size_imbalance":null,"quote_age_s":0.198073},"context":{"vwap":10.993082,"price_vs_vwap_pct":-0.028033,"ema9":11.021416,"ema20":11.04056,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.434783,"dist_to_hod_atr":10.9678,"atr":0.0465,"spread_atr":0.215055,"own_change_pct":-0.366095,"rel_strength_pct":{"SPY":-0.354294,"IWM":-0.355784}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.107359},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a8a97b0152eb","ts":"2026-09-09T17:04:15+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":10.8442,"target":11.1764,"target_label":"ceiling","reward_risk":1.2,"pos_in_5d_range_pct":70.1,"room_to_5d_high_atr":0.6},"price":10.995,"vwap":10.9931,"ext_from_open_pct":-2.57,"max_ext_allowed_pct":3.0,"volume_pace":0.867,"trend":"flat","recent_slope_pct":-0.0734,"volatility":"medium"},"price":10.995,"volume":{"bars":214,"last_bar_volume":6459.0,"baseline_avg":22202.4,"bar_rvol":0.290914,"raw_accel":-0.532735,"smooth_accel":-0.061647,"accel_momentum":-0.268371,"rvol_3bar":[0.468827,0.617218,0.290914],"trend_3bar":"MIXED","projected_rvol":0.166829},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1190.0,"sell_vol":1994.0,"unclassified_vol":0.0,"imbalance":-0.252513,"bid":10.99,"ask":11.0,"spread_pct":0.09095,"quote_size_imbalance":null,"quote_age_s":1.775178},"context":{"vwap":10.993082,"price_vs_vwap_pct":0.01745,"ema9":11.021416,"ema20":11.04056,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.391304,"dist_to_hod_atr":10.860272,"atr":0.0465,"spread_atr":0.215055,"own_change_pct":-0.366095,"rel_strength_pct":{"SPY":-0.354294,"IWM":-0.355784}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.07346},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"658fd6816b2d","ts":"2026-09-09T17:04:20+00:00","symbol":"INNV","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.47,"target":11.98,"target_label":"range_20d_high","reward_risk":2.19,"pos_in_5d_range_pct":139.3,"room_to_5d_high_atr":-0.8},"price":11.63,"vwap":11.6102,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":4.0,"volume_pace":1.883,"trend":"flat","recent_slope_pct":-0.0244,"volatility":"medium"},"price":11.63,"volume":{"bars":214,"last_bar_volume":1777.0,"baseline_avg":1807.05,"bar_rvol":0.983371,"raw_accel":0.957048,"smooth_accel":1.126923,"accel_momentum":0.873577,"rvol_3bar":[0.036712,0.426301,0.983371],"trend_3bar":"ACCELERATING","projected_rvol":0.039844},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":4.0,"sell_vol":24.0,"unclassified_vol":0.0,"imbalance":-0.714286,"bid":11.59,"ask":11.67,"spread_pct":0.687876,"quote_size_imbalance":null,"quote_age_s":17.176424},"context":{"vwap":11.610151,"price_vs_vwap_pct":0.170965,"ema9":11.665395,"ema20":11.666981,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-4.672131,"dist_to_hod_atr":10.697043,"atr":0.053286,"spread_atr":1.501339,"own_change_pct":-0.35214,"rel_strength_pct":{"SPY":-0.340339,"IWM":-0.341829}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.702408},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"442698087542","ts":"2026-09-09T17:04:20+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.98 below VWAP $10.99","plan":{"state":"PASS","setup":"","stop":10.8342,"target":11.1764,"target_label":"ceiling","reward_risk":1.27,"pos_in_5d_range_pct":69.3,"room_to_5d_high_atr":0.62},"price":10.985,"vwap":10.9931,"ext_from_open_pct":-2.66,"max_ext_allowed_pct":3.0,"volume_pace":0.867,"trend":"flat","recent_slope_pct":-0.0916,"volatility":"medium"},"price":10.985,"volume":{"bars":214,"last_bar_volume":6459.0,"baseline_avg":22202.4,"bar_rvol":0.290914,"raw_accel":-0.532735,"smooth_accel":-0.061647,"accel_momentum":-0.268371,"rvol_3bar":[0.468827,0.617218,0.290914],"trend_3bar":"MIXED","projected_rvol":0.337261},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":1150.0,"sell_vol":2589.0,"unclassified_vol":0.0,"imbalance":-0.384862,"bid":10.98,"ask":10.99,"spread_pct":0.091033,"quote_size_imbalance":null,"quote_age_s":0.133023},"context":{"vwap":10.993082,"price_vs_vwap_pct":-0.073516,"ema9":11.021416,"ema20":11.04056,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.478261,"dist_to_hod_atr":11.075327,"atr":0.0465,"spread_atr":0.215055,"own_change_pct":-0.366095,"rel_strength_pct":{"SPY":-0.354294,"IWM":-0.355784}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.111962},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"28a7e4c0e0d8","ts":"2026-09-09T17:04:45+00:00","symbol":"INNV","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.57 below VWAP $11.61","plan":{"state":"PASS","setup":"","stop":11.43,"target":11.98,"target_label":"range_20d_high","reward_risk":2.93,"pos_in_5d_range_pct":133.3,"room_to_5d_high_atr":-0.68},"price":11.57,"vwap":11.6101,"ext_from_open_pct":-1.11,"max_ext_allowed_pct":3.0,"volume_pace":1.883,"trend":"flat","recent_slope_pct":-0.1275,"volatility":"medium"},"price":11.57,"volume":{"bars":214,"last_bar_volume":1777.0,"baseline_avg":1807.05,"bar_rvol":0.983371,"raw_accel":0.957048,"smooth_accel":1.126923,"accel_momentum":0.873577,"rvol_3bar":[0.036712,0.426301,0.983371],"trend_3bar":"ACCELERATING","projected_rvol":0.897964},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":162.0,"sell_vol":1055.0,"unclassified_vol":0.0,"imbalance":-0.733772,"bid":11.54,"ask":11.61,"spread_pct":0.604752,"quote_size_imbalance":null,"quote_age_s":0.183421},"context":{"vwap":11.610151,"price_vs_vwap_pct":-0.345825,"ema9":11.665395,"ema20":11.666981,"ema_stack":false,"ema_warm":true,"hod":12.2,"dist_to_hod_pct":-5.163934,"dist_to_hod_atr":11.823048,"atr":0.053286,"spread_atr":1.313672,"own_change_pct":-0.35214,"rel_strength_pct":{"SPY":-0.340339,"IWM":-0.341829}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.721569},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"468da9c8b380","ts":"2026-09-09T17:04:50+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":10.859,"target":11.1764,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":71.3,"room_to_5d_high_atr":0.58},"price":11.0098,"vwap":10.9931,"ext_from_open_pct":-2.44,"max_ext_allowed_pct":4.0,"volume_pace":0.866,"trend":"flat","recent_slope_pct":-0.0465,"volatility":"medium"},"price":11.0098,"volume":{"bars":214,"last_bar_volume":6459.0,"baseline_avg":22202.4,"bar_rvol":0.290914,"raw_accel":-0.532735,"smooth_accel":-0.061647,"accel_momentum":-0.268371,"rvol_3bar":[0.468827,0.617218,0.290914],"trend_3bar":"MIXED","projected_rvol":0.592855},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":759.0,"sell_vol":7714.0,"unclassified_vol":0.0,"imbalance":-0.820843,"bid":10.98,"ask":10.99,"spread_pct":0.091033,"quote_size_imbalance":null,"quote_age_s":0.129207},"context":{"vwap":10.993082,"price_vs_vwap_pct":0.152081,"ema9":11.021416,"ema20":11.04056,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.262609,"dist_to_hod_atr":10.541991,"atr":0.0465,"spread_atr":0.215055,"own_change_pct":-0.366095,"rel_strength_pct":{"SPY":-0.354294,"IWM":-0.355784}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.238795},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"70d97238f3ec","ts":"2026-09-09T17:04:55+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.99 below VWAP $10.99","plan":{"state":"PASS","setup":"","stop":10.8368,"target":11.1764,"target_label":"ceiling","reward_risk":1.25,"pos_in_5d_range_pct":69.5,"room_to_5d_high_atr":0.62},"price":10.9876,"vwap":10.9931,"ext_from_open_pct":-2.64,"max_ext_allowed_pct":4.0,"volume_pace":0.866,"trend":"flat","recent_slope_pct":-0.0869,"volatility":"medium"},"price":10.9876,"volume":{"bars":214,"last_bar_volume":6459.0,"baseline_avg":22202.4,"bar_rvol":0.290914,"raw_accel":-0.532735,"smooth_accel":-0.061647,"accel_momentum":-0.268371,"rvol_3bar":[0.468827,0.617218,0.290914],"trend_3bar":"MIXED","projected_rvol":0.541661},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":686.0,"sell_vol":2942.0,"unclassified_vol":0.0,"imbalance":-0.62183,"bid":10.98,"ask":10.99,"spread_pct":0.091033,"quote_size_imbalance":null,"quote_age_s":0.845336},"context":{"vwap":10.993082,"price_vs_vwap_pct":-0.049865,"ema9":11.021416,"ema20":11.04056,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.455652,"dist_to_hod_atr":11.019413,"atr":0.0465,"spread_atr":0.215055,"own_change_pct":-0.366095,"rel_strength_pct":{"SPY":-0.354294,"IWM":-0.355784}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.180899},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c6514e1d5e10","ts":"2026-09-09T17:05:05+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.0825,"target":11.29,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":73.7,"room_to_5d_high_atr":0.6},"price":11.25,"vwap":11.2496,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":4.0,"volume_pace":1.428,"trend":"flat","recent_slope_pct":0.0641,"volatility":"medium"},"price":11.25,"volume":{"bars":215,"last_bar_volume":668.0,"baseline_avg":10233.65,"bar_rvol":0.065275,"raw_accel":-0.866427,"smooth_accel":-0.141557,"accel_momentum":-0.197945,"rvol_3bar":[2.514542,0.494255,0.065275],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":4396.0,"sell_vol":1769.0,"unclassified_vol":0.0,"imbalance":0.426115,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.500817},"context":{"vwap":11.249559,"price_vs_vwap_pct":0.003924,"ema9":11.217505,"ema20":11.211335,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.428448,"dist_to_hod_atr":13.220557,"atr":0.021179,"spread_atr":0.472163,"own_change_pct":0.018712,"rel_strength_pct":{"SPY":0.04048,"IWM":0.022149}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.027815},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"edb78b8d86b9","ts":"2026-09-09T17:05:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.905,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5839,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.79,"trend":"flat","recent_slope_pct":0.0013,"volatility":"medium"},"price":12.695,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":390,"trade_rate":13.0,"buy_vol":41954.0,"sell_vol":23123.0,"unclassified_vol":0.0,"imbalance":0.289365,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.424447},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.883086,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":7.101045,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":2.194336},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"22b640133eeb","ts":"2026-09-09T17:05:10+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0775,"target":11.29,"target_label":"prev_day_high","reward_risk":0.27,"pos_in_5d_range_pct":73.4,"room_to_5d_high_atr":0.6},"price":11.245,"vwap":11.2496,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":4.0,"volume_pace":1.428,"trend":"flat","recent_slope_pct":0.0552,"volatility":"medium"},"price":11.245,"volume":{"bars":215,"last_bar_volume":668.0,"baseline_avg":10233.65,"bar_rvol":0.065275,"raw_accel":-0.866427,"smooth_accel":-0.141557,"accel_momentum":-0.197945,"rvol_3bar":[2.514542,0.494255,0.065275],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":4396.0,"sell_vol":1499.0,"unclassified_vol":0.0,"imbalance":0.491433,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.102632},"context":{"vwap":11.249559,"price_vs_vwap_pct":-0.040522,"ema9":11.217505,"ema20":11.211335,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.471813,"dist_to_hod_atr":13.456638,"atr":0.021179,"spread_atr":0.472163,"own_change_pct":0.018712,"rel_strength_pct":{"SPY":0.04048,"IWM":0.022149}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.032078},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f97d6c92e5b3","ts":"2026-09-09T17:05:10+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.585,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.69,"vwap":12.5839,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.789,"trend":"flat","recent_slope_pct":-0.0066,"volatility":"medium"},"price":12.69,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":386,"trade_rate":12.866667,"buy_vol":41851.0,"sell_vol":23009.0,"unclassified_vol":0.0,"imbalance":0.290503,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.256307},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.843353,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091193,"dist_to_hod_atr":7.364046,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":2.202964},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"005af08d773c","ts":"2026-09-09T17:05:15+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.5866,"target":12.905,"target_label":"prev_day_high","reward_risk":2.03,"pos_in_5d_range_pct":47.9,"room_to_5d_high_atr":1.09},"price":12.6916,"vwap":12.5839,"ext_from_open_pct":0.65,"max_ext_allowed_pct":3.0,"volume_pace":2.788,"trend":"flat","recent_slope_pct":-0.0041,"volatility":"medium"},"price":12.6916,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":0.811881},"flow":{"window_s":30,"trades":382,"trade_rate":12.733333,"buy_vol":42451.0,"sell_vol":22570.0,"unclassified_vol":0.0,"imbalance":0.305763,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":5.256307},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.856067,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.078722,"dist_to_hod_atr":7.279886,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.318686},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4247512c238f","ts":"2026-09-09T17:05:20+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.585,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.69,"vwap":12.5839,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.787,"trend":"flat","recent_slope_pct":-0.0066,"volatility":"medium"},"price":12.69,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":0.613788},"flow":{"window_s":30,"trades":380,"trade_rate":12.666667,"buy_vol":42453.0,"sell_vol":22476.0,"unclassified_vol":0.0,"imbalance":0.307675,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.934769},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.843353,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091193,"dist_to_hod_atr":7.364046,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.333183},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"15f22a3b5d71","ts":"2026-09-09T17:05:30+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":10.8653,"target":11.1764,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":71.8,"room_to_5d_high_atr":0.57},"price":11.0161,"vwap":10.9931,"ext_from_open_pct":-2.38,"max_ext_allowed_pct":3.0,"volume_pace":0.866,"trend":"flat","recent_slope_pct":-0.0267,"volatility":"medium"},"price":11.0161,"volume":{"bars":215,"last_bar_volume":12131.0,"baseline_avg":21561.8,"bar_rvol":0.562615,"raw_accel":0.878155,"smooth_accel":0.209666,"accel_momentum":0.271313,"rvol_3bar":[0.617218,0.290914,0.562615],"trend_3bar":"MIXED","projected_rvol":1.558868},"flow":{"window_s":30,"trades":104,"trade_rate":3.466667,"buy_vol":6856.0,"sell_vol":9950.0,"unclassified_vol":0.0,"imbalance":-0.184101,"bid":10.97,"ask":10.98,"spread_pct":0.091116,"quote_size_imbalance":null,"quote_age_s":1.30367},"context":{"vwap":10.993089,"price_vs_vwap_pct":0.209326,"ema9":11.014133,"ema20":11.035269,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.207826,"dist_to_hod_atr":10.401709,"atr":0.046521,"spread_atr":0.214956,"own_change_pct":-0.453104,"rel_strength_pct":{"SPY":-0.431335,"IWM":-0.449667}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.103578},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"28fd9d049302","ts":"2026-09-09T17:05:35+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5849,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.6899,"vwap":12.5839,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.784,"trend":"flat","recent_slope_pct":-0.0068,"volatility":"medium"},"price":12.6899,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":0.355115},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":609.0,"sell_vol":30.0,"unclassified_vol":0.0,"imbalance":0.906103,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":2.322712},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.842558,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091972,"dist_to_hod_atr":7.369307,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":6.871239},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6594b5b07427","ts":"2026-09-09T17:05:40+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.905,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5839,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.783,"trend":"flat","recent_slope_pct":0.0013,"volatility":"medium"},"price":12.695,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":0.504232},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":1720.0,"sell_vol":27.0,"unclassified_vol":0.0,"imbalance":0.96909,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.110498},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.883086,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":7.101045,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":7.348884},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5698f087fbf7","ts":"2026-09-09T17:05:40+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.97 below VWAP $10.99","plan":{"state":"PASS","setup":"","stop":10.8242,"target":11.1764,"target_label":"ceiling","reward_risk":1.34,"pos_in_5d_range_pct":68.4,"room_to_5d_high_atr":0.64},"price":10.975,"vwap":10.9931,"ext_from_open_pct":-2.75,"max_ext_allowed_pct":3.0,"volume_pace":0.865,"trend":"flat","recent_slope_pct":-0.1015,"volatility":"medium"},"price":10.975,"volume":{"bars":215,"last_bar_volume":12131.0,"baseline_avg":21561.8,"bar_rvol":0.562615,"raw_accel":0.878155,"smooth_accel":0.209666,"accel_momentum":0.271313,"rvol_3bar":[0.617218,0.290914,0.562615],"trend_3bar":"MIXED","projected_rvol":1.181951},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":3524.0,"sell_vol":9859.0,"unclassified_vol":0.0,"imbalance":-0.473362,"bid":10.97,"ask":10.98,"spread_pct":0.091116,"quote_size_imbalance":null,"quote_age_s":0.016761},"context":{"vwap":10.993089,"price_vs_vwap_pct":-0.164545,"ema9":11.014133,"ema20":11.035269,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.565217,"dist_to_hod_atr":11.285177,"atr":0.046521,"spread_atr":0.214956,"own_change_pct":-0.453104,"rel_strength_pct":{"SPY":-0.431335,"IWM":-0.449667}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.266321},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f3c3a283e5cb","ts":"2026-09-09T17:05:45+00:00","symbol":"RDW","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":10.8472,"target":11.1764,"target_label":"ceiling","reward_risk":1.18,"pos_in_5d_range_pct":70.3,"room_to_5d_high_atr":0.6},"price":10.998,"vwap":10.9931,"ext_from_open_pct":-2.54,"max_ext_allowed_pct":3.0,"volume_pace":0.865,"trend":"flat","recent_slope_pct":-0.0596,"volatility":"medium"},"price":10.998,"volume":{"bars":215,"last_bar_volume":12131.0,"baseline_avg":21561.8,"bar_rvol":0.562615,"raw_accel":0.878155,"smooth_accel":0.209666,"accel_momentum":0.271313,"rvol_3bar":[0.617218,0.290914,0.562615],"trend_3bar":"MIXED","projected_rvol":1.052726},"flow":{"window_s":30,"trades":91,"trade_rate":3.033333,"buy_vol":3402.0,"sell_vol":9759.0,"unclassified_vol":0.0,"imbalance":-0.483018,"bid":10.97,"ask":10.98,"spread_pct":0.091116,"quote_size_imbalance":null,"quote_age_s":0.426687},"context":{"vwap":10.993089,"price_vs_vwap_pct":0.044677,"ema9":11.014133,"ema20":11.035269,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.365217,"dist_to_hod_atr":10.790779,"atr":0.046521,"spread_atr":0.214956,"own_change_pct":-0.453104,"rel_strength_pct":{"SPY":-0.431335,"IWM":-0.449667}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.271753},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a70ea419e4dd","ts":"2026-09-09T17:05:50+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5854,"target":12.74,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":47.8,"room_to_5d_high_atr":1.09},"price":12.6904,"vwap":12.584,"ext_from_open_pct":0.64,"max_ext_allowed_pct":3.0,"volume_pace":2.782,"trend":"flat","recent_slope_pct":-0.006,"volatility":"medium"},"price":12.6904,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":0.606821},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":2383.0,"sell_vol":210.0,"unclassified_vol":0.0,"imbalance":0.838025,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.18262},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.846531,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.088075,"dist_to_hod_atr":7.343006,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":6.354985},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"26ee4c79a19a","ts":"2026-09-09T17:05:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.905,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.584,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.782,"trend":"flat","recent_slope_pct":0.0013,"volatility":"medium"},"price":12.695,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":0.757497},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":2482.0,"sell_vol":1717.0,"unclassified_vol":0.0,"imbalance":0.182186,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.127321},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.883086,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":7.101045,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.017617,"IWM":-0.035948}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":1.38157},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"12e61f3db37b","ts":"2026-09-09T17:05:55+00:00","symbol":"RDW","event":"REJECT","bot":{"state":"REJECT","reason":"price $10.98 below VWAP $10.99","plan":{"state":"PASS","setup":"","stop":10.8292,"target":11.1764,"target_label":"ceiling","reward_risk":1.3,"pos_in_5d_range_pct":68.9,"room_to_5d_high_atr":0.63},"price":10.98,"vwap":10.9931,"ext_from_open_pct":-2.7,"max_ext_allowed_pct":3.0,"volume_pace":0.864,"trend":"flat","recent_slope_pct":-0.0924,"volatility":"medium"},"price":10.98,"volume":{"bars":215,"last_bar_volume":12131.0,"baseline_avg":21561.8,"bar_rvol":0.562615,"raw_accel":0.878155,"smooth_accel":0.209666,"accel_momentum":0.271313,"rvol_3bar":[0.617218,0.290914,0.562615],"trend_3bar":"MIXED","projected_rvol":0.863902},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":247.0,"sell_vol":232.0,"unclassified_vol":0.0,"imbalance":0.031315,"bid":10.97,"ask":10.98,"spread_pct":0.091116,"quote_size_imbalance":null,"quote_age_s":0.846955},"context":{"vwap":10.993089,"price_vs_vwap_pct":-0.119062,"ema9":11.014133,"ema20":11.035269,"ema_stack":false,"ema_warm":true,"hod":11.5,"dist_to_hod_pct":-4.521739,"dist_to_hod_atr":11.177699,"atr":0.046521,"spread_atr":0.214956,"own_change_pct":-0.453104,"rel_strength_pct":{"SPY":-0.431335,"IWM":-0.449667}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.017618},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"30124d49045a","ts":"2026-09-09T17:06:00+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.595,"target":12.905,"target_label":"prev_day_high","reward_risk":1.95,"pos_in_5d_range_pct":48.9,"room_to_5d_high_atr":1.07},"price":12.7,"vwap":12.5845,"ext_from_open_pct":0.71,"max_ext_allowed_pct":4.0,"volume_pace":2.792,"trend":"flat","recent_slope_pct":0.0091,"volatility":"medium"},"price":12.7,"volume":{"bars":215,"last_bar_volume":65308.0,"baseline_avg":8612.1,"bar_rvol":7.583284,"raw_accel":17.94633,"smooth_accel":1.341302,"accel_momentum":0.505077,"rvol_3bar":[2.301843,0.393383,7.583284],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":132,"trade_rate":4.4,"buy_vol":8856.0,"sell_vol":15326.0,"unclassified_vol":0.0,"imbalance":-0.267554,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.135501},"context":{"vwap":12.583874,"price_vs_vwap_pct":0.922819,"ema9":12.692436,"ema20":12.694089,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.01325,"dist_to_hod_atr":6.838043,"atr":0.019011,"spread_atr":0.526003,"own_change_pct":-0.039386,"rel_strength_pct":{"SPY":-0.054467,"IWM":-0.077611}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-2.028941},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"264147d0af03","ts":"2026-09-09T17:06:10+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.0825,"target":11.29,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":73.7,"room_to_5d_high_atr":0.6},"price":11.25,"vwap":11.2495,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":3.0,"volume_pace":1.424,"trend":"flat","recent_slope_pct":0.0703,"volatility":"medium"},"price":11.25,"volume":{"bars":216,"last_bar_volume":18139.0,"baseline_avg":10211.95,"bar_rvol":1.776252,"raw_accel":6.105009,"smooth_accel":-0.376884,"accel_momentum":-0.235327,"rvol_3bar":[0.494255,0.065275,1.776252],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":496.0,"sell_vol":3072.0,"unclassified_vol":0.0,"imbalance":-0.721973,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.279988},"context":{"vwap":11.249533,"price_vs_vwap_pct":0.004155,"ema9":11.223004,"ema20":11.214541,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.428448,"dist_to_hod_atr":13.052362,"atr":0.021452,"spread_atr":0.466156,"own_change_pct":0.222816,"rel_strength_pct":{"SPY":0.207735,"IWM":0.184591}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.282406},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ada142bdd4dc","ts":"2026-09-09T17:06:15+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.23 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0675,"target":11.29,"target_label":"prev_day_high","reward_risk":0.33,"pos_in_5d_range_pct":72.7,"room_to_5d_high_atr":0.62},"price":11.235,"vwap":11.2494,"ext_from_open_pct":-1.1,"max_ext_allowed_pct":3.0,"volume_pace":1.435,"trend":"flat","recent_slope_pct":0.0436,"volatility":"medium"},"price":11.235,"volume":{"bars":216,"last_bar_volume":18139.0,"baseline_avg":10211.95,"bar_rvol":1.776252,"raw_accel":6.105009,"smooth_accel":-0.376884,"accel_momentum":-0.235327,"rvol_3bar":[0.494255,0.065275,1.776252],"trend_3bar":"MIXED","projected_rvol":18.484227},"flow":{"window_s":30,"trades":178,"trade_rate":5.933333,"buy_vol":10404.0,"sell_vol":40188.0,"unclassified_vol":0.0,"imbalance":-0.58871,"bid":11.23,"ask":11.24,"spread_pct":0.089008,"quote_size_imbalance":null,"quote_age_s":0.083464},"context":{"vwap":11.249533,"price_vs_vwap_pct":-0.129184,"ema9":11.223004,"ema20":11.214541,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.558543,"dist_to_hod_atr":13.751595,"atr":0.021452,"spread_atr":0.466156,"own_change_pct":0.222816,"rel_strength_pct":{"SPY":0.207735,"IWM":0.184591}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.045697},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d65fa1bada2b","ts":"2026-09-09T17:07:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5585,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.6698,"vwap":14.4696,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.099,"trend":"flat","recent_slope_pct":0.0057,"volatility":"medium"},"price":14.6698,"volume":{"bars":217,"last_bar_volume":7591.0,"baseline_avg":8398.55,"bar_rvol":0.903846,"raw_accel":2.615386,"smooth_accel":0.5102,"accel_momentum":0.456785,"rvol_3bar":[2.167133,0.0773,0.903846],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":979.0,"sell_vol":954.0,"unclassified_vol":0.0,"imbalance":0.012933,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":0.512552},"context":{"vwap":14.469549,"price_vs_vwap_pct":1.383951,"ema9":14.674997,"ema20":14.679202,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.611111,"dist_to_hod_atr":3.151622,"atr":0.02862,"spread_atr":0.349404,"own_change_pct":0.059987,"rel_strength_pct":{"SPY":0.036381,"IWM":0.018735}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.01169},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cfce1c2976a2","ts":"2026-09-09T17:08:00+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5637,"target":14.7848,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":190.9,"room_to_5d_high_atr":-3.02},"price":14.675,"vwap":14.4697,"ext_from_open_pct":3.95,"max_ext_allowed_pct":5.0,"volume_pace":4.085,"trend":"flat","recent_slope_pct":0.0127,"volatility":"medium"},"price":14.675,"volume":{"bars":217,"last_bar_volume":7591.0,"baseline_avg":8398.55,"bar_rvol":0.903846,"raw_accel":2.615386,"smooth_accel":0.5102,"accel_momentum":0.456785,"rvol_3bar":[2.167133,0.0773,0.903846],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":319.0,"sell_vol":26.0,"unclassified_vol":0.0,"imbalance":0.849275,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.274702},"context":{"vwap":14.469549,"price_vs_vwap_pct":1.419889,"ema9":14.674997,"ema20":14.679202,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.575881,"dist_to_hod_atr":2.969932,"atr":0.02862,"spread_atr":0.349404,"own_change_pct":0.059987,"rel_strength_pct":{"SPY":0.080305,"IWM":0.070296}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-1,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.767615},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1a5a8397e6eb","ts":"2026-09-09T17:08:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.549,"target":14.76,"target_label":"ceiling","reward_risk":0.9,"pos_in_5d_range_pct":189.9,"room_to_5d_high_atr":-2.99},"price":14.6603,"vwap":14.4697,"ext_from_open_pct":3.84,"max_ext_allowed_pct":5.0,"volume_pace":4.083,"trend":"flat","recent_slope_pct":0.0072,"volatility":"medium"},"price":14.6603,"volume":{"bars":218,"last_bar_volume":2046.0,"baseline_avg":8564.6,"bar_rvol":0.23889,"raw_accel":-0.73047,"smooth_accel":-0.512276,"accel_momentum":-1.022476,"rvol_3bar":[0.0773,0.903846,0.23889],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":423.0,"sell_vol":44.0,"unclassified_vol":0.0,"imbalance":0.811563,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.476584},"context":{"vwap":14.469679,"price_vs_vwap_pct":1.31738,"ema9":14.674997,"ema20":14.678802,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.675474,"dist_to_hod_atr":3.571992,"atr":0.027912,"spread_atr":0.358274,"own_change_pct":0.034083,"rel_strength_pct":{"SPY":0.054401,"IWM":0.044392}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.193875},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6acb502bb9c8","ts":"2026-09-09T17:08:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5785,"target":14.7995,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.05},"price":14.6898,"vwap":14.4697,"ext_from_open_pct":4.05,"max_ext_allowed_pct":5.0,"volume_pace":4.082,"trend":"flat","recent_slope_pct":0.0474,"volatility":"medium"},"price":14.6898,"volume":{"bars":218,"last_bar_volume":2046.0,"baseline_avg":8564.6,"bar_rvol":0.23889,"raw_accel":-0.73047,"smooth_accel":-0.512276,"accel_momentum":-1.022476,"rvol_3bar":[0.0773,0.903846,0.23889],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":712.0,"sell_vol":43.0,"unclassified_vol":0.0,"imbalance":0.886093,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":1.70028},"context":{"vwap":14.469679,"price_vs_vwap_pct":1.521255,"ema9":14.674997,"ema20":14.678802,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.47561,"dist_to_hod_atr":2.515083,"atr":0.027912,"spread_atr":0.358274,"own_change_pct":0.034083,"rel_strength_pct":{"SPY":0.054401,"IWM":0.044392}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.211679},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"228ff87b8f3b","ts":"2026-09-09T17:08:10+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.26,"pos_in_5d_range_pct":237.0,"room_to_5d_high_atr":-1.79},"price":13.57,"vwap":13.5686,"ext_from_open_pct":4.06,"max_ext_allowed_pct":4.0,"volume_pace":1.621,"trend":"flat","recent_slope_pct":0.1945,"volatility":"low"},"price":13.57,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":3907.0,"sell_vol":758.0,"unclassified_vol":0.0,"imbalance":0.675027,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":0.620079},"context":{"vwap":13.568897,"price_vs_vwap_pct":0.008128,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.571027,"dist_to_hod_atr":14.025289,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.256873},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"20caeaa1e419","ts":"2026-09-09T17:08:10+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3147,"target":8.8,"target_label":"premarket_high","reward_risk":2.34,"pos_in_5d_range_pct":107.1,"room_to_5d_high_atr":-0.26},"price":8.46,"vwap":8.3284,"ext_from_open_pct":2.79,"max_ext_allowed_pct":3.0,"volume_pace":0.746,"trend":"flat","recent_slope_pct":-0.0121,"volatility":"high"},"price":8.46,"volume":{"bars":218,"last_bar_volume":2419.0,"baseline_avg":1559.25,"bar_rvol":1.551387,"raw_accel":0.440739,"smooth_accel":0.610624,"accel_momentum":0.345251,"rvol_3bar":[1.789379,1.028389,1.551387],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":206.0,"sell_vol":2120.0,"unclassified_vol":0.0,"imbalance":-0.822872,"bid":8.45,"ask":8.47,"spread_pct":0.236407,"quote_size_imbalance":null,"quote_age_s":6.664071},"context":{"vwap":8.328168,"price_vs_vwap_pct":1.582967,"ema9":8.461217,"ema20":8.454536,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.534778,"dist_to_hod_atr":13.543343,"atr":0.022889,"spread_atr":0.873764,"own_change_pct":0.118343,"rel_strength_pct":{"SPY":0.138661,"IWM":0.128652}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.276593},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9205076be54c","ts":"2026-09-09T17:08:15+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5737,"target":14.7947,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.6,"room_to_5d_high_atr":-3.04},"price":14.685,"vwap":14.4698,"ext_from_open_pct":4.02,"max_ext_allowed_pct":4.0,"volume_pace":4.083,"trend":"flat","recent_slope_pct":0.0409,"volatility":"medium"},"price":14.685,"volume":{"bars":218,"last_bar_volume":2046.0,"baseline_avg":8564.6,"bar_rvol":0.23889,"raw_accel":-0.73047,"smooth_accel":-0.512276,"accel_momentum":-1.022476,"rvol_3bar":[0.0773,0.903846,0.23889],"trend_3bar":"MIXED","projected_rvol":1.149849},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":713.0,"sell_vol":2086.0,"unclassified_vol":0.0,"imbalance":-0.490532,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.520788},"context":{"vwap":14.469679,"price_vs_vwap_pct":1.488082,"ema9":14.674997,"ema20":14.678802,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.50813,"dist_to_hod_atr":2.687055,"atr":0.027912,"spread_atr":0.358274,"own_change_pct":0.034083,"rel_strength_pct":{"SPY":0.054401,"IWM":0.044392}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.117183},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a143756d395c","ts":"2026-09-09T17:08:15+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.57","plan":{"state":"PASS","setup":"","stop":13.3,"target":13.53,"target_label":"ceiling","reward_risk":1.49,"pos_in_5d_range_pct":198.3,"room_to_5d_high_atr":-1.29},"price":13.3923,"vwap":13.5683,"ext_from_open_pct":2.7,"max_ext_allowed_pct":3.0,"volume_pace":1.621,"trend":"flat","recent_slope_pct":-0.0701,"volatility":"low"},"price":13.3923,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":6.741736},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":3923.0,"sell_vol":996.0,"unclassified_vol":0.0,"imbalance":0.59504,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":0.389309},"context":{"vwap":13.568897,"price_vs_vwap_pct":-1.301485,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-5.820675,"dist_to_hod_atr":17.859587,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.226435},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"3a4ce9508a54","ts":"2026-09-09T17:08:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5573,"target":14.76,"target_label":"ceiling","reward_risk":0.82,"pos_in_5d_range_pct":190.4,"room_to_5d_high_atr":-3.01},"price":14.6686,"vwap":14.4698,"ext_from_open_pct":3.9,"max_ext_allowed_pct":4.0,"volume_pace":4.082,"trend":"flat","recent_slope_pct":0.0185,"volatility":"medium"},"price":14.6686,"volume":{"bars":218,"last_bar_volume":2046.0,"baseline_avg":8564.6,"bar_rvol":0.23889,"raw_accel":-0.73047,"smooth_accel":-0.512276,"accel_momentum":-1.022476,"rvol_3bar":[0.0773,0.903846,0.23889],"trend_3bar":"MIXED","projected_rvol":0.914929},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":714.0,"sell_vol":2232.0,"unclassified_vol":0.0,"imbalance":-0.515275,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":0.25956},"context":{"vwap":14.469679,"price_vs_vwap_pct":1.374742,"ema9":14.674997,"ema20":14.678802,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.619241,"dist_to_hod_atr":3.274624,"atr":0.027912,"spread_atr":0.358274,"own_change_pct":0.034083,"rel_strength_pct":{"SPY":0.054401,"IWM":0.044392}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.123094},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1ad3fbcc5ec7","ts":"2026-09-09T17:08:20+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.26,"pos_in_5d_range_pct":237.0,"room_to_5d_high_atr":-1.79},"price":13.57,"vwap":13.5686,"ext_from_open_pct":4.06,"max_ext_allowed_pct":3.0,"volume_pace":1.62,"trend":"flat","recent_slope_pct":0.1945,"volatility":"low"},"price":13.57,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":5.05734},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":3924.0,"sell_vol":996.0,"unclassified_vol":0.0,"imbalance":0.595122,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":0.022135},"context":{"vwap":13.568897,"price_vs_vwap_pct":0.008128,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.571027,"dist_to_hod_atr":14.025289,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.226466},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"682ae0b3f2c6","ts":"2026-09-09T17:08:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.0% above open $14.12 (max 4%: volume pace strong, buying normal)","plan":{"state":"WATCH","setup":"","stop":14.5778,"target":14.7988,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.8,"room_to_5d_high_atr":-3.05},"price":14.6891,"vwap":14.4699,"ext_from_open_pct":4.05,"max_ext_allowed_pct":4.0,"volume_pace":4.082,"trend":"flat","recent_slope_pct":0.0465,"volatility":"medium"},"price":14.6891,"volume":{"bars":218,"last_bar_volume":2046.0,"baseline_avg":8564.6,"bar_rvol":0.23889,"raw_accel":-0.73047,"smooth_accel":-0.512276,"accel_momentum":-1.022476,"rvol_3bar":[0.0773,0.903846,0.23889],"trend_3bar":"MIXED","projected_rvol":1.127899},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":1803.0,"sell_vol":2225.0,"unclassified_vol":0.0,"imbalance":-0.104767,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":1.598449},"context":{"vwap":14.469679,"price_vs_vwap_pct":1.516417,"ema9":14.674997,"ema20":14.678802,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.480352,"dist_to_hod_atr":2.540163,"atr":0.027912,"spread_atr":0.358274,"own_change_pct":0.034083,"rel_strength_pct":{"SPY":0.054401,"IWM":0.044392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.025028},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ac7f362ef42a","ts":"2026-09-09T17:08:25+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.51 below VWAP $13.57","plan":{"state":"PASS","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.6,"pos_in_5d_range_pct":224.5,"room_to_5d_high_atr":-1.63},"price":13.5128,"vwap":13.5685,"ext_from_open_pct":3.63,"max_ext_allowed_pct":3.0,"volume_pace":1.62,"trend":"flat","recent_slope_pct":0.1095,"volatility":"low"},"price":13.5128,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":4.216906},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":4112.0,"sell_vol":1002.0,"unclassified_vol":0.0,"imbalance":0.608135,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":1.318947},"context":{"vwap":13.568897,"price_vs_vwap_pct":-0.413425,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.973277,"dist_to_hod_atr":15.259515,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.231418},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"96af9f03c7ec","ts":"2026-09-09T17:08:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3174,"target":8.8,"target_label":"premarket_high","reward_risk":2.32,"pos_in_5d_range_pct":107.2,"room_to_5d_high_atr":-0.26},"price":8.4627,"vwap":8.3285,"ext_from_open_pct":2.83,"max_ext_allowed_pct":3.0,"volume_pace":0.746,"trend":"flat","recent_slope_pct":-0.0057,"volatility":"high"},"price":8.4627,"volume":{"bars":218,"last_bar_volume":2419.0,"baseline_avg":1559.25,"bar_rvol":1.551387,"raw_accel":0.440739,"smooth_accel":0.610624,"accel_momentum":0.345251,"rvol_3bar":[1.789379,1.028389,1.551387],"trend_3bar":"MIXED","projected_rvol":4.173802},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":378.0,"sell_vol":2876.0,"unclassified_vol":0.0,"imbalance":-0.767671,"bid":8.45,"ask":8.47,"spread_pct":0.236407,"quote_size_imbalance":null,"quote_age_s":0.05595},"context":{"vwap":8.328168,"price_vs_vwap_pct":1.615387,"ema9":8.461217,"ema20":8.454536,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.503991,"dist_to_hod_atr":13.425384,"atr":0.022889,"spread_atr":0.873764,"own_change_pct":0.118343,"rel_strength_pct":{"SPY":0.138661,"IWM":0.128652}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.190954},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9f2663d5a955","ts":"2026-09-09T17:08:35+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5786,"target":14.7996,"target_label":"clear air (typical 60-min move)","reward_risk":0.99,"pos_in_5d_range_pct":191.9,"room_to_5d_high_atr":-3.05},"price":14.6899,"vwap":14.47,"ext_from_open_pct":4.05,"max_ext_allowed_pct":5.0,"volume_pace":4.079,"trend":"flat","recent_slope_pct":0.0476,"volatility":"medium"},"price":14.6899,"volume":{"bars":218,"last_bar_volume":2046.0,"baseline_avg":8564.6,"bar_rvol":0.23889,"raw_accel":-0.73047,"smooth_accel":-0.512276,"accel_momentum":-1.022476,"rvol_3bar":[0.0773,0.903846,0.23889],"trend_3bar":"MIXED","projected_rvol":0.833064},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1706.0,"sell_vol":2332.0,"unclassified_vol":0.0,"imbalance":-0.155027,"bid":14.68,"ask":14.69,"spread_pct":0.068097,"quote_size_imbalance":null,"quote_age_s":4.994894},"context":{"vwap":14.469679,"price_vs_vwap_pct":1.521946,"ema9":14.674997,"ema20":14.678802,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.474932,"dist_to_hod_atr":2.511501,"atr":0.027912,"spread_atr":0.358274,"own_change_pct":0.034083,"rel_strength_pct":{"SPY":0.054401,"IWM":0.044392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.037035},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b1c327ebfef5","ts":"2026-09-09T17:08:35+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.26,"pos_in_5d_range_pct":237.0,"room_to_5d_high_atr":-1.79},"price":13.57,"vwap":13.5686,"ext_from_open_pct":4.06,"max_ext_allowed_pct":3.0,"volume_pace":1.619,"trend":"flat","recent_slope_pct":0.1945,"volatility":"low"},"price":13.57,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":3.025123},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":2982.0,"sell_vol":746.0,"unclassified_vol":0.0,"imbalance":0.599785,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":0.145821},"context":{"vwap":13.568897,"price_vs_vwap_pct":0.008128,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.571027,"dist_to_hod_atr":14.025289,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.228241},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"e37bdfc0eb97","ts":"2026-09-09T17:08:50+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.52 below VWAP $13.57","plan":{"state":"PASS","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.54,"pos_in_5d_range_pct":226.3,"room_to_5d_high_atr":-1.65},"price":13.5209,"vwap":13.5685,"ext_from_open_pct":3.69,"max_ext_allowed_pct":3.0,"volume_pace":1.617,"trend":"flat","recent_slope_pct":0.1215,"volatility":"low"},"price":13.5209,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":2.1317},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":242.0,"sell_vol":20.0,"unclassified_vol":0.0,"imbalance":0.847328,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":12.764897},"context":{"vwap":13.568897,"price_vs_vwap_pct":-0.353729,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.916315,"dist_to_hod_atr":15.084738,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.32244},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"5384ccd83fe3","ts":"2026-09-09T17:08:55+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.26,"pos_in_5d_range_pct":237.0,"room_to_5d_high_atr":-1.79},"price":13.57,"vwap":13.5686,"ext_from_open_pct":4.06,"max_ext_allowed_pct":3.0,"volume_pace":1.616,"trend":"flat","recent_slope_pct":0.1945,"volatility":"low"},"price":13.57,"volume":{"bars":218,"last_bar_volume":1100.0,"baseline_avg":2890.65,"bar_rvol":0.380537,"raw_accel":-0.152542,"smooth_accel":-0.551014,"accel_momentum":-1.998131,"rvol_3bar":[0.69238,0.454976,0.380537],"trend_3bar":"DECELERATING","projected_rvol":1.941306},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":51.0,"sell_vol":14.0,"unclassified_vol":0.0,"imbalance":0.569231,"bid":13.55,"ask":13.59,"spread_pct":0.294768,"quote_size_imbalance":null,"quote_age_s":17.764897},"context":{"vwap":13.568897,"price_vs_vwap_pct":0.008128,"ema9":13.382277,"ema20":13.369043,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.571027,"dist_to_hod_atr":14.025289,"atr":0.046345,"spread_atr":0.863095,"own_change_pct":0.002243,"rel_strength_pct":{"SPY":0.022561,"IWM":0.012552}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.216614},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"61275c571b43","ts":"2026-09-09T17:09:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.53 below VWAP $13.57","plan":{"state":"PASS","setup":"","stop":13.3,"target":13.64,"target_label":"range_20d_high","reward_risk":0.48,"pos_in_5d_range_pct":228.3,"room_to_5d_high_atr":-1.68},"price":13.53,"vwap":13.5685,"ext_from_open_pct":3.76,"max_ext_allowed_pct":3.0,"volume_pace":1.619,"trend":"flat","recent_slope_pct":0.2749,"volatility":"low"},"price":13.53,"volume":{"bars":219,"last_bar_volume":5159.0,"baseline_avg":2929.35,"bar_rvol":1.761142,"raw_accel":3.69,"smooth_accel":-0.329637,"accel_momentum":0.221377,"rvol_3bar":[0.454976,0.380537,1.761142],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":204.0,"sell_vol":2013.0,"unclassified_vol":0.0,"imbalance":-0.815968,"bid":13.51,"ask":13.55,"spread_pct":0.295639,"quote_size_imbalance":null,"quote_age_s":1.005293},"context":{"vwap":13.568573,"price_vs_vwap_pct":-0.284282,"ema9":13.419821,"ema20":13.388181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.852321,"dist_to_hod_atr":12.134411,"atr":0.056863,"spread_atr":0.703444,"own_change_pct":1.430643,"rel_strength_pct":{"SPY":1.42802,"IWM":1.447829}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":1,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.437034},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"59027bc2aa7e","ts":"2026-09-09T17:09:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2547,"target":8.48,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":104.3,"room_to_5d_high_atr":-0.15},"price":8.4,"vwap":8.3293,"ext_from_open_pct":2.07,"max_ext_allowed_pct":3.0,"volume_pace":0.75,"trend":"flat","recent_slope_pct":-0.2131,"volatility":"high"},"price":8.4,"volume":{"bars":219,"last_bar_volume":11787.0,"baseline_avg":1670.2,"bar_rvol":7.057239,"raw_accel":3.872675,"smooth_accel":1.517433,"accel_momentum":0.906809,"rvol_3bar":[1.028389,1.551387,7.057239],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":99,"trade_rate":3.3,"buy_vol":1673.0,"sell_vol":9714.0,"unclassified_vol":0.0,"imbalance":-0.706156,"bid":8.4,"ask":8.42,"spread_pct":0.237812,"quote_size_imbalance":null,"quote_age_s":0.311432},"context":{"vwap":8.32916,"price_vs_vwap_pct":0.850508,"ema9":8.454974,"ema20":8.4522,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-4.218928,"dist_to_hod_atr":15.684461,"atr":0.02359,"spread_atr":0.847809,"own_change_pct":-0.331048,"rel_strength_pct":{"SPY":-0.33367,"IWM":-0.313862}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-4.983512},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"51b8d286af4e","ts":"2026-09-09T17:09:10+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.0875,"target":11.29,"target_label":"prev_day_high","reward_risk":0.21,"pos_in_5d_range_pct":74.1,"room_to_5d_high_atr":0.59},"price":11.255,"vwap":11.2492,"ext_from_open_pct":-0.92,"max_ext_allowed_pct":3.0,"volume_pace":1.436,"trend":"flat","recent_slope_pct":0.0311,"volatility":"medium"},"price":11.255,"volume":{"bars":219,"last_bar_volume":34909.0,"baseline_avg":14527.3,"bar_rvol":2.402993,"raw_accel":0.183236,"smooth_accel":4.323211,"accel_momentum":1.475725,"rvol_3bar":[5.785138,2.209425,2.402993],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":12984.0,"sell_vol":13648.0,"unclassified_vol":0.0,"imbalance":-0.024932,"bid":11.25,"ask":11.26,"spread_pct":0.088849,"quote_size_imbalance":null,"quote_age_s":0.029046},"context":{"vwap":11.249228,"price_vs_vwap_pct":0.051306,"ema9":11.230218,"ema20":11.22041,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.385082,"dist_to_hod_atr":12.89188,"atr":0.021331,"spread_atr":0.468796,"own_change_pct":0.222816,"rel_strength_pct":{"SPY":0.220194,"IWM":0.240002}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.059912},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d2789a552e3b","ts":"2026-09-09T17:09:45+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0717,"target":11.29,"target_label":"prev_day_high","reward_risk":0.3,"pos_in_5d_range_pct":73.0,"room_to_5d_high_atr":0.61},"price":11.2392,"vwap":11.2492,"ext_from_open_pct":-1.06,"max_ext_allowed_pct":3.0,"volume_pace":1.437,"trend":"flat","recent_slope_pct":0.003,"volatility":"medium"},"price":11.2392,"volume":{"bars":219,"last_bar_volume":34909.0,"baseline_avg":14527.3,"bar_rvol":2.402993,"raw_accel":0.183236,"smooth_accel":4.323211,"accel_momentum":1.475725,"rvol_3bar":[5.785138,2.209425,2.402993],"trend_3bar":"MIXED","projected_rvol":2.38521},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":9559.0,"sell_vol":3324.0,"unclassified_vol":0.0,"imbalance":0.483971,"bid":11.26,"ask":11.27,"spread_pct":0.088771,"quote_size_imbalance":null,"quote_age_s":1.836547},"context":{"vwap":11.249228,"price_vs_vwap_pct":-0.089148,"ema9":11.230218,"ema20":11.22041,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.522116,"dist_to_hod_atr":13.632577,"atr":0.021331,"spread_atr":0.468796,"own_change_pct":0.222816,"rel_strength_pct":{"SPY":0.220194,"IWM":0.240002}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.162979},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eb58572e5996","ts":"2026-09-09T17:09:50+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4703,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.062,"trend":"flat","recent_slope_pct":0.0059,"volatility":"medium"},"price":14.67,"volume":{"bars":219,"last_bar_volume":8368.0,"baseline_avg":8056.2,"bar_rvol":1.038703,"raw_accel":3.089932,"smooth_accel":-0.021467,"accel_momentum":0.490809,"rvol_3bar":[0.903846,0.23889,1.038703],"trend_3bar":"MIXED","projected_rvol":0.103374},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":20.0,"sell_vol":430.0,"unclassified_vol":0.0,"imbalance":-0.911111,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":6.742494},"context":{"vwap":14.470226,"price_vs_vwap_pct":1.380587,"ema9":14.675458,"ema20":14.678659,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.210594,"atr":0.028032,"spread_atr":0.356733,"own_change_pct":0.015673,"rel_strength_pct":{"SPY":0.01305,"IWM":0.032859}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.946374},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"87900b12b554","ts":"2026-09-09T17:09:50+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.0975,"target":11.29,"target_label":"prev_day_high","reward_risk":0.15,"pos_in_5d_range_pct":74.7,"room_to_5d_high_atr":0.57},"price":11.265,"vwap":11.2493,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":3.0,"volume_pace":1.438,"trend":"flat","recent_slope_pct":0.0489,"volatility":"medium"},"price":11.265,"volume":{"bars":219,"last_bar_volume":34909.0,"baseline_avg":14527.3,"bar_rvol":2.402993,"raw_accel":0.183236,"smooth_accel":4.323211,"accel_momentum":1.475725,"rvol_3bar":[5.785138,2.209425,2.402993],"trend_3bar":"MIXED","projected_rvol":2.439435},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":13070.0,"sell_vol":3324.0,"unclassified_vol":0.0,"imbalance":0.594486,"bid":11.26,"ask":11.27,"spread_pct":0.088771,"quote_size_imbalance":null,"quote_age_s":1.174402},"context":{"vwap":11.249228,"price_vs_vwap_pct":0.140201,"ema9":11.230218,"ema20":11.22041,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.298352,"dist_to_hod_atr":12.423084,"atr":0.021331,"spread_atr":0.468796,"own_change_pct":0.222816,"rel_strength_pct":{"SPY":0.220194,"IWM":0.240002}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.428545},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a0111033db79","ts":"2026-09-09T17:09:55+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5686,"target":14.7893,"target_label":"clear air (typical 60-min move)","reward_risk":0.98,"pos_in_5d_range_pct":191.2,"room_to_5d_high_atr":-3.03},"price":14.6799,"vwap":14.4703,"ext_from_open_pct":3.98,"max_ext_allowed_pct":4.0,"volume_pace":4.061,"trend":"flat","recent_slope_pct":0.0194,"volatility":"medium"},"price":14.6799,"volume":{"bars":219,"last_bar_volume":8368.0,"baseline_avg":8056.2,"bar_rvol":1.038703,"raw_accel":3.089932,"smooth_accel":-0.021467,"accel_momentum":0.490809,"rvol_3bar":[0.903846,0.23889,1.038703],"trend_3bar":"MIXED","projected_rvol":0.108059},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":108.0,"sell_vol":248.0,"unclassified_vol":0.0,"imbalance":-0.393258,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.005801},"context":{"vwap":14.470226,"price_vs_vwap_pct":1.449004,"ema9":14.675458,"ema20":14.678659,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.542683,"dist_to_hod_atr":2.857428,"atr":0.028032,"spread_atr":0.356733,"own_change_pct":0.015673,"rel_strength_pct":{"SPY":0.01305,"IWM":0.032859}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.408479},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"22a3aa058e13","ts":"2026-09-09T17:10:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3081,"target":9.2235,"target_label":"premarket_high","reward_risk":10.18,"pos_in_5d_range_pct":48.6,"room_to_5d_high_atr":1.08},"price":8.39,"vwap":8.2601,"ext_from_open_pct":-1.87,"max_ext_allowed_pct":3.0,"volume_pace":1.496,"trend":"flat","recent_slope_pct":-0.1448,"volatility":"medium"},"price":8.39,"volume":{"bars":220,"last_bar_volume":802.0,"baseline_avg":7517.25,"bar_rvol":0.106688,"raw_accel":-0.930539,"smooth_accel":0.196032,"accel_momentum":0.151761,"rvol_3bar":[0.181612,1.63722,0.106688],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":116.0,"sell_vol":430.0,"unclassified_vol":0.0,"imbalance":-0.575092,"bid":8.38,"ask":8.4,"spread_pct":0.238379,"quote_size_imbalance":null,"quote_age_s":2.395606},"context":{"vwap":8.260063,"price_vs_vwap_pct":1.573073,"ema9":8.407593,"ema20":8.376923,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.441913,"dist_to_hod_atr":9.172007,"atr":0.042521,"spread_atr":0.470359,"own_change_pct":-0.747918,"rel_strength_pct":{"SPY":-0.772839,"IWM":-0.72042}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.061355},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b6fdc6a1d60c","ts":"2026-09-09T17:10:10+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2871,"target":8.48,"target_label":"ceiling","reward_risk":0.33,"pos_in_5d_range_pct":105.8,"room_to_5d_high_atr":-0.21},"price":8.4324,"vwap":8.3297,"ext_from_open_pct":2.46,"max_ext_allowed_pct":3.0,"volume_pace":0.75,"trend":"flat","recent_slope_pct":-0.1578,"volatility":"high"},"price":8.4324,"volume":{"bars":220,"last_bar_volume":7357.0,"baseline_avg":2213.9,"bar_rvol":3.323095,"raw_accel":-0.375838,"smooth_accel":3.294563,"accel_momentum":1.77713,"rvol_3bar":[1.551387,7.057239,3.323095],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":126.0,"sell_vol":4647.0,"unclassified_vol":0.0,"imbalance":-0.947203,"bid":8.39,"ask":8.41,"spread_pct":0.238095,"quote_size_imbalance":null,"quote_age_s":5.587497},"context":{"vwap":8.329587,"price_vs_vwap_pct":1.234313,"ema9":8.444379,"ema20":8.447419,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.849487,"dist_to_hod_atr":14.03855,"atr":0.024048,"spread_atr":0.831668,"own_change_pct":-0.686753,"rel_strength_pct":{"SPY":-0.711674,"IWM":-0.659255}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.147646},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7aad776643f3","ts":"2026-09-09T17:10:15+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.0975,"target":11.29,"target_label":"prev_day_high","reward_risk":0.15,"pos_in_5d_range_pct":74.7,"room_to_5d_high_atr":0.57},"price":11.265,"vwap":11.2493,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":4.0,"volume_pace":1.44,"trend":"flat","recent_slope_pct":0.0933,"volatility":"medium"},"price":11.265,"volume":{"bars":220,"last_bar_volume":29652.0,"baseline_avg":15876.6,"bar_rvol":1.867654,"raw_accel":-0.150592,"smooth_accel":0.159423,"accel_momentum":-4.163788,"rvol_3bar":[2.209425,2.402993,1.867654],"trend_3bar":"MIXED","projected_rvol":4.668758},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":19546.0,"sell_vol":2649.0,"unclassified_vol":0.0,"imbalance":0.761298,"bid":11.26,"ask":11.27,"spread_pct":0.088771,"quote_size_imbalance":null,"quote_age_s":0.108158},"context":{"vwap":11.249269,"price_vs_vwap_pct":0.139836,"ema9":11.238154,"ema20":11.225123,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.298352,"dist_to_hod_atr":11.792515,"atr":0.022472,"spread_atr":0.445001,"own_change_pct":0.4,"rel_strength_pct":{"SPY":0.375079,"IWM":0.427498}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.421841},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e92952239d96","ts":"2026-09-09T17:10:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5587,"target":14.76,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.67,"vwap":14.4704,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":4.047,"trend":"flat","recent_slope_pct":-0.0092,"volatility":"medium"},"price":14.67,"volume":{"bars":220,"last_bar_volume":812.0,"baseline_avg":8118.95,"bar_rvol":0.100013,"raw_accel":-0.902964,"smooth_accel":-0.556583,"accel_momentum":-0.535115,"rvol_3bar":[0.23889,1.038703,0.100013],"trend_3bar":"MIXED","projected_rvol":0.191322},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":112.0,"sell_vol":725.0,"unclassified_vol":0.0,"imbalance":-0.732378,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.061113},"context":{"vwap":14.470279,"price_vs_vwap_pct":1.380216,"ema9":14.676146,"ema20":14.678682,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.609756,"dist_to_hod_atr":3.366117,"atr":0.026737,"spread_atr":0.374013,"own_change_pct":0.128922,"rel_strength_pct":{"SPY":0.104001,"IWM":0.15642}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.073247},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"50701e1177b8","ts":"2026-09-09T17:10:50+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5619,"target":14.7823,"target_label":"clear air (typical 60-min move)","reward_risk":0.98,"pos_in_5d_range_pct":190.8,"room_to_5d_high_atr":-3.02},"price":14.6732,"vwap":14.4704,"ext_from_open_pct":3.93,"max_ext_allowed_pct":4.0,"volume_pace":4.045,"trend":"flat","recent_slope_pct":-0.0048,"volatility":"medium"},"price":14.6732,"volume":{"bars":220,"last_bar_volume":812.0,"baseline_avg":8118.95,"bar_rvol":0.100013,"raw_accel":-0.902964,"smooth_accel":-0.556583,"accel_momentum":-0.535115,"rvol_3bar":[0.23889,1.038703,0.100013],"trend_3bar":"MIXED","projected_rvol":0.174555},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":112.0,"sell_vol":727.0,"unclassified_vol":0.0,"imbalance":-0.733015,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":4.042322},"context":{"vwap":14.470279,"price_vs_vwap_pct":1.402331,"ema9":14.676146,"ema20":14.678682,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.588076,"dist_to_hod_atr":3.246432,"atr":0.026737,"spread_atr":0.374013,"own_change_pct":0.128922,"rel_strength_pct":{"SPY":0.104001,"IWM":0.15642}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.073311},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a73467c0d8b2","ts":"2026-09-09T17:11:35+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0738,"target":11.29,"target_label":"prev_day_high","reward_risk":0.29,"pos_in_5d_range_pct":73.2,"room_to_5d_high_atr":0.61},"price":11.2413,"vwap":11.2493,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":1.433,"trend":"flat","recent_slope_pct":0.0156,"volatility":"medium"},"price":11.2413,"volume":{"bars":221,"last_bar_volume":22614.0,"baseline_avg":16977.55,"bar_rvol":1.331994,"raw_accel":-0.237353,"smooth_accel":-0.207248,"accel_momentum":-0.366671,"rvol_3bar":[2.402993,1.867654,1.331994],"trend_3bar":"DECELERATING","projected_rvol":0.463166},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":3057.0,"sell_vol":1530.0,"unclassified_vol":0.0,"imbalance":0.332897,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.334095},"context":{"vwap":11.249297,"price_vs_vwap_pct":-0.071091,"ema9":11.240524,"ema20":11.227493,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.503903,"dist_to_hod_atr":12.948907,"atr":0.022295,"spread_atr":0.448525,"own_change_pct":0.044464,"rel_strength_pct":{"SPY":0.025989,"IWM":0.084393}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.443417},"shadow":{"decision":"FAIL","failed":["vas","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"ee6be6d0fa71","ts":"2026-09-09T17:11:45+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5537,"target":14.76,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":190.2,"room_to_5d_high_atr":-3.0},"price":14.665,"vwap":14.4706,"ext_from_open_pct":3.87,"max_ext_allowed_pct":4.0,"volume_pace":4.033,"trend":"flat","recent_slope_pct":-0.0119,"volatility":"medium"},"price":14.665,"volume":{"bars":221,"last_bar_volume":1217.0,"baseline_avg":8090.0,"bar_rvol":0.150433,"raw_accel":-0.398269,"smooth_accel":0.010398,"accel_momentum":0.566981,"rvol_3bar":[1.038703,0.100013,0.150433],"trend_3bar":"MIXED","projected_rvol":0.577998},"flow":{"window_s":30,"trades":37,"trade_rate":1.233333,"buy_vol":975.0,"sell_vol":2467.0,"unclassified_vol":0.0,"imbalance":-0.433469,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":2.867096},"context":{"vwap":14.470358,"price_vs_vwap_pct":1.345106,"ema9":14.676897,"ema20":14.678798,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.643631,"dist_to_hod_atr":3.711129,"atr":0.025599,"spread_atr":0.390645,"own_change_pct":0.101602,"rel_strength_pct":{"SPY":0.083127,"IWM":0.141532}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.065208},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3005b99b7058","ts":"2026-09-09T17:11:50+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":14.5614,"target":14.7797,"target_label":"clear air (typical 60-min move)","reward_risk":0.96,"pos_in_5d_range_pct":190.7,"room_to_5d_high_atr":-3.02},"price":14.6727,"vwap":14.4708,"ext_from_open_pct":3.93,"max_ext_allowed_pct":4.0,"volume_pace":4.035,"trend":"flat","recent_slope_pct":-0.0014,"volatility":"medium"},"price":14.6727,"volume":{"bars":221,"last_bar_volume":1217.0,"baseline_avg":8090.0,"bar_rvol":0.150433,"raw_accel":-0.398269,"smooth_accel":0.010398,"accel_momentum":0.566981,"rvol_3bar":[1.038703,0.100013,0.150433],"trend_3bar":"MIXED","projected_rvol":0.910309},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":1603.0,"sell_vol":4457.0,"unclassified_vol":0.0,"imbalance":-0.470957,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.64828},"context":{"vwap":14.470358,"price_vs_vwap_pct":1.398319,"ema9":14.676897,"ema20":14.678798,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.591463,"dist_to_hod_atr":3.410332,"atr":0.025599,"spread_atr":0.390645,"own_change_pct":0.101602,"rel_strength_pct":{"SPY":0.083127,"IWM":0.141532}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.070847},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"42afe8ed606a","ts":"2026-09-09T17:12:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.265,"target":8.4,"target_label":"prev_day_high","reward_risk":0.42,"pos_in_5d_range_pct":44.2,"room_to_5d_high_atr":1.18},"price":8.36,"vwap":8.2607,"ext_from_open_pct":-2.22,"max_ext_allowed_pct":3.0,"volume_pace":1.489,"trend":"flat","recent_slope_pct":-0.0818,"volatility":"medium"},"price":8.36,"volume":{"bars":222,"last_bar_volume":1070.0,"baseline_avg":7641.9,"bar_rvol":0.140018,"raw_accel":-0.619758,"smooth_accel":-0.723703,"accel_momentum":-1.978611,"rvol_3bar":[0.106688,0.372873,0.140018],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":226.0,"sell_vol":315.0,"unclassified_vol":0.0,"imbalance":-0.16451,"bid":8.36,"ask":8.37,"spread_pct":0.119546,"quote_size_imbalance":null,"quote_age_s":1.985356},"context":{"vwap":8.260629,"price_vs_vwap_pct":1.202945,"ema9":8.407959,"ema20":8.382436,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.783599,"dist_to_hod_atr":9.832899,"atr":0.042714,"spread_atr":0.234117,"own_change_pct":-0.100759,"rel_strength_pct":{"SPY":-0.115181,"IWM":-0.088732}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.023034},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7da25c193165","ts":"2026-09-09T17:12:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.558,"target":14.76,"target_label":"ceiling","reward_risk":0.82,"pos_in_5d_range_pct":190.5,"room_to_5d_high_atr":-3.01},"price":14.6693,"vwap":14.4708,"ext_from_open_pct":3.9,"max_ext_allowed_pct":4.0,"volume_pace":4.031,"trend":"flat","recent_slope_pct":-0.0136,"volatility":"medium"},"price":14.6693,"volume":{"bars":222,"last_bar_volume":6641.0,"baseline_avg":7650.3,"bar_rvol":0.868071,"raw_accel":2.472282,"smooth_accel":-0.518467,"accel_momentum":-0.528866,"rvol_3bar":[0.100013,0.150433,0.868071],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":1421.0,"sell_vol":4459.0,"unclassified_vol":0.0,"imbalance":-0.516667,"bid":14.67,"ask":14.68,"spread_pct":0.068143,"quote_size_imbalance":null,"quote_age_s":0.454851},"context":{"vwap":14.470784,"price_vs_vwap_pct":1.371839,"ema9":14.676518,"ema20":14.678436,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.614499,"dist_to_hod_atr":3.652179,"atr":0.024834,"spread_atr":0.402666,"own_change_pct":-0.025207,"rel_strength_pct":{"SPY":-0.039629,"IWM":-0.01318}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.448503},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c523397ce221","ts":"2026-09-09T17:14:00+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.0825,"target":11.29,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":73.7,"room_to_5d_high_atr":0.6},"price":11.25,"vwap":11.249,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":3.0,"volume_pace":1.474,"trend":"flat","recent_slope_pct":-0.0436,"volatility":"medium"},"price":11.25,"volume":{"bars":223,"last_bar_volume":28026.0,"baseline_avg":19751.8,"bar_rvol":1.418909,"raw_accel":-0.593118,"smooth_accel":0.270624,"accel_momentum":0.314724,"rvol_3bar":[1.331994,4.048538,1.418909],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":567,"trade_rate":18.9,"buy_vol":53133.0,"sell_vol":83065.0,"unclassified_vol":0.0,"imbalance":-0.219768,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":1.691219},"context":{"vwap":11.249208,"price_vs_vwap_pct":0.007037,"ema9":11.241595,"ema20":11.230431,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.428448,"dist_to_hod_atr":12.282602,"atr":0.022796,"spread_atr":0.438664,"own_change_pct":0.050734,"rel_strength_pct":{"SPY":0.006151,"IWM":0.009447}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.311831},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"85206130f235","ts":"2026-09-09T17:14:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5487,"target":14.76,"target_label":"ceiling","reward_risk":0.9,"pos_in_5d_range_pct":189.9,"room_to_5d_high_atr":-2.99},"price":14.66,"vwap":14.4715,"ext_from_open_pct":3.84,"max_ext_allowed_pct":4.0,"volume_pace":4.011,"trend":"flat","recent_slope_pct":-0.0374,"volatility":"medium"},"price":14.66,"volume":{"bars":224,"last_bar_volume":3211.0,"baseline_avg":7796.8,"bar_rvol":0.411836,"raw_accel":-0.656173,"smooth_accel":0.845821,"accel_momentum":0.313931,"rvol_3bar":[0.868071,1.268386,0.411836],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":1077.0,"sell_vol":1938.0,"unclassified_vol":0.0,"imbalance":-0.285572,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":0.796683},"context":{"vwap":14.471533,"price_vs_vwap_pct":1.30233,"ema9":14.670571,"ema20":14.675092,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.677507,"dist_to_hod_atr":4.16487,"atr":0.02401,"spread_atr":0.416487,"own_change_pct":-0.117869,"rel_strength_pct":{"SPY":-0.162453,"IWM":-0.159156}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.117609},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9fa36cd53bed","ts":"2026-09-09T17:14:05+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0738,"target":11.29,"target_label":"prev_day_high","reward_risk":0.29,"pos_in_5d_range_pct":73.2,"room_to_5d_high_atr":0.61},"price":11.2413,"vwap":11.249,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":1.474,"trend":"flat","recent_slope_pct":-0.0128,"volatility":"medium"},"price":11.2413,"volume":{"bars":224,"last_bar_volume":150126.0,"baseline_avg":19902.9,"bar_rvol":7.542921,"raw_accel":4.356669,"smooth_accel":1.833748,"accel_momentum":1.563124,"rvol_3bar":[4.048538,1.418909,7.542921],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":573,"trade_rate":19.1,"buy_vol":53133.0,"sell_vol":85335.0,"unclassified_vol":0.0,"imbalance":-0.232559,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":1.140204},"context":{"vwap":11.248988,"price_vs_vwap_pct":-0.068346,"ema9":11.243276,"ema20":11.232295,"ema_stack":false,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.503903,"dist_to_hod_atr":12.384705,"atr":0.023311,"spread_atr":0.428982,"own_change_pct":0.044464,"rel_strength_pct":{"SPY":-0.00012,"IWM":0.003177}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-1.754175},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8f27820c52d5","ts":"2026-09-09T17:14:55+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5537,"target":14.76,"target_label":"ceiling","reward_risk":0.85,"pos_in_5d_range_pct":190.2,"room_to_5d_high_atr":-3.0},"price":14.665,"vwap":14.4716,"ext_from_open_pct":3.87,"max_ext_allowed_pct":4.0,"volume_pace":3.997,"trend":"flat","recent_slope_pct":-0.0305,"volatility":"medium"},"price":14.665,"volume":{"bars":224,"last_bar_volume":3211.0,"baseline_avg":7796.8,"bar_rvol":0.411836,"raw_accel":-0.656173,"smooth_accel":0.845821,"accel_momentum":0.313931,"rvol_3bar":[0.868071,1.268386,0.411836],"trend_3bar":"MIXED","projected_rvol":0.080033},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":78.0,"sell_vol":352.0,"unclassified_vol":0.0,"imbalance":-0.637209,"bid":14.66,"ask":14.67,"spread_pct":0.06819,"quote_size_imbalance":null,"quote_age_s":2.040635},"context":{"vwap":14.471533,"price_vs_vwap_pct":1.33688,"ema9":14.670571,"ema20":14.675092,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.643631,"dist_to_hod_atr":3.956627,"atr":0.02401,"spread_atr":0.416487,"own_change_pct":-0.117869,"rel_strength_pct":{"SPY":-0.162453,"IWM":-0.159156}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.262425},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fecc04e22523","ts":"2026-09-09T17:15:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5387,"target":14.76,"target_label":"ceiling","reward_risk":0.99,"pos_in_5d_range_pct":189.2,"room_to_5d_high_atr":-2.97},"price":14.65,"vwap":14.4718,"ext_from_open_pct":3.77,"max_ext_allowed_pct":4.0,"volume_pace":3.995,"trend":"flat","recent_slope_pct":-0.0375,"volatility":"medium"},"price":14.65,"volume":{"bars":225,"last_bar_volume":4025.0,"baseline_avg":7598.85,"bar_rvol":0.529685,"raw_accel":0.253504,"smooth_accel":0.911765,"accel_momentum":0.065944,"rvol_3bar":[1.268386,0.411836,0.529685],"trend_3bar":"MIXED","projected_rvol":0.003158},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":1041.0,"sell_vol":2474.0,"unclassified_vol":0.0,"imbalance":-0.407681,"bid":14.65,"ask":14.66,"spread_pct":0.068236,"quote_size_imbalance":null,"quote_age_s":0.142757},"context":{"vwap":14.471769,"price_vs_vwap_pct":1.231575,"ema9":14.667457,"ema20":14.673178,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.745257,"dist_to_hod_atr":4.636675,"atr":0.023724,"spread_atr":0.421516,"own_change_pct":-0.162819,"rel_strength_pct":{"SPY":-0.236253,"IWM":-0.233302}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.215943},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1dc6a9040146","ts":"2026-09-09T17:15:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5298,"target":14.76,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":188.6,"room_to_5d_high_atr":-2.95},"price":14.6411,"vwap":14.4719,"ext_from_open_pct":3.71,"max_ext_allowed_pct":4.0,"volume_pace":3.992,"trend":"flat","recent_slope_pct":-0.0497,"volatility":"medium"},"price":14.6411,"volume":{"bars":225,"last_bar_volume":4025.0,"baseline_avg":7598.85,"bar_rvol":0.529685,"raw_accel":0.253504,"smooth_accel":0.911765,"accel_momentum":0.065944,"rvol_3bar":[1.268386,0.411836,0.529685],"trend_3bar":"MIXED","projected_rvol":0.600683},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":1451.0,"sell_vol":1592.0,"unclassified_vol":0.0,"imbalance":-0.046336,"bid":14.64,"ask":14.65,"spread_pct":0.068283,"quote_size_imbalance":null,"quote_age_s":1.457537},"context":{"vwap":14.471769,"price_vs_vwap_pct":1.170076,"ema9":14.667457,"ema20":14.673178,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.805556,"dist_to_hod_atr":5.011824,"atr":0.023724,"spread_atr":0.421516,"own_change_pct":-0.162819,"rel_strength_pct":{"SPY":-0.236253,"IWM":-0.233302}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.024543},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d292dca03778","ts":"2026-09-09T17:17:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +9.3% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.2439,"target":13.54,"target_label":"ceiling","reward_risk":0.44,"pos_in_5d_range_pct":153.7,"room_to_5d_high_atr":-0.87},"price":13.45,"vwap":12.895,"ext_from_open_pct":9.26,"max_ext_allowed_pct":3.0,"volume_pace":0.979,"trend":"flat","recent_slope_pct":-0.0025,"volatility":"high"},"price":13.45,"volume":{"bars":226,"last_bar_volume":5287.0,"baseline_avg":3038.6,"bar_rvol":1.739946,"raw_accel":0.652704,"smooth_accel":0.34523,"accel_momentum":0.325993,"rvol_3bar":[1.185601,1.082114,1.739946],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":0.0,"sell_vol":100.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":13.45,"ask":13.5,"spread_pct":0.371058,"quote_size_imbalance":null,"quote_age_s":10.612476},"context":{"vwap":12.894561,"price_vs_vwap_pct":4.307544,"ema9":13.474878,"ema20":13.45068,"ema_stack":false,"ema_warm":true,"hod":13.54,"dist_to_hod_pct":-0.664697,"dist_to_hod_atr":1.36432,"atr":0.065967,"spread_atr":0.757956,"own_change_pct":-0.296077,"rel_strength_pct":{"SPY":-0.324917,"IWM":-0.311542}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.739946},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"28a14aa05bec","ts":"2026-09-09T17:17:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +9.4% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.2639,"target":14.35,"target_label":"range_20d_high","reward_risk":4.27,"pos_in_5d_range_pct":155.2,"room_to_5d_high_atr":-0.9},"price":13.47,"vwap":12.8972,"ext_from_open_pct":9.42,"max_ext_allowed_pct":3.0,"volume_pace":0.982,"trend":"flat","recent_slope_pct":0.0149,"volatility":"high"},"price":13.47,"volume":{"bars":227,"last_bar_volume":730.0,"baseline_avg":3037.45,"bar_rvol":0.240333,"raw_accel":-0.861925,"smooth_accel":-0.030711,"accel_momentum":-0.375941,"rvol_3bar":[1.082114,1.739946,0.240333],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":1709.0,"sell_vol":2070.0,"unclassified_vol":0.0,"imbalance":-0.095528,"bid":13.46,"ask":13.5,"spread_pct":0.296736,"quote_size_imbalance":null,"quote_age_s":2.285607},"context":{"vwap":12.89501,"price_vs_vwap_pct":4.459015,"ema9":13.469902,"ema20":13.450615,"ema_stack":true,"ema_warm":true,"hod":13.54,"dist_to_hod_pct":-0.516987,"dist_to_hod_atr":1.079806,"atr":0.064826,"spread_atr":0.617032,"own_change_pct":-0.185529,"rel_strength_pct":{"SPY":-0.214369,"IWM":-0.200993}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.022959},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"99bce3da403e","ts":"2026-09-09T17:17:15+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5337,"target":14.76,"target_label":"ceiling","reward_risk":1.03,"pos_in_5d_range_pct":188.9,"room_to_5d_high_atr":-2.95},"price":14.645,"vwap":14.472,"ext_from_open_pct":3.73,"max_ext_allowed_pct":4.0,"volume_pace":3.965,"trend":"flat","recent_slope_pct":-0.0273,"volatility":"medium"},"price":14.645,"volume":{"bars":227,"last_bar_volume":224.0,"baseline_avg":7056.85,"bar_rvol":0.031742,"raw_accel":-0.942119,"smooth_accel":-0.576937,"accel_momentum":-0.222747,"rvol_3bar":[0.529685,0.529383,0.031742],"trend_3bar":"DECELERATING","projected_rvol":0.002267},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":0.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":14.64,"ask":14.65,"spread_pct":0.068283,"quote_size_imbalance":null,"quote_age_s":1.741637},"context":{"vwap":14.471998,"price_vs_vwap_pct":1.195424,"ema9":14.659916,"ema20":14.66836,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.779133,"dist_to_hod_atr":5.044042,"atr":0.022799,"spread_atr":0.438612,"own_change_pct":-0.204429,"rel_strength_pct":{"SPY":-0.233269,"IWM":-0.219894}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.031742},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7635c2f93db4","ts":"2026-09-09T17:18:20+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2424,"target":8.4,"target_label":"prev_day_high","reward_risk":0.92,"pos_in_5d_range_pct":39.0,"room_to_5d_high_atr":1.28},"price":8.3243,"vwap":8.2689,"ext_from_open_pct":-2.64,"max_ext_allowed_pct":3.0,"volume_pace":1.554,"trend":"flat","recent_slope_pct":-0.2272,"volatility":"medium"},"price":8.3243,"volume":{"bars":228,"last_bar_volume":881.0,"baseline_avg":10398.6,"bar_rvol":0.084723,"raw_accel":-0.933263,"smooth_accel":2.433178,"accel_momentum":-1.53593,"rvol_3bar":[4.866202,1.340155,0.084723],"trend_3bar":"DECELERATING","projected_rvol":0.04039},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":40.0,"sell_vol":191.0,"unclassified_vol":0.0,"imbalance":-0.65368,"bid":8.32,"ask":8.33,"spread_pct":0.12012,"quote_size_imbalance":null,"quote_age_s":6.241789},"context":{"vwap":8.268908,"price_vs_vwap_pct":0.669887,"ema9":8.373877,"ema20":8.373363,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.190205,"dist_to_hod_atr":8.914349,"atr":0.05112,"spread_atr":0.195619,"own_change_pct":-0.119904,"rel_strength_pct":{"SPY":-0.152676,"IWM":-0.169741}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.055382},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b6cc0dd36d64","ts":"2026-09-09T17:19:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2359,"target":8.4,"target_label":"prev_day_high","reward_risk":1.0,"pos_in_5d_range_pct":38.1,"room_to_5d_high_atr":1.3},"price":8.3178,"vwap":8.269,"ext_from_open_pct":-2.72,"max_ext_allowed_pct":3.0,"volume_pace":1.55,"trend":"flat","recent_slope_pct":-0.258,"volatility":"medium"},"price":8.3178,"volume":{"bars":229,"last_bar_volume":1068.0,"baseline_avg":10177.45,"bar_rvol":0.104938,"raw_accel":-0.580248,"smooth_accel":-0.679148,"accel_momentum":-3.112326,"rvol_3bar":[1.340155,0.084723,0.104938],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":168.0,"sell_vol":795.0,"unclassified_vol":0.0,"imbalance":-0.65109,"bid":8.3,"ask":8.32,"spread_pct":0.240674,"quote_size_imbalance":null,"quote_age_s":1.904345},"context":{"vwap":8.268974,"price_vs_vwap_pct":0.590467,"ema9":8.361101,"ema20":8.367328,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.264237,"dist_to_hod_atr":8.870698,"atr":0.052104,"spread_atr":0.383847,"own_change_pct":-0.419413,"rel_strength_pct":{"SPY":-0.419413,"IWM":-0.43656}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.068324},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a88f96ecaeae","ts":"2026-09-09T17:19:50+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2181,"target":8.4,"target_label":"prev_day_high","reward_risk":1.22,"pos_in_5d_range_pct":35.5,"room_to_5d_high_atr":1.36},"price":8.3,"vwap":8.269,"ext_from_open_pct":-2.92,"max_ext_allowed_pct":4.0,"volume_pace":1.545,"trend":"flat","recent_slope_pct":-0.3008,"volatility":"medium"},"price":8.3,"volume":{"bars":229,"last_bar_volume":1068.0,"baseline_avg":10177.45,"bar_rvol":0.104938,"raw_accel":-0.580248,"smooth_accel":-0.679148,"accel_momentum":-3.112326,"rvol_3bar":[1.340155,0.084723,0.104938],"trend_3bar":"MIXED","projected_rvol":0.012734},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":43.0,"sell_vol":13.0,"unclassified_vol":0.0,"imbalance":0.535714,"bid":8.3,"ask":8.31,"spread_pct":0.120409,"quote_size_imbalance":null,"quote_age_s":0.960595},"context":{"vwap":8.268974,"price_vs_vwap_pct":0.375204,"ema9":8.361101,"ema20":8.367328,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.46697,"dist_to_hod_atr":9.212322,"atr":0.052104,"spread_atr":0.191923,"own_change_pct":-0.419413,"rel_strength_pct":{"SPY":-0.419413,"IWM":-0.43656}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.056217},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2e9fd90c978c","ts":"2026-09-09T17:20:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2882,"target":8.4,"target_label":"prev_day_high","reward_risk":0.37,"pos_in_5d_range_pct":45.7,"room_to_5d_high_atr":1.14},"price":8.3701,"vwap":8.2691,"ext_from_open_pct":-2.1,"max_ext_allowed_pct":3.0,"volume_pace":1.546,"trend":"flat","recent_slope_pct":-0.0551,"volatility":"medium"},"price":8.3701,"volume":{"bars":230,"last_bar_volume":1835.0,"baseline_avg":10225.55,"bar_rvol":0.179452,"raw_accel":-0.28219,"smooth_accel":-0.93392,"accel_momentum":-0.254772,"rvol_3bar":[0.084723,0.104938,0.179452],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":1306.0,"sell_vol":454.0,"unclassified_vol":0.0,"imbalance":0.484091,"bid":8.3,"ask":8.31,"spread_pct":0.120409,"quote_size_imbalance":null,"quote_age_s":2.125868},"context":{"vwap":8.269075,"price_vs_vwap_pct":1.221723,"ema9":8.348901,"ema20":8.360926,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.668565,"dist_to_hod_atr":7.661133,"atr":0.053504,"spread_atr":0.186902,"own_change_pct":-1.055003,"rel_strength_pct":{"SPY":-1.018326,"IWM":-1.048132}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.086871},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"426b8fd9498e","ts":"2026-09-09T17:21:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.1981,"target":8.4,"target_label":"prev_day_high","reward_risk":1.47,"pos_in_5d_range_pct":32.6,"room_to_5d_high_atr":1.42},"price":8.28,"vwap":8.2693,"ext_from_open_pct":-3.16,"max_ext_allowed_pct":3.0,"volume_pace":1.547,"trend":"flat","recent_slope_pct":-0.1325,"volatility":"medium"},"price":8.28,"volume":{"bars":231,"last_bar_volume":4047.0,"baseline_avg":10247.4,"bar_rvol":0.394929,"raw_accel":0.579718,"smooth_accel":-0.869176,"accel_momentum":0.064744,"rvol_3bar":[0.104938,0.179452,0.394929],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":332.0,"sell_vol":1775.0,"unclassified_vol":0.0,"imbalance":-0.68486,"bid":8.27,"ask":8.29,"spread_pct":0.241546,"quote_size_imbalance":null,"quote_age_s":1.299734},"context":{"vwap":8.269293,"price_vs_vwap_pct":0.129484,"ema9":8.339121,"ema20":8.355123,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.694761,"dist_to_hod_atr":9.142561,"atr":0.054689,"spread_atr":0.365702,"own_change_pct":-1.08921,"rel_strength_pct":{"SPY":-1.048594,"IWM":-1.085775}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.270471},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4334fa82ac62","ts":"2026-09-09T17:22:10+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2114,"target":8.4,"target_label":"prev_day_high","reward_risk":1.3,"pos_in_5d_range_pct":34.5,"room_to_5d_high_atr":1.38},"price":8.2933,"vwap":8.2694,"ext_from_open_pct":-3.0,"max_ext_allowed_pct":4.0,"volume_pace":1.545,"trend":"flat","recent_slope_pct":-0.0645,"volatility":"medium"},"price":8.2933,"volume":{"bars":232,"last_bar_volume":4397.0,"baseline_avg":10389.65,"bar_rvol":0.42321,"raw_accel":0.086484,"smooth_accel":-0.321518,"accel_momentum":0.547658,"rvol_3bar":[0.179452,0.394929,0.42321],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":382.0,"sell_vol":2.0,"unclassified_vol":0.0,"imbalance":0.989583,"bid":8.27,"ask":8.29,"spread_pct":0.241546,"quote_size_imbalance":null,"quote_age_s":6.378291},"context":{"vwap":8.269427,"price_vs_vwap_pct":0.288692,"ema9":8.327297,"ema20":8.347969,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.54328,"dist_to_hod_atr":8.394889,"atr":0.057976,"spread_atr":0.344972,"own_change_pct":-1.17091,"rel_strength_pct":{"SPY":-1.164357,"IWM":-1.181218}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.418801},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e5407cdfd911","ts":"2026-09-09T17:22:15+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.24 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.1581,"target":8.4,"target_label":"prev_day_high","reward_risk":1.95,"pos_in_5d_range_pct":26.8,"room_to_5d_high_atr":1.54},"price":8.24,"vwap":8.2694,"ext_from_open_pct":-3.63,"max_ext_allowed_pct":3.0,"volume_pace":1.547,"trend":"flat","recent_slope_pct":-0.1932,"volatility":"medium"},"price":8.24,"volume":{"bars":232,"last_bar_volume":4397.0,"baseline_avg":10389.65,"bar_rvol":0.42321,"raw_accel":0.086484,"smooth_accel":-0.321518,"accel_momentum":0.547658,"rvol_3bar":[0.179452,0.394929,0.42321],"trend_3bar":"ACCELERATING","projected_rvol":0.614073},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":25.0,"sell_vol":1582.0,"unclassified_vol":0.0,"imbalance":-0.968886,"bid":8.23,"ask":8.25,"spread_pct":0.242718,"quote_size_imbalance":null,"quote_age_s":1.946121},"context":{"vwap":8.269427,"price_vs_vwap_pct":-0.355851,"ema9":8.327297,"ema20":8.347969,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.150342,"dist_to_hod_atr":9.314239,"atr":0.057976,"spread_atr":0.344972,"own_change_pct":-1.17091,"rel_strength_pct":{"SPY":-1.164357,"IWM":-1.181218}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.410042},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ad153723e36c","ts":"2026-09-09T17:23:40+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5337,"target":14.76,"target_label":"ceiling","reward_risk":1.03,"pos_in_5d_range_pct":188.9,"room_to_5d_high_atr":-2.95},"price":14.645,"vwap":14.4726,"ext_from_open_pct":3.73,"max_ext_allowed_pct":4.0,"volume_pace":3.87,"trend":"flat","recent_slope_pct":0.0023,"volatility":"medium"},"price":14.645,"volume":{"bars":233,"last_bar_volume":2931.0,"baseline_avg":3842.45,"bar_rvol":0.762795,"raw_accel":1.114719,"smooth_accel":-0.13232,"accel_momentum":-1.264632,"rvol_3bar":[0.145504,0.314279,0.762795],"trend_3bar":"ACCELERATING","projected_rvol":0.305274},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":5.0,"sell_vol":158.0,"unclassified_vol":0.0,"imbalance":-0.93865,"bid":14.64,"ask":14.65,"spread_pct":0.068283,"quote_size_imbalance":null,"quote_age_s":0.086566},"context":{"vwap":14.472584,"price_vs_vwap_pct":1.19133,"ema9":14.65078,"ema20":14.659014,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.779133,"dist_to_hod_atr":6.300842,"atr":0.018252,"spread_atr":0.547899,"own_change_pct":-0.03413,"rel_strength_pct":{"SPY":-0.030854,"IWM":-0.035847}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.715997},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d300ea5a6ec7","ts":"2026-09-09T17:24:05+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1985,"target":8.4,"target_label":"prev_day_high","reward_risk":1.46,"pos_in_5d_range_pct":32.7,"room_to_5d_high_atr":1.42},"price":8.2804,"vwap":8.2695,"ext_from_open_pct":-3.15,"max_ext_allowed_pct":4.0,"volume_pace":1.537,"trend":"flat","recent_slope_pct":-0.0897,"volatility":"medium"},"price":8.2804,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":19.0,"sell_vol":3.0,"unclassified_vol":0.0,"imbalance":0.727273,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":0.227274},"context":{"vwap":8.269455,"price_vs_vwap_pct":0.132357,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.690205,"dist_to_hod_atr":7.533183,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.799229,"IWM":-0.785626}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.101241},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"2d2bb3b6f81b","ts":"2026-09-09T17:24:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.25 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.172,"target":8.4,"target_label":"prev_day_high","reward_risk":1.78,"pos_in_5d_range_pct":28.8,"room_to_5d_high_atr":1.5},"price":8.2539,"vwap":8.2695,"ext_from_open_pct":-3.46,"max_ext_allowed_pct":3.0,"volume_pace":1.539,"trend":"flat","recent_slope_pct":-0.1539,"volatility":"medium"},"price":8.2539,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":1277.0,"sell_vol":488.0,"unclassified_vol":0.0,"imbalance":0.447025,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":1.997372},"context":{"vwap":8.269455,"price_vs_vwap_pct":-0.188099,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.992027,"dist_to_hod_atr":7.932761,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.799229,"IWM":-0.785626}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.062229},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"f8ead6099d0a","ts":"2026-09-09T17:24:15+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2001,"target":8.4,"target_label":"prev_day_high","reward_risk":1.44,"pos_in_5d_range_pct":32.9,"room_to_5d_high_atr":1.41},"price":8.282,"vwap":8.2695,"ext_from_open_pct":-3.13,"max_ext_allowed_pct":3.0,"volume_pace":1.538,"trend":"flat","recent_slope_pct":-0.0859,"volatility":"medium"},"price":8.282,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":1.191865},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":1297.0,"sell_vol":488.0,"unclassified_vol":0.0,"imbalance":0.453221,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":6.997372},"context":{"vwap":8.269455,"price_vs_vwap_pct":0.151705,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.671982,"dist_to_hod_atr":7.509057,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.799229,"IWM":-0.785626}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.063092},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8b71cbdbb5f4","ts":"2026-09-09T17:24:20+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.24 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.1631,"target":8.4,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":27.5,"room_to_5d_high_atr":1.53},"price":8.245,"vwap":8.2695,"ext_from_open_pct":-3.57,"max_ext_allowed_pct":3.0,"volume_pace":1.539,"trend":"flat","recent_slope_pct":-0.1755,"volatility":"medium"},"price":8.245,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":1.257875},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":1297.0,"sell_vol":1212.0,"unclassified_vol":0.0,"imbalance":0.033878,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":0.689159},"context":{"vwap":8.269455,"price_vs_vwap_pct":-0.295724,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.093394,"dist_to_hod_atr":8.066959,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.799229,"IWM":-0.785626}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.004716},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a4e7687fe549","ts":"2026-09-09T17:24:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2731,"target":8.4,"target_label":"prev_day_high","reward_risk":0.55,"pos_in_5d_range_pct":43.5,"room_to_5d_high_atr":1.19},"price":8.355,"vwap":8.2696,"ext_from_open_pct":-2.28,"max_ext_allowed_pct":3.0,"volume_pace":1.538,"trend":"flat","recent_slope_pct":0.0905,"volatility":"medium"},"price":8.355,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":1.010712},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":1308.0,"sell_vol":1212.0,"unclassified_vol":0.0,"imbalance":0.038095,"bid":8.24,"ask":8.25,"spread_pct":0.121286,"quote_size_imbalance":null,"quote_age_s":5.689159},"context":{"vwap":8.269455,"price_vs_vwap_pct":1.034472,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.840547,"dist_to_hod_atr":6.408332,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.799229,"IWM":-0.785626}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.005303},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"270b1cc1aa09","ts":"2026-09-09T17:24:30+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.24 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.1581,"target":8.4,"target_label":"prev_day_high","reward_risk":1.95,"pos_in_5d_range_pct":26.8,"room_to_5d_high_atr":1.54},"price":8.24,"vwap":8.2695,"ext_from_open_pct":-3.63,"max_ext_allowed_pct":4.0,"volume_pace":1.539,"trend":"flat","recent_slope_pct":-0.1876,"volatility":"medium"},"price":8.24,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":1.161784},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":1989.0,"sell_vol":1487.0,"unclassified_vol":0.0,"imbalance":0.144419,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":3.21683},"context":{"vwap":8.269455,"price_vs_vwap_pct":-0.356188,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.150342,"dist_to_hod_atr":8.142351,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.799229,"IWM":-0.785626}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.020104},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a799b02efd64","ts":"2026-09-09T17:24:30+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1055.0s, plan says PASS; stop 12.59, target 12.74 (premarket_high), R:R 0.48; R:R 0.48 < 2.0 at 12.69; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.585,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.69,"vwap":12.5897,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.673,"trend":"flat","recent_slope_pct":-0.1256,"volatility":"medium"},"price":12.69,"volume":{"bars":234,"last_bar_volume":7756.0,"baseline_avg":12173.8,"bar_rvol":0.637106,"raw_accel":1.170118,"smooth_accel":1.432619,"accel_momentum":1.772197,"rvol_3bar":[0.758807,0.275982,0.637106],"trend_3bar":"MIXED","projected_rvol":4.785194},"flow":{"window_s":30,"trades":257,"trade_rate":8.566667,"buy_vol":11450.0,"sell_vol":17677.0,"unclassified_vol":0.0,"imbalance":-0.213788,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.271218},"context":{"vwap":12.589012,"price_vs_vwap_pct":0.802191,"ema9":12.745133,"ema20":12.73216,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091193,"dist_to_hod_atr":5.122964,"atr":0.027328,"spread_atr":0.365926,"own_change_pct":-0.195771,"rel_strength_pct":{"SPY":-0.21281,"IWM":-0.199207}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.136206},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"070aa005c92c","ts":"2026-09-09T17:24:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1060.0s, plan says WATCH; stop 12.61, target 12.90 (prev_day_high), R:R 1.82; R:R 1.82 < 2.0 at 12.71; breakout: 1-min close > 12.78 on >= 16918 sh","plan":{"state":"WATCH","setup":"","stop":12.6093,"target":12.905,"target_label":"prev_day_high","reward_risk":1.82,"pos_in_5d_range_pct":50.5,"room_to_5d_high_atr":1.04},"price":12.7143,"vwap":12.5898,"ext_from_open_pct":0.83,"max_ext_allowed_pct":3.0,"volume_pace":2.672,"trend":"flat","recent_slope_pct":-0.0874,"volatility":"medium"},"price":12.7143,"volume":{"bars":234,"last_bar_volume":7756.0,"baseline_avg":12173.8,"bar_rvol":0.637106,"raw_accel":1.170118,"smooth_accel":1.432619,"accel_momentum":1.772197,"rvol_3bar":[0.758807,0.275982,0.637106],"trend_3bar":"MIXED","projected_rvol":4.145953},"flow":{"window_s":30,"trades":261,"trade_rate":8.7,"buy_vol":11655.0,"sell_vol":17677.0,"unclassified_vol":0.0,"imbalance":-0.205305,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.301078},"context":{"vwap":12.589012,"price_vs_vwap_pct":0.995216,"ema9":12.745133,"ema20":12.73216,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.901793,"dist_to_hod_atr":4.233764,"atr":0.027328,"spread_atr":0.365926,"own_change_pct":-0.195771,"rel_strength_pct":{"SPY":-0.21281,"IWM":-0.199207}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.130801},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2bfe36c7d10d","ts":"2026-09-09T17:24:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1065.0s, plan says PASS; stop 12.59, target 12.74 (premarket_high), R:R 0.48; R:R 0.48 < 2.0 at 12.69; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.585,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.69,"vwap":12.5898,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.672,"trend":"flat","recent_slope_pct":-0.1256,"volatility":"medium"},"price":12.69,"volume":{"bars":234,"last_bar_volume":7756.0,"baseline_avg":12173.8,"bar_rvol":0.637106,"raw_accel":1.170118,"smooth_accel":1.432619,"accel_momentum":1.772197,"rvol_3bar":[0.758807,0.275982,0.637106],"trend_3bar":"MIXED","projected_rvol":3.753142},"flow":{"window_s":30,"trades":273,"trade_rate":9.1,"buy_vol":11671.0,"sell_vol":18475.0,"unclassified_vol":0.0,"imbalance":-0.225702,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.107461},"context":{"vwap":12.589012,"price_vs_vwap_pct":0.802191,"ema9":12.745133,"ema20":12.73216,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091193,"dist_to_hod_atr":5.122964,"atr":0.027328,"spread_atr":0.365926,"own_change_pct":-0.195771,"rel_strength_pct":{"SPY":-0.21281,"IWM":-0.199207}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.143796},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"292aba7d058c","ts":"2026-09-09T17:25:00+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2715,"target":8.4,"target_label":"prev_day_high","reward_risk":0.57,"pos_in_5d_range_pct":43.2,"room_to_5d_high_atr":1.2},"price":8.3534,"vwap":8.2696,"ext_from_open_pct":-2.3,"max_ext_allowed_pct":4.0,"volume_pace":1.536,"trend":"flat","recent_slope_pct":0.0867,"volatility":"medium"},"price":8.3534,"volume":{"bars":234,"last_bar_volume":833.0,"baseline_avg":5983.9,"bar_rvol":0.139207,"raw_accel":-0.548509,"smooth_accel":0.017986,"accel_momentum":-1.701095,"rvol_3bar":[0.42321,0.295186,0.139207],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":199.0,"sell_vol":5.0,"unclassified_vol":0.0,"imbalance":0.95098,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":29.526301},"context":{"vwap":8.269455,"price_vs_vwap_pct":1.015124,"ema9":8.29687,"ema20":8.328859,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-4.85877,"dist_to_hod_atr":6.432457,"atr":0.06632,"spread_atr":0.150784,"own_change_pct":-0.78219,"rel_strength_pct":{"SPY":-0.824124,"IWM":-0.794216}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.132383},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"44d4b59390d2","ts":"2026-09-09T17:25:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5354,"target":14.76,"target_label":"ceiling","reward_risk":1.02,"pos_in_5d_range_pct":189.0,"room_to_5d_high_atr":-2.96},"price":14.6467,"vwap":14.4728,"ext_from_open_pct":3.74,"max_ext_allowed_pct":5.0,"volume_pace":3.85,"trend":"flat","recent_slope_pct":-0.0045,"volatility":"medium"},"price":14.6467,"volume":{"bars":235,"last_bar_volume":1118.0,"baseline_avg":3882.8,"bar_rvol":0.287937,"raw_accel":-0.411888,"smooth_accel":0.095563,"accel_momentum":-0.097912,"rvol_3bar":[0.762795,0.497455,0.287937],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":217.0,"sell_vol":100.0,"unclassified_vol":0.0,"imbalance":0.369085,"bid":14.64,"ask":14.65,"spread_pct":0.068283,"quote_size_imbalance":null,"quote_age_s":1.568234},"context":{"vwap":14.472747,"price_vs_vwap_pct":1.201933,"ema9":14.648699,"ema20":14.656472,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.767615,"dist_to_hod_atr":6.833055,"atr":0.016581,"spread_atr":0.603094,"own_change_pct":0.034153,"rel_strength_pct":{"SPY":-0.007781,"IWM":0.022127}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.106273},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"6272b0c9e017","ts":"2026-09-09T17:25:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.25 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.1661,"target":8.4,"target_label":"prev_day_high","reward_risk":1.86,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":1.52},"price":8.248,"vwap":8.2696,"ext_from_open_pct":-3.53,"max_ext_allowed_pct":4.0,"volume_pace":1.535,"trend":"flat","recent_slope_pct":0.0597,"volatility":"medium"},"price":8.248,"volume":{"bars":235,"last_bar_volume":3680.0,"baseline_avg":5576.15,"bar_rvol":0.659954,"raw_accel":1.639814,"smooth_accel":-0.381457,"accel_momentum":-0.399443,"rvol_3bar":[0.295186,0.139207,0.659954],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":195.0,"sell_vol":25.0,"unclassified_vol":0.0,"imbalance":0.772727,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":2.395061},"context":{"vwap":8.269627,"price_vs_vwap_pct":-0.261525,"ema9":8.308176,"ema20":8.331196,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.059226,"dist_to_hod_atr":7.597218,"atr":0.070026,"spread_atr":0.142805,"own_change_pct":0.642161,"rel_strength_pct":{"SPY":0.600227,"IWM":0.630135}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.509964},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"89f7b4144d8d","ts":"2026-09-09T17:25:15+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1100.0s, plan says WATCH; stop 12.62, target 12.90 (prev_day_high), R:R 1.72; R:R 1.72 < 2.0 at 12.72; breakout: 1-min close > 12.78 on >= 17914 sh","plan":{"state":"WATCH","setup":"","stop":12.619,"target":12.905,"target_label":"prev_day_high","reward_risk":1.72,"pos_in_5d_range_pct":51.6,"room_to_5d_high_atr":1.01},"price":12.724,"vwap":12.5904,"ext_from_open_pct":0.9,"max_ext_allowed_pct":3.0,"volume_pace":2.678,"trend":"flat","recent_slope_pct":-0.0714,"volatility":"medium"},"price":12.724,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":3.341607},"flow":{"window_s":30,"trades":137,"trade_rate":4.566667,"buy_vol":8260.0,"sell_vol":16257.0,"unclassified_vol":0.0,"imbalance":-0.326182,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.316449},"context":{"vwap":12.590121,"price_vs_vwap_pct":1.063364,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.826189,"dist_to_hod_atr":3.571058,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.177564},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"01d25fc2670b","ts":"2026-09-09T17:25:25+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1110.0s, plan says PASS; stop 12.59, target 12.90 (prev_day_high), R:R 2.00; target 0.21 away > ~0.20 reachable in 150 min","plan":{"state":"PASS","setup":"","stop":12.59,"target":12.905,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5904,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.676,"trend":"flat","recent_slope_pct":-0.117,"volatility":"medium"},"price":12.695,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":2.024336},"flow":{"window_s":30,"trades":133,"trade_rate":4.433333,"buy_vol":8258.0,"sell_vol":16152.0,"unclassified_vol":0.0,"imbalance":-0.323392,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.294755},"context":{"vwap":12.590121,"price_vs_vwap_pct":0.833025,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":4.548046,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.167492},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8c497188fdba","ts":"2026-09-09T17:25:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1120.0s, plan says WATCH; stop 12.62, target 12.90 (prev_day_high), R:R 1.72; R:R 1.72 < 2.0 at 12.72; breakout: 1-min close > 12.78 on >= 17914 sh","plan":{"state":"WATCH","setup":"","stop":12.6189,"target":12.905,"target_label":"prev_day_high","reward_risk":1.72,"pos_in_5d_range_pct":51.6,"room_to_5d_high_atr":1.01},"price":12.7239,"vwap":12.5904,"ext_from_open_pct":0.9,"max_ext_allowed_pct":4.0,"volume_pace":2.675,"trend":"flat","recent_slope_pct":-0.0716,"volatility":"medium"},"price":12.7239,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":1.50061},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":858.0,"sell_vol":1592.0,"unclassified_vol":0.0,"imbalance":-0.299592,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":2.228991},"context":{"vwap":12.590121,"price_vs_vwap_pct":1.06257,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.826968,"dist_to_hod_atr":3.574427,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-1.08157},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6770a34f354c","ts":"2026-09-09T17:25:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1125.0s, plan says PASS; stop 12.59, target 12.74 (premarket_high), R:R 0.48; R:R 0.48 < 2.0 at 12.69; no breakout level or rising-low pullback to trade","plan":{"state":"PASS","setup":"","stop":12.585,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.69,"vwap":12.5904,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.675,"trend":"flat","recent_slope_pct":-0.1249,"volatility":"medium"},"price":12.69,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":1.497548},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":877.0,"sell_vol":1805.0,"unclassified_vol":0.0,"imbalance":-0.34601,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.135435},"context":{"vwap":12.590121,"price_vs_vwap_pct":0.793311,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091193,"dist_to_hod_atr":4.716492,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.249148},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4b4f3504829b","ts":"2026-09-09T17:25:45+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1130.0s, plan says WATCH; stop 12.62, target 12.90 (prev_day_high), R:R 1.73; R:R 1.73 < 2.0 at 12.72; breakout: 1-min close > 12.78 on >= 17914 sh","plan":{"state":"WATCH","setup":"","stop":12.6184,"target":12.905,"target_label":"prev_day_high","reward_risk":1.73,"pos_in_5d_range_pct":51.5,"room_to_5d_high_atr":1.02},"price":12.7234,"vwap":12.5904,"ext_from_open_pct":0.9,"max_ext_allowed_pct":3.0,"volume_pace":2.674,"trend":"flat","recent_slope_pct":-0.0723,"volatility":"medium"},"price":12.7234,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":1.380982},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":263.0,"sell_vol":2219.0,"unclassified_vol":0.0,"imbalance":-0.788074,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":2.178441},"context":{"vwap":12.590121,"price_vs_vwap_pct":1.058599,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.830865,"dist_to_hod_atr":3.591272,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.845063},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a7fd6b7a28c6","ts":"2026-09-09T17:25:50+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 1135.0s, plan says PASS; stop 12.59, target 12.90 (prev_day_high), R:R 2.00; target 0.21 away > ~0.19 reachable in 149 min","plan":{"state":"PASS","setup":"","stop":12.5897,"target":12.905,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.6947,"vwap":12.5904,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.673,"trend":"flat","recent_slope_pct":-0.1175,"volatility":"medium"},"price":12.6947,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":1.251795},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":263.0,"sell_vol":2311.0,"unclassified_vol":0.0,"imbalance":-0.795649,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.882117},"context":{"vwap":12.590121,"price_vs_vwap_pct":0.830642,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.05456,"dist_to_hod_atr":4.558153,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.872408},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7c79fabd41ec","ts":"2026-09-09T17:25:55+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2175,"target":8.4,"target_label":"prev_day_high","reward_risk":1.23,"pos_in_5d_range_pct":35.4,"room_to_5d_high_atr":1.36},"price":8.2994,"vwap":8.2696,"ext_from_open_pct":-2.93,"max_ext_allowed_pct":4.0,"volume_pace":1.531,"trend":"flat","recent_slope_pct":0.1837,"volatility":"medium"},"price":8.2994,"volume":{"bars":235,"last_bar_volume":3680.0,"baseline_avg":5576.15,"bar_rvol":0.659954,"raw_accel":1.639814,"smooth_accel":-0.381457,"accel_momentum":-0.399443,"rvol_3bar":[0.295186,0.139207,0.659954],"trend_3bar":"MIXED","projected_rvol":0.051844},"flow":{"window_s":30,"trades":1,"trade_rate":0.033333,"buy_vol":10.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":40.707051},"context":{"vwap":8.269627,"price_vs_vwap_pct":0.360027,"ema9":8.308176,"ema20":8.331196,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.473804,"dist_to_hod_atr":6.863201,"atr":0.070026,"spread_atr":0.142805,"own_change_pct":0.642161,"rel_strength_pct":{"SPY":0.600227,"IWM":0.630135}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.659954},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1a6f878c208d","ts":"2026-09-09T17:25:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5861,"target":12.74,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":47.9,"room_to_5d_high_atr":1.09},"price":12.6911,"vwap":12.5906,"ext_from_open_pct":0.64,"max_ext_allowed_pct":3.0,"volume_pace":2.676,"trend":"flat","recent_slope_pct":-0.1232,"volatility":"medium"},"price":12.6911,"volume":{"bars":235,"last_bar_volume":44727.0,"baseline_avg":12389.25,"bar_rvol":3.610146,"raw_accel":4.766761,"smooth_accel":2.15583,"accel_momentum":0.72321,"rvol_3bar":[0.275982,0.637106,3.610146],"trend_3bar":"ACCELERATING","projected_rvol":1.795046},"flow":{"window_s":30,"trades":93,"trade_rate":3.1,"buy_vol":4767.0,"sell_vol":5169.0,"unclassified_vol":0.0,"imbalance":-0.040459,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.051608},"context":{"vwap":12.590121,"price_vs_vwap_pct":0.802048,"ema9":12.735106,"ema20":12.728621,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.082619,"dist_to_hod_atr":4.679434,"atr":0.029683,"spread_atr":0.336892,"own_change_pct":-0.548374,"rel_strength_pct":{"SPY":-0.590308,"IWM":-0.560401}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.146063},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0954a0ccbc24","ts":"2026-09-09T17:26:05+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.24 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.158,"target":8.4,"target_label":"prev_day_high","reward_risk":1.96,"pos_in_5d_range_pct":26.8,"room_to_5d_high_atr":1.54},"price":8.2399,"vwap":8.2696,"ext_from_open_pct":-3.63,"max_ext_allowed_pct":4.0,"volume_pace":1.53,"trend":"flat","recent_slope_pct":0.0655,"volatility":"medium"},"price":8.2399,"volume":{"bars":236,"last_bar_volume":265.0,"baseline_avg":5463.0,"bar_rvol":0.048508,"raw_accel":-0.927989,"smooth_accel":-0.535621,"accel_momentum":-0.154163,"rvol_3bar":[0.139207,0.659954,0.048508],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":2,"trade_rate":0.066667,"buy_vol":10.0,"sell_vol":500.0,"unclassified_vol":0.0,"imbalance":-0.960784,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":50.707051},"context":{"vwap":8.269629,"price_vs_vwap_pct":-0.359499,"ema9":8.306421,"ema20":8.328168,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.151481,"dist_to_hod_atr":7.350205,"atr":0.073481,"spread_atr":0.13609,"own_change_pct":-0.007229,"rel_strength_pct":{"SPY":-0.034754,"IWM":-0.007229}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.046606},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f72a05a1c4e2","ts":"2026-09-09T17:26:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.6072,"target":12.905,"target_label":"prev_day_high","reward_risk":1.84,"pos_in_5d_range_pct":50.2,"room_to_5d_high_atr":1.04},"price":12.7122,"vwap":12.5906,"ext_from_open_pct":0.81,"max_ext_allowed_pct":3.0,"volume_pace":2.674,"trend":"flat","recent_slope_pct":-0.0841,"volatility":"medium"},"price":12.7122,"volume":{"bars":236,"last_bar_volume":20787.0,"baseline_avg":11360.2,"bar_rvol":1.829809,"raw_accel":-0.535247,"smooth_accel":2.928897,"accel_momentum":0.773067,"rvol_3bar":[0.637106,3.610146,1.829809],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":79,"trade_rate":2.633333,"buy_vol":5090.0,"sell_vol":3900.0,"unclassified_vol":0.0,"imbalance":0.132369,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":1.241531},"context":{"vwap":12.590587,"price_vs_vwap_pct":0.965908,"ema9":12.727085,"ema20":12.725419,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.918161,"dist_to_hod_atr":3.878828,"atr":0.03037,"spread_atr":0.329272,"own_change_pct":-0.581086,"rel_strength_pct":{"SPY":-0.608611,"IWM":-0.581086}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.242211},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"46411a06b2f5","ts":"2026-09-09T17:26:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.59,"target":12.905,"target_label":"prev_day_high","reward_risk":2.0,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.5907,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.674,"trend":"flat","recent_slope_pct":-0.1112,"volatility":"medium"},"price":12.695,"volume":{"bars":236,"last_bar_volume":20787.0,"baseline_avg":11360.2,"bar_rvol":1.829809,"raw_accel":-0.535247,"smooth_accel":2.928897,"accel_momentum":0.773067,"rvol_3bar":[0.637106,3.610146,1.829809],"trend_3bar":"MIXED","projected_rvol":1.160191},"flow":{"window_s":30,"trades":88,"trade_rate":2.933333,"buy_vol":5577.0,"sell_vol":5673.0,"unclassified_vol":0.0,"imbalance":-0.008533,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":3.377151},"context":{"vwap":12.590587,"price_vs_vwap_pct":0.829298,"ema9":12.727085,"ema20":12.725419,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":4.445176,"atr":0.03037,"spread_atr":0.329272,"own_change_pct":-0.581086,"rel_strength_pct":{"SPY":-0.608611,"IWM":-0.581086}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.015614},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c97b214f708b","ts":"2026-09-09T17:26:15+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.4975,"target":5.69,"target_label":"prev_day_high","reward_risk":2.03,"pos_in_5d_range_pct":74.2,"room_to_5d_high_atr":0.51},"price":5.561,"vwap":5.535,"ext_from_open_pct":-0.16,"max_ext_allowed_pct":4.0,"volume_pace":1.064,"trend":"flat","recent_slope_pct":-0.0413,"volatility":"medium"},"price":5.561,"volume":{"bars":236,"last_bar_volume":109102.0,"baseline_avg":32387.95,"bar_rvol":3.368599,"raw_accel":12.272749,"smooth_accel":10.441907,"accel_momentum":9.609036,"rvol_3bar":[0.246952,0.255769,3.368599],"trend_3bar":"ACCELERATING","projected_rvol":3.693349},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":42290.0,"sell_vol":5299.0,"unclassified_vol":0.0,"imbalance":0.777301,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":1.312191},"context":{"vwap":5.53497,"price_vs_vwap_pct":0.470289,"ema9":5.573037,"ema20":5.575032,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.049822,"dist_to_hod_atr":5.18176,"atr":0.011386,"spread_atr":0.878264,"own_change_pct":-0.261668,"rel_strength_pct":{"SPY":-0.289193,"IWM":-0.261668}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.618417},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ea284a675fb6","ts":"2026-09-09T17:26:25+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.2015,"target":8.4,"target_label":"prev_day_high","reward_risk":1.42,"pos_in_5d_range_pct":33.1,"room_to_5d_high_atr":1.41},"price":8.2834,"vwap":8.2696,"ext_from_open_pct":-3.12,"max_ext_allowed_pct":4.0,"volume_pace":1.528,"trend":"flat","recent_slope_pct":0.1704,"volatility":"medium"},"price":8.2834,"volume":{"bars":236,"last_bar_volume":265.0,"baseline_avg":5463.0,"bar_rvol":0.048508,"raw_accel":-0.927989,"smooth_accel":-0.535621,"accel_momentum":-0.154163,"rvol_3bar":[0.139207,0.659954,0.048508],"trend_3bar":"MIXED","projected_rvol":0.270621},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":116.0,"sell_vol":500.0,"unclassified_vol":0.0,"imbalance":-0.623377,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":10.229074},"context":{"vwap":8.269629,"price_vs_vwap_pct":0.166522,"ema9":8.306421,"ema20":8.328168,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.656036,"dist_to_hod_atr":6.758215,"atr":0.073481,"spread_atr":0.13609,"own_change_pct":-0.007229,"rel_strength_pct":{"SPY":-0.034754,"IWM":-0.007229}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.030239},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3efd7b4480cb","ts":"2026-09-09T17:26:25+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.6154,"target":12.905,"target_label":"prev_day_high","reward_risk":1.76,"pos_in_5d_range_pct":51.2,"room_to_5d_high_atr":1.02},"price":12.7204,"vwap":12.5907,"ext_from_open_pct":0.88,"max_ext_allowed_pct":3.0,"volume_pace":2.673,"trend":"flat","recent_slope_pct":-0.0712,"volatility":"medium"},"price":12.7204,"volume":{"bars":236,"last_bar_volume":20787.0,"baseline_avg":11360.2,"bar_rvol":1.829809,"raw_accel":-0.535247,"smooth_accel":2.928897,"accel_momentum":0.773067,"rvol_3bar":[0.637106,3.610146,1.829809],"trend_3bar":"MIXED","projected_rvol":0.785902},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1475.0,"sell_vol":2646.0,"unclassified_vol":0.0,"imbalance":-0.284154,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":9.754049},"context":{"vwap":12.590587,"price_vs_vwap_pct":1.031036,"ema9":12.727085,"ema20":12.725419,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.854248,"dist_to_hod_atr":3.608825,"atr":0.03037,"spread_atr":0.329272,"own_change_pct":-0.581086,"rel_strength_pct":{"SPY":-0.608611,"IWM":-0.581086}},"vas":{"raw":4,"score":6.9,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.519948},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7c32a640435f","ts":"2026-09-09T17:26:30+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5862,"target":12.74,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":47.9,"room_to_5d_high_atr":1.09},"price":12.6912,"vwap":12.5907,"ext_from_open_pct":0.64,"max_ext_allowed_pct":3.0,"volume_pace":2.672,"trend":"flat","recent_slope_pct":-0.1172,"volatility":"medium"},"price":12.6912,"volume":{"bars":236,"last_bar_volume":20787.0,"baseline_avg":11360.2,"bar_rvol":1.829809,"raw_accel":-0.535247,"smooth_accel":2.928897,"accel_momentum":0.773067,"rvol_3bar":[0.637106,3.610146,1.829809],"trend_3bar":"MIXED","projected_rvol":0.674636},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":1074.0,"sell_vol":2758.0,"unclassified_vol":0.0,"imbalance":-0.439457,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":3.927039},"context":{"vwap":12.590587,"price_vs_vwap_pct":0.799116,"ema9":12.727085,"ema20":12.725419,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.081839,"dist_to_hod_atr":4.5703,"atr":0.03037,"spread_atr":0.329272,"own_change_pct":-0.581086,"rel_strength_pct":{"SPY":-0.608611,"IWM":-0.581086}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.804123},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"74599c2def7c","ts":"2026-09-09T17:26:35+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.23 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.1531,"target":8.4,"target_label":"prev_day_high","reward_risk":2.02,"pos_in_5d_range_pct":26.1,"room_to_5d_high_atr":1.56},"price":8.235,"vwap":8.2696,"ext_from_open_pct":-3.68,"max_ext_allowed_pct":4.0,"volume_pace":1.527,"trend":"flat","recent_slope_pct":0.0537,"volatility":"medium"},"price":8.235,"volume":{"bars":236,"last_bar_volume":265.0,"baseline_avg":5463.0,"bar_rvol":0.048508,"raw_accel":-0.927989,"smooth_accel":-0.535621,"accel_momentum":-0.154163,"rvol_3bar":[0.139207,0.659954,0.048508],"trend_3bar":"MIXED","projected_rvol":0.203656},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":116.0,"sell_vol":33.0,"unclassified_vol":0.0,"imbalance":0.557047,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":20.229074},"context":{"vwap":8.269629,"price_vs_vwap_pct":-0.418752,"ema9":8.306421,"ema20":8.328168,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.207289,"dist_to_hod_atr":7.416889,"atr":0.073481,"spread_atr":0.13609,"own_change_pct":-0.007229,"rel_strength_pct":{"SPY":-0.034754,"IWM":-0.007229}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.027021},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8da5684d57d1","ts":"2026-09-09T17:26:45+00:00","symbol":"CGNT","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.1976,"target":8.4,"target_label":"prev_day_high","reward_risk":1.47,"pos_in_5d_range_pct":32.5,"room_to_5d_high_atr":1.42},"price":8.2795,"vwap":8.2696,"ext_from_open_pct":-3.16,"max_ext_allowed_pct":4.0,"volume_pace":1.526,"trend":"flat","recent_slope_pct":0.161,"volatility":"medium"},"price":8.2795,"volume":{"bars":236,"last_bar_volume":265.0,"baseline_avg":5463.0,"bar_rvol":0.048508,"raw_accel":-0.927989,"smooth_accel":-0.535621,"accel_momentum":-0.154163,"rvol_3bar":[0.139207,0.659954,0.048508],"trend_3bar":"MIXED","projected_rvol":0.173287},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":155.0,"sell_vol":39.0,"unclassified_vol":0.0,"imbalance":0.597938,"bid":8.23,"ask":8.24,"spread_pct":0.121433,"quote_size_imbalance":null,"quote_age_s":5.285421},"context":{"vwap":8.269629,"price_vs_vwap_pct":0.119361,"ema9":8.306421,"ema20":8.328168,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-5.700456,"dist_to_hod_atr":6.81129,"atr":0.073481,"spread_atr":0.13609,"own_change_pct":-0.007229,"rel_strength_pct":{"SPY":-0.034754,"IWM":-0.007229}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.029005},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"296938954ef2","ts":"2026-09-09T17:27:10+00:00","symbol":"CGNT","event":"REJECT","bot":{"state":"REJECT","reason":"price $8.22 below VWAP $8.27","plan":{"state":"PASS","setup":"","stop":8.1431,"target":8.4,"target_label":"prev_day_high","reward_risk":2.14,"pos_in_5d_range_pct":24.6,"room_to_5d_high_atr":1.59},"price":8.225,"vwap":8.2695,"ext_from_open_pct":-3.8,"max_ext_allowed_pct":3.0,"volume_pace":1.53,"trend":"flat","recent_slope_pct":-0.1376,"volatility":"medium"},"price":8.225,"volume":{"bars":237,"last_bar_volume":710.0,"baseline_avg":5410.75,"bar_rvol":0.13122,"raw_accel":-0.475119,"smooth_accel":-0.342049,"accel_momentum":0.193571,"rvol_3bar":[0.659954,0.048508,0.13122],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":1368.0,"sell_vol":2807.0,"unclassified_vol":0.0,"imbalance":-0.344671,"bid":8.22,"ask":8.23,"spread_pct":0.121581,"quote_size_imbalance":null,"quote_age_s":0.533644},"context":{"vwap":8.269627,"price_vs_vwap_pct":-0.539646,"ema9":8.301037,"ema20":8.323533,"ema_stack":false,"ema_warm":true,"hod":8.78,"dist_to_hod_pct":-6.321185,"dist_to_hod_atr":7.620245,"atr":0.072832,"spread_atr":0.137302,"own_change_pct":-0.006039,"rel_strength_pct":{"SPY":-0.020455,"IWM":0.007704}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.045228},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bc31e5f22492","ts":"2026-09-09T17:27:10+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.601,"target":12.905,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":49.5,"room_to_5d_high_atr":1.06},"price":12.706,"vwap":12.5908,"ext_from_open_pct":0.76,"max_ext_allowed_pct":3.0,"volume_pace":2.667,"trend":"flat","recent_slope_pct":-0.0651,"volatility":"medium"},"price":12.706,"volume":{"bars":237,"last_bar_volume":9201.0,"baseline_avg":11101.4,"bar_rvol":0.828814,"raw_accel":-0.557368,"smooth_accel":2.481107,"accel_momentum":-0.44779,"rvol_3bar":[3.610146,1.829809,0.828814],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":586.0,"sell_vol":1738.0,"unclassified_vol":0.0,"imbalance":-0.495697,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":5.594606},"context":{"vwap":12.59079,"price_vs_vwap_pct":0.915037,"ema9":12.719728,"ema20":12.722074,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.966485,"dist_to_hod_atr":4.075022,"atr":0.030429,"spread_atr":0.328631,"own_change_pct":-0.441686,"rel_strength_pct":{"SPY":-0.456103,"IWM":-0.427944}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.410841},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"d52de0b5e5fc","ts":"2026-09-09T17:27:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.614,"target":12.905,"target_label":"prev_day_high","reward_risk":1.77,"pos_in_5d_range_pct":51.0,"room_to_5d_high_atr":1.03},"price":12.719,"vwap":12.5908,"ext_from_open_pct":0.86,"max_ext_allowed_pct":3.0,"volume_pace":2.667,"trend":"flat","recent_slope_pct":-0.0446,"volatility":"medium"},"price":12.719,"volume":{"bars":237,"last_bar_volume":9201.0,"baseline_avg":11101.4,"bar_rvol":0.828814,"raw_accel":-0.557368,"smooth_accel":2.481107,"accel_momentum":-0.44779,"rvol_3bar":[3.610146,1.829809,0.828814],"trend_3bar":"DECELERATING","projected_rvol":0.658656},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":1254.0,"sell_vol":2736.0,"unclassified_vol":0.0,"imbalance":-0.371429,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":1.867606},"context":{"vwap":12.59079,"price_vs_vwap_pct":1.018287,"ema9":12.719728,"ema20":12.722074,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.86516,"dist_to_hod_atr":3.647802,"atr":0.030429,"spread_atr":0.328631,"own_change_pct":-0.441686,"rel_strength_pct":{"SPY":-0.456103,"IWM":-0.427944}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.307845},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a3d28f49ed55","ts":"2026-09-09T17:27:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6001,"target":12.905,"target_label":"prev_day_high","reward_risk":1.9,"pos_in_5d_range_pct":49.4,"room_to_5d_high_atr":1.06},"price":12.7051,"vwap":12.5908,"ext_from_open_pct":0.75,"max_ext_allowed_pct":3.0,"volume_pace":2.666,"trend":"flat","recent_slope_pct":-0.0665,"volatility":"medium"},"price":12.7051,"volume":{"bars":237,"last_bar_volume":9201.0,"baseline_avg":11101.4,"bar_rvol":0.828814,"raw_accel":-0.557368,"smooth_accel":2.481107,"accel_momentum":-0.44779,"rvol_3bar":[3.610146,1.829809,0.828814],"trend_3bar":"DECELERATING","projected_rvol":0.500748},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":858.0,"sell_vol":1058.0,"unclassified_vol":0.0,"imbalance":-0.104384,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":0.769244},"context":{"vwap":12.59079,"price_vs_vwap_pct":0.907889,"ema9":12.719728,"ema20":12.722074,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.9735,"dist_to_hod_atr":4.104598,"atr":0.030429,"spread_atr":0.328631,"own_change_pct":-0.441686,"rel_strength_pct":{"SPY":-0.456103,"IWM":-0.427944}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.086515},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"18c6d7201bfc","ts":"2026-09-09T17:27:50+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.6093,"target":12.905,"target_label":"prev_day_high","reward_risk":1.82,"pos_in_5d_range_pct":50.5,"room_to_5d_high_atr":1.04},"price":12.7143,"vwap":12.5908,"ext_from_open_pct":0.83,"max_ext_allowed_pct":3.0,"volume_pace":2.661,"trend":"flat","recent_slope_pct":-0.052,"volatility":"medium"},"price":12.7143,"volume":{"bars":237,"last_bar_volume":9201.0,"baseline_avg":11101.4,"bar_rvol":0.828814,"raw_accel":-0.557368,"smooth_accel":2.481107,"accel_momentum":-0.44779,"rvol_3bar":[3.610146,1.829809,0.828814],"trend_3bar":"DECELERATING","projected_rvol":0.249374},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":231.0,"sell_vol":223.0,"unclassified_vol":0.0,"imbalance":0.017621,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":7.051722},"context":{"vwap":12.59079,"price_vs_vwap_pct":0.980958,"ema9":12.719728,"ema20":12.722074,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.901793,"dist_to_hod_atr":3.802258,"atr":0.030429,"spread_atr":0.328631,"own_change_pct":-0.441686,"rel_strength_pct":{"SPY":-0.456103,"IWM":-0.427944}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.014605},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"4235fc849eb8","ts":"2026-09-09T17:27:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5829,"target":12.74,"target_label":"premarket_high","reward_risk":0.5,"pos_in_5d_range_pct":47.5,"room_to_5d_high_atr":1.1},"price":12.6879,"vwap":12.5908,"ext_from_open_pct":0.62,"max_ext_allowed_pct":3.0,"volume_pace":2.66,"trend":"flat","recent_slope_pct":-0.0936,"volatility":"medium"},"price":12.6879,"volume":{"bars":237,"last_bar_volume":9201.0,"baseline_avg":11101.4,"bar_rvol":0.828814,"raw_accel":-0.557368,"smooth_accel":2.481107,"accel_momentum":-0.44779,"rvol_3bar":[3.610146,1.829809,0.828814],"trend_3bar":"DECELERATING","projected_rvol":0.228178},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":191.0,"sell_vol":238.0,"unclassified_vol":0.0,"imbalance":-0.109557,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":4.852854},"context":{"vwap":12.59079,"price_vs_vwap_pct":0.771281,"ema9":12.719728,"ema20":12.722074,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.10756,"dist_to_hod_atr":4.669843,"atr":0.030429,"spread_atr":0.328631,"own_change_pct":-0.441686,"rel_strength_pct":{"SPY":-0.456103,"IWM":-0.427944}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.090803},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"070d600c499e","ts":"2026-09-09T17:28:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.5785,"target":12.74,"target_label":"premarket_high","reward_risk":0.54,"pos_in_5d_range_pct":47.0,"room_to_5d_high_atr":1.11},"price":12.6835,"vwap":12.5908,"ext_from_open_pct":0.58,"max_ext_allowed_pct":3.0,"volume_pace":2.658,"trend":"flat","recent_slope_pct":-0.026,"volatility":"medium"},"price":12.6835,"volume":{"bars":238,"last_bar_volume":2468.0,"baseline_avg":11526.15,"bar_rvol":0.214122,"raw_accel":-0.731768,"smooth_accel":-0.421018,"accel_momentum":-2.902125,"rvol_3bar":[1.829809,0.828814,0.214122],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":231.0,"sell_vol":338.0,"unclassified_vol":0.0,"imbalance":-0.188049,"bid":12.68,"ask":12.69,"spread_pct":0.078833,"quote_size_imbalance":null,"quote_age_s":6.149652},"context":{"vwap":12.590841,"price_vs_vwap_pct":0.735923,"ema9":12.712782,"ema20":12.718543,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.141855,"dist_to_hod_atr":4.719492,"atr":0.031041,"spread_atr":0.32215,"own_change_pct":-0.437182,"rel_strength_pct":{"SPY":-0.440458,"IWM":-0.4097}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.040265},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a9368f9b0957","ts":"2026-09-09T17:28:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.5052,"target":5.69,"target_label":"prev_day_high","reward_risk":1.91,"pos_in_5d_range_pct":75.7,"room_to_5d_high_atr":0.48},"price":5.5687,"vwap":5.5355,"ext_from_open_pct":-0.02,"max_ext_allowed_pct":4.0,"volume_pace":1.071,"trend":"flat","recent_slope_pct":-0.0154,"volatility":"medium"},"price":5.5687,"volume":{"bars":238,"last_bar_volume":152063.0,"baseline_avg":32160.15,"bar_rvol":4.728305,"raw_accel":0.698667,"smooth_accel":18.665994,"accel_momentum":4.277183,"rvol_3bar":[3.368599,2.924564,4.728305],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":1675.0,"sell_vol":337.0,"unclassified_vol":0.0,"imbalance":0.66501,"bid":5.56,"ask":5.57,"spread_pct":0.179695,"quote_size_imbalance":null,"quote_age_s":4.991272},"context":{"vwap":5.535491,"price_vs_vwap_pct":0.599924,"ema9":5.570816,"ema20":5.573574,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.912811,"dist_to_hod_atr":4.279276,"atr":0.011988,"spread_atr":0.834167,"own_change_pct":-0.089767,"rel_strength_pct":{"SPY":-0.093043,"IWM":-0.062285}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":3.14437},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"13fe52c7193f","ts":"2026-09-09T17:28:30+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3325,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.708,"trend":"flat","recent_slope_pct":0.0649,"volatility":"high"},"price":8.48,"volume":{"bars":238,"last_bar_volume":2722.0,"baseline_avg":2598.35,"bar_rvol":1.047588,"raw_accel":1.617308,"smooth_accel":-0.275592,"accel_momentum":0.426239,"rvol_3bar":[0.843934,0.395392,1.047588],"trend_3bar":"MIXED","projected_rvol":0.08313},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":16.0,"sell_vol":92.0,"unclassified_vol":0.0,"imbalance":-0.703704,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":3.692726},"context":{"vwap":8.332533,"price_vs_vwap_pct":1.769775,"ema9":8.464402,"ema20":8.457287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":13.785397,"atr":0.021037,"spread_atr":0.950717,"own_change_pct":0.280264,"rel_strength_pct":{"SPY":0.276988,"IWM":0.307746}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.737191},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d60e713326ba","ts":"2026-09-09T17:28:40+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3326,"ext_from_open_pct":3.04,"max_ext_allowed_pct":4.0,"volume_pace":0.708,"trend":"flat","recent_slope_pct":0.0649,"volatility":"high"},"price":8.48,"volume":{"bars":238,"last_bar_volume":2722.0,"baseline_avg":2598.35,"bar_rvol":1.047588,"raw_accel":1.617308,"smooth_accel":-0.275592,"accel_momentum":0.426239,"rvol_3bar":[0.843934,0.395392,1.047588],"trend_3bar":"MIXED","projected_rvol":0.439895},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":400.0,"sell_vol":346.0,"unclassified_vol":0.0,"imbalance":0.072386,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":1.774882},"context":{"vwap":8.332533,"price_vs_vwap_pct":1.769775,"ema9":8.464402,"ema20":8.457287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":13.785397,"atr":0.021037,"spread_atr":0.950717,"own_change_pct":0.280264,"rel_strength_pct":{"SPY":0.276988,"IWM":0.307746}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.075831},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9df31919d2cc","ts":"2026-09-09T17:29:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.893,"target":14.06,"target_label":"premarket_high","reward_risk":0.15,"pos_in_5d_range_pct":35.4,"room_to_5d_high_atr":2.1},"price":14.0385,"vwap":13.8866,"ext_from_open_pct":0.2,"max_ext_allowed_pct":3.0,"volume_pace":0.576,"trend":"flat","recent_slope_pct":-0.0163,"volatility":"medium"},"price":14.0385,"volume":{"bars":239,"last_bar_volume":22497.0,"baseline_avg":25485.85,"bar_rvol":0.882725,"raw_accel":0.163477,"smooth_accel":-0.376431,"accel_momentum":-0.794755,"rvol_3bar":[0.951269,0.780686,0.882725],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":117,"trade_rate":3.9,"buy_vol":5175.0,"sell_vol":5366.0,"unclassified_vol":0.0,"imbalance":-0.01812,"bid":14.02,"ask":14.03,"spread_pct":0.071301,"quote_size_imbalance":null,"quote_age_s":0.690892},"context":{"vwap":13.886468,"price_vs_vwap_pct":1.094819,"ema9":14.037927,"ema20":14.019998,"ema_stack":true,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.415028,"dist_to_hod_atr":6.252242,"atr":0.032228,"spread_atr":0.310285,"own_change_pct":0.023509,"rel_strength_pct":{"SPY":0.02744,"IWM":0.033816}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.015995},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5bcf6ee21ca8","ts":"2026-09-09T17:29:10+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.5187,"target":14.76,"target_label":"ceiling","reward_risk":1.17,"pos_in_5d_range_pct":187.8,"room_to_5d_high_atr":-2.92},"price":14.63,"vwap":14.4744,"ext_from_open_pct":3.63,"max_ext_allowed_pct":4.0,"volume_pace":3.823,"trend":"flat","recent_slope_pct":-0.0369,"volatility":"medium"},"price":14.63,"volume":{"bars":239,"last_bar_volume":6049.0,"baseline_avg":2940.75,"bar_rvol":2.056958,"raw_accel":6.795103,"smooth_accel":1.000911,"accel_momentum":0.756541,"rvol_3bar":[1.309235,0.258301,2.056958],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":1370.0,"sell_vol":18121.0,"unclassified_vol":0.0,"imbalance":-0.859422,"bid":14.63,"ask":14.64,"spread_pct":0.068329,"quote_size_imbalance":null,"quote_age_s":0.315702},"context":{"vwap":14.473497,"price_vs_vwap_pct":1.08131,"ema9":14.649883,"ema20":14.654722,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.880759,"dist_to_hod_atr":7.540574,"atr":0.01724,"spread_atr":0.580044,"own_change_pct":-0.034141,"rel_strength_pct":{"SPY":-0.03021,"IWM":-0.023835}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.767796},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5e9ca900e9cf","ts":"2026-09-09T17:29:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3427,"target":8.8,"target_label":"premarket_high","reward_risk":2.15,"pos_in_5d_range_pct":108.4,"room_to_5d_high_atr":-0.31},"price":8.488,"vwap":8.3326,"ext_from_open_pct":3.13,"max_ext_allowed_pct":3.0,"volume_pace":0.706,"trend":"flat","recent_slope_pct":0.062,"volatility":"high"},"price":8.488,"volume":{"bars":239,"last_bar_volume":812.0,"baseline_avg":2613.5,"bar_rvol":0.310694,"raw_accel":-0.70169,"smooth_accel":0.029253,"accel_momentum":0.304844,"rvol_3bar":[0.395392,1.047588,0.310694],"trend_3bar":"MIXED","projected_rvol":0.026019},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":10.0,"sell_vol":55.0,"unclassified_vol":0.0,"imbalance":-0.692308,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":2.853556},"context":{"vwap":8.332618,"price_vs_vwap_pct":1.864741,"ema9":8.465822,"ema20":8.45864,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.215507,"dist_to_hod_atr":13.521576,"atr":0.020856,"spread_atr":0.958977,"own_change_pct":0.135934,"rel_strength_pct":{"SPY":0.139865,"IWM":0.146241}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.215096},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c566b0f34577","ts":"2026-09-09T17:29:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5935,"target":12.905,"target_label":"prev_day_high","reward_risk":1.97,"pos_in_5d_range_pct":48.7,"room_to_5d_high_atr":1.07},"price":12.6985,"vwap":12.5912,"ext_from_open_pct":0.7,"max_ext_allowed_pct":3.0,"volume_pace":2.654,"trend":"flat","recent_slope_pct":-0.0026,"volatility":"medium"},"price":12.6985,"volume":{"bars":239,"last_bar_volume":4208.0,"baseline_avg":11495.85,"bar_rvol":0.366045,"raw_accel":0.464181,"smooth_accel":-0.783308,"accel_momentum":-0.36229,"rvol_3bar":[0.828814,0.214122,0.366045],"trend_3bar":"MIXED","projected_rvol":3.498741},"flow":{"window_s":30,"trades":157,"trade_rate":5.233333,"buy_vol":8180.0,"sell_vol":5634.0,"unclassified_vol":0.0,"imbalance":0.184306,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":0.142432},"context":{"vwap":12.590926,"price_vs_vwap_pct":0.854379,"ema9":12.706226,"ema20":12.714873,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.024942,"dist_to_hod_atr":4.211473,"atr":0.031224,"spread_atr":0.320264,"own_change_pct":-0.510004,"rel_strength_pct":{"SPY":-0.506072,"IWM":-0.499697}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.067464},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ea23fd3b7246","ts":"2026-09-09T17:29:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3326,"ext_from_open_pct":3.04,"max_ext_allowed_pct":4.0,"volume_pace":0.706,"trend":"flat","recent_slope_pct":0.0431,"volatility":"high"},"price":8.48,"volume":{"bars":239,"last_bar_volume":812.0,"baseline_avg":2613.5,"bar_rvol":0.310694,"raw_accel":-0.70169,"smooth_accel":0.029253,"accel_momentum":0.304844,"rvol_3bar":[0.395392,1.047588,0.310694],"trend_3bar":"MIXED","projected_rvol":0.01454},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":10.0,"sell_vol":9.0,"unclassified_vol":0.0,"imbalance":0.052632,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":17.853556},"context":{"vwap":8.332618,"price_vs_vwap_pct":1.768733,"ema9":8.465822,"ema20":8.45864,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":13.905167,"atr":0.020856,"spread_atr":0.958977,"own_change_pct":0.135934,"rel_strength_pct":{"SPY":0.139865,"IWM":0.146241}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.016352},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5f087482a417","ts":"2026-09-09T17:29:45+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3326,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.705,"trend":"flat","recent_slope_pct":0.0431,"volatility":"high"},"price":8.48,"volume":{"bars":239,"last_bar_volume":812.0,"baseline_avg":2613.5,"bar_rvol":0.310694,"raw_accel":-0.70169,"smooth_accel":0.029253,"accel_momentum":0.304844,"rvol_3bar":[0.395392,1.047588,0.310694],"trend_3bar":"MIXED","projected_rvol":0.010203},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":0.0,"sell_vol":3.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":14.994457},"context":{"vwap":8.332618,"price_vs_vwap_pct":1.768733,"ema9":8.465822,"ema20":8.45864,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":13.905167,"atr":0.020856,"spread_atr":0.958977,"own_change_pct":0.135934,"rel_strength_pct":{"SPY":0.139865,"IWM":0.146241}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.310694},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3a5b6cb5836e","ts":"2026-09-09T17:30:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.5799,"target":12.74,"target_label":"premarket_high","reward_risk":0.52,"pos_in_5d_range_pct":47.1,"room_to_5d_high_atr":1.11},"price":12.6849,"vwap":12.5916,"ext_from_open_pct":0.59,"max_ext_allowed_pct":4.0,"volume_pace":2.657,"trend":"flat","recent_slope_pct":-0.0051,"volatility":"medium"},"price":12.6849,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":8760.0,"sell_vol":1899.0,"unclassified_vol":0.0,"imbalance":0.643681,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":1.029869},"context":{"vwap":12.59161,"price_vs_vwap_pct":0.740893,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.130943,"dist_to_hod_atr":4.5322,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":3,"score":6.2,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.9187},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2c24d7d20ec2","ts":"2026-09-09T17:30:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.8998,"target":14.06,"target_label":"premarket_high","reward_risk":0.1,"pos_in_5d_range_pct":35.7,"room_to_5d_high_atr":2.09},"price":14.0453,"vwap":13.8867,"ext_from_open_pct":0.25,"max_ext_allowed_pct":4.0,"volume_pace":0.574,"trend":"flat","recent_slope_pct":-0.0245,"volatility":"medium"},"price":14.0453,"volume":{"bars":240,"last_bar_volume":9081.0,"baseline_avg":26223.85,"bar_rvol":0.346288,"raw_accel":-0.596346,"smooth_accel":-0.559404,"accel_momentum":-0.182972,"rvol_3bar":[0.780686,0.882725,0.346288],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":1195.0,"sell_vol":368.0,"unclassified_vol":0.0,"imbalance":0.529111,"bid":14.02,"ask":14.03,"spread_pct":0.071301,"quote_size_imbalance":null,"quote_age_s":1.352492},"context":{"vwap":13.886655,"price_vs_vwap_pct":1.142424,"ema9":14.035342,"ema20":14.020474,"ema_stack":true,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.367275,"dist_to_hod_atr":6.109334,"atr":0.031869,"spread_atr":0.313782,"own_change_pct":-0.219837,"rel_strength_pct":{"SPY":-0.184459,"IWM":-0.214683}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.183225},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"add9767ff8ce","ts":"2026-09-09T17:30:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.4915,"target":5.69,"target_label":"prev_day_high","reward_risk":2.13,"pos_in_5d_range_pct":73.0,"room_to_5d_high_atr":0.53},"price":5.555,"vwap":5.5356,"ext_from_open_pct":-0.27,"max_ext_allowed_pct":4.0,"volume_pace":1.067,"trend":"flat","recent_slope_pct":-0.069,"volatility":"medium"},"price":5.555,"volume":{"bars":240,"last_bar_volume":69788.0,"baseline_avg":37023.1,"bar_rvol":1.884985,"raw_accel":6.539941,"smooth_accel":0.081937,"accel_momentum":-0.862086,"rvol_3bar":[4.728305,0.049404,1.884985],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":127,"trade_rate":4.233333,"buy_vol":27110.0,"sell_vol":13244.0,"unclassified_vol":0.0,"imbalance":0.343609,"bid":5.55,"ask":5.56,"spread_pct":0.180018,"quote_size_imbalance":null,"quote_age_s":1.763219},"context":{"vwap":5.535601,"price_vs_vwap_pct":0.350433,"ema9":5.567522,"ema20":5.571497,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.156584,"dist_to_hod_atr":5.259956,"atr":0.012358,"spread_atr":0.809224,"own_change_pct":-0.322986,"rel_strength_pct":{"SPY":-0.287608,"IWM":-0.317832}},"vas":{"raw":2,"score":5.6,"components":{"rvol":1,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.647698},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1cefa56f638e","ts":"2026-09-09T17:30:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3327,"ext_from_open_pct":3.16,"max_ext_allowed_pct":4.0,"volume_pace":0.704,"trend":"flat","recent_slope_pct":0.059,"volatility":"high"},"price":8.49,"volume":{"bars":240,"last_bar_volume":20.0,"baseline_avg":2064.75,"bar_rvol":0.009686,"raw_accel":-0.975369,"smooth_accel":-0.141131,"accel_momentum":-0.170384,"rvol_3bar":[1.047588,0.310694,0.009686],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":603.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.996689,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":4.806514},"context":{"vwap":8.33262,"price_vs_vwap_pct":1.888717,"ema9":8.468657,"ema20":8.460675,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":13.605337,"atr":0.02058,"spread_atr":0.97181,"own_change_pct":0.236407,"rel_strength_pct":{"SPY":0.271784,"IWM":0.24156}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.009654},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"c79a0483b40e","ts":"2026-09-09T17:30:25+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.62,"target":12.905,"target_label":"prev_day_high","reward_risk":1.71,"pos_in_5d_range_pct":51.7,"room_to_5d_high_atr":1.01},"price":12.725,"vwap":12.5918,"ext_from_open_pct":0.91,"max_ext_allowed_pct":3.0,"volume_pace":2.657,"trend":"flat","recent_slope_pct":0.0581,"volatility":"medium"},"price":12.725,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":1.502289},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":4513.0,"sell_vol":2730.0,"unclassified_vol":0.0,"imbalance":0.246169,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.917535},"context":{"vwap":12.59161,"price_vs_vwap_pct":1.059359,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.818394,"dist_to_hod_atr":3.279676,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.733785},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9032c72d3a9a","ts":"2026-09-09T17:30:25+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3328,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.704,"trend":"flat","recent_slope_pct":0.0354,"volatility":"high"},"price":8.48,"volume":{"bars":240,"last_bar_volume":20.0,"baseline_avg":2064.75,"bar_rvol":0.009686,"raw_accel":-0.975369,"smooth_accel":-0.141131,"accel_momentum":-0.170384,"rvol_3bar":[1.047588,0.310694,0.009686],"trend_3bar":"DECELERATING","projected_rvol":1.877225},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":603.0,"sell_vol":1012.0,"unclassified_vol":0.0,"imbalance":-0.253251,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":24.806514},"context":{"vwap":8.33262,"price_vs_vwap_pct":1.768707,"ema9":8.468657,"ema20":8.460675,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":14.091242,"atr":0.02058,"spread_atr":0.97181,"own_change_pct":0.236407,"rel_strength_pct":{"SPY":0.271784,"IWM":0.24156}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.002453},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"bc57fea7760c","ts":"2026-09-09T17:30:30+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.591,"target":12.905,"target_label":"prev_day_high","reward_risk":1.99,"pos_in_5d_range_pct":48.4,"room_to_5d_high_atr":1.08},"price":12.696,"vwap":12.5918,"ext_from_open_pct":0.68,"max_ext_allowed_pct":3.0,"volume_pace":2.656,"trend":"flat","recent_slope_pct":0.0124,"volatility":"medium"},"price":12.696,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":1.252599},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":4513.0,"sell_vol":2732.0,"unclassified_vol":0.0,"imbalance":0.245825,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":3.605349},"context":{"vwap":12.59161,"price_vs_vwap_pct":0.829047,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.044427,"dist_to_hod_atr":4.185491,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.73276},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4cce84d54dc2","ts":"2026-09-09T17:30:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.62,"target":12.905,"target_label":"prev_day_high","reward_risk":1.71,"pos_in_5d_range_pct":51.7,"room_to_5d_high_atr":1.01},"price":12.725,"vwap":12.5918,"ext_from_open_pct":0.91,"max_ext_allowed_pct":3.0,"volume_pace":2.655,"trend":"flat","recent_slope_pct":0.0581,"volatility":"medium"},"price":12.725,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":1.075138},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":4517.0,"sell_vol":2638.0,"unclassified_vol":0.0,"imbalance":0.262614,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.5953},"context":{"vwap":12.59161,"price_vs_vwap_pct":1.059359,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.818394,"dist_to_hod_atr":3.279676,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.782804},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"64c343535a56","ts":"2026-09-09T17:30:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.585,"target":12.74,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":47.7,"room_to_5d_high_atr":1.1},"price":12.69,"vwap":12.5918,"ext_from_open_pct":0.63,"max_ext_allowed_pct":3.0,"volume_pace":2.654,"trend":"flat","recent_slope_pct":0.0029,"volatility":"medium"},"price":12.69,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":0.955009},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":4136.0,"sell_vol":2629.0,"unclassified_vol":0.0,"imbalance":0.222764,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":5.5953},"context":{"vwap":12.59161,"price_vs_vwap_pct":0.781396,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.091193,"dist_to_hod_atr":4.372901,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.664021},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2ff7f3699c23","ts":"2026-09-09T17:30:45+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.6191,"target":12.905,"target_label":"prev_day_high","reward_risk":1.72,"pos_in_5d_range_pct":51.6,"room_to_5d_high_atr":1.01},"price":12.7241,"vwap":12.5918,"ext_from_open_pct":0.9,"max_ext_allowed_pct":3.0,"volume_pace":2.653,"trend":"flat","recent_slope_pct":0.0566,"volatility":"medium"},"price":12.7241,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":0.852124},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":295.0,"sell_vol":364.0,"unclassified_vol":0.0,"imbalance":-0.104704,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":10.5953},"context":{"vwap":12.59161,"price_vs_vwap_pct":1.052211,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.825409,"dist_to_hod_atr":3.307788,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":0,"score":4.4,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.312104},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e9ece0722427","ts":"2026-09-09T17:30:50+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3328,"ext_from_open_pct":3.16,"max_ext_allowed_pct":4.0,"volume_pace":0.703,"trend":"flat","recent_slope_pct":0.059,"volatility":"high"},"price":8.49,"volume":{"bars":240,"last_bar_volume":20.0,"baseline_avg":2064.75,"bar_rvol":0.009686,"raw_accel":-0.975369,"smooth_accel":-0.141131,"accel_momentum":-0.170384,"rvol_3bar":[1.047588,0.310694,0.009686],"trend_3bar":"DECELERATING","projected_rvol":0.944424},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":10.0,"sell_vol":3.0,"unclassified_vol":0.0,"imbalance":0.538462,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":1.881688},"context":{"vwap":8.33262,"price_vs_vwap_pct":1.888717,"ema9":8.468657,"ema20":8.460675,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":13.605337,"atr":0.02058,"spread_atr":0.97181,"own_change_pct":0.236407,"rel_strength_pct":{"SPY":0.271784,"IWM":0.24156}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.005216},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"5759e4dbd9aa","ts":"2026-09-09T17:30:55+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.61,"target":12.905,"target_label":"prev_day_high","reward_risk":1.81,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":1.04},"price":12.715,"vwap":12.5919,"ext_from_open_pct":0.83,"max_ext_allowed_pct":3.0,"volume_pace":2.653,"trend":"flat","recent_slope_pct":0.0423,"volatility":"medium"},"price":12.715,"volume":{"bars":240,"last_bar_volume":34482.0,"baseline_avg":11567.95,"bar_rvol":2.980822,"raw_accel":7.194392,"smooth_accel":-0.449133,"accel_momentum":0.334175,"rvol_3bar":[0.214122,0.366045,2.980822],"trend_3bar":"ACCELERATING","projected_rvol":1.102419},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":1752.0,"sell_vol":2697.0,"unclassified_vol":0.0,"imbalance":-0.212407,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":2.758761},"context":{"vwap":12.59161,"price_vs_vwap_pct":0.979941,"ema9":12.702841,"ema20":12.712437,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.896337,"dist_to_hod_atr":3.592026,"atr":0.032015,"spread_atr":0.31235,"own_change_pct":-0.0449,"rel_strength_pct":{"SPY":-0.009522,"IWM":-0.039746}},"vas":{"raw":0,"score":4.4,"components":{"rvol":2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.633148},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ef58318f5c65","ts":"2026-09-09T17:31:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.5037,"target":14.76,"target_label":"ceiling","reward_risk":1.3,"pos_in_5d_range_pct":186.8,"room_to_5d_high_atr":-2.89},"price":14.615,"vwap":14.4771,"ext_from_open_pct":3.52,"max_ext_allowed_pct":5.0,"volume_pace":3.87,"trend":"flat","recent_slope_pct":-0.0812,"volatility":"medium"},"price":14.615,"volume":{"bars":241,"last_bar_volume":17986.0,"baseline_avg":6143.65,"bar_rvol":2.927576,"raw_accel":-0.732307,"smooth_accel":11.320908,"accel_momentum":2.765782,"rvol_3bar":[2.056958,23.785401,2.927576],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":1896.0,"sell_vol":590.0,"unclassified_vol":0.0,"imbalance":0.525342,"bid":14.61,"ask":14.62,"spread_pct":0.068423,"quote_size_imbalance":null,"quote_age_s":0.835297},"context":{"vwap":14.477074,"price_vs_vwap_pct":0.952719,"ema9":14.634125,"ema20":14.645793,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-0.982385,"dist_to_hod_atr":7.011101,"atr":0.020681,"spread_atr":0.483524,"own_change_pct":-0.238908,"rel_strength_pct":{"SPY":-0.220563,"IWM":-0.216578}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.537978},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a5f4d448420a","ts":"2026-09-09T17:31:10+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.503,"target":5.69,"target_label":"prev_day_high","reward_risk":1.95,"pos_in_5d_range_pct":75.3,"room_to_5d_high_atr":0.49},"price":5.5665,"vwap":5.5357,"ext_from_open_pct":-0.06,"max_ext_allowed_pct":3.0,"volume_pace":1.066,"trend":"flat","recent_slope_pct":-0.0216,"volatility":"medium"},"price":5.5665,"volume":{"bars":241,"last_bar_volume":57078.0,"baseline_avg":39800.75,"bar_rvol":1.434094,"raw_accel":-0.182123,"smooth_accel":-0.632706,"accel_momentum":-0.714644,"rvol_3bar":[0.049404,1.884985,1.434094],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":114,"trade_rate":3.8,"buy_vol":11686.0,"sell_vol":9678.0,"unclassified_vol":0.0,"imbalance":0.09399,"bid":5.55,"ask":5.56,"spread_pct":0.180018,"quote_size_imbalance":null,"quote_age_s":7.814758},"context":{"vwap":5.535683,"price_vs_vwap_pct":0.556703,"ema9":5.565018,"ema20":5.569926,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.951957,"dist_to_hod_atr":4.216209,"atr":0.012689,"spread_atr":0.788076,"own_change_pct":-0.179695,"rel_strength_pct":{"SPY":-0.161349,"IWM":-0.157365}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.13479},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2d8d4ce35061","ts":"2026-09-09T17:31:15+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.4923,"target":5.69,"target_label":"prev_day_high","reward_risk":2.11,"pos_in_5d_range_pct":73.2,"room_to_5d_high_atr":0.53},"price":5.5558,"vwap":5.5357,"ext_from_open_pct":-0.25,"max_ext_allowed_pct":4.0,"volume_pace":1.066,"trend":"flat","recent_slope_pct":-0.0601,"volatility":"medium"},"price":5.5558,"volume":{"bars":241,"last_bar_volume":57078.0,"baseline_avg":39800.75,"bar_rvol":1.434094,"raw_accel":-0.182123,"smooth_accel":-0.632706,"accel_momentum":-0.714644,"rvol_3bar":[0.049404,1.884985,1.434094],"trend_3bar":"MIXED","projected_rvol":0.015176},"flow":{"window_s":30,"trades":112,"trade_rate":3.733333,"buy_vol":11694.0,"sell_vol":9215.0,"unclassified_vol":0.0,"imbalance":0.118561,"bid":5.55,"ask":5.56,"spread_pct":0.180018,"quote_size_imbalance":null,"quote_age_s":12.814758},"context":{"vwap":5.535683,"price_vs_vwap_pct":0.363411,"ema9":5.565018,"ema20":5.569926,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.142349,"dist_to_hod_atr":5.059451,"atr":0.012689,"spread_atr":0.788076,"own_change_pct":-0.179695,"rel_strength_pct":{"SPY":-0.161349,"IWM":-0.157365}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.170028},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"54fd72eb6169","ts":"2026-09-09T17:31:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3247,"target":8.8,"target_label":"premarket_high","reward_risk":2.27,"pos_in_5d_range_pct":107.6,"room_to_5d_high_atr":-0.28},"price":8.47,"vwap":8.3329,"ext_from_open_pct":2.92,"max_ext_allowed_pct":4.0,"volume_pace":0.702,"trend":"flat","recent_slope_pct":-0.0136,"volatility":"high"},"price":8.47,"volume":{"bars":241,"last_bar_volume":2115.0,"baseline_avg":1697.9,"bar_rvol":1.245656,"raw_accel":3.982626,"smooth_accel":-0.508915,"accel_momentum":-0.367784,"rvol_3bar":[0.310694,0.009686,1.245656],"trend_3bar":"MIXED","projected_rvol":0.051829},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":311.0,"sell_vol":211.0,"unclassified_vol":0.0,"imbalance":0.191571,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":14.994371},"context":{"vwap":8.332851,"price_vs_vwap_pct":1.645885,"ema9":8.470926,"ema20":8.462515,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.420753,"dist_to_hod_atr":15.132841,"atr":0.019824,"spread_atr":1.008856,"own_change_pct":0.1772,"rel_strength_pct":{"SPY":0.195545,"IWM":0.19953}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.238631},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"23de55095a79","ts":"2026-09-09T17:33:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.5023,"target":5.69,"target_label":"prev_day_high","reward_risk":1.96,"pos_in_5d_range_pct":75.2,"room_to_5d_high_atr":0.49},"price":5.5658,"vwap":5.5357,"ext_from_open_pct":-0.08,"max_ext_allowed_pct":3.0,"volume_pace":1.06,"trend":"flat","recent_slope_pct":0.0455,"volatility":"medium"},"price":5.5658,"volume":{"bars":243,"last_bar_volume":12160.0,"baseline_avg":37875.7,"bar_rvol":0.32105,"raw_accel":-0.265745,"smooth_accel":-0.616608,"accel_momentum":-0.205582,"rvol_3bar":[1.434094,0.392206,0.32105],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":1293.0,"sell_vol":566.0,"unclassified_vol":0.0,"imbalance":0.39107,"bid":5.55,"ask":5.56,"spread_pct":0.180018,"quote_size_imbalance":null,"quote_age_s":4.406894},"context":{"vwap":5.535725,"price_vs_vwap_pct":0.543281,"ema9":5.562151,"ema20":5.567571,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.964413,"dist_to_hod_atr":4.203775,"atr":0.012893,"spread_atr":0.775604,"own_change_pct":-0.113208,"rel_strength_pct":{"SPY":-0.068652,"IWM":-0.061665}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.125553},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"8b5ab93de5f7","ts":"2026-09-09T17:33:45+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4787,"target":14.76,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":185.1,"room_to_5d_high_atr":-2.83},"price":14.59,"vwap":14.4775,"ext_from_open_pct":3.34,"max_ext_allowed_pct":5.0,"volume_pace":3.841,"trend":"flat","recent_slope_pct":-0.0205,"volatility":"medium"},"price":14.59,"volume":{"bars":243,"last_bar_volume":5720.0,"baseline_avg":6964.2,"bar_rvol":0.821343,"raw_accel":-0.089607,"smooth_accel":-0.59482,"accel_momentum":-7.922053,"rvol_3bar":[2.927576,0.899873,0.821343],"trend_3bar":"DECELERATING","projected_rvol":0.019146},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":4.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.6,"bid":14.59,"ask":14.6,"spread_pct":0.068517,"quote_size_imbalance":null,"quote_age_s":14.993563},"context":{"vwap":14.477545,"price_vs_vwap_pct":0.776755,"ema9":14.62164,"ema20":14.63744,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.151762,"dist_to_hod_atr":7.971156,"atr":0.021327,"spread_atr":0.468892,"own_change_pct":-0.456285,"rel_strength_pct":{"SPY":-0.41173,"IWM":-0.404742}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.492806},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"91d174aedfa5","ts":"2026-09-09T17:34:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3147,"target":8.8,"target_label":"premarket_high","reward_risk":2.34,"pos_in_5d_range_pct":107.1,"room_to_5d_high_atr":-0.26},"price":8.46,"vwap":8.3336,"ext_from_open_pct":2.79,"max_ext_allowed_pct":4.0,"volume_pace":0.697,"trend":"flat","recent_slope_pct":-0.0591,"volatility":"high"},"price":8.46,"volume":{"bars":244,"last_bar_volume":2213.0,"baseline_avg":1793.55,"bar_rvol":1.233866,"raw_accel":-0.123911,"smooth_accel":1.648117,"accel_momentum":0.479856,"rvol_3bar":[1.851684,1.434983,1.233866],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":1132.0,"sell_vol":327.0,"unclassified_vol":0.0,"imbalance":0.551748,"bid":8.44,"ask":8.46,"spread_pct":0.236686,"quote_size_imbalance":null,"quote_age_s":2.880358},"context":{"vwap":8.333552,"price_vs_vwap_pct":1.517337,"ema9":8.460394,"ema20":8.459187,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.534778,"dist_to_hod_atr":14.304962,"atr":0.021671,"spread_atr":0.922901,"own_change_pct":-0.253792,"rel_strength_pct":{"SPY":-0.235445,"IWM":-0.210843}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.680783},"shadow":{"decision":"FAIL","failed":["rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"fba4dfda751d","ts":"2026-09-09T17:34:20+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4887,"target":14.76,"target_label":"ceiling","reward_risk":1.44,"pos_in_5d_range_pct":185.8,"room_to_5d_high_atr":-2.85},"price":14.6,"vwap":14.4776,"ext_from_open_pct":3.41,"max_ext_allowed_pct":5.0,"volume_pace":3.833,"trend":"flat","recent_slope_pct":-0.0274,"volatility":"medium"},"price":14.6,"volume":{"bars":244,"last_bar_volume":363.0,"baseline_avg":6783.25,"bar_rvol":0.053514,"raw_accel":-0.936538,"smooth_accel":-0.864444,"accel_momentum":-0.269624,"rvol_3bar":[0.899873,0.821343,0.053514],"trend_3bar":"DECELERATING","projected_rvol":0.187078},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":423.0,"sell_vol":2.0,"unclassified_vol":0.0,"imbalance":0.990588,"bid":14.59,"ask":14.6,"spread_pct":0.068517,"quote_size_imbalance":null,"quote_age_s":1.894662},"context":{"vwap":14.477558,"price_vs_vwap_pct":0.845738,"ema9":14.616312,"ema20":14.633398,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.084011,"dist_to_hod_atr":7.811693,"atr":0.020482,"spread_atr":0.488231,"own_change_pct":-0.307377,"rel_strength_pct":{"SPY":-0.28903,"IWM":-0.264428}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.053011},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a8cf9db1543a","ts":"2026-09-09T17:35:30+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4787,"target":14.76,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":185.1,"room_to_5d_high_atr":-2.83},"price":14.59,"vwap":14.4779,"ext_from_open_pct":3.34,"max_ext_allowed_pct":4.0,"volume_pace":3.823,"trend":"flat","recent_slope_pct":-0.0027,"volatility":"medium"},"price":14.59,"volume":{"bars":245,"last_bar_volume":3288.0,"baseline_avg":6640.85,"bar_rvol":0.495117,"raw_accel":0.980469,"smooth_accel":-0.897538,"accel_momentum":-0.033094,"rvol_3bar":[0.821343,0.053514,0.495117],"trend_3bar":"MIXED","projected_rvol":1.37633},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":2105.0,"sell_vol":2465.0,"unclassified_vol":0.0,"imbalance":-0.078775,"bid":14.58,"ask":14.59,"spread_pct":0.068564,"quote_size_imbalance":null,"quote_age_s":0.53927},"context":{"vwap":14.477692,"price_vs_vwap_pct":0.775733,"ema9":14.61727,"ema20":14.632227,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.151762,"dist_to_hod_atr":8.123768,"atr":0.020926,"spread_atr":0.477869,"own_change_pct":0.178828,"rel_strength_pct":{"SPY":0.191936,"IWM":0.223493}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.039003},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a25a46f9180d","ts":"2026-09-09T17:35:40+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2347,"target":5.48,"target_label":"premarket_high","reward_risk":2.05,"pos_in_5d_range_pct":4.6,"room_to_5d_high_atr":2.26},"price":5.315,"vwap":5.2996,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":3.0,"volume_pace":1.352,"trend":"flat","recent_slope_pct":0.1133,"volatility":"high"},"price":5.315,"volume":{"bars":245,"last_bar_volume":106857.0,"baseline_avg":39664.95,"bar_rvol":2.693991,"raw_accel":0.208489,"smooth_accel":2.657986,"accel_momentum":0.340984,"rvol_3bar":[1.477169,2.223905,2.693991],"trend_3bar":"ACCELERATING","projected_rvol":4.805376},"flow":{"window_s":30,"trades":156,"trade_rate":5.2,"buy_vol":62918.0,"sell_vol":19762.0,"unclassified_vol":0.0,"imbalance":0.521964,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":2.698686},"context":{"vwap":5.299507,"price_vs_vwap_pct":0.292351,"ema9":5.291881,"ema20":5.285188,"ema_stack":true,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.655678,"dist_to_hod_atr":9.406407,"atr":0.015415,"spread_atr":0.648718,"own_change_pct":0.189036,"rel_strength_pct":{"SPY":0.202143,"IWM":0.233701}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.406167},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"45668fe548d9","ts":"2026-09-09T17:36:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4788,"target":14.76,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":185.1,"room_to_5d_high_atr":-2.83},"price":14.5901,"vwap":14.4781,"ext_from_open_pct":3.34,"max_ext_allowed_pct":4.0,"volume_pace":3.822,"trend":"flat","recent_slope_pct":-0.0071,"volatility":"medium"},"price":14.5901,"volume":{"bars":246,"last_bar_volume":9543.0,"baseline_avg":6604.0,"bar_rvol":1.445033,"raw_accel":1.902372,"smooth_accel":-0.560039,"accel_momentum":0.337499,"rvol_3bar":[0.053514,0.495117,1.445033],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":2022.0,"sell_vol":2137.0,"unclassified_vol":0.0,"imbalance":-0.027651,"bid":14.59,"ask":14.6,"spread_pct":0.068517,"quote_size_imbalance":null,"quote_age_s":2.393862},"context":{"vwap":14.478027,"price_vs_vwap_pct":0.77409,"ema9":14.612716,"ema20":14.628634,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.151084,"dist_to_hod_atr":7.595933,"atr":0.022367,"spread_atr":0.447083,"own_change_pct":-0.140267,"rel_strength_pct":{"SPY":-0.11471,"IWM":-0.100751}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.039956},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1f81617a03bc","ts":"2026-09-09T17:36:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.57,"target":12.74,"target_label":"premarket_high","reward_risk":0.62,"pos_in_5d_range_pct":46.0,"room_to_5d_high_atr":1.13},"price":12.675,"vwap":12.5935,"ext_from_open_pct":0.52,"max_ext_allowed_pct":3.0,"volume_pace":2.635,"trend":"flat","recent_slope_pct":-0.0275,"volatility":"medium"},"price":12.675,"volume":{"bars":246,"last_bar_volume":9135.0,"baseline_avg":12664.8,"bar_rvol":0.721291,"raw_accel":-0.665139,"smooth_accel":-0.21822,"accel_momentum":0.144475,"rvol_3bar":[0.122441,2.12318,0.721291],"trend_3bar":"MIXED","projected_rvol":0.391321},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":704.0,"sell_vol":730.0,"unclassified_vol":0.0,"imbalance":-0.018131,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":2.949647},"context":{"vwap":12.593483,"price_vs_vwap_pct":0.647292,"ema9":12.701478,"ema20":12.70745,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.208106,"dist_to_hod_atr":5.365409,"atr":0.028889,"spread_atr":0.346155,"own_change_pct":-0.117184,"rel_strength_pct":{"SPY":-0.091627,"IWM":-0.077669}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.013078},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3555b940a146","ts":"2026-09-09T17:36:35+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.6,"target":12.905,"target_label":"prev_day_high","reward_risk":1.9,"pos_in_5d_range_pct":49.4,"room_to_5d_high_atr":1.06},"price":12.705,"vwap":12.5941,"ext_from_open_pct":0.75,"max_ext_allowed_pct":4.0,"volume_pace":2.648,"trend":"flat","recent_slope_pct":0.0198,"volatility":"medium"},"price":12.705,"volume":{"bars":246,"last_bar_volume":9135.0,"baseline_avg":12664.8,"bar_rvol":0.721291,"raw_accel":-0.665139,"smooth_accel":-0.21822,"accel_momentum":0.144475,"rvol_3bar":[0.122441,2.12318,0.721291],"trend_3bar":"MIXED","projected_rvol":4.442188},"flow":{"window_s":30,"trades":228,"trade_rate":7.6,"buy_vol":25404.0,"sell_vol":7372.0,"unclassified_vol":0.0,"imbalance":0.550159,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.115123},"context":{"vwap":12.593483,"price_vs_vwap_pct":0.88551,"ema9":12.701478,"ema20":12.70745,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.974279,"dist_to_hod_atr":4.326943,"atr":0.028889,"spread_atr":0.346155,"own_change_pct":-0.117184,"rel_strength_pct":{"SPY":-0.091627,"IWM":-0.077669}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.396824},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"00885d59343b","ts":"2026-09-09T17:37:05+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5879,"target":12.74,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":48.1,"room_to_5d_high_atr":1.09},"price":12.6929,"vwap":12.5941,"ext_from_open_pct":0.66,"max_ext_allowed_pct":3.0,"volume_pace":2.643,"trend":"flat","recent_slope_pct":-0.0099,"volatility":"medium"},"price":12.6929,"volume":{"bars":247,"last_bar_volume":34371.0,"baseline_avg":12976.8,"bar_rvol":2.64865,"raw_accel":2.762562,"smooth_accel":0.83855,"accel_momentum":1.056769,"rvol_3bar":[2.12318,0.721291,2.64865],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":1032.0,"sell_vol":641.0,"unclassified_vol":0.0,"imbalance":0.233712,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":1.971382},"context":{"vwap":12.594143,"price_vs_vwap_pct":0.784149,"ema9":12.700502,"ema20":12.706417,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.068589,"dist_to_hod_atr":4.618896,"atr":0.029682,"spread_atr":0.3369,"own_change_pct":-0.034643,"rel_strength_pct":{"SPY":-0.041198,"IWM":-0.048395}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.619021},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"549598a6026b","ts":"2026-09-09T17:37:05+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.30 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2185,"target":5.48,"target_label":"premarket_high","reward_risk":2.26,"pos_in_5d_range_pct":2.5,"room_to_5d_high_atr":2.31},"price":5.2988,"vwap":5.2996,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":3.0,"volume_pace":1.35,"trend":"flat","recent_slope_pct":0.0615,"volatility":"high"},"price":5.2988,"volume":{"bars":247,"last_bar_volume":11611.0,"baseline_avg":46987.55,"bar_rvol":0.247108,"raw_accel":-0.939504,"smooth_accel":0.844911,"accel_momentum":-2.236419,"rvol_3bar":[2.693991,4.715051,0.247108],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":1499.0,"sell_vol":3062.0,"unclassified_vol":0.0,"imbalance":-0.342688,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.761592},"context":{"vwap":5.299617,"price_vs_vwap_pct":-0.015422,"ema9":5.300204,"ema20":5.290596,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.952381,"dist_to_hod_atr":9.846609,"atr":0.016371,"spread_atr":0.610832,"own_change_pct":0.47259,"rel_strength_pct":{"SPY":0.466035,"IWM":0.458837}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.084681},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f436d0ad3d13","ts":"2026-09-09T17:37:10+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2297,"target":5.48,"target_label":"premarket_high","reward_risk":2.12,"pos_in_5d_range_pct":3.9,"room_to_5d_high_atr":2.27},"price":5.31,"vwap":5.2996,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":1.35,"trend":"flat","recent_slope_pct":0.1037,"volatility":"high"},"price":5.31,"volume":{"bars":247,"last_bar_volume":11611.0,"baseline_avg":46987.55,"bar_rvol":0.247108,"raw_accel":-0.939504,"smooth_accel":0.844911,"accel_momentum":-2.236419,"rvol_3bar":[2.693991,4.715051,0.247108],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":1496.0,"sell_vol":3069.0,"unclassified_vol":0.0,"imbalance":-0.344578,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":5.761592},"context":{"vwap":5.299617,"price_vs_vwap_pct":0.195914,"ema9":5.300204,"ema20":5.290596,"ema_stack":true,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.747253,"dist_to_hod_atr":9.162477,"atr":0.016371,"spread_atr":0.610832,"own_change_pct":0.47259,"rel_strength_pct":{"SPY":0.466035,"IWM":0.458837}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.085148},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d8b4235f93de","ts":"2026-09-09T17:37:45+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.605,"target":12.905,"target_label":"prev_day_high","reward_risk":1.86,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.71,"vwap":12.5942,"ext_from_open_pct":0.79,"max_ext_allowed_pct":3.0,"volume_pace":2.637,"trend":"flat","recent_slope_pct":0.017,"volatility":"medium"},"price":12.71,"volume":{"bars":247,"last_bar_volume":34371.0,"baseline_avg":12976.8,"bar_rvol":2.64865,"raw_accel":2.762562,"smooth_accel":0.83855,"accel_momentum":1.056769,"rvol_3bar":[2.12318,0.721291,2.64865],"trend_3bar":"MIXED","projected_rvol":0.128023},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":757.0,"sell_vol":164.0,"unclassified_vol":0.0,"imbalance":0.643865,"bid":12.7,"ask":12.71,"spread_pct":0.078709,"quote_size_imbalance":null,"quote_age_s":0.8606},"context":{"vwap":12.594143,"price_vs_vwap_pct":0.919926,"ema9":12.700502,"ema20":12.706417,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.935308,"dist_to_hod_atr":4.042797,"atr":0.029682,"spread_atr":0.3369,"own_change_pct":-0.034643,"rel_strength_pct":{"SPY":-0.041198,"IWM":-0.048395}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.705374},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4a059e7c9c8f","ts":"2026-09-09T17:38:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2947,"target":8.8,"target_label":"premarket_high","reward_risk":2.48,"pos_in_5d_range_pct":106.2,"room_to_5d_high_atr":-0.22},"price":8.44,"vwap":8.3339,"ext_from_open_pct":2.55,"max_ext_allowed_pct":3.0,"volume_pace":0.688,"trend":"flat","recent_slope_pct":-0.0673,"volatility":"high"},"price":8.44,"volume":{"bars":248,"last_bar_volume":2269.0,"baseline_avg":1890.15,"bar_rvol":1.200434,"raw_accel":3.801735,"smooth_accel":-0.50536,"accel_momentum":0.284876,"rvol_3bar":[0.266241,0.043315,1.200434],"trend_3bar":"MIXED","projected_rvol":0.317435},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":226.0,"sell_vol":731.0,"unclassified_vol":0.0,"imbalance":-0.527691,"bid":8.44,"ask":8.46,"spread_pct":0.236686,"quote_size_imbalance":null,"quote_age_s":3.450226},"context":{"vwap":8.3339,"price_vs_vwap_pct":1.273113,"ema9":8.460061,"ema20":8.459578,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.762828,"dist_to_hod_atr":15.53322,"atr":0.021245,"spread_atr":0.941407,"own_change_pct":0.155213,"rel_strength_pct":{"SPY":0.16439,"IWM":0.158651}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.633458},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a354ec0f26bd","ts":"2026-09-09T17:40:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3047,"target":8.8,"target_label":"premarket_high","reward_risk":2.41,"pos_in_5d_range_pct":106.6,"room_to_5d_high_atr":-0.24},"price":8.45,"vwap":8.3342,"ext_from_open_pct":2.67,"max_ext_allowed_pct":4.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":-0.0273,"volatility":"high"},"price":8.45,"volume":{"bars":250,"last_bar_volume":1187.0,"baseline_avg":1920.1,"bar_rvol":0.618197,"raw_accel":-0.084811,"smooth_accel":1.903482,"accel_momentum":1.934807,"rvol_3bar":[1.200434,0.659195,0.618197],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":1090.0,"sell_vol":1116.0,"unclassified_vol":0.0,"imbalance":-0.011786,"bid":8.44,"ask":8.46,"spread_pct":0.236686,"quote_size_imbalance":null,"quote_age_s":0.204582},"context":{"vwap":8.334103,"price_vs_vwap_pct":1.390639,"ema9":8.455895,"ema20":8.457547,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.648803,"dist_to_hod_atr":15.697386,"atr":0.020386,"spread_atr":0.981087,"own_change_pct":-0.118203,"rel_strength_pct":{"SPY":-0.068388,"IWM":-0.082112}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.007286},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"22f9dd6ba668","ts":"2026-09-09T17:41:45+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.684,"target":14.96,"target_label":"premarket_high","reward_risk":1.11,"pos_in_5d_range_pct":7.7,"room_to_5d_high_atr":2.64},"price":14.815,"vwap":14.6891,"ext_from_open_pct":-0.7,"max_ext_allowed_pct":3.0,"volume_pace":0.527,"trend":"flat","recent_slope_pct":-0.0527,"volatility":"medium"},"price":14.815,"volume":{"bars":251,"last_bar_volume":19943.0,"baseline_avg":20728.9,"bar_rvol":0.962087,"raw_accel":-0.443865,"smooth_accel":1.203451,"accel_momentum":0.930853,"rvol_3bar":[1.694376,1.836756,0.962087],"trend_3bar":"MIXED","projected_rvol":1.387564},"flow":{"window_s":30,"trades":113,"trade_rate":3.766667,"buy_vol":3205.0,"sell_vol":11283.0,"unclassified_vol":0.0,"imbalance":-0.557565,"bid":14.81,"ask":14.82,"spread_pct":0.067499,"quote_size_imbalance":null,"quote_age_s":1.646609},"context":{"vwap":14.688649,"price_vs_vwap_pct":0.860196,"ema9":14.833378,"ema20":14.829397,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.703753,"dist_to_hod_atr":5.523438,"atr":0.01901,"spread_atr":0.526042,"own_change_pct":-0.051914,"rel_strength_pct":{"SPY":-0.041427,"IWM":-0.051914}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.536426},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ed208e2564a2","ts":"2026-09-09T17:42:25+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.29 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2147,"target":5.48,"target_label":"premarket_high","reward_risk":2.3,"pos_in_5d_range_pct":2.0,"room_to_5d_high_atr":2.32},"price":5.295,"vwap":5.2997,"ext_from_open_pct":-1.4,"max_ext_allowed_pct":3.0,"volume_pace":1.341,"trend":"flat","recent_slope_pct":-0.0603,"volatility":"high"},"price":5.295,"volume":{"bars":252,"last_bar_volume":22389.0,"baseline_avg":50499.75,"bar_rvol":0.443349,"raw_accel":0.005028,"smooth_accel":-0.63981,"accel_momentum":-0.221935,"rvol_3bar":[0.417126,0.448251,0.443349],"trend_3bar":"MIXED","projected_rvol":1.150152},"flow":{"window_s":30,"trades":111,"trade_rate":3.7,"buy_vol":5927.0,"sell_vol":18562.0,"unclassified_vol":0.0,"imbalance":-0.515946,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":2.589332},"context":{"vwap":5.299738,"price_vs_vwap_pct":-0.089403,"ema9":5.304902,"ema20":5.297337,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-3.021978,"dist_to_hod_atr":10.560177,"atr":0.015625,"spread_atr":0.640011,"own_change_pct":-0.237065,"rel_strength_pct":{"SPY":-0.222644,"IWM":-0.240503}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.228744},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c1d68f1c9a1f","ts":"2026-09-09T17:42:30+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2197,"target":5.48,"target_label":"premarket_high","reward_risk":2.24,"pos_in_5d_range_pct":2.6,"room_to_5d_high_atr":2.3},"price":5.3,"vwap":5.2997,"ext_from_open_pct":-1.3,"max_ext_allowed_pct":3.0,"volume_pace":1.34,"trend":"flat","recent_slope_pct":-0.0415,"volatility":"high"},"price":5.3,"volume":{"bars":252,"last_bar_volume":22389.0,"baseline_avg":50499.75,"bar_rvol":0.443349,"raw_accel":0.005028,"smooth_accel":-0.63981,"accel_momentum":-0.221935,"rvol_3bar":[0.417126,0.448251,0.443349],"trend_3bar":"MIXED","projected_rvol":0.966381},"flow":{"window_s":30,"trades":108,"trade_rate":3.6,"buy_vol":6027.0,"sell_vol":18374.0,"unclassified_vol":0.0,"imbalance":-0.506004,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":1.815896},"context":{"vwap":5.299738,"price_vs_vwap_pct":0.004942,"ema9":5.304902,"ema20":5.297337,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.930403,"dist_to_hod_atr":10.240171,"atr":0.015625,"spread_atr":0.640011,"own_change_pct":-0.237065,"rel_strength_pct":{"SPY":-0.222644,"IWM":-0.240503}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.224336},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7286fffd8e93","ts":"2026-09-09T17:42:35+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.29 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2147,"target":5.48,"target_label":"premarket_high","reward_risk":2.3,"pos_in_5d_range_pct":2.0,"room_to_5d_high_atr":2.32},"price":5.295,"vwap":5.2997,"ext_from_open_pct":-1.4,"max_ext_allowed_pct":3.0,"volume_pace":1.34,"trend":"flat","recent_slope_pct":-0.0603,"volatility":"high"},"price":5.295,"volume":{"bars":252,"last_bar_volume":22389.0,"baseline_avg":50499.75,"bar_rvol":0.443349,"raw_accel":0.005028,"smooth_accel":-0.63981,"accel_momentum":-0.221935,"rvol_3bar":[0.417126,0.448251,0.443349],"trend_3bar":"MIXED","projected_rvol":0.831721},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":5994.0,"sell_vol":18250.0,"unclassified_vol":0.0,"imbalance":-0.505527,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":3.954325},"context":{"vwap":5.299738,"price_vs_vwap_pct":-0.089403,"ema9":5.304902,"ema20":5.297337,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-3.021978,"dist_to_hod_atr":10.560177,"atr":0.015625,"spread_atr":0.640011,"own_change_pct":-0.237065,"rel_strength_pct":{"SPY":-0.222644,"IWM":-0.240503}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.224125},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7bd8cf73ac31","ts":"2026-09-09T17:42:45+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2238,"target":5.48,"target_label":"premarket_high","reward_risk":2.19,"pos_in_5d_range_pct":3.2,"room_to_5d_high_atr":2.29},"price":5.3041,"vwap":5.2997,"ext_from_open_pct":-1.23,"max_ext_allowed_pct":3.0,"volume_pace":1.339,"trend":"flat","recent_slope_pct":-0.026,"volatility":"high"},"price":5.3041,"volume":{"bars":252,"last_bar_volume":22389.0,"baseline_avg":50499.75,"bar_rvol":0.443349,"raw_accel":0.005028,"smooth_accel":-0.63981,"accel_momentum":-0.221935,"rvol_3bar":[0.417126,0.448251,0.443349],"trend_3bar":"MIXED","projected_rvol":0.647977},"flow":{"window_s":30,"trades":87,"trade_rate":2.9,"buy_vol":5867.0,"sell_vol":17121.0,"unclassified_vol":0.0,"imbalance":-0.48956,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":4.649711},"context":{"vwap":5.299738,"price_vs_vwap_pct":0.082304,"ema9":5.304902,"ema20":5.297337,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.855311,"dist_to_hod_atr":9.977767,"atr":0.015625,"spread_atr":0.640011,"own_change_pct":-0.237065,"rel_strength_pct":{"SPY":-0.222644,"IWM":-0.240503}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.217046},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"19b36b61c365","ts":"2026-09-09T17:43:15+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.30 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2185,"target":5.48,"target_label":"premarket_high","reward_risk":2.26,"pos_in_5d_range_pct":2.5,"room_to_5d_high_atr":2.31},"price":5.2988,"vwap":5.2997,"ext_from_open_pct":-1.33,"max_ext_allowed_pct":4.0,"volume_pace":1.338,"trend":"flat","recent_slope_pct":-0.0422,"volatility":"high"},"price":5.2988,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":1.007721},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":15308.0,"sell_vol":2434.0,"unclassified_vol":0.0,"imbalance":0.725623,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":6.553022},"context":{"vwap":5.299739,"price_vs_vwap_pct":-0.017709,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.952381,"dist_to_hod_atr":10.114664,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.2632,"IWM":-0.276734}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.416727},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8cbaa170c5df","ts":"2026-09-09T17:43:25+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2197,"target":5.48,"target_label":"premarket_high","reward_risk":2.24,"pos_in_5d_range_pct":2.6,"room_to_5d_high_atr":2.3},"price":5.3,"vwap":5.2997,"ext_from_open_pct":-1.3,"max_ext_allowed_pct":4.0,"volume_pace":1.338,"trend":"flat","recent_slope_pct":-0.0377,"volatility":"high"},"price":5.3,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":1.082833},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":18854.0,"sell_vol":4236.0,"unclassified_vol":0.0,"imbalance":0.633088,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":3.012768},"context":{"vwap":5.299739,"price_vs_vwap_pct":0.004934,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.930403,"dist_to_hod_atr":10.039368,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.2632,"IWM":-0.276734}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.363584},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b7fbc28954ee","ts":"2026-09-09T17:43:35+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.30 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2172,"target":5.48,"target_label":"premarket_high","reward_risk":2.27,"pos_in_5d_range_pct":2.3,"room_to_5d_high_atr":2.31},"price":5.2975,"vwap":5.2997,"ext_from_open_pct":-1.35,"max_ext_allowed_pct":4.0,"volume_pace":1.337,"trend":"flat","recent_slope_pct":-0.0471,"volatility":"high"},"price":5.2975,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":1.062199},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":20541.0,"sell_vol":5929.0,"unclassified_vol":0.0,"imbalance":0.552021,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":0.786606},"context":{"vwap":5.299739,"price_vs_vwap_pct":-0.042238,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.97619,"dist_to_hod_atr":10.196234,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.2632,"IWM":-0.276734}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.317027},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e42b5271eee7","ts":"2026-09-09T17:43:45+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2197,"target":5.48,"target_label":"premarket_high","reward_risk":2.24,"pos_in_5d_range_pct":2.6,"room_to_5d_high_atr":2.3},"price":5.3,"vwap":5.2997,"ext_from_open_pct":-1.3,"max_ext_allowed_pct":4.0,"volume_pace":1.337,"trend":"flat","recent_slope_pct":-0.0377,"volatility":"high"},"price":5.3,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":0.955823},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":19499.0,"sell_vol":4295.0,"unclassified_vol":0.0,"imbalance":0.638985,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":2.043252},"context":{"vwap":5.299739,"price_vs_vwap_pct":0.004934,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.930403,"dist_to_hod_atr":10.039368,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.2632,"IWM":-0.276734}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.366971},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1bb34a795572","ts":"2026-09-09T17:43:50+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.29 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2147,"target":5.48,"target_label":"premarket_high","reward_risk":2.3,"pos_in_5d_range_pct":2.0,"room_to_5d_high_atr":2.32},"price":5.295,"vwap":5.2997,"ext_from_open_pct":-1.4,"max_ext_allowed_pct":4.0,"volume_pace":1.336,"trend":"flat","recent_slope_pct":-0.0566,"volatility":"high"},"price":5.295,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":0.86758},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":14289.0,"sell_vol":2893.0,"unclassified_vol":0.0,"imbalance":0.663252,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":1.394477},"context":{"vwap":5.299739,"price_vs_vwap_pct":-0.089411,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-3.021978,"dist_to_hod_atr":10.353099,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.2632,"IWM":-0.276734}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.380908},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"cbb289bddf20","ts":"2026-09-09T17:43:55+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2197,"target":5.48,"target_label":"premarket_high","reward_risk":2.24,"pos_in_5d_range_pct":2.6,"room_to_5d_high_atr":2.3},"price":5.3,"vwap":5.2997,"ext_from_open_pct":-1.3,"max_ext_allowed_pct":4.0,"volume_pace":1.336,"trend":"flat","recent_slope_pct":-0.0377,"volatility":"high"},"price":5.3,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":0.834092},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":13495.0,"sell_vol":2544.0,"unclassified_vol":0.0,"imbalance":0.682773,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":0.35785},"context":{"vwap":5.299739,"price_vs_vwap_pct":0.004934,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.930403,"dist_to_hod_atr":10.039368,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.2632,"IWM":-0.276734}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.392118},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"88d7641643b8","ts":"2026-09-09T17:44:00+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.29 below VWAP $5.30","plan":{"state":"PASS","setup":"","stop":5.2147,"target":5.48,"target_label":"premarket_high","reward_risk":2.3,"pos_in_5d_range_pct":2.0,"room_to_5d_high_atr":2.32},"price":5.295,"vwap":5.2997,"ext_from_open_pct":-1.4,"max_ext_allowed_pct":4.0,"volume_pace":1.336,"trend":"flat","recent_slope_pct":-0.0566,"volatility":"high"},"price":5.295,"volume":{"bars":253,"last_bar_volume":29391.0,"baseline_avg":51176.85,"bar_rvol":0.574303,"raw_accel":0.312743,"smooth_accel":-0.619414,"accel_momentum":0.020395,"rvol_3bar":[0.448251,0.443349,0.574303],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":43,"trade_rate":1.433333,"buy_vol":11119.0,"sell_vol":1251.0,"unclassified_vol":0.0,"imbalance":0.797736,"bid":5.29,"ask":5.3,"spread_pct":0.188857,"quote_size_imbalance":null,"quote_age_s":0.11289},"context":{"vwap":5.299739,"price_vs_vwap_pct":-0.089411,"ema9":5.303922,"ema20":5.297591,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-3.021978,"dist_to_hod_atr":10.353099,"atr":0.015937,"spread_atr":0.627461,"own_change_pct":-0.257824,"rel_strength_pct":{"SPY":-0.295109,"IWM":-0.302528}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.458142},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6b16da29db16","ts":"2026-09-09T17:44:10+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.505,"target":12.74,"target_label":"premarket_high","reward_risk":0.81,"pos_in_5d_range_pct":41.5,"room_to_5d_high_atr":1.23},"price":12.635,"vwap":12.5976,"ext_from_open_pct":0.2,"max_ext_allowed_pct":3.0,"volume_pace":2.671,"trend":"flat","recent_slope_pct":-0.1083,"volatility":"medium"},"price":12.635,"volume":{"bars":254,"last_bar_volume":8201.0,"baseline_avg":19770.05,"bar_rvol":0.414819,"raw_accel":-0.860527,"smooth_accel":0.049982,"accel_momentum":-0.051559,"rvol_3bar":[0.800223,3.457044,0.414819],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":236,"trade_rate":7.866667,"buy_vol":23884.0,"sell_vol":20572.0,"unclassified_vol":0.0,"imbalance":0.074501,"bid":12.63,"ask":12.64,"spread_pct":0.079145,"quote_size_imbalance":null,"quote_age_s":0.017033},"context":{"vwap":12.597124,"price_vs_vwap_pct":0.300669,"ema9":12.695859,"ema20":12.701038,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.519875,"dist_to_hod_atr":7.000865,"atr":0.027854,"spread_atr":0.359019,"own_change_pct":-0.157418,"rel_strength_pct":{"SPY":-0.194704,"IWM":-0.202123}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.030904},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7bcd08c62857","ts":"2026-09-09T17:44:55+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":4.65,"target":4.93,"target_label":"ceiling","reward_risk":0.4,"pos_in_5d_range_pct":81.1,"room_to_5d_high_atr":1.23},"price":4.85,"vwap":4.8387,"ext_from_open_pct":-3.96,"max_ext_allowed_pct":4.0,"volume_pace":0.171,"trend":"flat","recent_slope_pct":0.3869,"volatility":"high"},"price":4.85,"volume":{"bars":252,"last_bar_volume":2903.0,"baseline_avg":851.9,"bar_rvol":3.407677,"raw_accel":12.630708,"smooth_accel":5.286713,"accel_momentum":2.765011,"rvol_3bar":[11.445232,0.124066,3.407677],"trend_3bar":"MIXED","projected_rvol":0.153667},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":106.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.981308,"bid":4.75,"ask":4.85,"spread_pct":2.083333,"quote_size_imbalance":null,"quote_age_s":24.994215},"context":{"vwap":4.83872,"price_vs_vwap_pct":0.233116,"ema9":4.758934,"ema20":4.74027,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-5.825243,"dist_to_hod_atr":6.725682,"atr":0.044605,"spread_atr":2.241894,"own_change_pct":1.053741,"rel_strength_pct":{"SPY":1.016456,"IWM":1.009037}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":3.343982},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0f6c842c045c","ts":"2026-09-09T17:45:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.505,"target":12.74,"target_label":"premarket_high","reward_risk":0.57,"pos_in_5d_range_pct":43.7,"room_to_5d_high_atr":1.18},"price":12.655,"vwap":12.5978,"ext_from_open_pct":0.36,"max_ext_allowed_pct":4.0,"volume_pace":2.672,"trend":"flat","recent_slope_pct":-0.1301,"volatility":"medium"},"price":12.655,"volume":{"bars":255,"last_bar_volume":60144.0,"baseline_avg":19792.3,"bar_rvol":3.038757,"raw_accel":6.33374,"smooth_accel":3.357863,"accel_momentum":3.30788,"rvol_3bar":[3.457044,0.414819,3.038757],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":12440.0,"sell_vol":5760.0,"unclassified_vol":0.0,"imbalance":0.367033,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":0.472793},"context":{"vwap":12.597775,"price_vs_vwap_pct":0.454247,"ema9":12.685687,"ema20":12.695701,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.363991,"dist_to_hod_atr":5.798843,"atr":0.030178,"spread_atr":0.331362,"own_change_pct":-0.337332,"rel_strength_pct":{"SPY":-0.397665,"IWM":-0.387191}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.115324},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d0e2783a7194","ts":"2026-09-09T17:45:10+00:00","symbol":"SST","event":"REJECT","bot":{"state":"REJECT","reason":"price $4.80 below VWAP $4.84","plan":{"state":"PASS","setup":"","stop":4.6,"target":4.93,"target_label":"ceiling","reward_risk":0.65,"pos_in_5d_range_pct":79.5,"room_to_5d_high_atr":1.33},"price":4.8,"vwap":4.8385,"ext_from_open_pct":-4.95,"max_ext_allowed_pct":4.0,"volume_pace":0.172,"trend":"flat","recent_slope_pct":0.3246,"volatility":"high"},"price":4.8,"volume":{"bars":253,"last_bar_volume":8031.0,"baseline_avg":995.85,"bar_rvol":8.064468,"raw_accel":1.766449,"smooth_accel":0.29776,"accel_momentum":-4.988953,"rvol_3bar":[0.124066,3.407677,8.064468],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":7917.0,"sell_vol":101.0,"unclassified_vol":0.0,"imbalance":0.974807,"bid":4.75,"ask":4.85,"spread_pct":2.083333,"quote_size_imbalance":null,"quote_age_s":9.994188},"context":{"vwap":4.838471,"price_vs_vwap_pct":-0.795105,"ema9":4.777147,"ema20":4.750721,"ema_stack":true,"ema_warm":true,"hod":5.15,"dist_to_hod_pct":-6.796117,"dist_to_hod_atr":7.220038,"atr":0.048476,"spread_atr":2.062868,"own_change_pct":1.677149,"rel_strength_pct":{"SPY":1.616816,"IWM":1.62729}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":7.861297},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"656d37928bd3","ts":"2026-09-09T17:45:25+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3348,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":0.1429,"volatility":"high"},"price":8.48,"volume":{"bars":255,"last_bar_volume":2931.0,"baseline_avg":1433.25,"bar_rvol":2.045003,"raw_accel":3.211207,"smooth_accel":0.185121,"accel_momentum":0.379614,"rvol_3bar":[0.663203,0.474842,2.045003],"trend_3bar":"MIXED","projected_rvol":1.039874},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":707.0,"sell_vol":113.0,"unclassified_vol":0.0,"imbalance":0.72439,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":2.951602},"context":{"vwap":8.334784,"price_vs_vwap_pct":1.742294,"ema9":8.458777,"ema20":8.457601,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":14.688665,"atr":0.019743,"spread_atr":1.013011,"own_change_pct":0.473373,"rel_strength_pct":{"SPY":0.41304,"IWM":0.423514}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.48138},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4eb5b4ce70c8","ts":"2026-09-09T17:45:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3172,"target":8.8,"target_label":"premarket_high","reward_risk":2.32,"pos_in_5d_range_pct":107.2,"room_to_5d_high_atr":-0.26},"price":8.4625,"vwap":8.3348,"ext_from_open_pct":2.83,"max_ext_allowed_pct":3.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":0.1016,"volatility":"high"},"price":8.4625,"volume":{"bars":255,"last_bar_volume":2931.0,"baseline_avg":1433.25,"bar_rvol":2.045003,"raw_accel":3.211207,"smooth_accel":0.185121,"accel_momentum":0.379614,"rvol_3bar":[0.663203,0.474842,2.045003],"trend_3bar":"MIXED","projected_rvol":0.867957},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":508.0,"sell_vol":114.0,"unclassified_vol":0.0,"imbalance":0.633441,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":7.951602},"context":{"vwap":8.334784,"price_vs_vwap_pct":1.532331,"ema9":8.458777,"ema20":8.457601,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.506271,"dist_to_hod_atr":15.57505,"atr":0.019743,"spread_atr":1.013011,"own_change_pct":0.473373,"rel_strength_pct":{"SPY":0.41304,"IWM":0.423514}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.295388},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4cd89e4f3f52","ts":"2026-09-09T17:45:35+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3349,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":0.1429,"volatility":"high"},"price":8.48,"volume":{"bars":255,"last_bar_volume":2931.0,"baseline_avg":1433.25,"bar_rvol":2.045003,"raw_accel":3.211207,"smooth_accel":0.185121,"accel_momentum":0.379614,"rvol_3bar":[0.663203,0.474842,2.045003],"trend_3bar":"MIXED","projected_rvol":0.870748},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":106.0,"sell_vol":114.0,"unclassified_vol":0.0,"imbalance":-0.036364,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":4.993589},"context":{"vwap":8.334784,"price_vs_vwap_pct":1.742294,"ema9":8.458777,"ema20":8.457601,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":14.688665,"atr":0.019743,"spread_atr":1.013011,"own_change_pct":0.473373,"rel_strength_pct":{"SPY":0.41304,"IWM":0.423514}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.074364},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7bccc3511cb1","ts":"2026-09-09T17:45:50+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2247,"target":5.48,"target_label":"premarket_high","reward_risk":2.18,"pos_in_5d_range_pct":3.3,"room_to_5d_high_atr":2.29},"price":5.305,"vwap":5.2997,"ext_from_open_pct":-1.21,"max_ext_allowed_pct":4.0,"volume_pace":1.334,"trend":"flat","recent_slope_pct":0.0079,"volatility":"high"},"price":5.305,"volume":{"bars":255,"last_bar_volume":32937.0,"baseline_avg":50203.65,"bar_rvol":0.656068,"raw_accel":-0.162675,"smooth_accel":0.53037,"accel_momentum":0.94132,"rvol_3bar":[0.574303,0.759737,0.656068],"trend_3bar":"MIXED","projected_rvol":1.753092},"flow":{"window_s":30,"trades":127,"trade_rate":4.233333,"buy_vol":48958.0,"sell_vol":9388.0,"unclassified_vol":0.0,"imbalance":0.678196,"bid":5.3,"ask":5.31,"spread_pct":0.188501,"quote_size_imbalance":null,"quote_age_s":0.324775},"context":{"vwap":5.299735,"price_vs_vwap_pct":0.099351,"ema9":5.30151,"ema20":5.297502,"ema_stack":true,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.838828,"dist_to_hod_atr":9.86621,"atr":0.01571,"spread_atr":0.63653,"own_change_pct":-0.113101,"rel_strength_pct":{"SPY":-0.173433,"IWM":-0.16296}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.444942},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"98796bc8f588","ts":"2026-09-09T17:46:10+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.674,"target":14.96,"target_label":"premarket_high","reward_risk":1.18,"pos_in_5d_range_pct":7.0,"room_to_5d_high_atr":2.66},"price":14.805,"vwap":14.69,"ext_from_open_pct":-0.77,"max_ext_allowed_pct":4.0,"volume_pace":0.521,"trend":"flat","recent_slope_pct":-0.0092,"volatility":"medium"},"price":14.805,"volume":{"bars":256,"last_bar_volume":2448.0,"baseline_avg":22304.95,"bar_rvol":0.109751,"raw_accel":-0.621697,"smooth_accel":-0.291743,"accel_momentum":0.140101,"rvol_3bar":[1.289634,0.289849,0.109751],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":1287.0,"sell_vol":640.0,"unclassified_vol":0.0,"imbalance":0.335755,"bid":14.8,"ask":14.81,"spread_pct":0.067545,"quote_size_imbalance":null,"quote_age_s":0.880448},"context":{"vwap":14.690002,"price_vs_vwap_pct":0.782831,"ema9":14.824081,"ema20":14.825602,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.770777,"dist_to_hod_atr":5.319598,"atr":0.021618,"spread_atr":0.462574,"own_change_pct":0.035077,"rel_strength_pct":{"SPY":0.0082,"IWM":-0.011329}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.03685},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"17e3665fc6e8","ts":"2026-09-09T17:46:50+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3349,"ext_from_open_pct":3.16,"max_ext_allowed_pct":4.0,"volume_pace":0.67,"trend":"flat","recent_slope_pct":0.1321,"volatility":"high"},"price":8.49,"volume":{"bars":256,"last_bar_volume":881.0,"baseline_avg":1536.85,"bar_rvol":0.57325,"raw_accel":-0.69942,"smooth_accel":0.136089,"accel_momentum":-0.049032,"rvol_3bar":[0.474842,2.045003,0.57325],"trend_3bar":"MIXED","projected_rvol":0.205355},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":221.0,"sell_vol":19.0,"unclassified_vol":0.0,"imbalance":0.841667,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":2.87275},"context":{"vwap":8.334873,"price_vs_vwap_pct":1.86118,"ema9":8.463021,"ema20":8.459734,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":13.795021,"atr":0.020297,"spread_atr":0.985359,"own_change_pct":0.35503,"rel_strength_pct":{"SPY":0.328152,"IWM":0.308623}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.482486},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"67575d6b78c3","ts":"2026-09-09T17:47:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3362,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.674,"trend":"flat","recent_slope_pct":0.1299,"volatility":"high"},"price":8.5,"volume":{"bars":257,"last_bar_volume":9719.0,"baseline_avg":1468.95,"bar_rvol":6.616291,"raw_accel":10.031782,"smooth_accel":3.243023,"accel_momentum":3.106934,"rvol_3bar":[2.045003,0.57325,6.616291],"trend_3bar":"MIXED","projected_rvol":5.372545},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":10108.0,"sell_vol":1547.0,"unclassified_vol":0.0,"imbalance":0.734535,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":4.568105},"context":{"vwap":8.335933,"price_vs_vwap_pct":1.968185,"ema9":8.470417,"ema20":8.463569,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":11.963414,"atr":0.022569,"spread_atr":0.886179,"own_change_pct":0.7109,"rel_strength_pct":{"SPY":0.660421,"IWM":0.649026}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":4.859894},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8c6bd9b1860a","ts":"2026-09-09T17:47:50+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3633,"target":8.8,"target_label":"premarket_high","reward_risk":2.01,"pos_in_5d_range_pct":109.4,"room_to_5d_high_atr":-0.34},"price":8.5086,"vwap":8.3363,"ext_from_open_pct":3.39,"max_ext_allowed_pct":4.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":0.1501,"volatility":"high"},"price":8.5086,"volume":{"bars":257,"last_bar_volume":9719.0,"baseline_avg":1468.95,"bar_rvol":6.616291,"raw_accel":10.031782,"smooth_accel":3.243023,"accel_momentum":3.106934,"rvol_3bar":[2.045003,0.57325,6.616291],"trend_3bar":"MIXED","projected_rvol":2.665577},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":1200.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":3.604103},"context":{"vwap":8.335933,"price_vs_vwap_pct":2.071353,"ema9":8.470417,"ema20":8.463569,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.980616,"dist_to_hod_atr":11.582357,"atr":0.022569,"spread_atr":0.886179,"own_change_pct":0.7109,"rel_strength_pct":{"SPY":0.660421,"IWM":0.649026}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":6.616291},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"81e23181df3f","ts":"2026-09-09T17:48:10+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3363,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":0.0406,"volatility":"high"},"price":8.5,"volume":{"bars":258,"last_bar_volume":3324.0,"baseline_avg":1902.9,"bar_rvol":1.746808,"raw_accel":-0.65799,"smooth_accel":1.923368,"accel_momentum":-1.319655,"rvol_3bar":[0.57325,6.616291,1.746808],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":1381.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.998553,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":9.993471},"context":{"vwap":8.336312,"price_vs_vwap_pct":1.963549,"ema9":8.475234,"ema20":8.466515,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":12.115598,"atr":0.022285,"spread_atr":0.897452,"own_change_pct":0.537335,"rel_strength_pct":{"SPY":0.495512,"IWM":0.485774}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.74428},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a42806059a6b","ts":"2026-09-09T17:48:20+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.6074,"target":12.05,"target_label":"premarket_high","reward_risk":0.75,"pos_in_5d_range_pct":90.3,"room_to_5d_high_atr":0.2},"price":11.86,"vwap":11.8245,"ext_from_open_pct":-1.66,"max_ext_allowed_pct":4.0,"volume_pace":0.691,"trend":"flat","recent_slope_pct":0.1142,"volatility":"high"},"price":11.86,"volume":{"bars":258,"last_bar_volume":24555.0,"baseline_avg":47894.6,"bar_rvol":0.512688,"raw_accel":-0.453471,"smooth_accel":0.22638,"accel_momentum":-0.051748,"rvol_3bar":[2.068886,0.916051,0.512688],"trend_3bar":"DECELERATING","projected_rvol":4.952938},"flow":{"window_s":30,"trades":208,"trade_rate":6.933333,"buy_vol":70613.0,"sell_vol":15052.0,"unclassified_vol":0.0,"imbalance":0.648585,"bid":11.86,"ask":11.87,"spread_pct":0.084282,"quote_size_imbalance":null,"quote_age_s":0.710168},"context":{"vwap":11.824464,"price_vs_vwap_pct":0.300533,"ema9":11.806558,"ema20":11.797526,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.386831,"dist_to_hod_atr":9.781553,"atr":0.029648,"spread_atr":0.337295,"own_change_pct":0.339271,"rel_strength_pct":{"SPY":0.297447,"IWM":0.287709}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.332522},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"97e386acee07","ts":"2026-09-09T17:48:45+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3597,"target":8.8,"target_label":"premarket_high","reward_risk":2.03,"pos_in_5d_range_pct":109.2,"room_to_5d_high_atr":-0.34},"price":8.505,"vwap":8.3364,"ext_from_open_pct":3.34,"max_ext_allowed_pct":4.0,"volume_pace":0.671,"trend":"flat","recent_slope_pct":0.0524,"volatility":"high"},"price":8.505,"volume":{"bars":258,"last_bar_volume":3324.0,"baseline_avg":1902.9,"bar_rvol":1.746808,"raw_accel":-0.65799,"smooth_accel":1.923368,"accel_momentum":-1.319655,"rvol_3bar":[0.57325,6.616291,1.746808],"trend_3bar":"MIXED","projected_rvol":0.602589},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":202.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.990148,"bid":8.5,"ask":8.51,"spread_pct":0.117578,"quote_size_imbalance":null,"quote_age_s":0.851449},"context":{"vwap":8.336312,"price_vs_vwap_pct":2.023528,"ema9":8.475234,"ema20":8.466515,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.021665,"dist_to_hod_atr":11.891235,"atr":0.022285,"spread_atr":0.448726,"own_change_pct":0.537335,"rel_strength_pct":{"SPY":0.495512,"IWM":0.485774}},"vas":{"raw":5,"score":7.5,"components":{"rvol":1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.729598},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"df841d98ef91","ts":"2026-09-09T17:49:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.7% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4239,"target":13.88,"target_label":"ceiling","reward_risk":1.21,"pos_in_5d_range_pct":167.2,"room_to_5d_high_atr":-1.09},"price":13.63,"vwap":13.0203,"ext_from_open_pct":10.72,"max_ext_allowed_pct":3.0,"volume_pace":1.016,"trend":"flat","recent_slope_pct":-0.4745,"volatility":"high"},"price":13.63,"volume":{"bars":258,"last_bar_volume":7232.0,"baseline_avg":6181.65,"bar_rvol":1.169914,"raw_accel":-0.722997,"smooth_accel":1.252605,"accel_momentum":0.504048,"rvol_3bar":[1.98616,5.276369,1.169914],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":607.0,"sell_vol":3611.0,"unclassified_vol":0.0,"imbalance":-0.712186,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":14.042833},"context":{"vwap":13.016757,"price_vs_vwap_pct":4.711184,"ema9":13.746351,"ema20":13.746779,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.801153,"dist_to_hod_atr":2.98825,"atr":0.083661,"spread_atr":0.59765,"own_change_pct":-1.591896,"rel_strength_pct":{"SPY":-1.617552,"IWM":-1.621112}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.833196},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0b88a9691dbb","ts":"2026-09-09T17:49:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.4% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":13.3839,"target":13.88,"target_label":"ceiling","reward_risk":1.41,"pos_in_5d_range_pct":164.2,"room_to_5d_high_atr":-1.04},"price":13.59,"vwap":13.0205,"ext_from_open_pct":10.4,"max_ext_allowed_pct":4.0,"volume_pace":1.016,"trend":"flat","recent_slope_pct":-0.2803,"volatility":"high"},"price":13.59,"volume":{"bars":259,"last_bar_volume":6575.0,"baseline_avg":6336.7,"bar_rvol":1.037606,"raw_accel":-0.090846,"smooth_accel":0.670154,"accel_momentum":-0.582452,"rvol_3bar":[5.276369,1.169914,1.037606],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":561.0,"sell_vol":408.0,"unclassified_vol":0.0,"imbalance":0.157895,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":19.042833},"context":{"vwap":13.020335,"price_vs_vwap_pct":4.375197,"ema9":13.723081,"ema20":13.735657,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-2.089337,"dist_to_hod_atr":3.60059,"atr":0.080542,"spread_atr":0.620791,"own_change_pct":-1.659452,"rel_strength_pct":{"SPY":-1.685108,"IWM":-1.688668}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.163833},"shadow":{"decision":"FAIL","failed":["rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"40395419962d","ts":"2026-09-09T17:49:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3365,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.671,"trend":"flat","recent_slope_pct":0.0528,"volatility":"high"},"price":8.5,"volume":{"bars":259,"last_bar_volume":1035.0,"baseline_avg":1933.0,"bar_rvol":0.535437,"raw_accel":-0.688628,"smooth_accel":2.122893,"accel_momentum":0.199525,"rvol_3bar":[6.616291,1.746808,0.535437],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":254.0,"sell_vol":441.0,"unclassified_vol":0.0,"imbalance":-0.269065,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":2.64726},"context":{"vwap":8.33643,"price_vs_vwap_pct":1.962108,"ema9":8.481167,"ema20":8.470171,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":12.161803,"atr":0.022201,"spread_atr":0.900874,"own_change_pct":0.650895,"rel_strength_pct":{"SPY":0.625239,"IWM":0.621679}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.144067},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"a150934277c3","ts":"2026-09-09T17:49:25+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8645,"target":14.06,"target_label":"premarket_high","reward_risk":0.34,"pos_in_5d_range_pct":33.9,"room_to_5d_high_atr":2.15},"price":14.01,"vwap":13.8926,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.556,"trend":"flat","recent_slope_pct":-0.0071,"volatility":"medium"},"price":14.01,"volume":{"bars":259,"last_bar_volume":31378.0,"baseline_avg":15102.7,"bar_rvol":2.077642,"raw_accel":0.145057,"smooth_accel":0.251775,"accel_momentum":0.472847,"rvol_3bar":[0.370383,1.864232,2.077642],"trend_3bar":"ACCELERATING","projected_rvol":2.970383},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":5087.0,"sell_vol":14929.0,"unclassified_vol":0.0,"imbalance":-0.491707,"bid":14.0,"ask":14.01,"spread_pct":0.071403,"quote_size_imbalance":null,"quote_age_s":5.966204},"context":{"vwap":13.89233,"price_vs_vwap_pct":0.847016,"ema9":14.016819,"ema20":14.019415,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.615169,"dist_to_hod_atr":10.780518,"atr":0.021335,"spread_atr":0.468718,"own_change_pct":-0.058475,"rel_strength_pct":{"SPY":-0.084131,"IWM":-0.087691}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.02159},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"392f43a019e7","ts":"2026-09-09T17:49:35+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3548,"target":8.8,"target_label":"premarket_high","reward_risk":2.06,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5001,"vwap":8.3365,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.67,"trend":"flat","recent_slope_pct":0.0531,"volatility":"high"},"price":8.5001,"volume":{"bars":259,"last_bar_volume":1035.0,"baseline_avg":1933.0,"bar_rvol":0.535437,"raw_accel":-0.688628,"smooth_accel":2.122893,"accel_momentum":0.199525,"rvol_3bar":[6.616291,1.746808,0.535437],"trend_3bar":"DECELERATING","projected_rvol":0.470919},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":8.0,"sell_vol":105.0,"unclassified_vol":0.0,"imbalance":-0.858407,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":4.993368},"context":{"vwap":8.33643,"price_vs_vwap_pct":1.963307,"ema9":8.481167,"ema20":8.470171,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.077537,"dist_to_hod_atr":12.157298,"atr":0.022201,"spread_atr":0.900874,"own_change_pct":0.650895,"rel_strength_pct":{"SPY":0.625239,"IWM":0.621679}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.459623},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"05991b60c016","ts":"2026-09-09T17:50:00+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3365,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.669,"trend":"flat","recent_slope_pct":0.0528,"volatility":"high"},"price":8.5,"volume":{"bars":259,"last_bar_volume":1035.0,"baseline_avg":1933.0,"bar_rvol":0.535437,"raw_accel":-0.688628,"smooth_accel":2.122893,"accel_momentum":0.199525,"rvol_3bar":[6.616291,1.746808,0.535437],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":5.0,"sell_vol":204.0,"unclassified_vol":0.0,"imbalance":-0.952153,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":4.653496},"context":{"vwap":8.33643,"price_vs_vwap_pct":1.962108,"ema9":8.481167,"ema20":8.470171,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":12.161803,"atr":0.022201,"spread_atr":0.900874,"own_change_pct":0.650895,"rel_strength_pct":{"SPY":0.628612,"IWM":0.625119}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.509818},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"6dd2d3d352fa","ts":"2026-09-09T17:50:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8625,"target":14.06,"target_label":"premarket_high","reward_risk":0.36,"pos_in_5d_range_pct":33.8,"room_to_5d_high_atr":2.15},"price":14.008,"vwap":13.8932,"ext_from_open_pct":-0.01,"max_ext_allowed_pct":3.0,"volume_pace":0.558,"trend":"flat","recent_slope_pct":-0.017,"volatility":"medium"},"price":14.008,"volume":{"bars":260,"last_bar_volume":58261.0,"baseline_avg":15546.75,"bar_rvol":3.747471,"raw_accel":0.856747,"smooth_accel":4.58673,"accel_momentum":4.334956,"rvol_3bar":[1.864232,2.077642,3.747471],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":170,"trade_rate":5.666667,"buy_vol":7269.0,"sell_vol":10859.0,"unclassified_vol":0.0,"imbalance":-0.198036,"bid":13.99,"ask":14.0,"spread_pct":0.071454,"quote_size_imbalance":null,"quote_age_s":0.415778},"context":{"vwap":13.893198,"price_vs_vwap_pct":0.826315,"ema9":14.013456,"ema20":14.017566,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.629213,"dist_to_hod_atr":10.703499,"atr":0.021675,"spread_atr":0.461358,"own_change_pct":-0.116293,"rel_strength_pct":{"SPY":-0.138577,"IWM":-0.142069}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.742135},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"35918b28ef64","ts":"2026-09-09T17:50:25+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.8295,"target":14.06,"target_label":"premarket_high","reward_risk":0.58,"pos_in_5d_range_pct":32.0,"room_to_5d_high_atr":2.21},"price":13.975,"vwap":13.894,"ext_from_open_pct":-0.25,"max_ext_allowed_pct":3.0,"volume_pace":0.561,"trend":"flat","recent_slope_pct":-0.0641,"volatility":"medium"},"price":13.975,"volume":{"bars":260,"last_bar_volume":58261.0,"baseline_avg":15546.75,"bar_rvol":3.747471,"raw_accel":0.856747,"smooth_accel":4.58673,"accel_momentum":4.334956,"rvol_3bar":[1.864232,2.077642,3.747471],"trend_3bar":"ACCELERATING","projected_rvol":9.434049},"flow":{"window_s":30,"trades":189,"trade_rate":6.3,"buy_vol":10216.0,"sell_vol":51132.0,"unclassified_vol":0.0,"imbalance":-0.666949,"bid":13.97,"ask":13.98,"spread_pct":0.071556,"quote_size_imbalance":null,"quote_age_s":0.094006},"context":{"vwap":13.893198,"price_vs_vwap_pct":0.588789,"ema9":14.013456,"ema20":14.017566,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.860955,"dist_to_hod_atr":12.22598,"atr":0.021675,"spread_atr":0.461358,"own_change_pct":-0.116293,"rel_strength_pct":{"SPY":-0.138577,"IWM":-0.142069}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.499373},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"93f60bf0597b","ts":"2026-09-09T17:50:55+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3366,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.667,"trend":"flat","recent_slope_pct":0.0065,"volatility":"high"},"price":8.5,"volume":{"bars":260,"last_bar_volume":635.0,"baseline_avg":1944.15,"bar_rvol":0.326621,"raw_accel":-0.386473,"smooth_accel":-0.630922,"accel_momentum":-2.753814,"rvol_3bar":[1.746808,0.535437,0.326621],"trend_3bar":"DECELERATING","projected_rvol":0.505573},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":182.0,"sell_vol":405.0,"unclassified_vol":0.0,"imbalance":-0.379898,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":24.993314},"context":{"vwap":8.336504,"price_vs_vwap_pct":1.961203,"ema9":8.484934,"ema20":8.473012,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":12.830586,"atr":0.021043,"spread_atr":0.950414,"own_change_pct":0.117786,"rel_strength_pct":{"SPY":0.095502,"IWM":0.092009}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.124083},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"2ee98832445c","ts":"2026-09-09T17:52:00+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4787,"target":14.76,"target_label":"ceiling","reward_risk":1.53,"pos_in_5d_range_pct":185.1,"room_to_5d_high_atr":-2.83},"price":14.59,"vwap":14.4807,"ext_from_open_pct":3.34,"max_ext_allowed_pct":4.0,"volume_pace":3.666,"trend":"flat","recent_slope_pct":-0.0507,"volatility":"medium"},"price":14.59,"volume":{"bars":261,"last_bar_volume":8306.0,"baseline_avg":4102.15,"bar_rvol":2.024792,"raw_accel":5.921667,"smooth_accel":0.686256,"accel_momentum":-1.801659,"rvol_3bar":[0.152767,0.162127,2.024792],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":3004.0,"sell_vol":21084.0,"unclassified_vol":0.0,"imbalance":-0.750581,"bid":14.59,"ask":14.6,"spread_pct":0.068517,"quote_size_imbalance":null,"quote_age_s":0.354039},"context":{"vwap":14.479822,"price_vs_vwap_pct":0.760906,"ema9":14.611829,"ema20":14.614694,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.151762,"dist_to_hod_atr":9.479191,"atr":0.017934,"spread_atr":0.557599,"own_change_pct":-0.127223,"rel_strength_pct":{"SPY":-0.117394,"IWM":-0.101458}},"vas":{"raw":2,"score":5.6,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.519771},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"466c103181dc","ts":"2026-09-09T17:52:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3497,"target":8.8,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":108.8,"room_to_5d_high_atr":-0.32},"price":8.495,"vwap":8.3368,"ext_from_open_pct":3.22,"max_ext_allowed_pct":3.0,"volume_pace":0.664,"trend":"flat","recent_slope_pct":-0.0233,"volatility":"high"},"price":8.495,"volume":{"bars":262,"last_bar_volume":1017.0,"baseline_avg":1919.2,"bar_rvol":0.529908,"raw_accel":0.015984,"smooth_accel":-0.81155,"accel_momentum":-0.003377,"rvol_3bar":[0.326621,0.506861,0.529908],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":635.0,"sell_vol":528.0,"unclassified_vol":0.0,"imbalance":0.092003,"bid":8.49,"ask":8.5,"spread_pct":0.117716,"quote_size_imbalance":null,"quote_age_s":0.111119},"context":{"vwap":8.336739,"price_vs_vwap_pct":1.898361,"ema9":8.490357,"ema20":8.477907,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.13569,"dist_to_hod_atr":13.589334,"atr":0.020236,"spread_atr":0.494158,"own_change_pct":0.0,"rel_strength_pct":{"SPY":0.009829,"IWM":0.025765}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.048753},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"842ceb5f4bc9","ts":"2026-09-09T17:53:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4937,"target":14.76,"target_label":"ceiling","reward_risk":1.39,"pos_in_5d_range_pct":186.1,"room_to_5d_high_atr":-2.86},"price":14.605,"vwap":14.4807,"ext_from_open_pct":3.45,"max_ext_allowed_pct":5.0,"volume_pace":3.653,"trend":"flat","recent_slope_pct":-0.0147,"volatility":"medium"},"price":14.605,"volume":{"bars":263,"last_bar_volume":1325.0,"baseline_avg":4563.1,"bar_rvol":0.290373,"raw_accel":-0.947383,"smooth_accel":4.025697,"accel_momentum":0.100523,"rvol_3bar":[2.024792,6.95991,0.290373],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":635.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":14.6,"ask":14.61,"spread_pct":0.06847,"quote_size_imbalance":null,"quote_age_s":1.395091},"context":{"vwap":14.480711,"price_vs_vwap_pct":0.858304,"ema9":14.605971,"ema20":14.611167,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.050136,"dist_to_hod_atr":8.391455,"atr":0.018471,"spread_atr":0.541384,"own_change_pct":-0.121086,"rel_strength_pct":{"SPY":-0.132894,"IWM":-0.133111}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.290373},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ba53a21f134a","ts":"2026-09-09T17:53:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.8547,"target":14.06,"target_label":"premarket_high","reward_risk":0.41,"pos_in_5d_range_pct":33.3,"room_to_5d_high_atr":2.16},"price":14.0002,"vwap":13.8946,"ext_from_open_pct":-0.07,"max_ext_allowed_pct":3.0,"volume_pace":0.56,"trend":"flat","recent_slope_pct":-0.0222,"volatility":"medium"},"price":14.0002,"volume":{"bars":263,"last_bar_volume":14401.0,"baseline_avg":21071.2,"bar_rvol":0.683445,"raw_accel":-0.371382,"smooth_accel":-0.045804,"accel_momentum":-1.455649,"rvol_3bar":[4.130403,1.091094,0.683445],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":986.0,"sell_vol":511.0,"unclassified_vol":0.0,"imbalance":0.317301,"bid":13.96,"ask":13.97,"spread_pct":0.071608,"quote_size_imbalance":null,"quote_age_s":1.668051},"context":{"vwap":13.89462,"price_vs_vwap_pct":0.759861,"ema9":14.001139,"ema20":14.010303,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-1.683989,"dist_to_hod_atr":8.959053,"atr":0.026766,"spread_atr":0.373605,"own_change_pct":-0.291221,"rel_strength_pct":{"SPY":-0.303028,"IWM":-0.303245}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.216858},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"460856e63573","ts":"2026-09-09T17:53:15+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6042,"target":12.05,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":90.2,"room_to_5d_high_atr":0.2},"price":11.8568,"vwap":11.8249,"ext_from_open_pct":-1.68,"max_ext_allowed_pct":3.0,"volume_pace":0.689,"trend":"flat","recent_slope_pct":0.0046,"volatility":"high"},"price":11.8568,"volume":{"bars":263,"last_bar_volume":70607.0,"baseline_avg":57529.15,"bar_rvol":1.227326,"raw_accel":0.405478,"smooth_accel":-0.514949,"accel_momentum":-0.312054,"rvol_3bar":[0.503265,0.89357,1.227326],"trend_3bar":"ACCELERATING","projected_rvol":1.722953},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":11270.0,"sell_vol":31199.0,"unclassified_vol":0.0,"imbalance":-0.46926,"bid":11.83,"ask":11.84,"spread_pct":0.084495,"quote_size_imbalance":null,"quote_age_s":0.824986},"context":{"vwap":11.824905,"price_vs_vwap_pct":0.269729,"ema9":11.836707,"ema20":11.819123,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.413169,"dist_to_hod_atr":8.423874,"atr":0.034806,"spread_atr":0.287308,"own_change_pct":0.226543,"rel_strength_pct":{"SPY":0.214735,"IWM":0.214518}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.575935},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e5ac3fd5cc96","ts":"2026-09-09T17:53:15+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3527,"target":8.8,"target_label":"premarket_high","reward_risk":2.08,"pos_in_5d_range_pct":108.9,"room_to_5d_high_atr":-0.32},"price":8.498,"vwap":8.3372,"ext_from_open_pct":3.26,"max_ext_allowed_pct":4.0,"volume_pace":0.663,"trend":"flat","recent_slope_pct":-0.0106,"volatility":"high"},"price":8.498,"volume":{"bars":263,"last_bar_volume":2550.0,"baseline_avg":1816.8,"bar_rvol":1.403567,"raw_accel":1.507375,"smooth_accel":-0.085302,"accel_momentum":0.726248,"rvol_3bar":[0.506861,0.529908,1.403567],"trend_3bar":"ACCELERATING","projected_rvol":4.227213},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":1453.0,"sell_vol":687.0,"unclassified_vol":0.0,"imbalance":0.357944,"bid":8.48,"ask":8.5,"spread_pct":0.235571,"quote_size_imbalance":null,"quote_age_s":0.274958},"context":{"vwap":8.337023,"price_vs_vwap_pct":1.930864,"ema9":8.491286,"ema20":8.479535,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.101482,"dist_to_hod_atr":13.80841,"atr":0.019698,"spread_atr":1.015324,"own_change_pct":0.005886,"rel_strength_pct":{"SPY":-0.005922,"IWM":-0.006139}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.502398},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dcfbee909a78","ts":"2026-09-09T17:54:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.6024,"target":12.05,"target_label":"premarket_high","reward_risk":0.77,"pos_in_5d_range_pct":90.1,"room_to_5d_high_atr":0.2},"price":11.855,"vwap":11.825,"ext_from_open_pct":-1.7,"max_ext_allowed_pct":3.0,"volume_pace":0.688,"trend":"flat","recent_slope_pct":0.0093,"volatility":"high"},"price":11.855,"volume":{"bars":264,"last_bar_volume":67483.0,"baseline_avg":59100.95,"bar_rvol":1.141826,"raw_accel":-0.044245,"smooth_accel":-0.397695,"accel_momentum":0.117254,"rvol_3bar":[0.89357,1.227326,1.141826],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":6900.0,"sell_vol":5723.0,"unclassified_vol":0.0,"imbalance":0.093242,"bid":11.85,"ask":11.86,"spread_pct":0.084353,"quote_size_imbalance":null,"quote_age_s":2.956031},"context":{"vwap":11.824953,"price_vs_vwap_pct":0.254096,"ema9":11.837566,"ema20":11.821207,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.427984,"dist_to_hod_atr":8.606391,"atr":0.034277,"spread_atr":0.291742,"own_change_pct":-0.243473,"rel_strength_pct":{"SPY":-0.286069,"IWM":-0.272647}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.106467},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"290cdff9eea6","ts":"2026-09-09T17:54:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3375,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.661,"trend":"flat","recent_slope_pct":0.0,"volatility":"high"},"price":8.5,"volume":{"bars":264,"last_bar_volume":3542.0,"baseline_avg":1818.0,"bar_rvol":1.948295,"raw_accel":0.38902,"smooth_accel":1.66155,"accel_momentum":1.746852,"rvol_3bar":[0.529908,1.403567,1.948295],"trend_3bar":"ACCELERATING","projected_rvol":0.266502},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":323.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":8.442025},"context":{"vwap":8.337419,"price_vs_vwap_pct":1.950013,"ema9":8.493029,"ema20":8.481484,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":14.206477,"atr":0.019005,"spread_atr":1.052332,"own_change_pct":-0.057614,"rel_strength_pct":{"SPY":-0.10021,"IWM":-0.086788}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.948295},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"deba561379ef","ts":"2026-09-09T17:55:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3597,"target":8.8,"target_label":"premarket_high","reward_risk":2.03,"pos_in_5d_range_pct":109.2,"room_to_5d_high_atr":-0.34},"price":8.505,"vwap":8.3375,"ext_from_open_pct":3.34,"max_ext_allowed_pct":4.0,"volume_pace":0.66,"trend":"flat","recent_slope_pct":0.0176,"volatility":"high"},"price":8.505,"volume":{"bars":265,"last_bar_volume":433.0,"baseline_avg":1884.45,"bar_rvol":0.229775,"raw_accel":-0.877753,"smooth_accel":1.45948,"accel_momentum":-0.20207,"rvol_3bar":[1.403567,1.948295,0.229775],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":640.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":4.894224},"context":{"vwap":8.337469,"price_vs_vwap_pct":2.009381,"ema9":8.494423,"ema20":8.483248,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.021665,"dist_to_hod_atr":15.015963,"atr":0.017648,"spread_atr":1.13328,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.02621,"IWM":0.0}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.229775},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bb2b6692a5b2","ts":"2026-09-09T17:56:05+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.545,"target":12.74,"target_label":"premarket_high","reward_risk":0.86,"pos_in_5d_range_pct":43.2,"room_to_5d_high_atr":1.19},"price":12.65,"vwap":12.599,"ext_from_open_pct":0.32,"max_ext_allowed_pct":3.0,"volume_pace":2.61,"trend":"flat","recent_slope_pct":-0.0316,"volatility":"medium"},"price":12.65,"volume":{"bars":266,"last_bar_volume":4309.0,"baseline_avg":18219.65,"bar_rvol":0.236503,"raw_accel":-0.159384,"smooth_accel":-0.648318,"accel_momentum":-0.432617,"rvol_3bar":[0.332757,0.26522,0.236503],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":251.0,"sell_vol":2299.0,"unclassified_vol":0.0,"imbalance":-0.803137,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":0.815449},"context":{"vwap":12.598981,"price_vs_vwap_pct":0.404949,"ema9":12.661828,"ema20":12.672228,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.402962,"dist_to_hod_atr":6.990428,"atr":0.025749,"spread_atr":0.388357,"own_change_pct":-0.078958,"rel_strength_pct":{"SPY":-0.114343,"IWM":-0.041169}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.189944},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a4f5d419ddd6","ts":"2026-09-09T17:57:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.5548,"target":12.74,"target_label":"premarket_high","reward_risk":0.76,"pos_in_5d_range_pct":44.3,"room_to_5d_high_atr":1.17},"price":12.6598,"vwap":12.5991,"ext_from_open_pct":0.39,"max_ext_allowed_pct":3.0,"volume_pace":2.605,"trend":"flat","recent_slope_pct":-0.0082,"volatility":"medium"},"price":12.6598,"volume":{"bars":267,"last_bar_volume":10284.0,"baseline_avg":17978.35,"bar_rvol":0.572021,"raw_accel":1.288085,"smooth_accel":-0.5588,"accel_momentum":0.089518,"rvol_3bar":[0.26522,0.236503,0.572021],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":308.0,"sell_vol":774.0,"unclassified_vol":0.0,"imbalance":-0.430684,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":0.175816},"context":{"vwap":12.599089,"price_vs_vwap_pct":0.481869,"ema9":12.660462,"ema20":12.670588,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.326578,"dist_to_hod_atr":6.812993,"atr":0.024982,"spread_atr":0.400293,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.018349,"IWM":0.015463}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.24636},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6f6b581be919","ts":"2026-09-09T17:57:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3379,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.657,"trend":"flat","recent_slope_pct":0.0,"volatility":"high"},"price":8.5,"volume":{"bars":267,"last_bar_volume":3289.0,"baseline_avg":1857.45,"bar_rvol":1.770707,"raw_accel":4.660929,"smooth_accel":-0.394711,"accel_momentum":-0.392084,"rvol_3bar":[0.229775,0.313402,1.770707],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":3.0,"sell_vol":871.0,"unclassified_vol":0.0,"imbalance":-0.993135,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":2.753017},"context":{"vwap":8.337909,"price_vs_vwap_pct":1.944026,"ema9":8.496431,"ema20":8.486287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.599149,"atr":0.017309,"spread_atr":1.155493,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.018349,"IWM":0.015463}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.758551},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"806cb29082cd","ts":"2026-09-09T17:57:35+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.338,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.656,"trend":"flat","recent_slope_pct":0.0,"volatility":"high"},"price":8.5,"volume":{"bars":267,"last_bar_volume":3289.0,"baseline_avg":1857.45,"bar_rvol":1.770707,"raw_accel":4.660929,"smooth_accel":-0.394711,"accel_momentum":-0.392084,"rvol_3bar":[0.229775,0.313402,1.770707],"trend_3bar":"ACCELERATING","projected_rvol":0.816788},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":442.0,"sell_vol":442.0,"unclassified_vol":0.0,"imbalance":0.0,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":3.411986},"context":{"vwap":8.337909,"price_vs_vwap_pct":1.944026,"ema9":8.496431,"ema20":8.486287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.599149,"atr":0.017309,"spread_atr":1.155493,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.018349,"IWM":0.015463}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.0},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5016c6d974b8","ts":"2026-09-09T17:57:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3381,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.656,"trend":"flat","recent_slope_pct":0.0,"volatility":"high"},"price":8.5,"volume":{"bars":267,"last_bar_volume":3289.0,"baseline_avg":1857.45,"bar_rvol":1.770707,"raw_accel":4.660929,"smooth_accel":-0.394711,"accel_momentum":-0.392084,"rvol_3bar":[0.229775,0.313402,1.770707],"trend_3bar":"ACCELERATING","projected_rvol":1.016716},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":751.0,"sell_vol":407.0,"unclassified_vol":0.0,"imbalance":0.297064,"bid":8.49,"ask":8.5,"spread_pct":0.117716,"quote_size_imbalance":null,"quote_age_s":1.615058},"context":{"vwap":8.337909,"price_vs_vwap_pct":1.944026,"ema9":8.496431,"ema20":8.486287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.599149,"atr":0.017309,"spread_atr":0.577746,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.018349,"IWM":0.015463}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.526013},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e1c60390213f","ts":"2026-09-09T17:57:45+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3381,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.656,"trend":"flat","recent_slope_pct":0.0,"volatility":"high"},"price":8.5,"volume":{"bars":267,"last_bar_volume":3289.0,"baseline_avg":1857.45,"bar_rvol":1.770707,"raw_accel":4.660929,"smooth_accel":-0.394711,"accel_momentum":-0.392084,"rvol_3bar":[0.229775,0.313402,1.770707],"trend_3bar":"ACCELERATING","projected_rvol":0.943946},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":807.0,"sell_vol":407.0,"unclassified_vol":0.0,"imbalance":0.329489,"bid":8.49,"ask":8.5,"spread_pct":0.117716,"quote_size_imbalance":null,"quote_age_s":0.852112},"context":{"vwap":8.337909,"price_vs_vwap_pct":1.944026,"ema9":8.496431,"ema20":8.486287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.599149,"atr":0.017309,"spread_atr":0.577746,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.018349,"IWM":0.015463}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.583429},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"583140670e6b","ts":"2026-09-09T17:57:55+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3564,"target":8.8,"target_label":"premarket_high","reward_risk":2.05,"pos_in_5d_range_pct":109.1,"room_to_5d_high_atr":-0.33},"price":8.5017,"vwap":8.3381,"ext_from_open_pct":3.3,"max_ext_allowed_pct":3.0,"volume_pace":0.655,"trend":"flat","recent_slope_pct":0.004,"volatility":"high"},"price":8.5017,"volume":{"bars":267,"last_bar_volume":3289.0,"baseline_avg":1857.45,"bar_rvol":1.770707,"raw_accel":4.660929,"smooth_accel":-0.394711,"accel_momentum":-0.392084,"rvol_3bar":[0.229775,0.313402,1.770707],"trend_3bar":"ACCELERATING","projected_rvol":0.774669},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":808.0,"sell_vol":378.0,"unclassified_vol":0.0,"imbalance":0.362563,"bid":8.49,"ask":8.5,"spread_pct":0.117716,"quote_size_imbalance":null,"quote_age_s":3.71291},"context":{"vwap":8.337909,"price_vs_vwap_pct":1.964415,"ema9":8.496431,"ema20":8.486287,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.059293,"dist_to_hod_atr":15.500932,"atr":0.017309,"spread_atr":0.577746,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.018349,"IWM":0.015463}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.641993},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f0858ce250cc","ts":"2026-09-09T17:58:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":12.5525,"target":12.74,"target_label":"premarket_high","reward_risk":0.79,"pos_in_5d_range_pct":44.0,"room_to_5d_high_atr":1.17},"price":12.6575,"vwap":12.5991,"ext_from_open_pct":0.38,"max_ext_allowed_pct":3.0,"volume_pace":2.597,"trend":"flat","recent_slope_pct":0.0015,"volatility":"medium"},"price":12.6575,"volume":{"bars":268,"last_bar_volume":3810.0,"baseline_avg":16774.0,"bar_rvol":0.227137,"raw_accel":-0.629522,"smooth_accel":-0.280458,"accel_momentum":0.278342,"rvol_3bar":[0.236503,0.572021,0.227137],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":42,"trade_rate":1.4,"buy_vol":853.0,"sell_vol":1408.0,"unclassified_vol":0.0,"imbalance":-0.245467,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":4.634227},"context":{"vwap":12.599127,"price_vs_vwap_pct":0.463308,"ema9":12.65875,"ema20":12.668808,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.344505,"dist_to_hod_atr":7.186178,"atr":0.024004,"spread_atr":0.41659,"own_change_pct":-0.103435,"rel_strength_pct":{"SPY":-0.104732,"IWM":-0.072517}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.055755},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dbfdd07ff0c1","ts":"2026-09-09T17:58:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3564,"target":8.8,"target_label":"premarket_high","reward_risk":2.05,"pos_in_5d_range_pct":109.1,"room_to_5d_high_atr":-0.33},"price":8.5017,"vwap":8.3381,"ext_from_open_pct":3.3,"max_ext_allowed_pct":4.0,"volume_pace":0.655,"trend":"flat","recent_slope_pct":0.006,"volatility":"high"},"price":8.5017,"volume":{"bars":268,"last_bar_volume":1319.0,"baseline_avg":2017.75,"bar_rvol":0.653698,"raw_accel":-0.598966,"smooth_accel":-0.204751,"accel_momentum":0.18996,"rvol_3bar":[0.313402,1.770707,0.653698],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":540.0,"sell_vol":68.0,"unclassified_vol":0.0,"imbalance":0.776316,"bid":8.49,"ask":8.5,"spread_pct":0.117716,"quote_size_imbalance":null,"quote_age_s":4.992956},"context":{"vwap":8.338058,"price_vs_vwap_pct":1.962585,"ema9":8.497485,"ema20":8.487755,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.059293,"dist_to_hod_atr":15.330661,"atr":0.017501,"spread_atr":0.5714,"own_change_pct":0.07887,"rel_strength_pct":{"SPY":0.077573,"IWM":0.109787}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.507476},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"975439c2fcbb","ts":"2026-09-09T17:58:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3497,"target":8.8,"target_label":"premarket_high","reward_risk":2.1,"pos_in_5d_range_pct":108.8,"room_to_5d_high_atr":-0.32},"price":8.495,"vwap":8.3381,"ext_from_open_pct":3.22,"max_ext_allowed_pct":3.0,"volume_pace":0.655,"trend":"flat","recent_slope_pct":-0.0098,"volatility":"high"},"price":8.495,"volume":{"bars":268,"last_bar_volume":1319.0,"baseline_avg":2017.75,"bar_rvol":0.653698,"raw_accel":-0.598966,"smooth_accel":-0.204751,"accel_momentum":0.18996,"rvol_3bar":[0.313402,1.770707,0.653698],"trend_3bar":"MIXED","projected_rvol":0.832611},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":189.0,"sell_vol":235.0,"unclassified_vol":0.0,"imbalance":-0.108491,"bid":8.49,"ask":8.5,"spread_pct":0.117716,"quote_size_imbalance":null,"quote_age_s":0.791019},"context":{"vwap":8.338058,"price_vs_vwap_pct":1.882231,"ema9":8.497485,"ema20":8.487755,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.13569,"dist_to_hod_atr":15.713498,"atr":0.017501,"spread_atr":0.5714,"own_change_pct":0.07887,"rel_strength_pct":{"SPY":0.077573,"IWM":0.109787}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.07092},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f1769c89b899","ts":"2026-09-09T17:58:35+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4767,"target":14.76,"target_label":"ceiling","reward_risk":1.55,"pos_in_5d_range_pct":185.0,"room_to_5d_high_atr":-2.83},"price":14.588,"vwap":14.4814,"ext_from_open_pct":3.33,"max_ext_allowed_pct":5.0,"volume_pace":3.599,"trend":"flat","recent_slope_pct":-0.0073,"volatility":"medium"},"price":14.588,"volume":{"bars":268,"last_bar_volume":309.0,"baseline_avg":4396.7,"bar_rvol":0.07028,"raw_accel":-0.944673,"smooth_accel":-0.487836,"accel_momentum":0.038308,"rvol_3bar":[0.111619,1.307779,0.07028],"trend_3bar":"MIXED","projected_rvol":1.138126},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":465.0,"sell_vol":2454.0,"unclassified_vol":0.0,"imbalance":-0.681398,"bid":14.58,"ask":14.59,"spread_pct":0.068564,"quote_size_imbalance":null,"quote_age_s":3.982638},"context":{"vwap":14.481297,"price_vs_vwap_pct":0.736833,"ema9":14.597869,"ema20":14.604308,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.165312,"dist_to_hod_atr":10.194836,"atr":0.016871,"spread_atr":0.592723,"own_change_pct":-0.034247,"rel_strength_pct":{"SPY":-0.035544,"IWM":-0.003329}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.047889},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a30fc09511cb","ts":"2026-09-09T17:58:50+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3597,"target":8.8,"target_label":"premarket_high","reward_risk":2.03,"pos_in_5d_range_pct":109.2,"room_to_5d_high_atr":-0.34},"price":8.505,"vwap":8.3385,"ext_from_open_pct":3.34,"max_ext_allowed_pct":4.0,"volume_pace":0.655,"trend":"flat","recent_slope_pct":0.0138,"volatility":"high"},"price":8.505,"volume":{"bars":268,"last_bar_volume":1319.0,"baseline_avg":2017.75,"bar_rvol":0.653698,"raw_accel":-0.598966,"smooth_accel":-0.204751,"accel_momentum":0.18996,"rvol_3bar":[0.313402,1.770707,0.653698],"trend_3bar":"MIXED","projected_rvol":2.232586},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":3148.0,"sell_vol":156.0,"unclassified_vol":0.0,"imbalance":0.905569,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":1.727956},"context":{"vwap":8.338058,"price_vs_vwap_pct":2.002163,"ema9":8.497485,"ema20":8.487755,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.021665,"dist_to_hod_atr":15.142099,"atr":0.017501,"spread_atr":1.1428,"own_change_pct":0.07887,"rel_strength_pct":{"SPY":0.077573,"IWM":0.109787}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.591969},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"12c20dc1d29b","ts":"2026-09-09T17:59:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4837,"target":14.76,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":185.5,"room_to_5d_high_atr":-2.84},"price":14.595,"vwap":14.4814,"ext_from_open_pct":3.38,"max_ext_allowed_pct":4.0,"volume_pace":3.594,"trend":"flat","recent_slope_pct":0.0045,"volatility":"medium"},"price":14.595,"volume":{"bars":269,"last_bar_volume":4150.0,"baseline_avg":4335.5,"bar_rvol":0.957214,"raw_accel":2.828855,"smooth_accel":-0.14439,"accel_momentum":0.343446,"rvol_3bar":[1.307779,0.07028,0.957214],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":924.0,"sell_vol":319.0,"unclassified_vol":0.0,"imbalance":0.486726,"bid":14.59,"ask":14.6,"spread_pct":0.068517,"quote_size_imbalance":null,"quote_age_s":4.992226},"context":{"vwap":14.481431,"price_vs_vwap_pct":0.784239,"ema9":14.597296,"ema20":14.603422,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.117886,"dist_to_hod_atr":10.072965,"atr":0.01638,"spread_atr":0.610483,"own_change_pct":0.025358,"rel_strength_pct":{"SPY":0.048284,"IWM":0.039889}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.4659},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fa6198a0a49a","ts":"2026-09-09T17:59:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4637,"target":14.76,"target_label":"ceiling","reward_risk":1.66,"pos_in_5d_range_pct":184.1,"room_to_5d_high_atr":-2.8},"price":14.575,"vwap":14.4816,"ext_from_open_pct":3.24,"max_ext_allowed_pct":4.0,"volume_pace":3.596,"trend":"flat","recent_slope_pct":-0.0229,"volatility":"medium"},"price":14.575,"volume":{"bars":269,"last_bar_volume":4150.0,"baseline_avg":4335.5,"bar_rvol":0.957214,"raw_accel":2.828855,"smooth_accel":-0.14439,"accel_momentum":0.343446,"rvol_3bar":[1.307779,0.07028,0.957214],"trend_3bar":"MIXED","projected_rvol":3.331934},"flow":{"window_s":30,"trades":88,"trade_rate":2.933333,"buy_vol":3345.0,"sell_vol":3901.0,"unclassified_vol":0.0,"imbalance":-0.076732,"bid":14.57,"ask":14.58,"spread_pct":0.068611,"quote_size_imbalance":null,"quote_age_s":0.215322},"context":{"vwap":14.481431,"price_vs_vwap_pct":0.646131,"ema9":14.597296,"ema20":14.603422,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.253388,"dist_to_hod_atr":11.29393,"atr":0.01638,"spread_atr":0.610483,"own_change_pct":0.025358,"rel_strength_pct":{"SPY":0.048284,"IWM":0.039889}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.073449},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"95bad26c212e","ts":"2026-09-09T18:00:25+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.4% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3647,"target":8.8,"target_label":"premarket_high","reward_risk":2.0,"pos_in_5d_range_pct":109.5,"room_to_5d_high_atr":-0.34},"price":8.51,"vwap":8.3388,"ext_from_open_pct":3.4,"max_ext_allowed_pct":3.0,"volume_pace":0.652,"trend":"flat","recent_slope_pct":0.0333,"volatility":"high"},"price":8.51,"volume":{"bars":270,"last_bar_volume":548.0,"baseline_avg":2093.1,"bar_rvol":0.261813,"raw_accel":-0.854022,"smooth_accel":0.306298,"accel_momentum":-0.529084,"rvol_3bar":[0.653698,1.905342,0.261813],"trend_3bar":"MIXED","projected_rvol":1.99054},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":1836.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.989166,"bid":8.5,"ask":8.52,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":23.090653},"context":{"vwap":8.338545,"price_vs_vwap_pct":2.05617,"ema9":8.50119,"ema20":8.491359,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.964652,"dist_to_hod_atr":15.476904,"atr":0.016799,"spread_atr":1.190531,"own_change_pct":0.117647,"rel_strength_pct":{"SPY":0.149746,"IWM":0.119365}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.258976},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e69dac54e2e8","ts":"2026-09-09T18:01:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4737,"target":14.76,"target_label":"ceiling","reward_risk":1.57,"pos_in_5d_range_pct":184.8,"room_to_5d_high_atr":-2.82},"price":14.585,"vwap":14.4818,"ext_from_open_pct":3.31,"max_ext_allowed_pct":4.0,"volume_pace":3.579,"trend":"flat","recent_slope_pct":-0.0206,"volatility":"medium"},"price":14.585,"volume":{"bars":271,"last_bar_volume":2944.0,"baseline_avg":4344.15,"bar_rvol":0.677693,"raw_accel":-0.661181,"smooth_accel":1.458028,"accel_momentum":1.525017,"rvol_3bar":[0.957214,2.091744,0.677693],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":154.0,"sell_vol":17.0,"unclassified_vol":0.0,"imbalance":0.80117,"bid":14.58,"ask":14.59,"spread_pct":0.068564,"quote_size_imbalance":null,"quote_age_s":4.963199},"context":{"vwap":14.481776,"price_vs_vwap_pct":0.712785,"ema9":14.592469,"ema20":14.599865,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.185637,"dist_to_hod_atr":10.46114,"atr":0.016729,"spread_atr":0.597779,"own_change_pct":-0.045917,"rel_strength_pct":{"SPY":-0.014475,"IWM":-0.078565}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.542947},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"53fe2c95ca69","ts":"2026-09-09T18:01:45+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3392,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.651,"trend":"flat","recent_slope_pct":-0.0099,"volatility":"high"},"price":8.5,"volume":{"bars":271,"last_bar_volume":3924.0,"baseline_avg":2061.15,"bar_rvol":1.903792,"raw_accel":6.160584,"smooth_accel":0.585277,"accel_momentum":0.278979,"rvol_3bar":[1.905342,0.261813,1.903792],"trend_3bar":"MIXED","projected_rvol":1.304126},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":376.0,"sell_vol":3.0,"unclassified_vol":0.0,"imbalance":0.984169,"bid":8.48,"ask":8.51,"spread_pct":0.353149,"quote_size_imbalance":null,"quote_age_s":0.804763},"context":{"vwap":8.338985,"price_vs_vwap_pct":1.930875,"ema9":8.500952,"ema20":8.492182,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.856375,"atr":0.017028,"spread_atr":1.761819,"own_change_pct":0.0,"rel_strength_pct":{"SPY":0.031442,"IWM":-0.032648}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.873652},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1a04630f83a5","ts":"2026-09-09T18:02:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.5533,"target":12.74,"target_label":"premarket_high","reward_risk":0.78,"pos_in_5d_range_pct":44.1,"room_to_5d_high_atr":1.17},"price":12.6583,"vwap":12.6,"ext_from_open_pct":0.38,"max_ext_allowed_pct":3.0,"volume_pace":2.596,"trend":"flat","recent_slope_pct":0.0052,"volatility":"medium"},"price":12.6583,"volume":{"bars":272,"last_bar_volume":8188.0,"baseline_avg":16470.55,"bar_rvol":0.49713,"raw_accel":-0.797462,"smooth_accel":3.236422,"accel_momentum":0.506704,"rvol_3bar":[1.783221,2.733891,0.49713],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":2660.0,"sell_vol":514.0,"unclassified_vol":0.0,"imbalance":0.676118,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":3.20533},"context":{"vwap":12.599951,"price_vs_vwap_pct":0.463088,"ema9":12.657336,"ema20":12.664683,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.33827,"dist_to_hod_atr":8.154897,"atr":0.021055,"spread_atr":0.47495,"own_change_pct":0.0,"rel_strength_pct":{"SPY":0.009173,"IWM":-0.037805}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.336119},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"84713c30b5d0","ts":"2026-09-09T18:02:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3747,"target":8.8,"target_label":"premarket_high","reward_risk":1.93,"pos_in_5d_range_pct":110.0,"room_to_5d_high_atr":-0.36},"price":8.52,"vwap":8.3395,"ext_from_open_pct":3.52,"max_ext_allowed_pct":3.0,"volume_pace":0.651,"trend":"flat","recent_slope_pct":0.0255,"volatility":"high"},"price":8.52,"volume":{"bars":272,"last_bar_volume":2062.0,"baseline_avg":2183.6,"bar_rvol":0.944312,"raw_accel":-0.474516,"smooth_accel":-0.218608,"accel_momentum":-0.803885,"rvol_3bar":[0.261813,1.903792,0.944312],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":1878.0,"sell_vol":1041.0,"unclassified_vol":0.0,"imbalance":0.286742,"bid":8.5,"ask":8.52,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":2.374327},"context":{"vwap":8.339212,"price_vs_vwap_pct":2.167928,"ema9":8.501102,"ema20":8.493089,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.850627,"dist_to_hod_atr":14.080989,"atr":0.017754,"spread_atr":1.126479,"own_change_pct":0.02,"rel_strength_pct":{"SPY":0.029173,"IWM":-0.017805}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.270774},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0f255046b9a1","ts":"2026-09-09T18:03:10+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3572,"target":8.8,"target_label":"premarket_high","reward_risk":2.05,"pos_in_5d_range_pct":109.1,"room_to_5d_high_atr":-0.33},"price":8.5025,"vwap":8.3399,"ext_from_open_pct":3.31,"max_ext_allowed_pct":4.0,"volume_pace":0.65,"trend":"flat","recent_slope_pct":-0.0176,"volatility":"high"},"price":8.5025,"volume":{"bars":273,"last_bar_volume":6270.0,"baseline_avg":2218.85,"bar_rvol":2.825788,"raw_accel":2.040737,"smooth_accel":1.180395,"accel_momentum":1.399003,"rvol_3bar":[1.903792,0.944312,2.825788],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":439.0,"sell_vol":1871.0,"unclassified_vol":0.0,"imbalance":-0.619913,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":9.99273},"context":{"vwap":8.339921,"price_vs_vwap_pct":1.949404,"ema9":8.500881,"ema20":8.493747,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.050171,"dist_to_hod_atr":14.359242,"atr":0.018629,"spread_atr":1.073588,"own_change_pct":-0.019996,"rel_strength_pct":{"SPY":-0.016065,"IWM":-0.019996}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.751744},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"826c1c11f163","ts":"2026-09-09T18:03:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.34,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.649,"trend":"flat","recent_slope_pct":-0.0235,"volatility":"high"},"price":8.5,"volume":{"bars":273,"last_bar_volume":6270.0,"baseline_avg":2218.85,"bar_rvol":2.825788,"raw_accel":2.040737,"smooth_accel":1.180395,"accel_momentum":1.399003,"rvol_3bar":[1.903792,0.944312,2.825788],"trend_3bar":"MIXED","projected_rvol":0.315704},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":460.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.995662,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":3.918186},"context":{"vwap":8.339921,"price_vs_vwap_pct":1.919428,"ema9":8.500881,"ema20":8.493747,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":14.49344,"atr":0.018629,"spread_atr":1.073588,"own_change_pct":-0.019996,"rel_strength_pct":{"SPY":-0.016065,"IWM":-0.019996}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.813529},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4a9e39172093","ts":"2026-09-09T18:04:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3581,"target":8.8,"target_label":"premarket_high","reward_risk":2.04,"pos_in_5d_range_pct":109.2,"room_to_5d_high_atr":-0.33},"price":8.5034,"vwap":8.34,"ext_from_open_pct":3.32,"max_ext_allowed_pct":4.0,"volume_pace":0.648,"trend":"flat","recent_slope_pct":0.006,"volatility":"high"},"price":8.5034,"volume":{"bars":274,"last_bar_volume":669.0,"baseline_avg":2475.55,"bar_rvol":0.270243,"raw_accel":-0.893301,"smooth_accel":0.094213,"accel_momentum":-1.086181,"rvol_3bar":[0.944312,2.825788,0.270243],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":286.0,"sell_vol":0.0,"unclassified_vol":0.0,"imbalance":1.0,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":4.992685},"context":{"vwap":8.339994,"price_vs_vwap_pct":1.9593,"ema9":8.500705,"ema20":8.494342,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.039909,"dist_to_hod_atr":14.889189,"atr":0.017906,"spread_atr":1.116968,"own_change_pct":-0.058789,"rel_strength_pct":{"SPY":-0.06272,"IWM":-0.045871}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.270243},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0cc2cae75d5b","ts":"2026-09-09T18:04:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.34,"ext_from_open_pct":3.28,"max_ext_allowed_pct":3.0,"volume_pace":0.648,"trend":"flat","recent_slope_pct":-0.002,"volatility":"high"},"price":8.5,"volume":{"bars":274,"last_bar_volume":669.0,"baseline_avg":2475.55,"bar_rvol":0.270243,"raw_accel":-0.893301,"smooth_accel":0.094213,"accel_momentum":-1.086181,"rvol_3bar":[0.944312,2.825788,0.270243],"trend_3bar":"MIXED","projected_rvol":0.536446},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":365.0,"sell_vol":169.0,"unclassified_vol":0.0,"imbalance":0.367041,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":0.001798},"context":{"vwap":8.339994,"price_vs_vwap_pct":1.918533,"ema9":8.500705,"ema20":8.494342,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.079074,"atr":0.017906,"spread_atr":1.116968,"own_change_pct":-0.058789,"rel_strength_pct":{"SPY":-0.06272,"IWM":-0.045871}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.09919},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"28ed35d3854f","ts":"2026-09-09T18:04:35+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 630.0s, plan says WATCH; stop 11.70, target 12.05 (premarket_high), R:R 0.38; R:R 0.38 < 2.0 at 11.95; breakout: 1-min close > 11.93 on >= 114746 sh","plan":{"state":"WATCH","setup":"","stop":11.7012,"target":12.05,"target_label":"premarket_high","reward_risk":0.38,"pos_in_5d_range_pct":94.9,"room_to_5d_high_atr":0.11},"price":11.9538,"vwap":11.8273,"ext_from_open_pct":-0.88,"max_ext_allowed_pct":4.0,"volume_pace":0.693,"trend":"flat","recent_slope_pct":0.1809,"volatility":"high"},"price":11.9538,"volume":{"bars":274,"last_bar_volume":129961.0,"baseline_avg":88394.9,"bar_rvol":1.470232,"raw_accel":0.252552,"smooth_accel":4.087771,"accel_momentum":-0.169606,"rvol_3bar":[8.741997,1.216747,1.470232],"trend_3bar":"MIXED","projected_rvol":0.973961},"flow":{"window_s":30,"trades":197,"trade_rate":6.566667,"buy_vol":42475.0,"sell_vol":7740.0,"unclassified_vol":0.0,"imbalance":0.691726,"bid":11.95,"ask":11.96,"spread_pct":0.083647,"quote_size_imbalance":null,"quote_age_s":0.037956},"context":{"vwap":11.827074,"price_vs_vwap_pct":1.071492,"ema9":11.87647,"ema20":11.853971,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.614815,"dist_to_hod_atr":5.42763,"atr":0.036148,"spread_atr":0.276638,"own_change_pct":0.454277,"rel_strength_pct":{"SPY":0.450346,"IWM":0.467196}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.016997},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7ddcddbab827","ts":"2026-09-09T18:04:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 645.0s, plan says PASS; stop 11.63, target 12.05 (premarket_high), R:R 0.66; target 0.17 away > ~0.11 reachable in 110 min","plan":{"state":"PASS","setup":"","stop":11.6316,"target":12.05,"target_label":"premarket_high","reward_risk":0.66,"pos_in_5d_range_pct":91.5,"room_to_5d_high_atr":0.17},"price":11.8842,"vwap":11.8273,"ext_from_open_pct":-1.46,"max_ext_allowed_pct":4.0,"volume_pace":0.693,"trend":"flat","recent_slope_pct":0.064,"volatility":"high"},"price":11.8842,"volume":{"bars":274,"last_bar_volume":129961.0,"baseline_avg":88394.9,"bar_rvol":1.470232,"raw_accel":0.252552,"smooth_accel":4.087771,"accel_momentum":-0.169606,"rvol_3bar":[8.741997,1.216747,1.470232],"trend_3bar":"MIXED","projected_rvol":1.047386},"flow":{"window_s":30,"trades":177,"trade_rate":5.9,"buy_vol":41337.0,"sell_vol":15923.0,"unclassified_vol":0.0,"imbalance":0.443835,"bid":11.95,"ask":11.96,"spread_pct":0.083647,"quote_size_imbalance":null,"quote_age_s":0.01324},"context":{"vwap":11.827074,"price_vs_vwap_pct":0.483012,"ema9":11.87647,"ema20":11.853971,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.187654,"dist_to_hod_atr":7.353028,"atr":0.036148,"spread_atr":0.276638,"own_change_pct":0.454277,"rel_strength_pct":{"SPY":0.450346,"IWM":0.467196}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.652541},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"478777252abb","ts":"2026-09-09T18:04:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 650.0s, plan says WATCH; stop 11.71, target 12.05 (premarket_high), R:R 0.36; R:R 0.36 < 2.0 at 11.96; breakout: 1-min close > 11.93 on >= 114746 sh","plan":{"state":"WATCH","setup":"","stop":11.7074,"target":12.05,"target_label":"premarket_high","reward_risk":0.36,"pos_in_5d_range_pct":95.2,"room_to_5d_high_atr":0.1},"price":11.96,"vwap":11.8274,"ext_from_open_pct":-0.83,"max_ext_allowed_pct":3.0,"volume_pace":0.693,"trend":"flat","recent_slope_pct":0.1913,"volatility":"high"},"price":11.96,"volume":{"bars":274,"last_bar_volume":129961.0,"baseline_avg":88394.9,"bar_rvol":1.470232,"raw_accel":0.252552,"smooth_accel":4.087771,"accel_momentum":-0.169606,"rvol_3bar":[8.741997,1.216747,1.470232],"trend_3bar":"MIXED","projected_rvol":1.095958},"flow":{"window_s":30,"trades":233,"trade_rate":7.766667,"buy_vol":40375.0,"sell_vol":23481.0,"unclassified_vol":0.0,"imbalance":0.264564,"bid":11.96,"ask":11.97,"spread_pct":0.083577,"quote_size_imbalance":null,"quote_age_s":0.045035},"context":{"vwap":11.827074,"price_vs_vwap_pct":1.123914,"ema9":11.87647,"ema20":11.853971,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.563786,"dist_to_hod_atr":5.256115,"atr":0.036148,"spread_atr":0.276638,"own_change_pct":0.454277,"rel_strength_pct":{"SPY":0.450346,"IWM":0.467196}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.38897},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7630c6365566","ts":"2026-09-09T18:05:00+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":11.0825,"target":11.29,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":73.7,"room_to_5d_high_atr":0.6},"price":11.25,"vwap":11.2457,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":3.0,"volume_pace":1.317,"trend":"flat","recent_slope_pct":0.0558,"volatility":"medium"},"price":11.25,"volume":{"bars":274,"last_bar_volume":8195.0,"baseline_avg":11484.9,"bar_rvol":0.713546,"raw_accel":0.227531,"smooth_accel":0.921404,"accel_momentum":-1.118394,"rvol_3bar":[1.17766,0.579049,0.713546],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":116,"trade_rate":3.866667,"buy_vol":14930.0,"sell_vol":25349.0,"unclassified_vol":0.0,"imbalance":-0.258671,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.049347},"context":{"vwap":11.245721,"price_vs_vwap_pct":0.038054,"ema9":11.219083,"ema20":11.215057,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.428448,"dist_to_hod_atr":13.632585,"atr":0.020539,"spread_atr":0.486878,"own_change_pct":0.092715,"rel_strength_pct":{"SPY":0.08223,"IWM":0.084125}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.184573},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fa4cccf73dd6","ts":"2026-09-09T18:05:05+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.1025,"target":11.29,"target_label":"prev_day_high","reward_risk":0.12,"pos_in_5d_range_pct":75.0,"room_to_5d_high_atr":0.57},"price":11.27,"vwap":11.2458,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":1.326,"trend":"flat","recent_slope_pct":0.1278,"volatility":"medium"},"price":11.27,"volume":{"bars":275,"last_bar_volume":40332.0,"baseline_avg":11320.7,"bar_rvol":3.562677,"raw_accel":3.921538,"smooth_accel":1.340201,"accel_momentum":0.418797,"rvol_3bar":[0.579049,0.713546,3.562677],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":283,"trade_rate":9.433333,"buy_vol":39263.0,"sell_vol":49965.0,"unclassified_vol":0.0,"imbalance":-0.11994,"bid":11.27,"ask":11.28,"spread_pct":0.088692,"quote_size_imbalance":null,"quote_age_s":0.013116},"context":{"vwap":11.245678,"price_vs_vwap_pct":0.21628,"ema9":11.225267,"ema20":11.218385,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.254987,"dist_to_hod_atr":12.064672,"atr":0.021551,"spread_atr":0.464026,"own_change_pct":0.279892,"rel_strength_pct":{"SPY":0.269408,"IWM":0.271302}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.427307},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fe9497189205","ts":"2026-09-09T18:05:10+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 5.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.1175,"target":11.45,"target_label":"premarket_high","reward_risk":0.99,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.54},"price":11.285,"vwap":11.2459,"ext_from_open_pct":-0.66,"max_ext_allowed_pct":3.0,"volume_pace":1.328,"trend":"flat","recent_slope_pct":0.1545,"volatility":"medium"},"price":11.285,"volume":{"bars":275,"last_bar_volume":40332.0,"baseline_avg":11320.7,"bar_rvol":3.562677,"raw_accel":3.921538,"smooth_accel":1.340201,"accel_momentum":0.418797,"rvol_3bar":[0.579049,0.713546,3.562677],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":315,"trade_rate":10.5,"buy_vol":51141.0,"sell_vol":49983.0,"unclassified_vol":0.0,"imbalance":0.011451,"bid":11.28,"ask":11.29,"spread_pct":0.088613,"quote_size_imbalance":null,"quote_age_s":0.29958},"context":{"vwap":11.245678,"price_vs_vwap_pct":0.349664,"ema9":11.225267,"ema20":11.218385,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.124892,"dist_to_hod_atr":11.368633,"atr":0.021551,"spread_atr":0.464026,"own_change_pct":0.279892,"rel_strength_pct":{"SPY":0.269408,"IWM":0.271302}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.040797},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3185939a5b8c","ts":"2026-09-09T18:05:15+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 10.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.0875,"target":11.29,"target_label":"prev_day_high","reward_risk":0.21,"pos_in_5d_range_pct":74.1,"room_to_5d_high_atr":0.59},"price":11.255,"vwap":11.2458,"ext_from_open_pct":-0.92,"max_ext_allowed_pct":3.0,"volume_pace":1.332,"trend":"flat","recent_slope_pct":0.1011,"volatility":"medium"},"price":11.255,"volume":{"bars":275,"last_bar_volume":40332.0,"baseline_avg":11320.7,"bar_rvol":3.562677,"raw_accel":3.921538,"smooth_accel":1.340201,"accel_momentum":0.418797,"rvol_3bar":[0.579049,0.713546,3.562677],"trend_3bar":"ACCELERATING","projected_rvol":29.511249},"flow":{"window_s":30,"trades":418,"trade_rate":13.933333,"buy_vol":58661.0,"sell_vol":65140.0,"unclassified_vol":0.0,"imbalance":-0.052334,"bid":11.25,"ask":11.26,"spread_pct":0.088849,"quote_size_imbalance":null,"quote_age_s":0.629057},"context":{"vwap":11.245678,"price_vs_vwap_pct":0.082895,"ema9":11.225267,"ema20":11.218385,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.385082,"dist_to_hod_atr":12.760711,"atr":0.021551,"spread_atr":0.464026,"own_change_pct":0.279892,"rel_strength_pct":{"SPY":0.269408,"IWM":0.271302}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.186449},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4575e9561104","ts":"2026-09-09T18:05:20+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3405,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.647,"trend":"flat","recent_slope_pct":-0.004,"volatility":"high"},"price":8.5,"volume":{"bars":275,"last_bar_volume":906.0,"baseline_avg":2474.2,"bar_rvol":0.366179,"raw_accel":0.35426,"smooth_accel":0.200643,"accel_momentum":0.106429,"rvol_3bar":[2.825788,0.270243,0.366179],"trend_3bar":"MIXED","projected_rvol":4.521461},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":3235.0,"sell_vol":594.0,"unclassified_vol":0.0,"imbalance":0.689736,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":3.66891},"context":{"vwap":8.340093,"price_vs_vwap_pct":1.91733,"ema9":8.500564,"ema20":8.494881,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":15.35506,"atr":0.017584,"spread_atr":1.137412,"own_change_pct":-0.117509,"rel_strength_pct":{"SPY":-0.127993,"IWM":-0.126099}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.252567},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c41549c3cbee","ts":"2026-09-09T18:05:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 705.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.48; target 0.12 away > ~0.11 reachable in 109 min","plan":{"state":"PASS","setup":"","stop":11.6774,"target":12.05,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":93.7,"room_to_5d_high_atr":0.13},"price":11.93,"vwap":11.828,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":3.0,"volume_pace":0.694,"trend":"flat","recent_slope_pct":0.1507,"volatility":"high"},"price":11.93,"volume":{"bars":275,"last_bar_volume":95008.0,"baseline_avg":91625.8,"bar_rvol":1.036913,"raw_accel":-0.26895,"smooth_accel":-0.494261,"accel_momentum":-4.582033,"rvol_3bar":[1.216747,1.470232,1.036913],"trend_3bar":"MIXED","projected_rvol":1.643262},"flow":{"window_s":30,"trades":266,"trade_rate":8.866667,"buy_vol":40476.0,"sell_vol":69211.0,"unclassified_vol":0.0,"imbalance":-0.261973,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.14332},"context":{"vwap":11.827478,"price_vs_vwap_pct":0.866814,"ema9":11.894556,"ema20":11.864726,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.8107,"dist_to_hod_atr":5.476248,"atr":0.040173,"spread_atr":0.24892,"own_change_pct":0.976272,"rel_strength_pct":{"SPY":0.965788,"IWM":0.967682}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.271643},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cb5b402732ba","ts":"2026-09-09T18:05:55+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0775,"target":11.29,"target_label":"prev_day_high","reward_risk":0.27,"pos_in_5d_range_pct":73.4,"room_to_5d_high_atr":0.6},"price":11.245,"vwap":11.2461,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":3.0,"volume_pace":1.376,"trend":"flat","recent_slope_pct":0.0833,"volatility":"medium"},"price":11.245,"volume":{"bars":275,"last_bar_volume":40332.0,"baseline_avg":11320.7,"bar_rvol":3.562677,"raw_accel":3.921538,"smooth_accel":1.340201,"accel_momentum":0.418797,"rvol_3bar":[0.579049,0.713546,3.562677],"trend_3bar":"ACCELERATING","projected_rvol":32.065251},"flow":{"window_s":30,"trades":1046,"trade_rate":34.866667,"buy_vol":129693.0,"sell_vol":116176.0,"unclassified_vol":0.0,"imbalance":0.054976,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.792263},"context":{"vwap":11.245678,"price_vs_vwap_pct":-0.006028,"ema9":11.225267,"ema20":11.218385,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.471813,"dist_to_hod_atr":13.224737,"atr":0.021551,"spread_atr":0.464026,"own_change_pct":0.279892,"rel_strength_pct":{"SPY":0.269408,"IWM":0.271302}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.195863},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6f16952f69e1","ts":"2026-09-09T18:05:55+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3405,"ext_from_open_pct":3.16,"max_ext_allowed_pct":3.0,"volume_pace":0.646,"trend":"flat","recent_slope_pct":-0.0275,"volatility":"high"},"price":8.49,"volume":{"bars":275,"last_bar_volume":906.0,"baseline_avg":2474.2,"bar_rvol":0.366179,"raw_accel":0.35426,"smooth_accel":0.200643,"accel_momentum":0.106429,"rvol_3bar":[2.825788,0.270243,0.366179],"trend_3bar":"MIXED","projected_rvol":1.747342},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":134.0,"sell_vol":100.0,"unclassified_vol":0.0,"imbalance":0.145299,"bid":8.48,"ask":8.51,"spread_pct":0.353149,"quote_size_imbalance":null,"quote_age_s":0.554347},"context":{"vwap":8.340093,"price_vs_vwap_pct":1.797427,"ema9":8.500564,"ema20":8.494881,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":15.923766,"atr":0.017584,"spread_atr":1.706118,"own_change_pct":-0.117509,"rel_strength_pct":{"SPY":-0.127993,"IWM":-0.126099}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.053205},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e7b8839fbf56","ts":"2026-09-09T18:06:00+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 715.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.93 on >= 114810 sh","plan":{"state":"WATCH","setup":"","stop":11.6874,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.94,"vwap":11.828,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":3.0,"volume_pace":0.694,"trend":"flat","recent_slope_pct":0.1674,"volatility":"high"},"price":11.94,"volume":{"bars":275,"last_bar_volume":95008.0,"baseline_avg":91625.8,"bar_rvol":1.036913,"raw_accel":-0.26895,"smooth_accel":-0.494261,"accel_momentum":-4.582033,"rvol_3bar":[1.216747,1.470232,1.036913],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":227,"trade_rate":7.566667,"buy_vol":41603.0,"sell_vol":44697.0,"unclassified_vol":0.0,"imbalance":-0.035852,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":1.259772},"context":{"vwap":11.827478,"price_vs_vwap_pct":0.951362,"ema9":11.894556,"ema20":11.864726,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.728395,"dist_to_hod_atr":5.227328,"atr":0.040173,"spread_atr":0.24892,"own_change_pct":0.976272,"rel_strength_pct":{"SPY":0.988067,"IWM":0.990015}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.037175},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"de9dc25075ae","ts":"2026-09-09T18:06:00+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":11.0825,"target":11.29,"target_label":"prev_day_high","reward_risk":0.24,"pos_in_5d_range_pct":73.7,"room_to_5d_high_atr":0.6},"price":11.25,"vwap":11.2462,"ext_from_open_pct":-0.97,"max_ext_allowed_pct":3.0,"volume_pace":1.376,"trend":"flat","recent_slope_pct":0.0922,"volatility":"medium"},"price":11.25,"volume":{"bars":275,"last_bar_volume":40332.0,"baseline_avg":11320.7,"bar_rvol":3.562677,"raw_accel":3.921538,"smooth_accel":1.340201,"accel_momentum":0.418797,"rvol_3bar":[0.579049,0.713546,3.562677],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":1044,"trade_rate":34.8,"buy_vol":127546.0,"sell_vol":116176.0,"unclassified_vol":0.0,"imbalance":0.046652,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.749847},"context":{"vwap":11.245678,"price_vs_vwap_pct":0.038434,"ema9":11.225267,"ema20":11.218385,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.428448,"dist_to_hod_atr":12.992724,"atr":0.021551,"spread_atr":0.464026,"own_change_pct":0.279892,"rel_strength_pct":{"SPY":0.291687,"IWM":0.293634}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.166204},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4e66e8061e12","ts":"2026-09-09T18:06:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 720.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.47; target 0.12 away > ~0.11 reachable in 109 min","plan":{"state":"PASS","setup":"","stop":11.6775,"target":12.05,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":93.7,"room_to_5d_high_atr":0.13},"price":11.9301,"vwap":11.828,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":3.0,"volume_pace":0.694,"trend":"flat","recent_slope_pct":0.0599,"volatility":"high"},"price":11.9301,"volume":{"bars":276,"last_bar_volume":131270.0,"baseline_avg":94802.55,"bar_rvol":1.384667,"raw_accel":0.381673,"smooth_accel":-0.491564,"accel_momentum":0.002698,"rvol_3bar":[1.470232,1.036913,1.384667],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":181,"trade_rate":6.033333,"buy_vol":33181.0,"sell_vol":34918.0,"unclassified_vol":0.0,"imbalance":-0.025507,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":2.675065},"context":{"vwap":11.828022,"price_vs_vwap_pct":0.863016,"ema9":11.903644,"ema20":11.871895,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.809877,"dist_to_hod_atr":5.020914,"atr":0.043797,"spread_atr":0.228327,"own_change_pct":0.589722,"rel_strength_pct":{"SPY":0.601516,"IWM":0.603464}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.035319},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8880bf71db2d","ts":"2026-09-09T18:06:10+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 10.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.0869,"target":11.45,"target_label":"premarket_high","reward_risk":1.17,"pos_in_5d_range_pct":74.0,"room_to_5d_high_atr":0.59},"price":11.2544,"vwap":11.2462,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.375,"trend":"flat","recent_slope_pct":0.0875,"volatility":"medium"},"price":11.2544,"volume":{"bars":276,"last_bar_volume":333001.0,"baseline_avg":12067.45,"bar_rvol":27.594977,"raw_accel":7.256496,"smooth_accel":13.734793,"accel_momentum":12.394592,"rvol_3bar":[0.713546,3.562677,27.594977],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":4785.0,"sell_vol":11242.0,"unclassified_vol":0.0,"imbalance":-0.402883,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":2.037481},"context":{"vwap":11.246185,"price_vs_vwap_pct":0.07305,"ema9":11.230213,"ema20":11.221396,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.390286,"dist_to_hod_atr":11.343004,"atr":0.024297,"spread_atr":0.411575,"own_change_pct":0.222717,"rel_strength_pct":{"SPY":0.234512,"IWM":0.236459}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-11.117537},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f97a0ba34723","ts":"2026-09-09T18:06:15+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0725,"target":11.45,"target_label":"premarket_high","reward_risk":1.25,"pos_in_5d_range_pct":73.1,"room_to_5d_high_atr":0.61},"price":11.24,"vwap":11.2461,"ext_from_open_pct":-1.06,"max_ext_allowed_pct":3.0,"volume_pace":1.396,"trend":"flat","recent_slope_pct":0.0619,"volatility":"medium"},"price":11.24,"volume":{"bars":276,"last_bar_volume":333001.0,"baseline_avg":12067.45,"bar_rvol":27.594977,"raw_accel":7.256496,"smooth_accel":13.734793,"accel_momentum":12.394592,"rvol_3bar":[0.713546,3.562677,27.594977],"trend_3bar":"ACCELERATING","projected_rvol":37.050412},"flow":{"window_s":30,"trades":493,"trade_rate":16.433333,"buy_vol":26765.0,"sell_vol":101003.0,"unclassified_vol":0.0,"imbalance":-0.581038,"bid":11.23,"ask":11.24,"spread_pct":0.089008,"quote_size_imbalance":null,"quote_age_s":0.180514},"context":{"vwap":11.246185,"price_vs_vwap_pct":-0.054994,"ema9":11.230213,"ema20":11.221396,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.515178,"dist_to_hod_atr":11.935672,"atr":0.024297,"spread_atr":0.411575,"own_change_pct":0.222717,"rel_strength_pct":{"SPY":0.234512,"IWM":0.236459}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-16.033716},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eb2f4d9d9b41","ts":"2026-09-09T18:06:20+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.54,"target":12.74,"target_label":"premarket_high","reward_risk":0.9,"pos_in_5d_range_pct":42.6,"room_to_5d_high_atr":1.2},"price":12.645,"vwap":12.6004,"ext_from_open_pct":0.28,"max_ext_allowed_pct":3.0,"volume_pace":2.574,"trend":"flat","recent_slope_pct":-0.0258,"volatility":"medium"},"price":12.645,"volume":{"bars":276,"last_bar_volume":10809.0,"baseline_avg":11058.05,"bar_rvol":0.977478,"raw_accel":2.800633,"smooth_accel":-0.633789,"accel_momentum":0.037432,"rvol_3bar":[0.63029,0.204266,0.977478],"trend_3bar":"MIXED","projected_rvol":2.020881},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":3320.0,"sell_vol":5828.0,"unclassified_vol":0.0,"imbalance":-0.274158,"bid":12.64,"ask":12.65,"spread_pct":0.079083,"quote_size_imbalance":null,"quote_age_s":0.086952},"context":{"vwap":12.600322,"price_vs_vwap_pct":0.354581,"ema9":12.660156,"ema20":12.663839,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.441933,"dist_to_hod_atr":9.922121,"atr":0.018645,"spread_atr":0.536331,"own_change_pct":-0.00237,"rel_strength_pct":{"SPY":0.009425,"IWM":0.011372}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.267984},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"54c0ca6d4b92","ts":"2026-09-09T18:06:25+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.0875,"target":11.45,"target_label":"premarket_high","reward_risk":1.16,"pos_in_5d_range_pct":74.1,"room_to_5d_high_atr":0.59},"price":11.255,"vwap":11.2462,"ext_from_open_pct":-0.92,"max_ext_allowed_pct":3.0,"volume_pace":1.424,"trend":"flat","recent_slope_pct":0.0886,"volatility":"medium"},"price":11.255,"volume":{"bars":276,"last_bar_volume":333001.0,"baseline_avg":12067.45,"bar_rvol":27.594977,"raw_accel":7.256496,"smooth_accel":13.734793,"accel_momentum":12.394592,"rvol_3bar":[0.713546,3.562677,27.594977],"trend_3bar":"ACCELERATING","projected_rvol":52.472461},"flow":{"window_s":30,"trades":1108,"trade_rate":36.933333,"buy_vol":90191.0,"sell_vol":173896.0,"unclassified_vol":0.0,"imbalance":-0.31696,"bid":11.25,"ask":11.26,"spread_pct":0.088849,"quote_size_imbalance":null,"quote_age_s":0.079834},"context":{"vwap":11.246185,"price_vs_vwap_pct":0.078385,"ema9":11.230213,"ema20":11.221396,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.385082,"dist_to_hod_atr":11.31831,"atr":0.024297,"spread_atr":0.411575,"own_change_pct":0.222717,"rel_strength_pct":{"SPY":0.234512,"IWM":0.236459}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-8.746502},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6d7d6d0e0246","ts":"2026-09-09T18:06:45+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0775,"target":11.45,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":73.4,"room_to_5d_high_atr":0.6},"price":11.245,"vwap":11.2461,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":3.0,"volume_pace":1.425,"trend":"flat","recent_slope_pct":0.0708,"volatility":"medium"},"price":11.245,"volume":{"bars":276,"last_bar_volume":333001.0,"baseline_avg":12067.45,"bar_rvol":27.594977,"raw_accel":7.256496,"smooth_accel":13.734793,"accel_momentum":12.394592,"rvol_3bar":[0.713546,3.562677,27.594977],"trend_3bar":"ACCELERATING","projected_rvol":30.632597},"flow":{"window_s":30,"trades":721,"trade_rate":24.033333,"buy_vol":73923.0,"sell_vol":91544.0,"unclassified_vol":0.0,"imbalance":-0.106493,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":1.255797},"context":{"vwap":11.246185,"price_vs_vwap_pct":-0.010534,"ema9":11.230213,"ema20":11.221396,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.471813,"dist_to_hod_atr":11.729884,"atr":0.024297,"spread_atr":0.411575,"own_change_pct":0.222717,"rel_strength_pct":{"SPY":0.234512,"IWM":0.236459}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-2.938659},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"25fe934d27cf","ts":"2026-09-09T18:06:55+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.0875,"target":11.45,"target_label":"premarket_high","reward_risk":1.16,"pos_in_5d_range_pct":74.1,"room_to_5d_high_atr":0.59},"price":11.255,"vwap":11.2462,"ext_from_open_pct":-0.92,"max_ext_allowed_pct":3.0,"volume_pace":1.424,"trend":"flat","recent_slope_pct":0.0886,"volatility":"medium"},"price":11.255,"volume":{"bars":276,"last_bar_volume":333001.0,"baseline_avg":12067.45,"bar_rvol":27.594977,"raw_accel":7.256496,"smooth_accel":13.734793,"accel_momentum":12.394592,"rvol_3bar":[0.713546,3.562677,27.594977],"trend_3bar":"ACCELERATING","projected_rvol":25.3845},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":9518.0,"sell_vol":7444.0,"unclassified_vol":0.0,"imbalance":0.122273,"bid":11.25,"ask":11.26,"spread_pct":0.088849,"quote_size_imbalance":null,"quote_age_s":0.301033},"context":{"vwap":11.246185,"price_vs_vwap_pct":0.078385,"ema9":11.230213,"ema20":11.221396,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.385082,"dist_to_hod_atr":11.31831,"atr":0.024297,"spread_atr":0.411575,"own_change_pct":0.222717,"rel_strength_pct":{"SPY":0.234512,"IWM":0.236459}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":3.374129},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f2b527b7d04c","ts":"2026-09-09T18:07:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 780.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 117039 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8281,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":4.0,"volume_pace":0.692,"trend":"flat","recent_slope_pct":0.0254,"volatility":"high"},"price":11.945,"volume":{"bars":277,"last_bar_volume":27309.0,"baseline_avg":96368.6,"bar_rvol":0.283381,"raw_accel":-0.791963,"smooth_accel":-0.667193,"accel_momentum":-0.17563,"rvol_3bar":[1.036913,1.384667,0.283381],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":110,"trade_rate":3.666667,"buy_vol":18560.0,"sell_vol":1985.0,"unclassified_vol":0.0,"imbalance":0.806766,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.346874},"context":{"vwap":11.828133,"price_vs_vwap_pct":0.988045,"ema9":11.911916,"ema20":11.878857,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":4.612231,"atr":0.044447,"spread_atr":0.224987,"own_change_pct":0.621673,"rel_strength_pct":{"SPY":0.638709,"IWM":0.645721}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.228622},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"99f877dfbabd","ts":"2026-09-09T18:07:15+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 790.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 108 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8282,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.692,"trend":"flat","recent_slope_pct":0.0086,"volatility":"high"},"price":11.935,"volume":{"bars":277,"last_bar_volume":27309.0,"baseline_avg":96368.6,"bar_rvol":0.283381,"raw_accel":-0.791963,"smooth_accel":-0.667193,"accel_momentum":-0.17563,"rvol_3bar":[1.036913,1.384667,0.283381],"trend_3bar":"MIXED","projected_rvol":0.277435},"flow":{"window_s":30,"trades":115,"trade_rate":3.833333,"buy_vol":19028.0,"sell_vol":3103.0,"unclassified_vol":0.0,"imbalance":0.719579,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":1.767397},"context":{"vwap":11.828133,"price_vs_vwap_pct":0.903501,"ema9":11.911916,"ema20":11.878857,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":4.837218,"atr":0.044447,"spread_atr":0.224987,"own_change_pct":0.621673,"rel_strength_pct":{"SPY":0.638709,"IWM":0.645721}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.203915},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"469a73af3617","ts":"2026-09-09T18:07:30+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 805.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 117039 sh","plan":{"state":"WATCH","setup":"","stop":11.6912,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.12},"price":11.9438,"vwap":11.8282,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":3.0,"volume_pace":0.691,"trend":"flat","recent_slope_pct":0.0234,"volatility":"high"},"price":11.9438,"volume":{"bars":277,"last_bar_volume":27309.0,"baseline_avg":96368.6,"bar_rvol":0.283381,"raw_accel":-0.791963,"smooth_accel":-0.667193,"accel_momentum":-0.17563,"rvol_3bar":[1.036913,1.384667,0.283381],"trend_3bar":"MIXED","projected_rvol":0.291693},"flow":{"window_s":30,"trades":64,"trade_rate":2.133333,"buy_vol":6794.0,"sell_vol":7261.0,"unclassified_vol":0.0,"imbalance":-0.033227,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.116434},"context":{"vwap":11.828133,"price_vs_vwap_pct":0.9779,"ema9":11.911916,"ema20":11.878857,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.697119,"dist_to_hod_atr":4.639229,"atr":0.044447,"spread_atr":0.224987,"own_change_pct":0.621673,"rel_strength_pct":{"SPY":0.638709,"IWM":0.645721}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.009416},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3cbf8cbef675","ts":"2026-09-09T18:07:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3547,"target":8.8,"target_label":"premarket_high","reward_risk":2.07,"pos_in_5d_range_pct":109.0,"room_to_5d_high_atr":-0.33},"price":8.5,"vwap":8.3416,"ext_from_open_pct":3.28,"max_ext_allowed_pct":4.0,"volume_pace":0.647,"trend":"flat","recent_slope_pct":-0.0177,"volatility":"high"},"price":8.5,"volume":{"bars":277,"last_bar_volume":10341.0,"baseline_avg":2539.95,"bar_rvol":4.07134,"raw_accel":1.449893,"smooth_accel":0.718476,"accel_momentum":1.245564,"rvol_3bar":[0.366179,1.778799,4.07134],"trend_3bar":"ACCELERATING","projected_rvol":0.330715},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":419.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.995238,"bid":8.47,"ask":8.5,"spread_pct":0.353565,"quote_size_imbalance":null,"quote_age_s":2.064565},"context":{"vwap":8.341602,"price_vs_vwap_pct":1.898888,"ema9":8.496561,"ema20":8.49395,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.078677,"dist_to_hod_atr":14.844908,"atr":0.018188,"spread_atr":1.649434,"own_change_pct":-0.196431,"rel_strength_pct":{"SPY":-0.179395,"IWM":-0.172383}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":4.051953},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7cf6aef9cc62","ts":"2026-09-09T18:07:35+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 810.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 107 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8282,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.691,"trend":"flat","recent_slope_pct":0.0086,"volatility":"high"},"price":11.935,"volume":{"bars":277,"last_bar_volume":27309.0,"baseline_avg":96368.6,"bar_rvol":0.283381,"raw_accel":-0.791963,"smooth_accel":-0.667193,"accel_momentum":-0.17563,"rvol_3bar":[1.036913,1.384667,0.283381],"trend_3bar":"MIXED","projected_rvol":0.271244},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":6737.0,"sell_vol":8243.0,"unclassified_vol":0.0,"imbalance":-0.100534,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":1.879572},"context":{"vwap":11.828133,"price_vs_vwap_pct":0.903501,"ema9":11.911916,"ema20":11.878857,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":4.837218,"atr":0.044447,"spread_atr":0.224987,"own_change_pct":0.621673,"rel_strength_pct":{"SPY":0.638709,"IWM":0.645721}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.028489},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7d161d8216be","ts":"2026-09-09T18:07:40+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 815.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 117039 sh","plan":{"state":"WATCH","setup":"","stop":11.6873,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.9399,"vwap":11.8282,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":3.0,"volume_pace":0.691,"trend":"flat","recent_slope_pct":0.0168,"volatility":"high"},"price":11.9399,"volume":{"bars":277,"last_bar_volume":27309.0,"baseline_avg":96368.6,"bar_rvol":0.283381,"raw_accel":-0.791963,"smooth_accel":-0.667193,"accel_momentum":-0.17563,"rvol_3bar":[1.036913,1.384667,0.283381],"trend_3bar":"MIXED","projected_rvol":0.333547},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":11977.0,"sell_vol":8750.0,"unclassified_vol":0.0,"imbalance":0.155691,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":1.390248},"context":{"vwap":11.828133,"price_vs_vwap_pct":0.944928,"ema9":11.911916,"ema20":11.878857,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.729218,"dist_to_hod_atr":4.726974,"atr":0.044447,"spread_atr":0.224987,"own_change_pct":0.621673,"rel_strength_pct":{"SPY":0.638709,"IWM":0.645721}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.04412},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55c531719a69","ts":"2026-09-09T18:07:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 820.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 107 min","plan":{"state":"PASS","setup":"","stop":11.6817,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":93.9,"room_to_5d_high_atr":0.12},"price":11.9343,"vwap":11.8282,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.691,"trend":"flat","recent_slope_pct":0.0075,"volatility":"high"},"price":11.9343,"volume":{"bars":277,"last_bar_volume":27309.0,"baseline_avg":96368.6,"bar_rvol":0.283381,"raw_accel":-0.791963,"smooth_accel":-0.667193,"accel_momentum":-0.17563,"rvol_3bar":[1.036913,1.384667,0.283381],"trend_3bar":"MIXED","projected_rvol":0.414741},"flow":{"window_s":30,"trades":82,"trade_rate":2.733333,"buy_vol":10342.0,"sell_vol":12950.0,"unclassified_vol":0.0,"imbalance":-0.11197,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":1.021409},"context":{"vwap":11.828133,"price_vs_vwap_pct":0.897583,"ema9":11.911916,"ema20":11.878857,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.775309,"dist_to_hod_atr":4.852967,"atr":0.044447,"spread_atr":0.224987,"own_change_pct":0.621673,"rel_strength_pct":{"SPY":0.638709,"IWM":0.645721}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.03173},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e6e68e877a3c","ts":"2026-09-09T18:07:45+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0775,"target":11.45,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":73.4,"room_to_5d_high_atr":0.6},"price":11.245,"vwap":11.2462,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":4.0,"volume_pace":1.421,"trend":"flat","recent_slope_pct":0.0354,"volatility":"medium"},"price":11.245,"volume":{"bars":277,"last_bar_volume":280816.0,"baseline_avg":28342.85,"bar_rvol":9.907825,"raw_accel":-0.156711,"smooth_accel":22.431084,"accel_momentum":8.696291,"rvol_3bar":[3.562677,27.594977,9.907825],"trend_3bar":"MIXED","projected_rvol":0.28207},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":4382.0,"sell_vol":1310.0,"unclassified_vol":0.0,"imbalance":0.539705,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.393977},"context":{"vwap":11.246203,"price_vs_vwap_pct":-0.010694,"ema9":11.235171,"ema20":11.224596,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.471813,"dist_to_hod_atr":11.705689,"atr":0.024347,"spread_atr":0.410726,"own_change_pct":0.356665,"rel_strength_pct":{"SPY":0.373702,"IWM":0.380714}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":5.347301},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"accec4d9a1be","ts":"2026-09-09T18:07:50+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.0839,"target":11.45,"target_label":"premarket_high","reward_risk":1.19,"pos_in_5d_range_pct":73.8,"room_to_5d_high_atr":0.59},"price":11.2514,"vwap":11.2462,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":4.0,"volume_pace":1.422,"trend":"flat","recent_slope_pct":0.0468,"volatility":"medium"},"price":11.2514,"volume":{"bars":277,"last_bar_volume":280816.0,"baseline_avg":28342.85,"bar_rvol":9.907825,"raw_accel":-0.156711,"smooth_accel":22.431084,"accel_momentum":8.696291,"rvol_3bar":[3.562677,27.594977,9.907825],"trend_3bar":"MIXED","projected_rvol":0.429357},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":8223.0,"sell_vol":1410.0,"unclassified_vol":0.0,"imbalance":0.707256,"bid":11.25,"ask":11.26,"spread_pct":0.088849,"quote_size_imbalance":null,"quote_age_s":1.390892},"context":{"vwap":11.246203,"price_vs_vwap_pct":0.046214,"ema9":11.235171,"ema20":11.224596,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.416305,"dist_to_hod_atr":11.442825,"atr":0.024347,"spread_atr":0.410726,"own_change_pct":0.356665,"rel_strength_pct":{"SPY":0.373702,"IWM":0.380714}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":7.007372},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f7989d8cbff3","ts":"2026-09-09T18:07:55+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0775,"target":11.45,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":73.4,"room_to_5d_high_atr":0.6},"price":11.245,"vwap":11.2462,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":3.0,"volume_pace":1.422,"trend":"flat","recent_slope_pct":0.0354,"volatility":"medium"},"price":11.245,"volume":{"bars":277,"last_bar_volume":280816.0,"baseline_avg":28342.85,"bar_rvol":9.907825,"raw_accel":-0.156711,"smooth_accel":22.431084,"accel_momentum":8.696291,"rvol_3bar":[3.562677,27.594977,9.907825],"trend_3bar":"MIXED","projected_rvol":0.460145},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":8223.0,"sell_vol":3224.0,"unclassified_vol":0.0,"imbalance":0.436708,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":0.831673},"context":{"vwap":11.246203,"price_vs_vwap_pct":-0.010694,"ema9":11.235171,"ema20":11.224596,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.471813,"dist_to_hod_atr":11.705689,"atr":0.024347,"spread_atr":0.410726,"own_change_pct":0.356665,"rel_strength_pct":{"SPY":0.373702,"IWM":0.380714}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":4.32683},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"79e59f72bcf7","ts":"2026-09-09T18:08:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.55,"target":12.74,"target_label":"premarket_high","reward_risk":0.81,"pos_in_5d_range_pct":43.7,"room_to_5d_high_atr":1.18},"price":12.655,"vwap":12.6006,"ext_from_open_pct":0.36,"max_ext_allowed_pct":3.0,"volume_pace":2.568,"trend":"flat","recent_slope_pct":-0.0175,"volatility":"medium"},"price":12.655,"volume":{"bars":278,"last_bar_volume":12965.0,"baseline_avg":10965.3,"bar_rvol":1.182366,"raw_accel":-0.09683,"smooth_accel":0.576621,"accel_momentum":0.628097,"rvol_3bar":[0.977478,1.332393,1.182366],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":115,"trade_rate":3.833333,"buy_vol":1180.0,"sell_vol":10309.0,"unclassified_vol":0.0,"imbalance":-0.794586,"bid":12.65,"ask":12.66,"spread_pct":0.07902,"quote_size_imbalance":null,"quote_age_s":1.569374},"context":{"vwap":12.600585,"price_vs_vwap_pct":0.431844,"ema9":12.65882,"ema20":12.662483,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.363991,"dist_to_hod_atr":9.835577,"atr":0.017793,"spread_atr":0.562033,"own_change_pct":-0.00869,"rel_strength_pct":{"SPY":0.035864,"IWM":-0.005253}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.939492},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3642c6b4e8ef","ts":"2026-09-09T18:08:20+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3247,"target":8.52,"target_label":"ceiling","reward_risk":0.34,"pos_in_5d_range_pct":107.6,"room_to_5d_high_atr":-0.28},"price":8.47,"vwap":8.3417,"ext_from_open_pct":2.92,"max_ext_allowed_pct":3.0,"volume_pace":0.645,"trend":"flat","recent_slope_pct":-0.0688,"volatility":"high"},"price":8.47,"volume":{"bars":278,"last_bar_volume":748.0,"baseline_avg":2571.05,"bar_rvol":0.290932,"raw_accel":-0.927667,"smooth_accel":0.951562,"accel_momentum":0.233086,"rvol_3bar":[1.778799,4.07134,0.290932],"trend_3bar":"MIXED","projected_rvol":0.435231},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":8.0,"sell_vol":388.0,"unclassified_vol":0.0,"imbalance":-0.959596,"bid":8.47,"ask":8.5,"spread_pct":0.353565,"quote_size_imbalance":null,"quote_age_s":1.673356},"context":{"vwap":8.341679,"price_vs_vwap_pct":1.53831,"ema9":8.496569,"ema20":8.494203,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.420753,"dist_to_hod_atr":16.377799,"atr":0.018317,"spread_atr":1.63778,"own_change_pct":-0.04,"rel_strength_pct":{"SPY":0.004554,"IWM":-0.036564}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.279177},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"561cfa0c7c36","ts":"2026-09-09T18:08:30+00:00","symbol":"EXK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.0801,"target":11.45,"target_label":"premarket_high","reward_risk":1.21,"pos_in_5d_range_pct":73.6,"room_to_5d_high_atr":0.6},"price":11.2476,"vwap":11.2462,"ext_from_open_pct":-0.99,"max_ext_allowed_pct":3.0,"volume_pace":1.419,"trend":"flat","recent_slope_pct":-0.0087,"volatility":"medium"},"price":11.2476,"volume":{"bars":278,"last_bar_volume":11955.0,"baseline_avg":42065.35,"bar_rvol":0.284201,"raw_accel":-0.957428,"smooth_accel":10.335833,"accel_momentum":-12.095251,"rvol_3bar":[27.594977,9.907825,0.284201],"trend_3bar":"DECELERATING","projected_rvol":0.002853},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":1.0,"sell_vol":59.0,"unclassified_vol":0.0,"imbalance":-0.966667,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":1.362366},"context":{"vwap":11.246209,"price_vs_vwap_pct":0.012371,"ema9":11.237137,"ema20":11.22654,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.449263,"dist_to_hod_atr":11.925936,"atr":0.023679,"spread_atr":0.422307,"own_change_pct":0.254984,"rel_strength_pct":{"SPY":0.299538,"IWM":0.25842}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.274727},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"33a9b1b83799","ts":"2026-09-09T18:08:40+00:00","symbol":"EXK","event":"REJECT","bot":{"state":"REJECT","reason":"price $11.24 below VWAP $11.25","plan":{"state":"PASS","setup":"","stop":11.0775,"target":11.45,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":73.4,"room_to_5d_high_atr":0.6},"price":11.245,"vwap":11.2462,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":3.0,"volume_pace":1.419,"trend":"flat","recent_slope_pct":-0.0133,"volatility":"medium"},"price":11.245,"volume":{"bars":278,"last_bar_volume":11955.0,"baseline_avg":42065.35,"bar_rvol":0.284201,"raw_accel":-0.957428,"smooth_accel":10.335833,"accel_momentum":-12.095251,"rvol_3bar":[27.594977,9.907825,0.284201],"trend_3bar":"DECELERATING","projected_rvol":0.193235},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":119.0,"sell_vol":5298.0,"unclassified_vol":0.0,"imbalance":-0.956064,"bid":11.24,"ask":11.25,"spread_pct":0.088928,"quote_size_imbalance":null,"quote_age_s":1.126203},"context":{"vwap":11.246209,"price_vs_vwap_pct":-0.010748,"ema9":11.237137,"ema20":11.22654,"ema_stack":true,"ema_warm":true,"hod":11.53,"dist_to_hod_pct":-2.471813,"dist_to_hod_atr":12.035736,"atr":0.023679,"spread_atr":0.422307,"own_change_pct":0.254984,"rel_strength_pct":{"SPY":0.299538,"IWM":0.25842}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.271714},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"361b9ef72c5e","ts":"2026-09-09T18:08:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 890.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 116359 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8284,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.689,"trend":"flat","recent_slope_pct":-0.0492,"volatility":"high"},"price":11.945,"volume":{"bars":278,"last_bar_volume":37043.0,"baseline_avg":95487.6,"bar_rvol":0.387935,"raw_accel":0.356439,"smooth_accel":-0.404909,"accel_momentum":0.262285,"rvol_3bar":[1.384667,0.283381,0.387935],"trend_3bar":"MIXED","projected_rvol":0.249354},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":1320.0,"sell_vol":5091.0,"unclassified_vol":0.0,"imbalance":-0.588208,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.140958},"context":{"vwap":11.828271,"price_vs_vwap_pct":0.986863,"ema9":11.914532,"ema20":11.883252,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":4.640172,"atr":0.044179,"spread_atr":0.22635,"own_change_pct":0.168838,"rel_strength_pct":{"SPY":0.213392,"IWM":0.172274}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.228186},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b6e73c0941ec","ts":"2026-09-09T18:09:00+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 895.0s, plan says PASS; stop 11.67, target 12.05 (premarket_high), R:R 0.49; target 0.12 away > ~0.11 reachable in 106 min","plan":{"state":"PASS","setup":"","stop":11.6724,"target":12.05,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":93.5,"room_to_5d_high_atr":0.13},"price":11.925,"vwap":11.8284,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":0.689,"trend":"flat","recent_slope_pct":-0.0827,"volatility":"high"},"price":11.925,"volume":{"bars":278,"last_bar_volume":37043.0,"baseline_avg":95487.6,"bar_rvol":0.387935,"raw_accel":0.356439,"smooth_accel":-0.404909,"accel_momentum":0.262285,"rvol_3bar":[1.384667,0.283381,0.387935],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":1238.0,"sell_vol":6688.0,"unclassified_vol":0.0,"imbalance":-0.68761,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":2.18223},"context":{"vwap":11.828271,"price_vs_vwap_pct":0.817777,"ema9":11.914532,"ema20":11.883252,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.851852,"dist_to_hod_atr":5.092872,"atr":0.044179,"spread_atr":0.22635,"own_change_pct":0.168838,"rel_strength_pct":{"SPY":0.223859,"IWM":0.170556}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.266748},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4b8f6c4748f5","ts":"2026-09-09T18:09:15+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4687,"target":14.76,"target_label":"ceiling","reward_risk":1.62,"pos_in_5d_range_pct":184.5,"room_to_5d_high_atr":-2.81},"price":14.58,"vwap":14.4827,"ext_from_open_pct":3.27,"max_ext_allowed_pct":4.0,"volume_pace":3.506,"trend":"flat","recent_slope_pct":-0.0163,"volatility":"medium"},"price":14.58,"volume":{"bars":279,"last_bar_volume":1296.0,"baseline_avg":4912.9,"bar_rvol":0.263795,"raw_accel":-0.85939,"smooth_accel":0.705509,"accel_momentum":-0.034817,"rvol_3bar":[0.517942,1.969444,0.263795],"trend_3bar":"MIXED","projected_rvol":1.83354},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":824.0,"sell_vol":1862.0,"unclassified_vol":0.0,"imbalance":-0.386448,"bid":14.58,"ask":14.59,"spread_pct":0.068564,"quote_size_imbalance":null,"quote_age_s":0.15518},"context":{"vwap":14.482632,"price_vs_vwap_pct":0.672308,"ema9":14.584383,"ema20":14.590217,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.219512,"dist_to_hod_atr":9.873203,"atr":0.018231,"spread_atr":0.548511,"own_change_pct":-0.024,"rel_strength_pct":{"SPY":0.031022,"IWM":-0.022282}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":3,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.101943},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2a9d4f7e5dcc","ts":"2026-09-09T18:09:40+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 935.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.41; R:R 0.41 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 115863 sh","plan":{"state":"WATCH","setup":"","stop":11.6936,"target":12.05,"target_label":"premarket_high","reward_risk":0.41,"pos_in_5d_range_pct":94.5,"room_to_5d_high_atr":0.11},"price":11.9462,"vwap":11.8284,"ext_from_open_pct":-0.94,"max_ext_allowed_pct":3.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":-0.0064,"volatility":"high"},"price":11.9462,"volume":{"bars":279,"last_bar_volume":24777.0,"baseline_avg":96112.0,"bar_rvol":0.257793,"raw_accel":-0.331129,"smooth_accel":-0.749806,"accel_momentum":-0.344897,"rvol_3bar":[0.283381,0.387935,0.257793],"trend_3bar":"MIXED","projected_rvol":0.130722},"flow":{"window_s":30,"trades":45,"trade_rate":1.5,"buy_vol":2416.0,"sell_vol":5071.0,"unclassified_vol":0.0,"imbalance":-0.354615,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.610722},"context":{"vwap":11.828365,"price_vs_vwap_pct":0.99621,"ema9":11.916626,"ema20":11.887228,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.677366,"dist_to_hod_atr":4.667185,"atr":0.043667,"spread_atr":0.229008,"own_change_pct":0.051179,"rel_strength_pct":{"SPY":0.1062,"IWM":0.052897}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.091417},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fae685774b16","ts":"2026-09-09T18:09:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 940.0s, plan says PASS; stop 11.67, target 12.05 (premarket_high), R:R 0.49; target 0.12 away > ~0.11 reachable in 105 min","plan":{"state":"PASS","setup":"","stop":11.6724,"target":12.05,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":93.5,"room_to_5d_high_atr":0.13},"price":11.925,"vwap":11.8284,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":-0.0419,"volatility":"high"},"price":11.925,"volume":{"bars":279,"last_bar_volume":24777.0,"baseline_avg":96112.0,"bar_rvol":0.257793,"raw_accel":-0.331129,"smooth_accel":-0.749806,"accel_momentum":-0.344897,"rvol_3bar":[0.283381,0.387935,0.257793],"trend_3bar":"MIXED","projected_rvol":0.161853},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":2418.0,"sell_vol":7380.0,"unclassified_vol":0.0,"imbalance":-0.50643,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.204552},"context":{"vwap":11.828365,"price_vs_vwap_pct":0.816979,"ema9":11.916626,"ema20":11.887228,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.851852,"dist_to_hod_atr":5.152682,"atr":0.043667,"spread_atr":0.229008,"own_change_pct":0.051179,"rel_strength_pct":{"SPY":0.1062,"IWM":0.052897}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.130554},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"afc234820207","ts":"2026-09-09T18:10:00+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 955.0s, plan says WATCH; stop 11.70, target 12.05 (premarket_high), R:R 0.40; R:R 0.40 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 115863 sh","plan":{"state":"WATCH","setup":"","stop":11.6974,"target":12.05,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":94.7,"room_to_5d_high_atr":0.11},"price":11.95,"vwap":11.8285,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":4.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":0.0,"volatility":"high"},"price":11.95,"volume":{"bars":279,"last_bar_volume":24777.0,"baseline_avg":96112.0,"bar_rvol":0.257793,"raw_accel":-0.331129,"smooth_accel":-0.749806,"accel_momentum":-0.344897,"rvol_3bar":[0.283381,0.387935,0.257793],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":22260.0,"sell_vol":5433.0,"unclassified_vol":0.0,"imbalance":0.607626,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.443738},"context":{"vwap":11.828365,"price_vs_vwap_pct":1.028336,"ema9":11.916626,"ema20":11.887228,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.646091,"dist_to_hod_atr":4.580162,"atr":0.043667,"spread_atr":0.229008,"own_change_pct":0.051179,"rel_strength_pct":{"SPY":0.0977,"IWM":0.064922}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.156642},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4bdc1ebff5e8","ts":"2026-09-09T18:10:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4637,"target":14.76,"target_label":"ceiling","reward_risk":1.66,"pos_in_5d_range_pct":184.1,"room_to_5d_high_atr":-2.8},"price":14.575,"vwap":14.4828,"ext_from_open_pct":3.24,"max_ext_allowed_pct":5.0,"volume_pace":3.499,"trend":"flat","recent_slope_pct":-0.0235,"volatility":"medium"},"price":14.575,"volume":{"bars":280,"last_bar_volume":4852.0,"baseline_avg":4919.3,"bar_rvol":0.986319,"raw_accel":2.743827,"smooth_accel":0.815765,"accel_momentum":0.110255,"rvol_3bar":[1.969444,0.263795,0.986319],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":30.0,"sell_vol":824.0,"unclassified_vol":0.0,"imbalance":-0.929742,"bid":14.57,"ask":14.58,"spread_pct":0.068611,"quote_size_imbalance":null,"quote_age_s":4.991675},"context":{"vwap":14.482767,"price_vs_vwap_pct":0.636844,"ema9":14.582507,"ema20":14.588767,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.253388,"dist_to_hod_atr":10.077619,"atr":0.018358,"spread_atr":0.544736,"own_change_pct":-0.10281,"rel_strength_pct":{"SPY":-0.05629,"IWM":-0.089067}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.917023},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"12cf11b8d694","ts":"2026-09-09T18:10:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 960.0s, plan says PASS; stop 11.66, target 12.05 (premarket_high), R:R 0.53; target 0.13 away > ~0.11 reachable in 105 min","plan":{"state":"PASS","setup":"","stop":11.6646,"target":12.05,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":93.1,"room_to_5d_high_atr":0.14},"price":11.9172,"vwap":11.8285,"ext_from_open_pct":-1.18,"max_ext_allowed_pct":4.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":-0.0256,"volatility":"high"},"price":11.9172,"volume":{"bars":280,"last_bar_volume":34088.0,"baseline_avg":88794.65,"bar_rvol":0.383897,"raw_accel":0.375792,"smooth_accel":-0.621794,"accel_momentum":0.128011,"rvol_3bar":[0.387935,0.257793,0.383897],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":170,"trade_rate":5.666667,"buy_vol":28391.0,"sell_vol":5941.0,"unclassified_vol":0.0,"imbalance":0.653909,"bid":11.95,"ask":11.96,"spread_pct":0.083647,"quote_size_imbalance":null,"quote_age_s":0.465147},"context":{"vwap":11.828506,"price_vs_vwap_pct":0.749833,"ema9":11.923301,"ema20":11.893206,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.916049,"dist_to_hod_atr":5.390087,"atr":0.04319,"spread_atr":0.231533,"own_change_pct":-0.141223,"rel_strength_pct":{"SPY":-0.094702,"IWM":-0.12748}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.251034},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1fffaa0b0869","ts":"2026-09-09T18:10:10+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 965.0s, plan says WATCH; stop 11.70, target 12.05 (premarket_high), R:R 0.37; R:R 0.37 < 2.0 at 11.96; breakout: 1-min close > 11.99 on >= 113667 sh","plan":{"state":"WATCH","setup":"","stop":11.7034,"target":12.05,"target_label":"premarket_high","reward_risk":0.37,"pos_in_5d_range_pct":95.0,"room_to_5d_high_atr":0.1},"price":11.956,"vwap":11.8285,"ext_from_open_pct":-0.86,"max_ext_allowed_pct":4.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":0.0394,"volatility":"high"},"price":11.956,"volume":{"bars":280,"last_bar_volume":34088.0,"baseline_avg":88794.65,"bar_rvol":0.383897,"raw_accel":0.375792,"smooth_accel":-0.621794,"accel_momentum":0.128011,"rvol_3bar":[0.387935,0.257793,0.383897],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":173,"trade_rate":5.766667,"buy_vol":28669.0,"sell_vol":4149.0,"unclassified_vol":0.0,"imbalance":0.747151,"bid":11.95,"ask":11.96,"spread_pct":0.083647,"quote_size_imbalance":null,"quote_age_s":0.597086},"context":{"vwap":11.828506,"price_vs_vwap_pct":1.077854,"ema9":11.923301,"ema20":11.893206,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.596708,"dist_to_hod_atr":4.491739,"atr":0.04319,"spread_atr":0.231533,"own_change_pct":-0.141223,"rel_strength_pct":{"SPY":-0.094702,"IWM":-0.12748}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.286829},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"888cb1c92f15","ts":"2026-09-09T18:10:20+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3399,"target":8.8,"target_label":"premarket_high","reward_risk":2.17,"pos_in_5d_range_pct":108.3,"room_to_5d_high_atr":-0.3},"price":8.4852,"vwap":8.3427,"ext_from_open_pct":3.1,"max_ext_allowed_pct":4.0,"volume_pace":0.645,"trend":"flat","recent_slope_pct":-0.0098,"volatility":"high"},"price":8.4852,"volume":{"bars":280,"last_bar_volume":9026.0,"baseline_avg":2455.8,"bar_rvol":3.675381,"raw_accel":5.911179,"smooth_accel":-0.283682,"accel_momentum":-1.422226,"rvol_3bar":[0.290932,0.534753,3.675381],"trend_3bar":"ACCELERATING","projected_rvol":0.714635},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":1961.0,"sell_vol":3363.0,"unclassified_vol":0.0,"imbalance":-0.263336,"bid":8.47,"ask":8.51,"spread_pct":0.471143,"quote_size_imbalance":null,"quote_age_s":0.571341},"context":{"vwap":8.342683,"price_vs_vwap_pct":1.708289,"ema9":8.49236,"ema20":8.492473,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.247434,"dist_to_hod_atr":14.455902,"atr":0.019701,"spread_atr":2.030323,"own_change_pct":-0.142353,"rel_strength_pct":{"SPY":-0.095832,"IWM":-0.12861}},"vas":{"raw":0,"score":4.4,"components":{"rvol":3,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.967859},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1d267c2acd89","ts":"2026-09-09T18:10:30+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 985.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.45; target 0.11 away > ~0.11 reachable in 104 min","plan":{"state":"PASS","setup":"","stop":11.683,"target":12.05,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.9356,"vwap":11.8286,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":0.687,"trend":"flat","recent_slope_pct":0.0052,"volatility":"high"},"price":11.9356,"volume":{"bars":280,"last_bar_volume":34088.0,"baseline_avg":88794.65,"bar_rvol":0.383897,"raw_accel":0.375792,"smooth_accel":-0.621794,"accel_momentum":0.128011,"rvol_3bar":[0.387935,0.257793,0.383897],"trend_3bar":"MIXED","projected_rvol":0.752906},"flow":{"window_s":30,"trades":101,"trade_rate":3.366667,"buy_vol":19704.0,"sell_vol":13723.0,"unclassified_vol":0.0,"imbalance":0.178927,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.738066},"context":{"vwap":11.828506,"price_vs_vwap_pct":0.905389,"ema9":11.923301,"ema20":11.893206,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.764609,"dist_to_hod_atr":4.964067,"atr":0.04319,"spread_atr":0.231533,"own_change_pct":-0.141223,"rel_strength_pct":{"SPY":-0.094702,"IWM":-0.12748}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.06869},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"53bc421e195a","ts":"2026-09-09T18:10:35+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4637,"target":14.76,"target_label":"ceiling","reward_risk":1.66,"pos_in_5d_range_pct":184.1,"room_to_5d_high_atr":-2.8},"price":14.575,"vwap":14.4828,"ext_from_open_pct":3.24,"max_ext_allowed_pct":4.0,"volume_pace":3.493,"trend":"flat","recent_slope_pct":-0.0235,"volatility":"medium"},"price":14.575,"volume":{"bars":280,"last_bar_volume":4852.0,"baseline_avg":4919.3,"bar_rvol":0.986319,"raw_accel":2.743827,"smooth_accel":0.815765,"accel_momentum":0.110255,"rvol_3bar":[1.969444,0.263795,0.986319],"trend_3bar":"MIXED","projected_rvol":0.239058},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":70.0,"sell_vol":611.0,"unclassified_vol":0.0,"imbalance":-0.79442,"bid":14.57,"ask":14.58,"spread_pct":0.068611,"quote_size_imbalance":null,"quote_age_s":4.991652},"context":{"vwap":14.482767,"price_vs_vwap_pct":0.636844,"ema9":14.582507,"ema20":14.588767,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.253388,"dist_to_hod_atr":10.077619,"atr":0.018358,"spread_atr":0.544736,"own_change_pct":-0.10281,"rel_strength_pct":{"SPY":-0.05629,"IWM":-0.089067}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.783552},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"57cace8b9a13","ts":"2026-09-09T18:10:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1000.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.41; R:R 0.41 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 113667 sh","plan":{"state":"WATCH","setup":"","stop":11.6934,"target":12.05,"target_label":"premarket_high","reward_risk":0.41,"pos_in_5d_range_pct":94.5,"room_to_5d_high_atr":0.11},"price":11.946,"vwap":11.8287,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":4.0,"volume_pace":0.686,"trend":"flat","recent_slope_pct":0.0226,"volatility":"high"},"price":11.946,"volume":{"bars":280,"last_bar_volume":34088.0,"baseline_avg":88794.65,"bar_rvol":0.383897,"raw_accel":0.375792,"smooth_accel":-0.621794,"accel_momentum":0.128011,"rvol_3bar":[0.387935,0.257793,0.383897],"trend_3bar":"MIXED","projected_rvol":0.620653},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":16124.0,"sell_vol":3927.0,"unclassified_vol":0.0,"imbalance":0.608299,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.038322},"context":{"vwap":11.828506,"price_vs_vwap_pct":0.993313,"ema9":11.923301,"ema20":11.893206,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.679012,"dist_to_hod_atr":4.723272,"atr":0.04319,"spread_atr":0.231533,"own_change_pct":-0.141223,"rel_strength_pct":{"SPY":-0.094702,"IWM":-0.12748}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.233524},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"03166bcdde88","ts":"2026-09-09T18:10:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1005.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.45; target 0.11 away > ~0.11 reachable in 104 min","plan":{"state":"PASS","setup":"","stop":11.6841,"target":12.05,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.9367,"vwap":11.8287,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":4.0,"volume_pace":0.686,"trend":"flat","recent_slope_pct":0.007,"volatility":"high"},"price":11.9367,"volume":{"bars":280,"last_bar_volume":34088.0,"baseline_avg":88794.65,"bar_rvol":0.383897,"raw_accel":0.375792,"smooth_accel":-0.621794,"accel_momentum":0.128011,"rvol_3bar":[0.387935,0.257793,0.383897],"trend_3bar":"MIXED","projected_rvol":0.614483},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":19144.0,"sell_vol":975.0,"unclassified_vol":0.0,"imbalance":0.903077,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.662503},"context":{"vwap":11.828506,"price_vs_vwap_pct":0.914689,"ema9":11.923301,"ema20":11.893206,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.755556,"dist_to_hod_atr":4.938598,"atr":0.04319,"spread_atr":0.231533,"own_change_pct":-0.141223,"rel_strength_pct":{"SPY":-0.094702,"IWM":-0.12748}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.346688},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d82c7a690d1c","ts":"2026-09-09T18:10:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1010.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 113667 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8287,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.686,"trend":"flat","recent_slope_pct":0.0209,"volatility":"high"},"price":11.945,"volume":{"bars":280,"last_bar_volume":34088.0,"baseline_avg":88794.65,"bar_rvol":0.383897,"raw_accel":0.375792,"smooth_accel":-0.621794,"accel_momentum":0.128011,"rvol_3bar":[0.387935,0.257793,0.383897],"trend_3bar":"MIXED","projected_rvol":0.7053},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":19648.0,"sell_vol":11894.0,"unclassified_vol":0.0,"imbalance":0.245831,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.544611},"context":{"vwap":11.828506,"price_vs_vwap_pct":0.984858,"ema9":11.923301,"ema20":11.893206,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":4.746426,"atr":0.04319,"spread_atr":0.231533,"own_change_pct":-0.141223,"rel_strength_pct":{"SPY":-0.094702,"IWM":-0.12748}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.094374},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e241432d9472","ts":"2026-09-09T18:11:00+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3405,"target":8.8,"target_label":"premarket_high","reward_risk":2.16,"pos_in_5d_range_pct":108.3,"room_to_5d_high_atr":-0.3},"price":8.4858,"vwap":8.3428,"ext_from_open_pct":3.11,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":-0.0084,"volatility":"high"},"price":8.4858,"volume":{"bars":280,"last_bar_volume":9026.0,"baseline_avg":2455.8,"bar_rvol":3.675381,"raw_accel":5.911179,"smooth_accel":-0.283682,"accel_momentum":-1.422226,"rvol_3bar":[0.290932,0.534753,3.675381],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":309.0,"sell_vol":438.0,"unclassified_vol":0.0,"imbalance":-0.172691,"bid":8.47,"ask":8.51,"spread_pct":0.471143,"quote_size_imbalance":null,"quote_age_s":0.960687},"context":{"vwap":8.342683,"price_vs_vwap_pct":1.715481,"ema9":8.49236,"ema20":8.492473,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.240593,"dist_to_hod_atr":14.425447,"atr":0.019701,"spread_atr":2.030323,"own_change_pct":-0.142353,"rel_strength_pct":{"SPY":-0.099101,"IWM":-0.123455}},"vas":{"raw":0,"score":4.4,"components":{"rvol":3,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.634704},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"430d1615deb4","ts":"2026-09-09T18:11:10+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3247,"target":8.52,"target_label":"ceiling","reward_risk":0.34,"pos_in_5d_range_pct":107.6,"room_to_5d_high_atr":-0.28},"price":8.47,"vwap":8.3429,"ext_from_open_pct":2.92,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":-0.0572,"volatility":"high"},"price":8.47,"volume":{"bars":281,"last_bar_volume":1332.0,"baseline_avg":2875.35,"bar_rvol":0.463248,"raw_accel":-0.852426,"smooth_accel":-0.238145,"accel_momentum":0.045537,"rvol_3bar":[0.534753,3.675381,0.463248],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":502.0,"sell_vol":1549.0,"unclassified_vol":0.0,"imbalance":-0.510483,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":0.654464},"context":{"vwap":8.342813,"price_vs_vwap_pct":1.52451,"ema9":8.491048,"ema20":8.491838,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.420753,"dist_to_hod_atr":15.770688,"atr":0.019023,"spread_atr":1.051379,"own_change_pct":-0.108299,"rel_strength_pct":{"SPY":-0.065048,"IWM":-0.089401}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.23648},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8db90e9d67f8","ts":"2026-09-09T18:11:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3386,"target":8.8,"target_label":"premarket_high","reward_risk":2.18,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.3},"price":8.4839,"vwap":8.3429,"ext_from_open_pct":3.09,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":-0.0244,"volatility":"high"},"price":8.4839,"volume":{"bars":281,"last_bar_volume":1332.0,"baseline_avg":2875.35,"bar_rvol":0.463248,"raw_accel":-0.852426,"smooth_accel":-0.238145,"accel_momentum":0.045537,"rvol_3bar":[0.534753,3.675381,0.463248],"trend_3bar":"MIXED","projected_rvol":1.82656},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":503.0,"sell_vol":1547.0,"unclassified_vol":0.0,"imbalance":-0.509268,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":5.654464},"context":{"vwap":8.342813,"price_vs_vwap_pct":1.691121,"ema9":8.491048,"ema20":8.491838,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.262258,"dist_to_hod_atr":15.03998,"atr":0.019023,"spread_atr":1.051379,"own_change_pct":-0.108299,"rel_strength_pct":{"SPY":-0.065048,"IWM":-0.089401}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.235917},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c9d87b2df791","ts":"2026-09-09T18:11:20+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3311,"target":8.8,"target_label":"premarket_high","reward_risk":2.23,"pos_in_5d_range_pct":107.9,"room_to_5d_high_atr":-0.29},"price":8.4764,"vwap":8.343,"ext_from_open_pct":2.99,"max_ext_allowed_pct":3.0,"volume_pace":0.644,"trend":"flat","recent_slope_pct":-0.0421,"volatility":"high"},"price":8.4764,"volume":{"bars":281,"last_bar_volume":1332.0,"baseline_avg":2875.35,"bar_rvol":0.463248,"raw_accel":-0.852426,"smooth_accel":-0.238145,"accel_momentum":0.045537,"rvol_3bar":[0.534753,3.675381,0.463248],"trend_3bar":"MIXED","projected_rvol":2.152434},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":502.0,"sell_vol":2297.0,"unclassified_vol":0.0,"imbalance":-0.6413,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":0.433533},"context":{"vwap":8.342813,"price_vs_vwap_pct":1.601223,"ema9":8.491048,"ema20":8.491838,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.347777,"dist_to_hod_atr":15.434247,"atr":0.019023,"spread_atr":1.051379,"own_change_pct":-0.108299,"rel_strength_pct":{"SPY":-0.065048,"IWM":-0.089401}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.297081},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ae759611cd61","ts":"2026-09-09T18:11:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1060.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 103 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.829,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.686,"trend":"flat","recent_slope_pct":0.0294,"volatility":"high"},"price":11.935,"volume":{"bars":281,"last_bar_volume":63923.0,"baseline_avg":84860.1,"bar_rvol":0.753275,"raw_accel":0.875235,"smooth_accel":-0.37232,"accel_momentum":0.249474,"rvol_3bar":[0.257793,0.383897,0.753275],"trend_3bar":"ACCELERATING","projected_rvol":1.028611},"flow":{"window_s":30,"trades":85,"trade_rate":2.833333,"buy_vol":18034.0,"sell_vol":23530.0,"unclassified_vol":0.0,"imbalance":-0.13223,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":1.909556},"context":{"vwap":11.828773,"price_vs_vwap_pct":0.898036,"ema9":11.926661,"ema20":11.897672,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":4.981175,"atr":0.043163,"spread_atr":0.231683,"own_change_pct":0.000838,"rel_strength_pct":{"SPY":0.044089,"IWM":0.019736}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.099605},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"83509769ba6c","ts":"2026-09-09T18:12:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4637,"target":14.76,"target_label":"ceiling","reward_risk":1.66,"pos_in_5d_range_pct":184.1,"room_to_5d_high_atr":-2.8},"price":14.575,"vwap":14.4829,"ext_from_open_pct":3.24,"max_ext_allowed_pct":4.0,"volume_pace":3.478,"trend":"flat","recent_slope_pct":-0.0086,"volatility":"medium"},"price":14.575,"volume":{"bars":282,"last_bar_volume":3002.0,"baseline_avg":4762.65,"bar_rvol":0.630321,"raw_accel":0.973702,"smooth_accel":-0.273762,"accel_momentum":0.190019,"rvol_3bar":[0.986319,0.298124,0.630321],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":7,"trade_rate":0.233333,"buy_vol":71.0,"sell_vol":244.0,"unclassified_vol":0.0,"imbalance":-0.549206,"bid":14.57,"ask":14.58,"spread_pct":0.068611,"quote_size_imbalance":null,"quote_age_s":4.991579},"context":{"vwap":14.482888,"price_vs_vwap_pct":0.636003,"ema9":14.579928,"ema20":14.586368,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.253388,"dist_to_hod_atr":10.441385,"atr":0.017718,"spread_atr":0.564399,"own_change_pct":-0.117207,"rel_strength_pct":{"SPY":-0.074608,"IWM":-0.089716}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.346176},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3a16a7b28c15","ts":"2026-09-09T18:12:40+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1115.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 113998 sh","plan":{"state":"WATCH","setup":"","stop":11.6874,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.94,"vwap":11.8292,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":4.0,"volume_pace":0.685,"trend":"flat","recent_slope_pct":-0.0,"volatility":"high"},"price":11.94,"volume":{"bars":282,"last_bar_volume":84561.0,"baseline_avg":86617.55,"bar_rvol":0.976257,"raw_accel":0.322857,"smooth_accel":1.048402,"accel_momentum":1.420722,"rvol_3bar":[0.383897,0.753275,0.976257],"trend_3bar":"ACCELERATING","projected_rvol":0.652991},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":7232.0,"sell_vol":1246.0,"unclassified_vol":0.0,"imbalance":0.706063,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.308284},"context":{"vwap":11.829096,"price_vs_vwap_pct":0.937552,"ema9":11.925329,"ema20":11.899799,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.728395,"dist_to_hod_atr":4.973672,"atr":0.042222,"spread_atr":0.236842,"own_change_pct":-0.209293,"rel_strength_pct":{"SPY":-0.166694,"IWM":-0.181802}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.689299},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"349985b3def5","ts":"2026-09-09T18:13:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2727,"target":5.49,"target_label":"premarket_high","reward_risk":3.15,"pos_in_5d_range_pct":31.9,"room_to_5d_high_atr":1.17},"price":5.325,"vwap":5.3195,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":3.0,"volume_pace":1.173,"trend":"flat","recent_slope_pct":0.0487,"volatility":"medium"},"price":5.325,"volume":{"bars":283,"last_bar_volume":76085.0,"baseline_avg":38144.8,"bar_rvol":1.994636,"raw_accel":2.887243,"smooth_accel":-0.744557,"accel_momentum":0.070795,"rvol_3bar":[1.278979,0.520037,1.994636],"trend_3bar":"MIXED","projected_rvol":1.985005},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":7487.0,"sell_vol":33157.0,"unclassified_vol":0.0,"imbalance":-0.631582,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":2.978422},"context":{"vwap":5.319447,"price_vs_vwap_pct":0.104386,"ema9":5.313497,"ema20":5.309801,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.205937,"dist_to_hod_atr":5.790846,"atr":0.011225,"spread_atr":0.890899,"own_change_pct":0.094073,"rel_strength_pct":{"SPY":0.109805,"IWM":0.090603}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.259775},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d75e9cbe16fa","ts":"2026-09-09T18:14:00+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.32 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2662,"target":5.49,"target_label":"premarket_high","reward_risk":3.28,"pos_in_5d_range_pct":30.1,"room_to_5d_high_atr":1.2},"price":5.3185,"vwap":5.3195,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":3.0,"volume_pace":1.178,"trend":"flat","recent_slope_pct":0.0243,"volatility":"medium"},"price":5.3185,"volume":{"bars":283,"last_bar_volume":76085.0,"baseline_avg":38144.8,"bar_rvol":1.994636,"raw_accel":2.887243,"smooth_accel":-0.744557,"accel_momentum":0.070795,"rvol_3bar":[1.278979,0.520037,1.994636],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":17417.0,"sell_vol":68437.0,"unclassified_vol":0.0,"imbalance":-0.594265,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":0.205326},"context":{"vwap":5.319447,"price_vs_vwap_pct":-0.017808,"ema9":5.313497,"ema20":5.309801,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.326531,"dist_to_hod_atr":6.369931,"atr":0.011225,"spread_atr":0.890899,"own_change_pct":0.094073,"rel_strength_pct":{"SPY":0.119652,"IWM":0.100946}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-1.185342},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ddd5652f7a36","ts":"2026-09-09T18:14:05+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2687,"target":5.49,"target_label":"premarket_high","reward_risk":3.23,"pos_in_5d_range_pct":30.8,"room_to_5d_high_atr":1.19},"price":5.321,"vwap":5.3195,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":3.0,"volume_pace":1.178,"trend":"flat","recent_slope_pct":0.0243,"volatility":"medium"},"price":5.321,"volume":{"bars":284,"last_bar_volume":125003.0,"baseline_avg":41304.35,"bar_rvol":3.026388,"raw_accel":0.642939,"smooth_accel":-0.435336,"accel_momentum":0.309221,"rvol_3bar":[0.520037,1.994636,3.026388],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":15752.0,"sell_vol":62187.0,"unclassified_vol":0.0,"imbalance":-0.595786,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":0.10547},"context":{"vwap":5.319467,"price_vs_vwap_pct":0.02881,"ema9":5.314498,"ema20":5.310629,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.280148,"dist_to_hod_atr":6.090028,"atr":0.01133,"spread_atr":0.882613,"own_change_pct":0.065851,"rel_strength_pct":{"SPY":0.09143,"IWM":0.072724}},"vas":{"raw":0,"score":4.4,"components":{"rvol":3,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.803081},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"581b1fe3d66f","ts":"2026-09-09T18:14:30+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1225.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.47; target 0.12 away > ~0.11 reachable in 100 min","plan":{"state":"PASS","setup":"","stop":11.6799,"target":12.05,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":93.8,"room_to_5d_high_atr":0.13},"price":11.9325,"vwap":11.8296,"ext_from_open_pct":-1.06,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.0099,"volatility":"high"},"price":11.9325,"volume":{"bars":284,"last_bar_volume":61620.0,"baseline_avg":87137.9,"bar_rvol":0.707155,"raw_accel":0.319769,"smooth_accel":0.570764,"accel_momentum":-0.464248,"rvol_3bar":[0.976257,0.528564,0.707155],"trend_3bar":"MIXED","projected_rvol":0.443022},"flow":{"window_s":30,"trades":90,"trade_rate":3.0,"buy_vol":4951.0,"sell_vol":14351.0,"unclassified_vol":0.0,"imbalance":-0.486996,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.837338},"context":{"vwap":11.829559,"price_vs_vwap_pct":0.870198,"ema9":11.93361,"ema20":11.90862,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.790123,"dist_to_hod_atr":5.451704,"atr":0.039896,"spread_atr":0.250653,"own_change_pct":0.184486,"rel_strength_pct":{"SPY":0.210065,"IWM":0.191359}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.344382},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5cf9819077a9","ts":"2026-09-09T18:14:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1240.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.43; R:R 0.43 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 108317 sh","plan":{"state":"WATCH","setup":"","stop":11.6893,"target":12.05,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":94.3,"room_to_5d_high_atr":0.12},"price":11.9419,"vwap":11.8298,"ext_from_open_pct":-0.98,"max_ext_allowed_pct":3.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0256,"volatility":"high"},"price":11.9419,"volume":{"bars":284,"last_bar_volume":61620.0,"baseline_avg":87137.9,"bar_rvol":0.707155,"raw_accel":0.319769,"smooth_accel":0.570764,"accel_momentum":-0.464248,"rvol_3bar":[0.976257,0.528564,0.707155],"trend_3bar":"MIXED","projected_rvol":0.835748},"flow":{"window_s":30,"trades":164,"trade_rate":5.466667,"buy_vol":33141.0,"sell_vol":15658.0,"unclassified_vol":0.0,"imbalance":0.358266,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.442217},"context":{"vwap":11.829559,"price_vs_vwap_pct":0.94966,"ema9":11.93361,"ema20":11.90862,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.712757,"dist_to_hod_atr":5.21609,"atr":0.039896,"spread_atr":0.250653,"own_change_pct":0.184486,"rel_strength_pct":{"SPY":0.210065,"IWM":0.191359}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.253349},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b7e49200612f","ts":"2026-09-09T18:14:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1245.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.45; target 0.11 away > ~0.11 reachable in 100 min","plan":{"state":"PASS","setup":"","stop":11.6827,"target":12.05,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.9353,"vwap":11.8298,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0146,"volatility":"high"},"price":11.9353,"volume":{"bars":284,"last_bar_volume":61620.0,"baseline_avg":87137.9,"bar_rvol":0.707155,"raw_accel":0.319769,"smooth_accel":0.570764,"accel_momentum":-0.464248,"rvol_3bar":[0.976257,0.528564,0.707155],"trend_3bar":"MIXED","projected_rvol":0.789342},"flow":{"window_s":30,"trades":149,"trade_rate":4.966667,"buy_vol":34307.0,"sell_vol":15418.0,"unclassified_vol":0.0,"imbalance":0.379869,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":3.326381},"context":{"vwap":11.829559,"price_vs_vwap_pct":0.893867,"ema9":11.93361,"ema20":11.90862,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.767078,"dist_to_hod_atr":5.381521,"atr":0.039896,"spread_atr":0.250653,"own_change_pct":0.184486,"rel_strength_pct":{"SPY":0.210065,"IWM":0.191359}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.268626},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e51daaba229b","ts":"2026-09-09T18:14:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1250.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 108317 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8298,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.0308,"volatility":"high"},"price":11.945,"volume":{"bars":284,"last_bar_volume":61620.0,"baseline_avg":87137.9,"bar_rvol":0.707155,"raw_accel":0.319769,"smooth_accel":0.570764,"accel_momentum":-0.464248,"rvol_3bar":[0.976257,0.528564,0.707155],"trend_3bar":"MIXED","projected_rvol":0.772644},"flow":{"window_s":30,"trades":153,"trade_rate":5.1,"buy_vol":37312.0,"sell_vol":13677.0,"unclassified_vol":0.0,"imbalance":0.463531,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.60164},"context":{"vwap":11.829559,"price_vs_vwap_pct":0.975865,"ema9":11.93361,"ema20":11.90862,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":5.138387,"atr":0.039896,"spread_atr":0.250653,"own_change_pct":0.184486,"rel_strength_pct":{"SPY":0.210065,"IWM":0.191359}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.327789},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a24fb9b0e3e1","ts":"2026-09-09T18:15:10+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1265.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.48; target 0.12 away > ~0.11 reachable in 100 min","plan":{"state":"PASS","setup":"","stop":11.6774,"target":12.05,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":93.7,"room_to_5d_high_atr":0.13},"price":11.93,"vwap":11.8299,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.009,"volatility":"high"},"price":11.93,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":84,"trade_rate":2.8,"buy_vol":17839.0,"sell_vol":11713.0,"unclassified_vol":0.0,"imbalance":0.207296,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.530136},"context":{"vwap":11.829809,"price_vs_vwap_pct":0.846938,"ema9":11.935028,"ema20":11.911675,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.8107,"dist_to_hod_atr":5.613828,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.148033},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7cc20da33d64","ts":"2026-09-09T18:15:15+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1270.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 107603 sh","plan":{"state":"WATCH","setup":"","stop":11.6858,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.1,"room_to_5d_high_atr":0.12},"price":11.9384,"vwap":11.8299,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.023,"volatility":"high"},"price":11.9384,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":0.640315},"flow":{"window_s":30,"trades":58,"trade_rate":1.933333,"buy_vol":8931.0,"sell_vol":12369.0,"unclassified_vol":0.0,"imbalance":-0.161408,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.294173},"context":{"vwap":11.829809,"price_vs_vwap_pct":0.917945,"ema9":11.935028,"ema20":11.911675,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.741564,"dist_to_hod_atr":5.399482,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.115264},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f6d3c48c6869","ts":"2026-09-09T18:15:25+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1280.0s, plan says PASS; stop 11.67, target 12.05 (premarket_high), R:R 0.51; target 0.13 away > ~0.11 reachable in 100 min","plan":{"state":"PASS","setup":"","stop":11.6674,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.92,"vwap":11.83,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":-0.0078,"volatility":"high"},"price":11.92,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":1.255482},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":14106.0,"sell_vol":31625.0,"unclassified_vol":0.0,"imbalance":-0.383088,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":1.601744},"context":{"vwap":11.829809,"price_vs_vwap_pct":0.762406,"ema9":11.935028,"ema20":11.911675,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893004,"dist_to_hod_atr":5.869002,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.273568},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1cc8196e0acb","ts":"2026-09-09T18:15:30+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1285.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 107603 sh","plan":{"state":"WATCH","setup":"","stop":11.686,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.1,"room_to_5d_high_atr":0.12},"price":11.9386,"vwap":11.83,"ext_from_open_pct":-1.01,"max_ext_allowed_pct":3.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0234,"volatility":"high"},"price":11.9386,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":1.324663},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":24646.0,"sell_vol":32874.0,"unclassified_vol":0.0,"imbalance":-0.143046,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":1.388065},"context":{"vwap":11.829809,"price_vs_vwap_pct":0.919636,"ema9":11.935028,"ema20":11.911675,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.739918,"dist_to_hod_atr":5.394379,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.102151},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7c9d996038b3","ts":"2026-09-09T18:15:35+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1290.0s, plan says PASS; stop 11.67, target 12.05 (premarket_high), R:R 0.51; target 0.13 away > ~0.11 reachable in 99 min","plan":{"state":"PASS","setup":"","stop":11.6674,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.92,"vwap":11.83,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":-0.0078,"volatility":"high"},"price":11.92,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":1.175023},"flow":{"window_s":30,"trades":76,"trade_rate":2.533333,"buy_vol":23486.0,"sell_vol":34545.0,"unclassified_vol":0.0,"imbalance":-0.190571,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.341687},"context":{"vwap":11.829809,"price_vs_vwap_pct":0.762406,"ema9":11.935028,"ema20":11.911675,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893004,"dist_to_hod_atr":5.869002,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.136089},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f70c209dd4e1","ts":"2026-09-09T18:15:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1300.0s, plan says WATCH; stop 11.70, target 12.05 (premarket_high), R:R 0.40; R:R 0.40 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 107603 sh","plan":{"state":"WATCH","setup":"","stop":11.6962,"target":12.05,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":94.6,"room_to_5d_high_atr":0.11},"price":11.9488,"vwap":11.8302,"ext_from_open_pct":-0.92,"max_ext_allowed_pct":3.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0404,"volatility":"high"},"price":11.9488,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":1.371935},"flow":{"window_s":30,"trades":155,"trade_rate":5.166667,"buy_vol":41050.0,"sell_vol":34407.0,"unclassified_vol":0.0,"imbalance":0.088037,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.319214},"context":{"vwap":11.829809,"price_vs_vwap_pct":1.005859,"ema9":11.935028,"ema20":11.911675,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.655967,"dist_to_hod_atr":5.134101,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.062868},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"32649cb0a1e1","ts":"2026-09-09T18:15:45+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5,"target":12.74,"target_label":"premarket_high","reward_risk":1.29,"pos_in_5d_range_pct":38.1,"room_to_5d_high_atr":1.3},"price":12.605,"vwap":12.6012,"ext_from_open_pct":-0.04,"max_ext_allowed_pct":4.0,"volume_pace":2.566,"trend":"flat","recent_slope_pct":-0.0116,"volatility":"medium"},"price":12.605,"volume":{"bars":285,"last_bar_volume":6019.0,"baseline_avg":13125.0,"bar_rvol":0.45859,"raw_accel":0.567856,"smooth_accel":-0.794563,"accel_momentum":-0.043525,"rvol_3bar":[0.524301,0.289722,0.45859],"trend_3bar":"MIXED","projected_rvol":4.773181},"flow":{"window_s":30,"trades":331,"trade_rate":11.033333,"buy_vol":34354.0,"sell_vol":11570.0,"unclassified_vol":0.0,"imbalance":0.496124,"bid":12.6,"ask":12.61,"spread_pct":0.079334,"quote_size_imbalance":null,"quote_age_s":0.625702},"context":{"vwap":12.601142,"price_vs_vwap_pct":0.030616,"ema9":12.63197,"ema20":12.643732,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.753702,"dist_to_hod_atr":10.448355,"atr":0.021534,"spread_atr":0.464371,"own_change_pct":0.079271,"rel_strength_pct":{"SPY":0.125157,"IWM":0.086143}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.227518},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3fd0de4809a0","ts":"2026-09-09T18:15:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1310.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.45; target 0.11 away > ~0.11 reachable in 99 min","plan":{"state":"PASS","setup":"","stop":11.6847,"target":12.05,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":94.1,"room_to_5d_high_atr":0.12},"price":11.9373,"vwap":11.8302,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.0212,"volatility":"high"},"price":11.9373,"volume":{"bars":285,"last_bar_volume":62017.0,"baseline_avg":86844.75,"bar_rvol":0.714113,"raw_accel":0.006443,"smooth_accel":-0.067069,"accel_momentum":-0.637834,"rvol_3bar":[0.528564,0.707155,0.714113],"trend_3bar":"ACCELERATING","projected_rvol":1.188566},"flow":{"window_s":30,"trades":135,"trade_rate":4.5,"buy_vol":31100.0,"sell_vol":18089.0,"unclassified_vol":0.0,"imbalance":0.26451,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.45676},"context":{"vwap":11.829809,"price_vs_vwap_pct":0.908647,"ema9":11.935028,"ema20":11.911675,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.750617,"dist_to_hod_atr":5.427551,"atr":0.039189,"spread_atr":0.255174,"own_change_pct":-0.077824,"rel_strength_pct":{"SPY":-0.031938,"IWM":-0.070952}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.18889},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"99a67101b9a0","ts":"2026-09-09T18:16:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1320.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.43; R:R 0.43 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 106282 sh","plan":{"state":"WATCH","setup":"","stop":11.6884,"target":12.05,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":94.3,"room_to_5d_high_atr":0.12},"price":11.941,"vwap":11.8303,"ext_from_open_pct":-0.99,"max_ext_allowed_pct":3.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":-0.0251,"volatility":"high"},"price":11.941,"volume":{"bars":286,"last_bar_volume":104326.0,"baseline_avg":88025.7,"bar_rvol":1.185177,"raw_accel":0.682216,"smooth_accel":0.167999,"accel_momentum":0.235068,"rvol_3bar":[0.707155,0.714113,1.185177],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":166,"trade_rate":5.533333,"buy_vol":25038.0,"sell_vol":28092.0,"unclassified_vol":0.0,"imbalance":-0.057482,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.577148},"context":{"vwap":11.830218,"price_vs_vwap_pct":0.93643,"ema9":11.935023,"ema20":11.913896,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.720165,"dist_to_hod_atr":5.42398,"atr":0.038533,"spread_atr":0.259521,"own_change_pct":-0.042713,"rel_strength_pct":{"SPY":-0.005999,"IWM":-0.02553}},"vas":{"raw":2,"score":5.6,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.068126},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c09c28e3eac9","ts":"2026-09-09T18:16:10+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.31 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2624,"target":5.49,"target_label":"premarket_high","reward_risk":3.35,"pos_in_5d_range_pct":29.1,"room_to_5d_high_atr":1.22},"price":5.3147,"vwap":5.3195,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":1.175,"trend":"flat","recent_slope_pct":-0.0077,"volatility":"medium"},"price":5.3147,"volume":{"bars":286,"last_bar_volume":32917.0,"baseline_avg":47177.75,"bar_rvol":0.697723,"raw_accel":0.076493,"smooth_accel":0.334527,"accel_momentum":-1.054595,"rvol_3bar":[3.026388,0.665163,0.697723],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":7241.0,"sell_vol":13704.0,"unclassified_vol":0.0,"imbalance":-0.30857,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":2.065134},"context":{"vwap":5.319487,"price_vs_vwap_pct":-0.089983,"ema9":5.317511,"ema20":5.312823,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.397032,"dist_to_hod_atr":6.695552,"atr":0.011246,"spread_atr":0.889184,"own_change_pct":0.163648,"rel_strength_pct":{"SPY":0.200362,"IWM":0.180831}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.215296},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"46340451b1ab","ts":"2026-09-09T18:16:15+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2678,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.6,"room_to_5d_high_atr":1.19},"price":5.3201,"vwap":5.3195,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.175,"trend":"flat","recent_slope_pct":0.0126,"volatility":"medium"},"price":5.3201,"volume":{"bars":286,"last_bar_volume":32917.0,"baseline_avg":47177.75,"bar_rvol":0.697723,"raw_accel":0.076493,"smooth_accel":0.334527,"accel_momentum":-1.054595,"rvol_3bar":[3.026388,0.665163,0.697723],"trend_3bar":"MIXED","projected_rvol":1.911325},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":11893.0,"sell_vol":17692.0,"unclassified_vol":0.0,"imbalance":-0.196011,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":3.660894},"context":{"vwap":5.319487,"price_vs_vwap_pct":0.011531,"ema9":5.317511,"ema20":5.312823,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.296846,"dist_to_hod_atr":6.215393,"atr":0.011246,"spread_atr":0.889184,"own_change_pct":0.163648,"rel_strength_pct":{"SPY":0.200362,"IWM":0.180831}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.136762},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"61c16c536252","ts":"2026-09-09T18:16:15+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1871,"target":13.69,"target_label":"prev_day_high","reward_risk":1.07,"pos_in_5d_range_pct":91.1,"room_to_5d_high_atr":0.27},"price":13.43,"vwap":13.4039,"ext_from_open_pct":-2.11,"max_ext_allowed_pct":3.0,"volume_pace":0.648,"trend":"flat","recent_slope_pct":0.0735,"volatility":"high"},"price":13.43,"volume":{"bars":286,"last_bar_volume":28420.0,"baseline_avg":19835.6,"bar_rvol":1.432777,"raw_accel":0.385395,"smooth_accel":-0.335926,"accel_momentum":-0.202315,"rvol_3bar":[0.901412,1.061727,1.432777],"trend_3bar":"ACCELERATING","projected_rvol":1.649963},"flow":{"window_s":30,"trades":141,"trade_rate":4.7,"buy_vol":8588.0,"sell_vol":9422.0,"unclassified_vol":0.0,"imbalance":-0.046308,"bid":13.43,"ask":13.44,"spread_pct":0.074432,"quote_size_imbalance":null,"quote_age_s":0.072271},"context":{"vwap":13.403882,"price_vs_vwap_pct":0.194854,"ema9":13.385151,"ema20":13.363486,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.751629,"dist_to_hod_atr":11.082263,"atr":0.034289,"spread_atr":0.291639,"own_change_pct":-0.003731,"rel_strength_pct":{"SPY":0.032983,"IWM":0.013452}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.066348},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2c2b1cbc2229","ts":"2026-09-09T18:16:25+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.40 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1607,"target":13.69,"target_label":"prev_day_high","reward_risk":1.18,"pos_in_5d_range_pct":90.2,"room_to_5d_high_atr":0.29},"price":13.4036,"vwap":13.4039,"ext_from_open_pct":-2.31,"max_ext_allowed_pct":3.0,"volume_pace":0.648,"trend":"flat","recent_slope_pct":0.0341,"volatility":"high"},"price":13.4036,"volume":{"bars":286,"last_bar_volume":28420.0,"baseline_avg":19835.6,"bar_rvol":1.432777,"raw_accel":0.385395,"smooth_accel":-0.335926,"accel_momentum":-0.202315,"rvol_3bar":[0.901412,1.061727,1.432777],"trend_3bar":"ACCELERATING","projected_rvol":1.909052},"flow":{"window_s":30,"trades":151,"trade_rate":5.033333,"buy_vol":10881.0,"sell_vol":9606.0,"unclassified_vol":0.0,"imbalance":0.062235,"bid":13.43,"ask":13.44,"spread_pct":0.074432,"quote_size_imbalance":null,"quote_age_s":1.696515},"context":{"vwap":13.403882,"price_vs_vwap_pct":-0.002104,"ema9":13.385151,"ema20":13.363486,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.942795,"dist_to_hod_atr":11.852189,"atr":0.034289,"spread_atr":0.291639,"own_change_pct":-0.003731,"rel_strength_pct":{"SPY":0.032983,"IWM":0.013452}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.089168},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4aee4ab569f6","ts":"2026-09-09T18:16:30+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.31 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2625,"target":5.49,"target_label":"premarket_high","reward_risk":3.35,"pos_in_5d_range_pct":29.1,"room_to_5d_high_atr":1.22},"price":5.3148,"vwap":5.3195,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":3.0,"volume_pace":1.175,"trend":"flat","recent_slope_pct":-0.0073,"volatility":"medium"},"price":5.3148,"volume":{"bars":286,"last_bar_volume":32917.0,"baseline_avg":47177.75,"bar_rvol":0.697723,"raw_accel":0.076493,"smooth_accel":0.334527,"accel_momentum":-1.054595,"rvol_3bar":[3.026388,0.665163,0.697723],"trend_3bar":"MIXED","projected_rvol":1.495832},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":16252.0,"sell_vol":19033.0,"unclassified_vol":0.0,"imbalance":-0.078815,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":1.410456},"context":{"vwap":5.319487,"price_vs_vwap_pct":-0.088103,"ema9":5.317511,"ema20":5.312823,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.395176,"dist_to_hod_atr":6.68666,"atr":0.011246,"spread_atr":0.889184,"own_change_pct":0.163648,"rel_strength_pct":{"SPY":0.200362,"IWM":0.180831}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.054991},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1c7c8e7e0362","ts":"2026-09-09T18:16:30+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.161,"target":13.69,"target_label":"prev_day_high","reward_risk":1.18,"pos_in_5d_range_pct":90.2,"room_to_5d_high_atr":0.29},"price":13.4039,"vwap":13.4039,"ext_from_open_pct":-2.3,"max_ext_allowed_pct":3.0,"volume_pace":0.648,"trend":"flat","recent_slope_pct":0.0346,"volatility":"high"},"price":13.4039,"volume":{"bars":286,"last_bar_volume":28420.0,"baseline_avg":19835.6,"bar_rvol":1.432777,"raw_accel":0.385395,"smooth_accel":-0.335926,"accel_momentum":-0.202315,"rvol_3bar":[0.901412,1.061727,1.432777],"trend_3bar":"ACCELERATING","projected_rvol":1.698764},"flow":{"window_s":30,"trades":140,"trade_rate":4.666667,"buy_vol":9220.0,"sell_vol":7628.0,"unclassified_vol":0.0,"imbalance":0.094492,"bid":13.43,"ask":13.44,"spread_pct":0.074432,"quote_size_imbalance":null,"quote_age_s":0.380458},"context":{"vwap":13.403882,"price_vs_vwap_pct":0.000135,"ema9":13.385151,"ema20":13.363486,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.940623,"dist_to_hod_atr":11.84344,"atr":0.034289,"spread_atr":0.291639,"own_change_pct":-0.003731,"rel_strength_pct":{"SPY":0.032983,"IWM":0.013452}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.135386},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7e98d1b1ab2b","ts":"2026-09-09T18:16:35+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2727,"target":5.49,"target_label":"premarket_high","reward_risk":3.15,"pos_in_5d_range_pct":31.9,"room_to_5d_high_atr":1.17},"price":5.325,"vwap":5.3195,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":3.0,"volume_pace":1.175,"trend":"flat","recent_slope_pct":0.031,"volatility":"medium"},"price":5.325,"volume":{"bars":286,"last_bar_volume":32917.0,"baseline_avg":47177.75,"bar_rvol":0.697723,"raw_accel":0.076493,"smooth_accel":0.334527,"accel_momentum":-1.054595,"rvol_3bar":[3.026388,0.665163,0.697723],"trend_3bar":"MIXED","projected_rvol":1.305216},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":13284.0,"sell_vol":12135.0,"unclassified_vol":0.0,"imbalance":0.045202,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":0.074819},"context":{"vwap":5.319487,"price_vs_vwap_pct":0.103645,"ema9":5.317511,"ema20":5.312823,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.205937,"dist_to_hod_atr":5.779693,"atr":0.011246,"spread_atr":0.889184,"own_change_pct":0.163648,"rel_strength_pct":{"SPY":0.200362,"IWM":0.180831}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.031539},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e1a3c30d1ffb","ts":"2026-09-09T18:16:35+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.40 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1523,"target":13.69,"target_label":"prev_day_high","reward_risk":1.21,"pos_in_5d_range_pct":89.9,"room_to_5d_high_atr":0.3},"price":13.3952,"vwap":13.4039,"ext_from_open_pct":-2.37,"max_ext_allowed_pct":3.0,"volume_pace":0.649,"trend":"flat","recent_slope_pct":0.0216,"volatility":"high"},"price":13.3952,"volume":{"bars":286,"last_bar_volume":28420.0,"baseline_avg":19835.6,"bar_rvol":1.432777,"raw_accel":0.385395,"smooth_accel":-0.335926,"accel_momentum":-0.202315,"rvol_3bar":[0.901412,1.061727,1.432777],"trend_3bar":"ACCELERATING","projected_rvol":1.931592},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":10532.0,"sell_vol":10131.0,"unclassified_vol":0.0,"imbalance":0.019407,"bid":13.43,"ask":13.44,"spread_pct":0.074432,"quote_size_imbalance":null,"quote_age_s":0.383173},"context":{"vwap":13.403882,"price_vs_vwap_pct":-0.064772,"ema9":13.385151,"ema20":13.363486,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.003621,"dist_to_hod_atr":12.097165,"atr":0.034289,"spread_atr":0.291639,"own_change_pct":-0.003731,"rel_strength_pct":{"SPY":0.032983,"IWM":0.013452}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.027805},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"afdabc9fd839","ts":"2026-09-09T18:16:40+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1921,"target":13.69,"target_label":"prev_day_high","reward_risk":1.05,"pos_in_5d_range_pct":91.3,"room_to_5d_high_atr":0.26},"price":13.435,"vwap":13.4039,"ext_from_open_pct":-2.08,"max_ext_allowed_pct":3.0,"volume_pace":0.649,"trend":"flat","recent_slope_pct":0.0809,"volatility":"high"},"price":13.435,"volume":{"bars":286,"last_bar_volume":28420.0,"baseline_avg":19835.6,"bar_rvol":1.432777,"raw_accel":0.385395,"smooth_accel":-0.335926,"accel_momentum":-0.202315,"rvol_3bar":[0.901412,1.061727,1.432777],"trend_3bar":"ACCELERATING","projected_rvol":2.02613},"flow":{"window_s":30,"trades":121,"trade_rate":4.033333,"buy_vol":8649.0,"sell_vol":12928.0,"unclassified_vol":0.0,"imbalance":-0.198313,"bid":13.43,"ask":13.44,"spread_pct":0.074432,"quote_size_imbalance":null,"quote_age_s":0.21048},"context":{"vwap":13.403882,"price_vs_vwap_pct":0.232157,"ema9":13.385151,"ema20":13.363486,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.715424,"dist_to_hod_atr":10.936444,"atr":0.034289,"spread_atr":0.291639,"own_change_pct":-0.003731,"rel_strength_pct":{"SPY":0.032983,"IWM":0.013452}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.284138},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"840c512b20d0","ts":"2026-09-09T18:17:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":12.5081,"target":12.74,"target_label":"premarket_high","reward_risk":1.21,"pos_in_5d_range_pct":39.0,"room_to_5d_high_atr":1.28},"price":12.6131,"vwap":12.6013,"ext_from_open_pct":0.02,"max_ext_allowed_pct":4.0,"volume_pace":2.56,"trend":"flat","recent_slope_pct":-0.0276,"volatility":"medium"},"price":12.6131,"volume":{"bars":287,"last_bar_volume":5791.0,"baseline_avg":15690.95,"bar_rvol":0.369066,"raw_accel":-0.894199,"smooth_accel":2.34397,"accel_momentum":0.647764,"rvol_3bar":[0.45859,4.156147,0.369066],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":4268.0,"sell_vol":199.0,"unclassified_vol":0.0,"imbalance":0.910902,"bid":12.61,"ask":12.62,"spread_pct":0.079271,"quote_size_imbalance":null,"quote_age_s":3.594639},"context":{"vwap":12.601277,"price_vs_vwap_pct":0.093826,"ema9":12.628353,"ema20":12.639709,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.690569,"dist_to_hod_atr":9.617039,"atr":0.022554,"spread_atr":0.443386,"own_change_pct":0.097503,"rel_strength_pct":{"SPY":0.121762,"IWM":0.06313}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.336183},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ac1fa85ee3d7","ts":"2026-09-09T18:17:30+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.32 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2629,"target":5.49,"target_label":"premarket_high","reward_risk":3.34,"pos_in_5d_range_pct":29.2,"room_to_5d_high_atr":1.22},"price":5.3152,"vwap":5.3195,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":3.0,"volume_pace":1.172,"trend":"flat","recent_slope_pct":-0.0034,"volatility":"medium"},"price":5.3152,"volume":{"bars":287,"last_bar_volume":40080.0,"baseline_avg":48598.95,"bar_rvol":0.824709,"raw_accel":0.217608,"smooth_accel":-0.530615,"accel_momentum":-0.865142,"rvol_3bar":[0.665163,0.697723,0.824709],"trend_3bar":"ACCELERATING","projected_rvol":0.244326},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":4613.0,"sell_vol":1324.0,"unclassified_vol":0.0,"imbalance":0.553983,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":3.354973},"context":{"vwap":5.319493,"price_vs_vwap_pct":-0.080704,"ema9":5.319008,"ema20":5.313982,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.387755,"dist_to_hod_atr":6.640392,"atr":0.011264,"spread_atr":0.887753,"own_change_pct":0.188147,"rel_strength_pct":{"SPY":0.212405,"IWM":0.153774}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.456875},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"334c104a1d56","ts":"2026-09-09T18:17:35+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2689,"target":5.49,"target_label":"premarket_high","reward_risk":3.23,"pos_in_5d_range_pct":30.9,"room_to_5d_high_atr":1.19},"price":5.3212,"vwap":5.3195,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":3.0,"volume_pace":1.172,"trend":"flat","recent_slope_pct":0.0192,"volatility":"medium"},"price":5.3212,"volume":{"bars":287,"last_bar_volume":40080.0,"baseline_avg":48598.95,"bar_rvol":0.824709,"raw_accel":0.217608,"smooth_accel":-0.530615,"accel_momentum":-0.865142,"rvol_3bar":[0.665163,0.697723,0.824709],"trend_3bar":"ACCELERATING","projected_rvol":0.326603},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":7727.0,"sell_vol":1332.0,"unclassified_vol":0.0,"imbalance":0.705928,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":3.677116},"context":{"vwap":5.319493,"price_vs_vwap_pct":0.032089,"ema9":5.319008,"ema20":5.313982,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.276438,"dist_to_hod_atr":6.10774,"atr":0.011264,"spread_atr":0.887753,"own_change_pct":0.188147,"rel_strength_pct":{"SPY":0.212405,"IWM":0.153774}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.582185},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"359b64ecf5f6","ts":"2026-09-09T18:18:25+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4288,"target":14.7487,"target_label":"ceiling","reward_risk":1.87,"pos_in_5d_range_pct":181.8,"room_to_5d_high_atr":-2.72},"price":14.5401,"vwap":14.4832,"ext_from_open_pct":2.99,"max_ext_allowed_pct":5.0,"volume_pace":3.416,"trend":"flat","recent_slope_pct":-0.0619,"volatility":"medium"},"price":14.5401,"volume":{"bars":288,"last_bar_volume":8338.0,"baseline_avg":3025.05,"bar_rvol":2.756318,"raw_accel":10.025272,"smooth_accel":0.804475,"accel_momentum":1.635705,"rvol_3bar":[0.257324,0.027881,2.756318],"trend_3bar":"MIXED","projected_rvol":0.010314},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":12.0,"sell_vol":4.0,"unclassified_vol":0.0,"imbalance":0.5,"bid":14.54,"ask":14.55,"spread_pct":0.068752,"quote_size_imbalance":null,"quote_age_s":18.034112},"context":{"vwap":14.483223,"price_vs_vwap_pct":0.392711,"ema9":14.570503,"ema20":14.578386,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.489837,"dist_to_hod_atr":12.786542,"atr":0.017198,"spread_atr":0.581471,"own_change_pct":-0.220893,"rel_strength_pct":{"SPY":-0.214337,"IWM":-0.25694}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.378159},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f5ec090b3484","ts":"2026-09-09T18:18:40+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.32 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2671,"target":5.49,"target_label":"premarket_high","reward_risk":3.26,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":1.2},"price":5.3194,"vwap":5.3195,"ext_from_open_pct":-0.94,"max_ext_allowed_pct":3.0,"volume_pace":1.168,"trend":"flat","recent_slope_pct":-0.003,"volatility":"medium"},"price":5.3194,"volume":{"bars":288,"last_bar_volume":12945.0,"baseline_avg":50230.05,"bar_rvol":0.257714,"raw_accel":-0.677021,"smooth_accel":-0.629026,"accel_momentum":-0.098411,"rvol_3bar":[0.697723,0.824709,0.257714],"trend_3bar":"MIXED","projected_rvol":0.124169},"flow":{"window_s":30,"trades":27,"trade_rate":0.9,"buy_vol":1906.0,"sell_vol":1362.0,"unclassified_vol":0.0,"imbalance":0.166463,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":9.40655},"context":{"vwap":5.319495,"price_vs_vwap_pct":-0.001784,"ema9":5.320207,"ema20":5.315032,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.309833,"dist_to_hod_atr":6.32628,"atr":0.01116,"spread_atr":0.896074,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.100541,"IWM":0.057938}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.0429},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"807e385668f4","ts":"2026-09-09T18:18:45+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2727,"target":5.49,"target_label":"premarket_high","reward_risk":3.15,"pos_in_5d_range_pct":31.9,"room_to_5d_high_atr":1.17},"price":5.325,"vwap":5.3195,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":3.0,"volume_pace":1.168,"trend":"flat","recent_slope_pct":0.018,"volatility":"medium"},"price":5.325,"volume":{"bars":288,"last_bar_volume":12945.0,"baseline_avg":50230.05,"bar_rvol":0.257714,"raw_accel":-0.677021,"smooth_accel":-0.629026,"accel_momentum":-0.098411,"rvol_3bar":[0.697723,0.824709,0.257714],"trend_3bar":"MIXED","projected_rvol":0.255465},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":5523.0,"sell_vol":2431.0,"unclassified_vol":0.0,"imbalance":0.388735,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":0.293955},"context":{"vwap":5.319495,"price_vs_vwap_pct":0.103489,"ema9":5.320207,"ema20":5.315032,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.205937,"dist_to_hod_atr":5.824479,"atr":0.01116,"spread_atr":0.896074,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.100541,"IWM":0.057938}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.100183},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"55967e8049bc","ts":"2026-09-09T18:18:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1485.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 96 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8315,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0114,"volatility":"high"},"price":11.935,"volume":{"bars":288,"last_bar_volume":129017.0,"baseline_avg":91530.55,"bar_rvol":1.409551,"raw_accel":0.371194,"smooth_accel":0.922385,"accel_momentum":0.572083,"rvol_3bar":[1.185177,1.049716,1.409551],"trend_3bar":"MIXED","projected_rvol":0.969512},"flow":{"window_s":30,"trades":83,"trade_rate":2.766667,"buy_vol":8366.0,"sell_vol":8383.0,"unclassified_vol":0.0,"imbalance":-0.001015,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":7.844414},"context":{"vwap":11.831225,"price_vs_vwap_pct":0.877129,"ema9":11.940846,"ema20":11.920554,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":5.71366,"atr":0.037629,"spread_atr":0.265752,"own_change_pct":0.083682,"rel_strength_pct":{"SPY":0.090238,"IWM":0.047635}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.001431},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2c75190b1c6b","ts":"2026-09-09T18:18:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1490.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 102812 sh","plan":{"state":"WATCH","setup":"","stop":11.6874,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.94,"vwap":11.8315,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":4.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0198,"volatility":"high"},"price":11.94,"volume":{"bars":288,"last_bar_volume":129017.0,"baseline_avg":91530.55,"bar_rvol":1.409551,"raw_accel":0.371194,"smooth_accel":0.922385,"accel_momentum":0.572083,"rvol_3bar":[1.185177,1.049716,1.409551],"trend_3bar":"MIXED","projected_rvol":0.886762},"flow":{"window_s":30,"trades":62,"trade_rate":2.066667,"buy_vol":5468.0,"sell_vol":6201.0,"unclassified_vol":0.0,"imbalance":-0.062816,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.629387},"context":{"vwap":11.831225,"price_vs_vwap_pct":0.91939,"ema9":11.940846,"ema20":11.920554,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.728395,"dist_to_hod_atr":5.580784,"atr":0.037629,"spread_atr":0.265752,"own_change_pct":0.083682,"rel_strength_pct":{"SPY":0.090238,"IWM":0.047635}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.088542},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cec45a18086d","ts":"2026-09-09T18:19:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1500.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 96 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8316,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":4.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0077,"volatility":"high"},"price":11.935,"volume":{"bars":289,"last_bar_volume":74943.0,"baseline_avg":95373.45,"bar_rvol":0.785785,"raw_accel":-0.419123,"smooth_accel":0.307453,"accel_momentum":-0.614931,"rvol_3bar":[1.049716,1.409551,0.785785],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":11265.0,"sell_vol":1990.0,"unclassified_vol":0.0,"imbalance":0.699736,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":3.387606},"context":{"vwap":11.831553,"price_vs_vwap_pct":0.874333,"ema9":11.942557,"ema20":11.923301,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":5.688061,"atr":0.037798,"spread_atr":0.264561,"own_change_pct":0.020089,"rel_strength_pct":{"SPY":0.005663,"IWM":-0.014276}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.549842},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bdf5fe2a4bb8","ts":"2026-09-09T18:19:10+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1505.0s, plan says WATCH; stop 11.70, target 12.05 (premarket_high), R:R 0.40; R:R 0.40 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 103696 sh","plan":{"state":"WATCH","setup":"","stop":11.6973,"target":12.05,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":94.7,"room_to_5d_high_atr":0.11},"price":11.9499,"vwap":11.8317,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":4.0,"volume_pace":0.684,"trend":"flat","recent_slope_pct":0.0326,"volatility":"high"},"price":11.9499,"volume":{"bars":289,"last_bar_volume":74943.0,"baseline_avg":95373.45,"bar_rvol":0.785785,"raw_accel":-0.419123,"smooth_accel":0.307453,"accel_momentum":-0.614931,"rvol_3bar":[1.049716,1.409551,0.785785],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":15798.0,"sell_vol":12626.0,"unclassified_vol":0.0,"imbalance":0.111596,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.149059},"context":{"vwap":11.831553,"price_vs_vwap_pct":1.000267,"ema9":11.942557,"ema20":11.923301,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.646914,"dist_to_hod_atr":5.293865,"atr":0.037798,"spread_atr":0.264561,"own_change_pct":0.020089,"rel_strength_pct":{"SPY":0.005663,"IWM":-0.014276}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.08769},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"62f0449c1694","ts":"2026-09-09T18:19:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1545.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.48; target 0.12 away > ~0.11 reachable in 95 min","plan":{"state":"PASS","setup":"","stop":11.6774,"target":12.05,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":93.7,"room_to_5d_high_atr":0.13},"price":11.93,"vwap":11.8317,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":-0.0007,"volatility":"high"},"price":11.93,"volume":{"bars":289,"last_bar_volume":74943.0,"baseline_avg":95373.45,"bar_rvol":0.785785,"raw_accel":-0.419123,"smooth_accel":0.307453,"accel_momentum":-0.614931,"rvol_3bar":[1.049716,1.409551,0.785785],"trend_3bar":"MIXED","projected_rvol":0.591083},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":3001.0,"sell_vol":7181.0,"unclassified_vol":0.0,"imbalance":-0.410528,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.589269},"context":{"vwap":11.831553,"price_vs_vwap_pct":0.832073,"ema9":11.942557,"ema20":11.923301,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.8107,"dist_to_hod_atr":5.820342,"atr":0.037798,"spread_atr":0.264561,"own_change_pct":0.020089,"rel_strength_pct":{"SPY":0.005663,"IWM":-0.014276}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.322587},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"44e3d211a9c6","ts":"2026-09-09T18:19:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1550.0s, plan says WATCH; stop 11.70, target 12.05 (premarket_high), R:R 0.39; R:R 0.39 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 103696 sh","plan":{"state":"WATCH","setup":"","stop":11.6977,"target":12.05,"target_label":"premarket_high","reward_risk":0.39,"pos_in_5d_range_pct":94.7,"room_to_5d_high_atr":0.11},"price":11.9503,"vwap":11.8318,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.0333,"volatility":"high"},"price":11.9503,"volume":{"bars":289,"last_bar_volume":74943.0,"baseline_avg":95373.45,"bar_rvol":0.785785,"raw_accel":-0.419123,"smooth_accel":0.307453,"accel_momentum":-0.614931,"rvol_3bar":[1.049716,1.409551,0.785785],"trend_3bar":"MIXED","projected_rvol":0.53991},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":2982.0,"sell_vol":7041.0,"unclassified_vol":0.0,"imbalance":-0.404969,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":2.041009},"context":{"vwap":11.831553,"price_vs_vwap_pct":1.003648,"ema9":11.942557,"ema20":11.923301,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.643621,"dist_to_hod_atr":5.283283,"atr":0.037798,"spread_atr":0.264561,"own_change_pct":0.020089,"rel_strength_pct":{"SPY":0.005663,"IWM":-0.014276}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.318218},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7fbfbfff45a0","ts":"2026-09-09T18:20:00+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1555.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 95 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8318,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":0.0077,"volatility":"high"},"price":11.935,"volume":{"bars":289,"last_bar_volume":74943.0,"baseline_avg":95373.45,"bar_rvol":0.785785,"raw_accel":-0.419123,"smooth_accel":0.307453,"accel_momentum":-0.614931,"rvol_3bar":[1.049716,1.409551,0.785785],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":7420.0,"sell_vol":6884.0,"unclassified_vol":0.0,"imbalance":0.037472,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.012391},"context":{"vwap":11.831553,"price_vs_vwap_pct":0.874333,"ema9":11.942557,"ema20":11.923301,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":5.688061,"atr":0.037798,"spread_atr":0.264561,"own_change_pct":0.020089,"rel_strength_pct":{"SPY":-0.000898,"IWM":0.013216}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.029445},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4ca8d8c0048e","ts":"2026-09-09T18:20:00+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.56,"pos_in_5d_range_pct":234.8,"room_to_5d_high_atr":-1.77},"price":13.56,"vwap":13.5538,"ext_from_open_pct":3.99,"max_ext_allowed_pct":4.0,"volume_pace":1.401,"trend":"flat","recent_slope_pct":0.1925,"volatility":"low"},"price":13.56,"volume":{"bars":289,"last_bar_volume":618.0,"baseline_avg":2856.05,"bar_rvol":0.216383,"raw_accel":-0.326063,"smooth_accel":-0.239487,"accel_momentum":-1.160362,"rvol_3bar":[0.21316,0.324309,0.216383],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":101,"trade_rate":3.366667,"buy_vol":6154.0,"sell_vol":1810.0,"unclassified_vol":0.0,"imbalance":0.545455,"bid":13.53,"ask":13.56,"spread_pct":0.221484,"quote_size_imbalance":null,"quote_age_s":0.584928},"context":{"vwap":13.554081,"price_vs_vwap_pct":0.043671,"ema9":13.43453,"ema20":13.437516,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.64135,"dist_to_hod_atr":21.30605,"atr":0.030977,"spread_atr":0.968457,"own_change_pct":0.026053,"rel_strength_pct":{"SPY":0.005066,"IWM":0.01918}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.118027},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8f45bcc70579","ts":"2026-09-09T18:20:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 1560.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.44; R:R 0.44 < 2.0 at 11.94; breakout: 1-min close > 11.99 on >= 103830 sh","plan":{"state":"WATCH","setup":"","stop":11.6874,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.94,"vwap":11.8318,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":-0.0213,"volatility":"high"},"price":11.94,"volume":{"bars":290,"last_bar_volume":53630.0,"baseline_avg":97719.65,"bar_rvol":0.548815,"raw_accel":-0.284389,"smooth_accel":-0.01092,"accel_momentum":-0.318374,"rvol_3bar":[1.409551,0.785785,0.548815],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":63,"trade_rate":2.1,"buy_vol":8012.0,"sell_vol":6682.0,"unclassified_vol":0.0,"imbalance":0.090513,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.028041},"context":{"vwap":11.83177,"price_vs_vwap_pct":0.914739,"ema9":11.941046,"ema20":11.924415,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.728395,"dist_to_hod_atr":5.641044,"atr":0.037227,"spread_atr":0.268621,"own_change_pct":-0.047736,"rel_strength_pct":{"SPY":-0.068722,"IWM":-0.054609}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.049675},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b6f991be2750","ts":"2026-09-09T18:20:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4039,"target":13.88,"target_label":"ceiling","reward_risk":1.31,"pos_in_5d_range_pct":165.7,"room_to_5d_high_atr":-1.07},"price":13.61,"vwap":13.0641,"ext_from_open_pct":10.56,"max_ext_allowed_pct":3.0,"volume_pace":0.979,"trend":"flat","recent_slope_pct":0.0294,"volatility":"high"},"price":13.61,"volume":{"bars":290,"last_bar_volume":1214.0,"baseline_avg":3200.8,"bar_rvol":0.37928,"raw_accel":-0.783832,"smooth_accel":0.10043,"accel_momentum":0.101656,"rvol_3bar":[0.527225,1.882605,0.37928],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":24.0,"sell_vol":201.0,"unclassified_vol":0.0,"imbalance":-0.786667,"bid":13.59,"ask":13.63,"spread_pct":0.293902,"quote_size_imbalance":null,"quote_age_s":3.187835},"context":{"vwap":13.064124,"price_vs_vwap_pct":4.178434,"ema9":13.599158,"ema20":13.611147,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.945245,"dist_to_hod_atr":5.425728,"atr":0.049763,"spread_atr":0.803812,"own_change_pct":-0.073529,"rel_strength_pct":{"SPY":-0.094516,"IWM":-0.080402}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.298367},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"16947ca55ee0","ts":"2026-09-09T18:20:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.49 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.3996,"target":13.57,"target_label":"ceiling","reward_risk":0.94,"pos_in_5d_range_pct":219.0,"room_to_5d_high_atr":-1.56},"price":13.4874,"vwap":13.5538,"ext_from_open_pct":3.43,"max_ext_allowed_pct":4.0,"volume_pace":1.401,"trend":"flat","recent_slope_pct":0.1829,"volatility":"low"},"price":13.4874,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":6154.0,"sell_vol":1855.0,"unclassified_vol":0.0,"imbalance":0.536771,"bid":13.53,"ask":13.56,"spread_pct":0.221484,"quote_size_imbalance":null,"quote_age_s":0.461536},"context":{"vwap":13.553792,"price_vs_vwap_pct":-0.489839,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-5.151899,"dist_to_hod_atr":19.253523,"atr":0.03805,"spread_atr":0.788433,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.584926},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7554555b2269","ts":"2026-09-09T18:20:10+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.62,"pos_in_5d_range_pct":233.7,"room_to_5d_high_atr":-1.75},"price":13.5551,"vwap":13.5538,"ext_from_open_pct":3.95,"max_ext_allowed_pct":4.0,"volume_pace":1.401,"trend":"flat","recent_slope_pct":0.2831,"volatility":"low"},"price":13.5551,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":115,"trade_rate":3.833333,"buy_vol":6904.0,"sell_vol":1868.0,"unclassified_vol":0.0,"imbalance":0.574099,"bid":13.54,"ask":13.57,"spread_pct":0.221321,"quote_size_imbalance":null,"quote_age_s":0.368743},"context":{"vwap":13.553792,"price_vs_vwap_pct":0.009653,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.675809,"dist_to_hod_atr":17.474293,"atr":0.03805,"spread_atr":0.788433,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.695145},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6e0ac9d141e2","ts":"2026-09-09T18:20:15+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.49 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.399,"target":13.57,"target_label":"ceiling","reward_risk":0.95,"pos_in_5d_range_pct":218.9,"room_to_5d_high_atr":-1.56},"price":13.4868,"vwap":13.5537,"ext_from_open_pct":3.43,"max_ext_allowed_pct":3.0,"volume_pace":1.402,"trend":"flat","recent_slope_pct":0.182,"volatility":"low"},"price":13.4868,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":2.23306},"flow":{"window_s":30,"trades":124,"trade_rate":4.133333,"buy_vol":7022.0,"sell_vol":2507.0,"unclassified_vol":0.0,"imbalance":0.473817,"bid":13.54,"ask":13.56,"spread_pct":0.147601,"quote_size_imbalance":null,"quote_age_s":1.626073},"context":{"vwap":13.553792,"price_vs_vwap_pct":-0.494265,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-5.156118,"dist_to_hod_atr":19.269291,"atr":0.03805,"spread_atr":0.525622,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.39904},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7a71aafedd62","ts":"2026-09-09T18:20:20+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.61,"pos_in_5d_range_pct":233.8,"room_to_5d_high_atr":-1.75},"price":13.5555,"vwap":13.5538,"ext_from_open_pct":3.95,"max_ext_allowed_pct":3.0,"volume_pace":1.402,"trend":"flat","recent_slope_pct":0.2837,"volatility":"low"},"price":13.5555,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":1.825888},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":7103.0,"sell_vol":2567.0,"unclassified_vol":0.0,"imbalance":0.46908,"bid":13.54,"ask":13.56,"spread_pct":0.147601,"quote_size_imbalance":null,"quote_age_s":0.753268},"context":{"vwap":13.553792,"price_vs_vwap_pct":0.012604,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.672996,"dist_to_hod_atr":17.463781,"atr":0.03805,"spread_atr":0.525622,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.385053},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"805abcba6d98","ts":"2026-09-09T18:20:25+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.55 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.68,"pos_in_5d_range_pct":232.6,"room_to_5d_high_atr":-1.74},"price":13.55,"vwap":13.5538,"ext_from_open_pct":3.91,"max_ext_allowed_pct":3.0,"volume_pace":1.401,"trend":"flat","recent_slope_pct":0.2756,"volatility":"low"},"price":13.55,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":1.646279},"flow":{"window_s":30,"trades":131,"trade_rate":4.366667,"buy_vol":7203.0,"sell_vol":2677.0,"unclassified_vol":0.0,"imbalance":0.458097,"bid":13.54,"ask":13.57,"spread_pct":0.221321,"quote_size_imbalance":null,"quote_age_s":4.564938},"context":{"vwap":13.553792,"price_vs_vwap_pct":-0.027975,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.711674,"dist_to_hod_atr":17.608327,"atr":0.03805,"spread_atr":0.788433,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.352625},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f20bbaead135","ts":"2026-09-09T18:20:35+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.62,"pos_in_5d_range_pct":233.7,"room_to_5d_high_atr":-1.75},"price":13.555,"vwap":13.5538,"ext_from_open_pct":3.95,"max_ext_allowed_pct":3.0,"volume_pace":1.401,"trend":"flat","recent_slope_pct":0.283,"volatility":"low"},"price":13.555,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":1.303598},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":1163.0,"sell_vol":935.0,"unclassified_vol":0.0,"imbalance":0.108675,"bid":13.54,"ask":13.57,"spread_pct":0.221321,"quote_size_imbalance":null,"quote_age_s":7.668827},"context":{"vwap":13.553792,"price_vs_vwap_pct":0.008915,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.676512,"dist_to_hod_atr":17.476921,"atr":0.03805,"spread_atr":0.788433,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.320885},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7983f1d6ea71","ts":"2026-09-09T18:20:45+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6674,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.92,"vwap":11.832,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.682,"trend":"flat","recent_slope_pct":-0.0548,"volatility":"high"},"price":11.92,"volume":{"bars":290,"last_bar_volume":53630.0,"baseline_avg":97719.65,"bar_rvol":0.548815,"raw_accel":-0.284389,"smooth_accel":-0.01092,"accel_momentum":-0.318374,"rvol_3bar":[1.409551,0.785785,0.548815],"trend_3bar":"DECELERATING","projected_rvol":0.697792},"flow":{"window_s":30,"trades":89,"trade_rate":2.966667,"buy_vol":20147.0,"sell_vol":21070.0,"unclassified_vol":0.0,"imbalance":-0.022394,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.716473},"context":{"vwap":11.83177,"price_vs_vwap_pct":0.745702,"ema9":11.941046,"ema20":11.924415,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893004,"dist_to_hod_atr":6.178287,"atr":0.037227,"spread_atr":0.268621,"own_change_pct":-0.047736,"rel_strength_pct":{"SPY":-0.068722,"IWM":-0.054609}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.01229},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"9789831001fd","ts":"2026-09-09T18:20:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.50 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.4093,"target":13.64,"target_label":"range_20d_high","reward_risk":1.63,"pos_in_5d_range_pct":221.1,"room_to_5d_high_atr":-1.59},"price":13.4971,"vwap":13.5537,"ext_from_open_pct":3.51,"max_ext_allowed_pct":3.0,"volume_pace":1.4,"trend":"flat","recent_slope_pct":0.1972,"volatility":"low"},"price":13.4971,"volume":{"bars":290,"last_bar_volume":8325.0,"baseline_avg":2819.45,"bar_rvol":2.952704,"raw_accel":10.810814,"smooth_accel":2.353741,"accel_momentum":2.593228,"rvol_3bar":[0.324309,0.216383,2.952704],"trend_3bar":"MIXED","projected_rvol":1.034717},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":325.0,"sell_vol":289.0,"unclassified_vol":0.0,"imbalance":0.058632,"bid":13.54,"ask":13.57,"spread_pct":0.221321,"quote_size_imbalance":null,"quote_age_s":1.878468},"context":{"vwap":13.553792,"price_vs_vwap_pct":-0.418272,"ema9":13.459624,"ema20":13.449181,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-5.083685,"dist_to_hod_atr":18.998596,"atr":0.03805,"spread_atr":0.788433,"own_change_pct":0.916134,"rel_strength_pct":{"SPY":0.895148,"IWM":0.909261}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.173123},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"182bb56eed70","ts":"2026-09-09T18:21:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.6674,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.92,"vwap":11.832,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.682,"trend":"flat","recent_slope_pct":-0.0875,"volatility":"high"},"price":11.92,"volume":{"bars":291,"last_bar_volume":72125.0,"baseline_avg":97746.5,"bar_rvol":0.737878,"raw_accel":0.344863,"smooth_accel":-0.387058,"accel_momentum":-0.376138,"rvol_3bar":[0.785785,0.548815,0.737878],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":104,"trade_rate":3.466667,"buy_vol":21009.0,"sell_vol":10612.0,"unclassified_vol":0.0,"imbalance":0.3288,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.354977},"context":{"vwap":11.832037,"price_vs_vwap_pct":0.743431,"ema9":11.937837,"ema20":11.924471,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893004,"dist_to_hod_atr":6.237252,"atr":0.036875,"spread_atr":0.271185,"own_change_pct":-0.083787,"rel_strength_pct":{"SPY":-0.131008,"IWM":-0.104411}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.242615},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8dfbf9a7397d","ts":"2026-09-09T18:21:10+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6624,"target":12.05,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":93.0,"room_to_5d_high_atr":0.14},"price":11.915,"vwap":11.8321,"ext_from_open_pct":-1.2,"max_ext_allowed_pct":3.0,"volume_pace":0.683,"trend":"flat","recent_slope_pct":-0.0958,"volatility":"high"},"price":11.915,"volume":{"bars":291,"last_bar_volume":72125.0,"baseline_avg":97746.5,"bar_rvol":0.737878,"raw_accel":0.344863,"smooth_accel":-0.387058,"accel_momentum":-0.376138,"rvol_3bar":[0.785785,0.548815,0.737878],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":157,"trade_rate":5.233333,"buy_vol":36164.0,"sell_vol":15346.0,"unclassified_vol":0.0,"imbalance":0.404155,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":0.029666},"context":{"vwap":11.832037,"price_vs_vwap_pct":0.701173,"ema9":11.937837,"ema20":11.924471,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.934156,"dist_to_hod_atr":6.372845,"atr":0.036875,"spread_atr":0.271185,"own_change_pct":-0.083787,"rel_strength_pct":{"SPY":-0.131008,"IWM":-0.104411}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.298217},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bc5eac70bcfc","ts":"2026-09-09T18:21:10+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.1621,"target":13.69,"target_label":"prev_day_high","reward_risk":1.17,"pos_in_5d_range_pct":90.2,"room_to_5d_high_atr":0.29},"price":13.405,"vwap":13.4045,"ext_from_open_pct":-2.3,"max_ext_allowed_pct":3.0,"volume_pace":0.65,"trend":"flat","recent_slope_pct":-0.0857,"volatility":"high"},"price":13.405,"volume":{"bars":291,"last_bar_volume":41299.0,"baseline_avg":24456.85,"bar_rvol":1.688648,"raw_accel":0.593756,"smooth_accel":-0.092942,"accel_momentum":-0.271739,"rvol_3bar":[1.419268,1.087178,1.688648],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":2915.0,"sell_vol":4510.0,"unclassified_vol":0.0,"imbalance":-0.214815,"bid":13.4,"ask":13.41,"spread_pct":0.074599,"quote_size_imbalance":null,"quote_age_s":0.374654},"context":{"vwap":13.404522,"price_vs_vwap_pct":0.003563,"ema9":13.426002,"ema20":13.396197,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.932657,"dist_to_hod_atr":10.573497,"atr":0.038303,"spread_atr":0.261074,"own_change_pct":0.320907,"rel_strength_pct":{"SPY":0.273686,"IWM":0.300284}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":1,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.362747},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"37155259fc58","ts":"2026-09-09T18:21:30+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.29,"pos_in_5d_range_pct":241.3,"room_to_5d_high_atr":-1.85},"price":13.59,"vwap":13.5537,"ext_from_open_pct":4.22,"max_ext_allowed_pct":4.0,"volume_pace":1.409,"trend":"flat","recent_slope_pct":0.3111,"volatility":"low"},"price":13.59,"volume":{"bars":291,"last_bar_volume":4948.0,"baseline_avg":3123.5,"bar_rvol":1.58412,"raw_accel":-0.405646,"smooth_accel":3.058136,"accel_momentum":0.704395,"rvol_3bar":[0.216383,2.952704,1.58412],"trend_3bar":"MIXED","projected_rvol":4.239475},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":4412.0,"sell_vol":2209.0,"unclassified_vol":0.0,"imbalance":0.332729,"bid":13.57,"ask":13.6,"spread_pct":0.220832,"quote_size_imbalance":null,"quote_age_s":0.024118},"context":{"vwap":13.553689,"price_vs_vwap_pct":0.267908,"ema9":13.475699,"ema20":13.457831,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.43038,"dist_to_hod_atr":15.181968,"atr":0.041497,"spread_atr":0.722951,"own_change_pct":0.781541,"rel_strength_pct":{"SPY":0.73432,"IWM":0.760917}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.527083},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3f2359c5b2f0","ts":"2026-09-09T18:21:35+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.52 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":1.1,"pos_in_5d_range_pct":226.8,"room_to_5d_high_atr":-1.66},"price":13.5234,"vwap":13.5536,"ext_from_open_pct":3.71,"max_ext_allowed_pct":4.0,"volume_pace":1.409,"trend":"flat","recent_slope_pct":0.2127,"volatility":"low"},"price":13.5234,"volume":{"bars":291,"last_bar_volume":4948.0,"baseline_avg":3123.5,"bar_rvol":1.58412,"raw_accel":-0.405646,"smooth_accel":3.058136,"accel_momentum":0.704395,"rvol_3bar":[0.216383,2.952704,1.58412],"trend_3bar":"MIXED","projected_rvol":3.744151},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":4410.0,"sell_vol":1106.0,"unclassified_vol":0.0,"imbalance":0.598985,"bid":13.57,"ask":13.6,"spread_pct":0.220832,"quote_size_imbalance":null,"quote_age_s":4.946443},"context":{"vwap":13.553689,"price_vs_vwap_pct":-0.223471,"ema9":13.475699,"ema20":13.457831,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.898734,"dist_to_hod_atr":16.786919,"atr":0.041497,"spread_atr":0.722951,"own_change_pct":0.781541,"rel_strength_pct":{"SPY":0.73432,"IWM":0.760917}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.948864},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c1f226e3f857","ts":"2026-09-09T18:21:40+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.6973,"target":12.05,"target_label":"premarket_high","reward_risk":0.4,"pos_in_5d_range_pct":94.7,"room_to_5d_high_atr":0.11},"price":11.9499,"vwap":11.8322,"ext_from_open_pct":-0.91,"max_ext_allowed_pct":3.0,"volume_pace":0.682,"trend":"flat","recent_slope_pct":-0.0373,"volatility":"high"},"price":11.9499,"volume":{"bars":291,"last_bar_volume":72125.0,"baseline_avg":97746.5,"bar_rvol":0.737878,"raw_accel":0.344863,"smooth_accel":-0.387058,"accel_momentum":-0.376138,"rvol_3bar":[0.785785,0.548815,0.737878],"trend_3bar":"MIXED","projected_rvol":0.588297},"flow":{"window_s":30,"trades":78,"trade_rate":2.6,"buy_vol":13699.0,"sell_vol":3522.0,"unclassified_vol":0.0,"imbalance":0.590965,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.335806},"context":{"vwap":11.832037,"price_vs_vwap_pct":0.996135,"ema9":11.937837,"ema20":11.924471,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.646914,"dist_to_hod_atr":5.42641,"atr":0.036875,"spread_atr":0.271185,"own_change_pct":-0.083787,"rel_strength_pct":{"SPY":-0.131008,"IWM":-0.104411}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.43606},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c31203f3e10e","ts":"2026-09-09T18:21:55+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6724,"target":12.05,"target_label":"premarket_high","reward_risk":0.49,"pos_in_5d_range_pct":93.5,"room_to_5d_high_atr":0.13},"price":11.925,"vwap":11.8322,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":0.681,"trend":"flat","recent_slope_pct":-0.0791,"volatility":"high"},"price":11.925,"volume":{"bars":291,"last_bar_volume":72125.0,"baseline_avg":97746.5,"bar_rvol":0.737878,"raw_accel":0.344863,"smooth_accel":-0.387058,"accel_momentum":-0.376138,"rvol_3bar":[0.785785,0.548815,0.737878],"trend_3bar":"MIXED","projected_rvol":0.468343},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":2179.0,"sell_vol":2233.0,"unclassified_vol":0.0,"imbalance":-0.012239,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":0.088716},"context":{"vwap":11.832037,"price_vs_vwap_pct":0.78569,"ema9":11.937837,"ema20":11.924471,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.851852,"dist_to_hod_atr":6.10166,"atr":0.036875,"spread_atr":0.271185,"own_change_pct":-0.083787,"rel_strength_pct":{"SPY":-0.131008,"IWM":-0.104411}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.009031},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"42ada3fff01c","ts":"2026-09-09T18:21:55+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3459,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.637,"trend":"flat","recent_slope_pct":0.0469,"volatility":"high"},"price":8.48,"volume":{"bars":291,"last_bar_volume":3344.0,"baseline_avg":3662.95,"bar_rvol":0.912925,"raw_accel":-0.085589,"smooth_accel":1.652119,"accel_momentum":1.200298,"rvol_3bar":[0.364839,1.042623,0.912925],"trend_3bar":"MIXED","projected_rvol":0.994429},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":113.0,"sell_vol":32.0,"unclassified_vol":0.0,"imbalance":0.558621,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":24.991732},"context":{"vwap":8.345635,"price_vs_vwap_pct":1.61,"ema9":8.460035,"ema20":8.469878,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":15.935511,"atr":0.018198,"spread_atr":1.099001,"own_change_pct":-0.062648,"rel_strength_pct":{"SPY":-0.109869,"IWM":-0.083271}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.509979},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b3a01857a9cc","ts":"2026-09-09T18:22:00+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.42,"pos_in_5d_range_pct":237.9,"room_to_5d_high_atr":-1.81},"price":13.5743,"vwap":13.5537,"ext_from_open_pct":4.1,"max_ext_allowed_pct":3.0,"volume_pace":1.407,"trend":"flat","recent_slope_pct":0.2879,"volatility":"low"},"price":13.5743,"volume":{"bars":291,"last_bar_volume":4948.0,"baseline_avg":3123.5,"bar_rvol":1.58412,"raw_accel":-0.405646,"smooth_accel":3.058136,"accel_momentum":0.704395,"rvol_3bar":[0.216383,2.952704,1.58412],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":6.0,"sell_vol":227.0,"unclassified_vol":0.0,"imbalance":-0.948498,"bid":13.57,"ask":13.6,"spread_pct":0.220832,"quote_size_imbalance":null,"quote_age_s":7.725787},"context":{"vwap":13.553689,"price_vs_vwap_pct":0.152073,"ema9":13.475699,"ema20":13.457831,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.540788,"dist_to_hod_atr":15.560313,"atr":0.041497,"spread_atr":0.722951,"own_change_pct":0.781541,"rel_strength_pct":{"SPY":0.736946,"IWM":0.805593}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.502535},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c810be940bdf","ts":"2026-09-09T18:22:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4287,"target":14.7487,"target_label":"ceiling","reward_risk":1.88,"pos_in_5d_range_pct":181.8,"room_to_5d_high_atr":-2.72},"price":14.54,"vwap":14.4835,"ext_from_open_pct":2.99,"max_ext_allowed_pct":4.0,"volume_pace":3.39,"trend":"flat","recent_slope_pct":0.0044,"volatility":"medium"},"price":14.54,"volume":{"bars":292,"last_bar_volume":559.0,"baseline_avg":3073.1,"bar_rvol":0.181901,"raw_accel":-0.272396,"smooth_accel":-0.564734,"accel_momentum":-0.504357,"rvol_3bar":[1.377462,0.033282,0.181901],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":81,"trade_rate":2.7,"buy_vol":5242.0,"sell_vol":3089.0,"unclassified_vol":0.0,"imbalance":0.258432,"bid":14.54,"ask":14.55,"spread_pct":0.068752,"quote_size_imbalance":null,"quote_age_s":0.038279},"context":{"vwap":14.483377,"price_vs_vwap_pct":0.390951,"ema9":14.549955,"ema20":14.564328,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.490515,"dist_to_hod_atr":12.184368,"atr":0.018056,"spread_atr":0.553835,"own_change_pct":-0.318214,"rel_strength_pct":{"SPY":-0.362808,"IWM":-0.294161}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.047009},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e7b136553d38","ts":"2026-09-09T18:22:05+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1838,"target":13.69,"target_label":"prev_day_high","reward_risk":1.08,"pos_in_5d_range_pct":91.0,"room_to_5d_high_atr":0.27},"price":13.4267,"vwap":13.4046,"ext_from_open_pct":-2.14,"max_ext_allowed_pct":4.0,"volume_pace":0.649,"trend":"flat","recent_slope_pct":-0.0307,"volatility":"high"},"price":13.4267,"volume":{"bars":292,"last_bar_volume":17518.0,"baseline_avg":25685.15,"bar_rvol":0.682028,"raw_accel":-0.575825,"smooth_accel":-0.256415,"accel_momentum":-0.163474,"rvol_3bar":[1.087178,1.688648,0.682028],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":393.0,"sell_vol":1313.0,"unclassified_vol":0.0,"imbalance":-0.539273,"bid":13.41,"ask":13.42,"spread_pct":0.074543,"quote_size_imbalance":null,"quote_age_s":1.46259},"context":{"vwap":13.404571,"price_vs_vwap_pct":0.165088,"ema9":13.429002,"ema20":13.400464,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.775525,"dist_to_hod_atr":10.020108,"atr":0.038253,"spread_atr":0.261417,"own_change_pct":-0.029751,"rel_strength_pct":{"SPY":-0.074345,"IWM":-0.005698}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.3678},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a134dda514c1","ts":"2026-09-09T18:22:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.55 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.68,"pos_in_5d_range_pct":232.6,"room_to_5d_high_atr":-1.74},"price":13.5499,"vwap":13.5537,"ext_from_open_pct":3.91,"max_ext_allowed_pct":4.0,"volume_pace":1.407,"trend":"flat","recent_slope_pct":0.1761,"volatility":"low"},"price":13.5499,"volume":{"bars":292,"last_bar_volume":6854.0,"baseline_avg":3180.1,"bar_rvol":2.155278,"raw_accel":0.385206,"smooth_accel":8.431584,"accel_momentum":5.373448,"rvol_3bar":[2.952704,1.58412,2.155278],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":821.0,"sell_vol":27.0,"unclassified_vol":0.0,"imbalance":0.936321,"bid":13.59,"ask":13.62,"spread_pct":0.220507,"quote_size_imbalance":null,"quote_age_s":3.442419},"context":{"vwap":13.553663,"price_vs_vwap_pct":-0.027764,"ema9":13.495419,"ema20":13.468923,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.712377,"dist_to_hod_atr":14.54806,"atr":0.046061,"spread_atr":0.651308,"own_change_pct":1.083492,"rel_strength_pct":{"SPY":1.038898,"IWM":1.107545}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.018032},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8cbf6e9c1eaf","ts":"2026-09-09T18:22:10+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.1721,"target":13.69,"target_label":"prev_day_high","reward_risk":1.13,"pos_in_5d_range_pct":90.6,"room_to_5d_high_atr":0.28},"price":13.415,"vwap":13.4046,"ext_from_open_pct":-2.22,"max_ext_allowed_pct":4.0,"volume_pace":0.649,"trend":"flat","recent_slope_pct":-0.0481,"volatility":"high"},"price":13.415,"volume":{"bars":292,"last_bar_volume":17518.0,"baseline_avg":25685.15,"bar_rvol":0.682028,"raw_accel":-0.575825,"smooth_accel":-0.256415,"accel_momentum":-0.163474,"rvol_3bar":[1.087178,1.688648,0.682028],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":433.0,"sell_vol":914.0,"unclassified_vol":0.0,"imbalance":-0.35709,"bid":13.41,"ask":13.42,"spread_pct":0.074543,"quote_size_imbalance":null,"quote_age_s":0.59948},"context":{"vwap":13.404571,"price_vs_vwap_pct":0.077804,"ema9":13.429002,"ema20":13.400464,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.860246,"dist_to_hod_atr":10.325966,"atr":0.038253,"spread_atr":0.261417,"own_change_pct":-0.029751,"rel_strength_pct":{"SPY":-0.074345,"IWM":-0.005698}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.243545},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"81fe54984de3","ts":"2026-09-09T18:22:10+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.29,"pos_in_5d_range_pct":241.3,"room_to_5d_high_atr":-1.85},"price":13.59,"vwap":13.5537,"ext_from_open_pct":4.22,"max_ext_allowed_pct":3.0,"volume_pace":1.407,"trend":"flat","recent_slope_pct":0.2352,"volatility":"low"},"price":13.59,"volume":{"bars":292,"last_bar_volume":6854.0,"baseline_avg":3180.1,"bar_rvol":2.155278,"raw_accel":0.385206,"smooth_accel":8.431584,"accel_momentum":5.373448,"rvol_3bar":[2.952704,1.58412,2.155278],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":924.0,"sell_vol":268.0,"unclassified_vol":0.0,"imbalance":0.550336,"bid":13.57,"ask":13.61,"spread_pct":0.294334,"quote_size_imbalance":null,"quote_age_s":2.82495},"context":{"vwap":13.553663,"price_vs_vwap_pct":0.268097,"ema9":13.495419,"ema20":13.468923,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.43038,"dist_to_hod_atr":13.677478,"atr":0.046061,"spread_atr":0.868411,"own_change_pct":1.083492,"rel_strength_pct":{"SPY":1.038898,"IWM":1.107545}},"vas":{"raw":8,"score":9.4,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.186126},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"95345c116fc1","ts":"2026-09-09T18:22:15+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.7% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":1.01,"pos_in_5d_range_pct":256.0,"room_to_5d_high_atr":-2.04},"price":13.6575,"vwap":13.5542,"ext_from_open_pct":4.74,"max_ext_allowed_pct":3.0,"volume_pace":1.418,"trend":"flat","recent_slope_pct":0.3346,"volatility":"low"},"price":13.6575,"volume":{"bars":292,"last_bar_volume":6854.0,"baseline_avg":3180.1,"bar_rvol":2.155278,"raw_accel":0.385206,"smooth_accel":8.431584,"accel_momentum":5.373448,"rvol_3bar":[2.952704,1.58412,2.155278],"trend_3bar":"MIXED","projected_rvol":12.054967},"flow":{"window_s":30,"trades":89,"trade_rate":2.966667,"buy_vol":5526.0,"sell_vol":4081.0,"unclassified_vol":0.0,"imbalance":0.150411,"bid":13.63,"ask":13.7,"spread_pct":0.512258,"quote_size_imbalance":null,"quote_age_s":0.343694},"context":{"vwap":13.553663,"price_vs_vwap_pct":0.766117,"ema9":13.495419,"ema20":13.468923,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.955696,"dist_to_hod_atr":12.212034,"atr":0.046061,"spread_atr":1.51972,"own_change_pct":1.083492,"rel_strength_pct":{"SPY":1.038898,"IWM":1.107545}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.324178},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c3ab83143a49","ts":"2026-09-09T18:22:25+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.3% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.24,"pos_in_5d_range_pct":242.9,"room_to_5d_high_atr":-1.87},"price":13.5972,"vwap":13.554,"ext_from_open_pct":4.27,"max_ext_allowed_pct":3.0,"volume_pace":1.417,"trend":"flat","recent_slope_pct":0.2458,"volatility":"low"},"price":13.5972,"volume":{"bars":292,"last_bar_volume":6854.0,"baseline_avg":3180.1,"bar_rvol":2.155278,"raw_accel":0.385206,"smooth_accel":8.431584,"accel_momentum":5.373448,"rvol_3bar":[2.952704,1.58412,2.155278],"trend_3bar":"MIXED","projected_rvol":7.34392},"flow":{"window_s":30,"trades":95,"trade_rate":3.166667,"buy_vol":5540.0,"sell_vol":4192.0,"unclassified_vol":0.0,"imbalance":0.138512,"bid":13.62,"ask":13.69,"spread_pct":0.512633,"quote_size_imbalance":null,"quote_age_s":0.849878},"context":{"vwap":13.553663,"price_vs_vwap_pct":0.321219,"ema9":13.495419,"ema20":13.468923,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.379747,"dist_to_hod_atr":13.521164,"atr":0.046061,"spread_atr":1.51972,"own_change_pct":1.083492,"rel_strength_pct":{"SPY":1.038898,"IWM":1.107545}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.298532},"shadow":{"decision":"FAIL","failed":["spread"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"94e7fb2762e4","ts":"2026-09-09T18:22:25+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3362,"target":8.8,"target_label":"premarket_high","reward_risk":2.19,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.3},"price":8.4815,"vwap":8.346,"ext_from_open_pct":3.06,"max_ext_allowed_pct":4.0,"volume_pace":0.636,"trend":"flat","recent_slope_pct":0.094,"volatility":"high"},"price":8.4815,"volume":{"bars":292,"last_bar_volume":3650.0,"baseline_avg":3633.95,"bar_rvol":1.004417,"raw_accel":0.091507,"smooth_accel":2.496717,"accel_momentum":0.844598,"rvol_3bar":[1.042623,0.912925,1.004417],"trend_3bar":"MIXED","projected_rvol":0.57194},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":1056.0,"sell_vol":121.0,"unclassified_vol":0.0,"imbalance":0.794393,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":8.697231},"context":{"vwap":8.345942,"price_vs_vwap_pct":1.624239,"ema9":8.464028,"ema20":8.470842,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.289624,"dist_to_hod_atr":15.423181,"atr":0.018706,"spread_atr":1.069198,"own_change_pct":0.35503,"rel_strength_pct":{"SPY":0.310435,"IWM":0.379082}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.797901},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7c3bf93f3661","ts":"2026-09-09T18:22:30+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.6911,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.12},"price":11.9437,"vwap":11.8323,"ext_from_open_pct":-0.96,"max_ext_allowed_pct":3.0,"volume_pace":0.681,"trend":"flat","recent_slope_pct":-0.0179,"volatility":"high"},"price":11.9437,"volume":{"bars":292,"last_bar_volume":44699.0,"baseline_avg":97920.15,"bar_rvol":0.456484,"raw_accel":-0.380256,"smooth_accel":-0.428105,"accel_momentum":-0.041046,"rvol_3bar":[0.548815,0.737878,0.456484],"trend_3bar":"MIXED","projected_rvol":0.613459},"flow":{"window_s":30,"trades":133,"trade_rate":4.433333,"buy_vol":12332.0,"sell_vol":17703.0,"unclassified_vol":0.0,"imbalance":-0.178825,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":1.594875},"context":{"vwap":11.832195,"price_vs_vwap_pct":0.942383,"ema9":11.935269,"ema20":11.924521,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.697942,"dist_to_hod_atr":5.548067,"atr":0.037184,"spread_atr":0.268932,"own_change_pct":-0.127301,"rel_strength_pct":{"SPY":-0.171895,"IWM":-0.103249}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.081631},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a2c2586421d3","ts":"2026-09-09T18:22:40+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6674,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.92,"vwap":11.8323,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.68,"trend":"flat","recent_slope_pct":-0.0577,"volatility":"high"},"price":11.92,"volume":{"bars":292,"last_bar_volume":44699.0,"baseline_avg":97920.15,"bar_rvol":0.456484,"raw_accel":-0.380256,"smooth_accel":-0.428105,"accel_momentum":-0.041046,"rvol_3bar":[0.548815,0.737878,0.456484],"trend_3bar":"MIXED","projected_rvol":0.545771},"flow":{"window_s":30,"trades":130,"trade_rate":4.333333,"buy_vol":12705.0,"sell_vol":22070.0,"unclassified_vol":0.0,"imbalance":-0.269303,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":0.098133},"context":{"vwap":11.832195,"price_vs_vwap_pct":0.742082,"ema9":11.935269,"ema20":11.924521,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893004,"dist_to_hod_atr":6.185435,"atr":0.037184,"spread_atr":0.268932,"own_change_pct":-0.127301,"rel_strength_pct":{"SPY":-0.171895,"IWM":-0.103249}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.122932},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"632c9277ef7e","ts":"2026-09-09T18:22:45+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.346,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.635,"trend":"flat","recent_slope_pct":0.0905,"volatility":"high"},"price":8.48,"volume":{"bars":292,"last_bar_volume":3650.0,"baseline_avg":3633.95,"bar_rvol":1.004417,"raw_accel":0.091507,"smooth_accel":2.496717,"accel_momentum":0.844598,"rvol_3bar":[1.042623,0.912925,1.004417],"trend_3bar":"MIXED","projected_rvol":0.394428},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":808.0,"sell_vol":262.0,"unclassified_vol":0.0,"imbalance":0.51028,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":12.012699},"context":{"vwap":8.345942,"price_vs_vwap_pct":1.606266,"ema9":8.464028,"ema20":8.470842,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":15.50337,"atr":0.018706,"spread_atr":1.069198,"own_change_pct":0.35503,"rel_strength_pct":{"SPY":0.310435,"IWM":0.379082}},"vas":{"raw":6,"score":8.1,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.512534},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b90ade5e7c5b","ts":"2026-09-09T18:23:05+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.6% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4101,"target":13.88,"target_label":"ceiling","reward_risk":1.28,"pos_in_5d_range_pct":166.1,"room_to_5d_high_atr":-1.08},"price":13.6162,"vwap":13.0686,"ext_from_open_pct":10.61,"max_ext_allowed_pct":3.0,"volume_pace":0.978,"trend":"flat","recent_slope_pct":0.0606,"volatility":"high"},"price":13.6162,"volume":{"bars":293,"last_bar_volume":3251.0,"baseline_avg":3387.95,"bar_rvol":0.959577,"raw_accel":0.3004,"smooth_accel":0.194721,"accel_momentum":0.295614,"rvol_3bar":[1.362453,0.747708,0.959577],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":23,"trade_rate":0.766667,"buy_vol":704.0,"sell_vol":579.0,"unclassified_vol":0.0,"imbalance":0.097428,"bid":13.6,"ask":13.64,"spread_pct":0.293686,"quote_size_imbalance":null,"quote_age_s":3.186497},"context":{"vwap":13.068598,"price_vs_vwap_pct":4.190209,"ema9":13.598129,"ema20":13.60721,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.900576,"dist_to_hod_atr":5.566791,"atr":0.047388,"spread_atr":0.844093,"own_change_pct":0.073584,"rel_strength_pct":{"SPY":0.038179,"IWM":0.089041}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.09349},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7cda3d27863f","ts":"2026-09-09T18:23:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.55 below VWAP $13.55","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.7,"pos_in_5d_range_pct":232.2,"room_to_5d_high_atr":-1.73},"price":13.5482,"vwap":13.5541,"ext_from_open_pct":3.9,"max_ext_allowed_pct":4.0,"volume_pace":1.414,"trend":"flat","recent_slope_pct":0.0331,"volatility":"low"},"price":13.5482,"volume":{"bars":293,"last_bar_volume":10099.0,"baseline_avg":3366.85,"bar_rvol":2.99954,"raw_accel":0.473446,"smooth_accel":1.221197,"accel_momentum":-7.210387,"rvol_3bar":[1.58412,2.155278,2.99954],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":316.0,"sell_vol":29.0,"unclassified_vol":0.0,"imbalance":0.831884,"bid":13.65,"ask":13.69,"spread_pct":0.292612,"quote_size_imbalance":null,"quote_age_s":1.405874},"context":{"vwap":13.554073,"price_vs_vwap_pct":-0.043331,"ema9":13.518036,"ema20":13.482216,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.724332,"dist_to_hod_atr":12.176677,"atr":0.055171,"spread_atr":0.725018,"own_change_pct":1.322324,"rel_strength_pct":{"SPY":1.286919,"IWM":1.337782}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":2.495269},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6ec13d76ca67","ts":"2026-09-09T18:23:10+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3426,"target":8.8,"target_label":"premarket_high","reward_risk":2.15,"pos_in_5d_range_pct":108.4,"room_to_5d_high_atr":-0.31},"price":8.4879,"vwap":8.346,"ext_from_open_pct":3.13,"max_ext_allowed_pct":4.0,"volume_pace":0.634,"trend":"flat","recent_slope_pct":0.1113,"volatility":"high"},"price":8.4879,"volume":{"bars":293,"last_bar_volume":1087.0,"baseline_avg":3713.35,"bar_rvol":0.292728,"raw_accel":-0.702192,"smooth_accel":0.32432,"accel_momentum":-2.172397,"rvol_3bar":[0.912925,1.004417,0.292728],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":28.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.931034,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":9.991662},"context":{"vwap":8.346036,"price_vs_vwap_pct":1.699778,"ema9":8.467223,"ema20":8.471714,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.216648,"dist_to_hod_atr":14.569511,"atr":0.019362,"spread_atr":1.032932,"own_change_pct":0.236407,"rel_strength_pct":{"SPY":0.201002,"IWM":0.251864}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.272539},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3a6d5b2ac67f","ts":"2026-09-09T18:23:15+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.12,"pos_in_5d_range_pct":246.8,"room_to_5d_high_atr":-1.92},"price":13.6153,"vwap":13.5541,"ext_from_open_pct":4.41,"max_ext_allowed_pct":3.0,"volume_pace":1.414,"trend":"flat","recent_slope_pct":0.1319,"volatility":"low"},"price":13.6153,"volume":{"bars":293,"last_bar_volume":10099.0,"baseline_avg":3366.85,"bar_rvol":2.99954,"raw_accel":0.473446,"smooth_accel":1.221197,"accel_momentum":-7.210387,"rvol_3bar":[1.58412,2.155278,2.99954],"trend_3bar":"ACCELERATING","projected_rvol":0.014257},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":309.0,"sell_vol":30.0,"unclassified_vol":0.0,"imbalance":0.823009,"bid":13.65,"ask":13.69,"spread_pct":0.292612,"quote_size_imbalance":null,"quote_age_s":1.464782},"context":{"vwap":13.554073,"price_vs_vwap_pct":0.451723,"ema9":13.518036,"ema20":13.482216,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.252461,"dist_to_hod_atr":10.96046,"atr":0.055171,"spread_atr":0.725018,"own_change_pct":1.322324,"rel_strength_pct":{"SPY":1.286919,"IWM":1.337782}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":2.468648},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fd72bc85e0af","ts":"2026-09-09T18:23:20+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.8% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":0.91,"pos_in_5d_range_pct":258.7,"room_to_5d_high_atr":-2.08},"price":13.67,"vwap":13.5541,"ext_from_open_pct":4.83,"max_ext_allowed_pct":3.0,"volume_pace":1.413,"trend":"flat","recent_slope_pct":0.2123,"volatility":"low"},"price":13.67,"volume":{"bars":293,"last_bar_volume":10099.0,"baseline_avg":3366.85,"bar_rvol":2.99954,"raw_accel":0.473446,"smooth_accel":1.221197,"accel_momentum":-7.210387,"rvol_3bar":[1.58412,2.155278,2.99954],"trend_3bar":"ACCELERATING","projected_rvol":0.04277},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":37.0,"sell_vol":17.0,"unclassified_vol":0.0,"imbalance":0.37037,"bid":13.65,"ask":13.69,"spread_pct":0.292612,"quote_size_imbalance":null,"quote_age_s":6.464782},"context":{"vwap":13.554073,"price_vs_vwap_pct":0.855292,"ema9":13.518036,"ema20":13.482216,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.867792,"dist_to_hod_atr":9.968998,"atr":0.055171,"spread_atr":0.725018,"own_change_pct":1.322324,"rel_strength_pct":{"SPY":1.286919,"IWM":1.337782}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.110941},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0b23c05915f4","ts":"2026-09-09T18:23:30+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.688,"target":12.05,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.9406,"vwap":11.8325,"ext_from_open_pct":-0.99,"max_ext_allowed_pct":4.0,"volume_pace":0.68,"trend":"flat","recent_slope_pct":0.0011,"volatility":"high"},"price":11.9406,"volume":{"bars":293,"last_bar_volume":47115.0,"baseline_avg":73742.75,"bar_rvol":0.63891,"raw_accel":0.05405,"smooth_accel":-0.363566,"accel_momentum":0.064538,"rvol_3bar":[0.737878,0.456484,0.63891],"trend_3bar":"MIXED","projected_rvol":1.426038},"flow":{"window_s":30,"trades":163,"trade_rate":5.433333,"buy_vol":27891.0,"sell_vol":24689.0,"unclassified_vol":0.0,"imbalance":0.060898,"bid":11.89,"ask":11.9,"spread_pct":0.084069,"quote_size_imbalance":null,"quote_age_s":0.756812},"context":{"vwap":11.83235,"price_vs_vwap_pct":0.914868,"ema9":11.931235,"ema20":11.923624,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.723457,"dist_to_hod_atr":5.500253,"atr":0.038071,"spread_atr":0.262667,"own_change_pct":-0.375418,"rel_strength_pct":{"SPY":-0.410823,"IWM":-0.35996}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.038908},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4e976c88b0d7","ts":"2026-09-09T18:23:35+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6393,"target":11.98,"target_label":"ceiling","reward_risk":0.35,"pos_in_5d_range_pct":91.9,"room_to_5d_high_atr":0.17},"price":11.8919,"vwap":11.8325,"ext_from_open_pct":-1.39,"max_ext_allowed_pct":4.0,"volume_pace":0.68,"trend":"flat","recent_slope_pct":-0.0806,"volatility":"high"},"price":11.8919,"volume":{"bars":293,"last_bar_volume":47115.0,"baseline_avg":73742.75,"bar_rvol":0.63891,"raw_accel":0.05405,"smooth_accel":-0.363566,"accel_momentum":0.064538,"rvol_3bar":[0.737878,0.456484,0.63891],"trend_3bar":"MIXED","projected_rvol":1.254981},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":12806.0,"sell_vol":3377.0,"unclassified_vol":0.0,"imbalance":0.582648,"bid":11.89,"ask":11.9,"spread_pct":0.084069,"quote_size_imbalance":null,"quote_age_s":0.05999},"context":{"vwap":11.83235,"price_vs_vwap_pct":0.503285,"ema9":11.931235,"ema20":11.923624,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.12428,"dist_to_hod_atr":6.779443,"atr":0.038071,"spread_atr":0.262667,"own_change_pct":-0.375418,"rel_strength_pct":{"SPY":-0.410823,"IWM":-0.35996}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.37226},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0261ef772999","ts":"2026-09-09T18:23:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.3% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":0.57,"pos_in_5d_range_pct":270.7,"room_to_5d_high_atr":-2.24},"price":13.725,"vwap":13.5546,"ext_from_open_pct":5.25,"max_ext_allowed_pct":3.0,"volume_pace":1.418,"trend":"flat","recent_slope_pct":0.293,"volatility":"low"},"price":13.725,"volume":{"bars":293,"last_bar_volume":10099.0,"baseline_avg":3366.85,"bar_rvol":2.99954,"raw_accel":0.473446,"smooth_accel":1.221197,"accel_momentum":-7.210387,"rvol_3bar":[1.58412,2.155278,2.99954],"trend_3bar":"ACCELERATING","projected_rvol":2.180871},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":3911.0,"sell_vol":1584.0,"unclassified_vol":0.0,"imbalance":0.423476,"bid":13.69,"ask":13.74,"spread_pct":0.364564,"quote_size_imbalance":null,"quote_age_s":0.507305},"context":{"vwap":13.554073,"price_vs_vwap_pct":1.261074,"ema9":13.518036,"ema20":13.482216,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.481013,"dist_to_hod_atr":8.972098,"atr":0.055171,"spread_atr":0.906273,"own_change_pct":1.322324,"rel_strength_pct":{"SPY":1.286919,"IWM":1.337782}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.270233},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"76876ef86aab","ts":"2026-09-09T18:23:50+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":11.6862,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.1,"room_to_5d_high_atr":0.12},"price":11.9388,"vwap":11.8326,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":3.0,"volume_pace":0.68,"trend":"flat","recent_slope_pct":-0.0019,"volatility":"high"},"price":11.9388,"volume":{"bars":293,"last_bar_volume":47115.0,"baseline_avg":73742.75,"bar_rvol":0.63891,"raw_accel":0.05405,"smooth_accel":-0.363566,"accel_momentum":0.064538,"rvol_3bar":[0.737878,0.456484,0.63891],"trend_3bar":"MIXED","projected_rvol":1.241467},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":7878.0,"sell_vol":22099.0,"unclassified_vol":0.0,"imbalance":-0.474397,"bid":11.88,"ask":11.89,"spread_pct":0.08414,"quote_size_imbalance":null,"quote_age_s":0.103621},"context":{"vwap":11.83235,"price_vs_vwap_pct":0.899656,"ema9":11.931235,"ema20":11.923624,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.738272,"dist_to_hod_atr":5.547534,"atr":0.038071,"spread_atr":0.262667,"own_change_pct":-0.375418,"rel_strength_pct":{"SPY":-0.410823,"IWM":-0.35996}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.303097},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1df27ac72757","ts":"2026-09-09T18:23:55+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6324,"target":11.98,"target_label":"ceiling","reward_risk":0.38,"pos_in_5d_range_pct":91.5,"room_to_5d_high_atr":0.17},"price":11.885,"vwap":11.8325,"ext_from_open_pct":-1.45,"max_ext_allowed_pct":3.0,"volume_pace":0.68,"trend":"flat","recent_slope_pct":-0.0922,"volatility":"high"},"price":11.885,"volume":{"bars":293,"last_bar_volume":47115.0,"baseline_avg":73742.75,"bar_rvol":0.63891,"raw_accel":0.05405,"smooth_accel":-0.363566,"accel_momentum":0.064538,"rvol_3bar":[0.737878,0.456484,0.63891],"trend_3bar":"MIXED","projected_rvol":1.15417},"flow":{"window_s":30,"trades":66,"trade_rate":2.2,"buy_vol":2775.0,"sell_vol":23507.0,"unclassified_vol":0.0,"imbalance":-0.788829,"bid":11.88,"ask":11.89,"spread_pct":0.08414,"quote_size_imbalance":null,"quote_age_s":0.077924},"context":{"vwap":11.83235,"price_vs_vwap_pct":0.44497,"ema9":11.931235,"ema20":11.923624,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.18107,"dist_to_hod_atr":6.960684,"atr":0.038071,"spread_atr":0.262667,"own_change_pct":-0.375418,"rel_strength_pct":{"SPY":-0.410823,"IWM":-0.35996}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.503991},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6e476b66c51e","ts":"2026-09-09T18:23:55+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.1% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":0.69,"pos_in_5d_range_pct":265.9,"room_to_5d_high_atr":-2.17},"price":13.7032,"vwap":13.5558,"ext_from_open_pct":5.09,"max_ext_allowed_pct":4.0,"volume_pace":1.428,"trend":"flat","recent_slope_pct":0.261,"volatility":"low"},"price":13.7032,"volume":{"bars":293,"last_bar_volume":10099.0,"baseline_avg":3366.85,"bar_rvol":2.99954,"raw_accel":0.473446,"smooth_accel":1.221197,"accel_momentum":-7.210387,"rvol_3bar":[1.58412,2.155278,2.99954],"trend_3bar":"ACCELERATING","projected_rvol":4.543659},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":11443.0,"sell_vol":2532.0,"unclassified_vol":0.0,"imbalance":0.637639,"bid":13.79,"ask":13.84,"spread_pct":0.361925,"quote_size_imbalance":null,"quote_age_s":4.727561},"context":{"vwap":13.554073,"price_vs_vwap_pct":1.100237,"ema9":13.518036,"ema20":13.482216,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.634318,"dist_to_hod_atr":9.367233,"atr":0.055171,"spread_atr":0.906273,"own_change_pct":1.322324,"rel_strength_pct":{"SPY":1.286919,"IWM":1.337782}},"vas":{"raw":6,"score":8.1,"components":{"rvol":2,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.912622},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"c07c1e597c17","ts":"2026-09-09T18:24:10+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3047,"target":8.52,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":106.6,"room_to_5d_high_atr":-0.24},"price":8.45,"vwap":8.3463,"ext_from_open_pct":2.67,"max_ext_allowed_pct":3.0,"volume_pace":0.634,"trend":"flat","recent_slope_pct":-0.0306,"volatility":"high"},"price":8.45,"volume":{"bars":294,"last_bar_volume":2210.0,"baseline_avg":3454.2,"bar_rvol":0.639801,"raw_accel":1.033119,"smooth_accel":-0.165526,"accel_momentum":-0.489845,"rvol_3bar":[1.004417,0.292728,0.639801],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":114.0,"sell_vol":1750.0,"unclassified_vol":0.0,"imbalance":-0.877682,"bid":8.45,"ask":8.47,"spread_pct":0.236407,"quote_size_imbalance":null,"quote_age_s":4.779095},"context":{"vwap":8.346217,"price_vs_vwap_pct":1.243478,"ema9":8.466478,"ema20":8.470932,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.648803,"dist_to_hod_atr":16.022284,"atr":0.019972,"spread_atr":1.001393,"own_change_pct":0.100532,"rel_strength_pct":{"SPY":0.056607,"IWM":0.097097}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.561542},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f72414b1168a","ts":"2026-09-09T18:25:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":11.6829,"target":12.05,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.9355,"vwap":11.8328,"ext_from_open_pct":-1.03,"max_ext_allowed_pct":4.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.0175,"volatility":"high"},"price":11.9355,"volume":{"bars":295,"last_bar_volume":63063.0,"baseline_avg":68514.05,"bar_rvol":0.920439,"raw_accel":-0.231211,"smooth_accel":0.127618,"accel_momentum":0.261426,"rvol_3bar":[0.63891,1.156794,0.920439],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":7104.0,"sell_vol":1450.0,"unclassified_vol":0.0,"imbalance":0.660977,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":0.011534},"context":{"vwap":11.832796,"price_vs_vwap_pct":0.867964,"ema9":11.929103,"ema20":11.924059,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.765432,"dist_to_hod_atr":5.259264,"atr":0.040785,"spread_atr":0.245187,"own_change_pct":-0.167574,"rel_strength_pct":{"SPY":-0.220029,"IWM":-0.1985}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.608389},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"837827f2f0be","ts":"2026-09-09T18:26:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +6.1% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":0.14,"pos_in_5d_range_pct":295.7,"room_to_5d_high_atr":-2.56},"price":13.84,"vwap":13.5573,"ext_from_open_pct":6.13,"max_ext_allowed_pct":4.0,"volume_pace":1.428,"trend":"flat","recent_slope_pct":0.4238,"volatility":"low"},"price":13.84,"volume":{"bars":296,"last_bar_volume":3522.0,"baseline_avg":3286.6,"bar_rvol":1.071624,"raw_accel":-0.219069,"smooth_accel":0.007032,"accel_momentum":-0.415535,"rvol_3bar":[3.760576,1.023941,1.071624],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":1232.0,"sell_vol":241.0,"unclassified_vol":0.0,"imbalance":0.672777,"bid":13.82,"ask":13.86,"spread_pct":0.289017,"quote_size_imbalance":null,"quote_age_s":6.241156},"context":{"vwap":13.557288,"price_vs_vwap_pct":2.085315,"ema9":13.649996,"ema20":13.560439,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-2.672293,"dist_to_hod_atr":4.157357,"atr":0.091404,"spread_atr":0.437617,"own_change_pct":2.091581,"rel_strength_pct":{"SPY":2.074458,"IWM":2.050342}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.720964},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e370bfa75fa3","ts":"2026-09-09T18:26:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.316,"target":8.52,"target_label":"ceiling","reward_risk":0.4,"pos_in_5d_range_pct":107.2,"room_to_5d_high_atr":-0.26},"price":8.4613,"vwap":8.3469,"ext_from_open_pct":2.81,"max_ext_allowed_pct":3.0,"volume_pace":0.633,"trend":"flat","recent_slope_pct":-0.0601,"volatility":"high"},"price":8.4613,"volume":{"bars":296,"last_bar_volume":6384.0,"baseline_avg":3600.6,"bar_rvol":1.773038,"raw_accel":1.784126,"smooth_accel":0.347234,"accel_momentum":0.822401,"rvol_3bar":[0.639801,0.649345,1.773038],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":1752.0,"sell_vol":2787.0,"unclassified_vol":0.0,"imbalance":-0.228024,"bid":8.45,"ask":8.46,"spread_pct":0.118273,"quote_size_imbalance":null,"quote_age_s":4.991485},"context":{"vwap":8.346842,"price_vs_vwap_pct":1.371277,"ema9":8.462962,"ema20":8.468436,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.519954,"dist_to_hod_atr":15.911956,"atr":0.019401,"spread_atr":0.51545,"own_change_pct":-0.05559,"rel_strength_pct":{"SPY":-0.072713,"IWM":-0.096829}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.404295},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e4ccf0b2cfec","ts":"2026-09-09T18:26:50+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1856,"target":13.69,"target_label":"prev_day_high","reward_risk":1.08,"pos_in_5d_range_pct":91.0,"room_to_5d_high_atr":0.27},"price":13.4285,"vwap":13.4046,"ext_from_open_pct":-2.12,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0631,"volatility":"high"},"price":13.4285,"volume":{"bars":296,"last_bar_volume":5185.0,"baseline_avg":25755.05,"bar_rvol":0.20132,"raw_accel":-0.383985,"smooth_accel":-0.523464,"accel_momentum":-0.068891,"rvol_3bar":[0.841652,0.318631,0.20132],"trend_3bar":"DECELERATING","projected_rvol":0.524542},"flow":{"window_s":30,"trades":71,"trade_rate":2.366667,"buy_vol":4471.0,"sell_vol":1754.0,"unclassified_vol":0.0,"imbalance":0.436466,"bid":13.38,"ask":13.39,"spread_pct":0.07471,"quote_size_imbalance":null,"quote_age_s":0.127526},"context":{"vwap":13.404544,"price_vs_vwap_pct":0.178719,"ema9":13.405867,"ema20":13.396864,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.762491,"dist_to_hod_atr":9.11363,"atr":0.04186,"spread_atr":0.238889,"own_change_pct":-0.371955,"rel_strength_pct":{"SPY":-0.389077,"IWM":-0.413193}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.087869},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"b05e4001f189","ts":"2026-09-09T18:26:55+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1521,"target":13.69,"target_label":"prev_day_high","reward_risk":1.21,"pos_in_5d_range_pct":89.9,"room_to_5d_high_atr":0.3},"price":13.395,"vwap":13.4045,"ext_from_open_pct":-2.37,"max_ext_allowed_pct":3.0,"volume_pace":0.643,"trend":"flat","recent_slope_pct":0.0131,"volatility":"high"},"price":13.395,"volume":{"bars":296,"last_bar_volume":5185.0,"baseline_avg":25755.05,"bar_rvol":0.20132,"raw_accel":-0.383985,"smooth_accel":-0.523464,"accel_momentum":-0.068891,"rvol_3bar":[0.841652,0.318631,0.20132],"trend_3bar":"DECELERATING","projected_rvol":0.593846},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":6965.0,"sell_vol":1996.0,"unclassified_vol":0.0,"imbalance":0.554514,"bid":13.39,"ask":13.4,"spread_pct":0.074655,"quote_size_imbalance":null,"quote_age_s":0.376392},"context":{"vwap":13.404544,"price_vs_vwap_pct":-0.071196,"ema9":13.405867,"ema20":13.396864,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.005069,"dist_to_hod_atr":9.91391,"atr":0.04186,"spread_atr":0.238889,"own_change_pct":-0.371955,"rel_strength_pct":{"SPY":-0.389077,"IWM":-0.413193}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.111635},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"851346481a72","ts":"2026-09-09T18:27:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.7% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":1.01,"pos_in_5d_range_pct":256.0,"room_to_5d_high_atr":-2.04},"price":13.6575,"vwap":13.5583,"ext_from_open_pct":4.74,"max_ext_allowed_pct":3.0,"volume_pace":1.431,"trend":"flat","recent_slope_pct":-0.0869,"volatility":"low"},"price":13.6575,"volume":{"bars":297,"last_bar_volume":5647.0,"baseline_avg":3312.65,"bar_rvol":1.704678,"raw_accel":0.60335,"smooth_accel":-0.5584,"accel_momentum":-0.565432,"rvol_3bar":[1.023941,1.071624,1.704678],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":29.0,"sell_vol":4053.0,"unclassified_vol":0.0,"imbalance":-0.985791,"bid":13.75,"ask":13.82,"spread_pct":0.507798,"quote_size_imbalance":null,"quote_age_s":10.106042},"context":{"vwap":13.558289,"price_vs_vwap_pct":0.731737,"ema9":13.676997,"ema20":13.581826,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.955696,"dist_to_hod_atr":5.698037,"atr":0.098718,"spread_atr":0.709089,"own_change_pct":1.552198,"rel_strength_pct":{"SPY":1.5286,"IWM":1.498926}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":1,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-1.680456},"shadow":{"decision":"FAIL","failed":["vas","imbalance","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eac368907d49","ts":"2026-09-09T18:28:50+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.7% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":0.31,"pos_in_5d_range_pct":284.0,"room_to_5d_high_atr":-2.41},"price":13.7865,"vwap":13.5587,"ext_from_open_pct":5.72,"max_ext_allowed_pct":3.0,"volume_pace":1.426,"trend":"flat","recent_slope_pct":-0.1354,"volatility":"low"},"price":13.7865,"volume":{"bars":298,"last_bar_volume":2548.0,"baseline_avg":3454.15,"bar_rvol":0.737663,"raw_accel":-0.548787,"smooth_accel":-0.590773,"accel_momentum":-0.032373,"rvol_3bar":[1.071624,1.704678,0.737663],"trend_3bar":"MIXED","projected_rvol":0.173704},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":179.0,"sell_vol":240.0,"unclassified_vol":0.0,"imbalance":-0.145585,"bid":13.65,"ask":13.73,"spread_pct":0.584368,"quote_size_imbalance":null,"quote_age_s":2.765594},"context":{"vwap":13.558636,"price_vs_vwap_pct":1.680584,"ema9":13.679597,"ema20":13.592128,"ema_stack":true,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.048523,"dist_to_hod_atr":4.290754,"atr":0.101031,"spread_atr":0.791835,"own_change_pct":0.59889,"rel_strength_pct":{"SPY":0.579228,"IWM":0.566252}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.107393},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e7abd540cb9f","ts":"2026-09-09T18:29:10+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +5.0% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":0.77,"pos_in_5d_range_pct":263.0,"room_to_5d_high_atr":-2.14},"price":13.69,"vwap":13.5587,"ext_from_open_pct":4.98,"max_ext_allowed_pct":3.0,"volume_pace":1.424,"trend":"flat","recent_slope_pct":-0.1926,"volatility":"low"},"price":13.69,"volume":{"bars":299,"last_bar_volume":500.0,"baseline_avg":3562.3,"bar_rvol":0.140359,"raw_accel":-0.803768,"smooth_accel":-0.605758,"accel_momentum":-0.014986,"rvol_3bar":[1.704678,0.737663,0.140359],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":139.0,"sell_vol":157.0,"unclassified_vol":0.0,"imbalance":-0.060811,"bid":13.65,"ask":13.73,"spread_pct":0.584368,"quote_size_imbalance":null,"quote_age_s":15.707271},"context":{"vwap":13.558718,"price_vs_vwap_pct":0.968244,"ema9":13.700978,"ema20":13.61064,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.727145,"dist_to_hod_atr":5.166392,"atr":0.102586,"spread_atr":0.779833,"own_change_pct":0.607887,"rel_strength_pct":{"SPY":0.635017,"IWM":0.609605}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":-0.008535},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"298812ac4302","ts":"2026-09-09T18:30:05+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":5.2737,"target":5.49,"target_label":"premarket_high","reward_risk":3.13,"pos_in_5d_range_pct":32.2,"room_to_5d_high_atr":1.17},"price":5.326,"vwap":5.3195,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":1.129,"trend":"flat","recent_slope_pct":-0.0056,"volatility":"medium"},"price":5.326,"volume":{"bars":300,"last_bar_volume":3612.0,"baseline_avg":24746.65,"bar_rvol":0.145959,"raw_accel":-0.608964,"smooth_accel":-0.069388,"accel_momentum":-0.104709,"rvol_3bar":[0.181987,0.231189,0.145959],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":1519.0,"sell_vol":524.0,"unclassified_vol":0.0,"imbalance":0.487029,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":3.616594},"context":{"vwap":5.319515,"price_vs_vwap_pct":0.121904,"ema9":5.324368,"ema20":5.321696,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.187384,"dist_to_hod_atr":4.976197,"atr":0.012861,"spread_atr":0.777531,"own_change_pct":-0.187617,"rel_strength_pct":{"SPY":-0.171889,"IWM":-0.197923}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.071086},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b4a58083561b","ts":"2026-09-09T18:30:25+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.2777,"target":5.49,"target_label":"premarket_high","reward_risk":3.06,"pos_in_5d_range_pct":33.3,"room_to_5d_high_atr":1.15},"price":5.33,"vwap":5.3195,"ext_from_open_pct":-0.74,"max_ext_allowed_pct":4.0,"volume_pace":1.129,"trend":"flat","recent_slope_pct":0.0094,"volatility":"medium"},"price":5.33,"volume":{"bars":300,"last_bar_volume":3612.0,"baseline_avg":24746.65,"bar_rvol":0.145959,"raw_accel":-0.608964,"smooth_accel":-0.069388,"accel_momentum":-0.104709,"rvol_3bar":[0.181987,0.231189,0.145959],"trend_3bar":"MIXED","projected_rvol":1.452124},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":8526.0,"sell_vol":6757.0,"unclassified_vol":0.0,"imbalance":0.11575,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":0.529921},"context":{"vwap":5.319515,"price_vs_vwap_pct":0.197099,"ema9":5.324368,"ema20":5.321696,"ema_stack":true,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.113173,"dist_to_hod_atr":4.665185,"atr":0.012861,"spread_atr":0.777531,"own_change_pct":-0.187617,"rel_strength_pct":{"SPY":-0.171889,"IWM":-0.197923}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.016895},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"90bce3365dd0","ts":"2026-09-09T18:31:05+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1671,"target":13.69,"target_label":"prev_day_high","reward_risk":1.15,"pos_in_5d_range_pct":90.4,"room_to_5d_high_atr":0.29},"price":13.41,"vwap":13.4044,"ext_from_open_pct":-2.26,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.0124,"volatility":"high"},"price":13.41,"volume":{"bars":301,"last_bar_volume":10607.0,"baseline_avg":26605.85,"bar_rvol":0.398672,"raw_accel":-0.614137,"smooth_accel":-0.382912,"accel_momentum":-2.84119,"rvol_3bar":[0.431167,1.059478,0.398672],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":3217.0,"sell_vol":3343.0,"unclassified_vol":0.0,"imbalance":-0.019207,"bid":13.41,"ask":13.42,"spread_pct":0.074543,"quote_size_imbalance":null,"quote_age_s":0.323472},"context":{"vwap":13.404448,"price_vs_vwap_pct":0.041416,"ema9":13.407708,"ema20":13.401035,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.896452,"dist_to_hod_atr":9.553275,"atr":0.04187,"spread_atr":0.238832,"own_change_pct":0.168004,"rel_strength_pct":{"SPY":0.185124,"IWM":0.164569}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.007657},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"4eefa49e6bce","ts":"2026-09-09T18:31:15+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 125.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 108750 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8345,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.677,"trend":"flat","recent_slope_pct":0.0611,"volatility":"high"},"price":11.945,"volume":{"bars":301,"last_bar_volume":84464.0,"baseline_avg":73634.25,"bar_rvol":1.147075,"raw_accel":0.230841,"smooth_accel":-0.258973,"accel_momentum":-0.027762,"rvol_3bar":[0.683772,0.954323,1.147075],"trend_3bar":"ACCELERATING","projected_rvol":2.464614},"flow":{"window_s":30,"trades":106,"trade_rate":3.533333,"buy_vol":34289.0,"sell_vol":44191.0,"unclassified_vol":0.0,"imbalance":-0.126172,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.661798},"context":{"vwap":11.834285,"price_vs_vwap_pct":0.935547,"ema9":11.927229,"ema20":11.924389,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":5.494795,"atr":0.037308,"spread_atr":0.268039,"own_change_pct":0.167856,"rel_strength_pct":{"SPY":0.184975,"IWM":0.164421}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-1,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.144729},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"b7bee3800608","ts":"2026-09-09T18:31:20+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 130.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.46; target 0.12 away > ~0.11 reachable in 84 min","plan":{"state":"PASS","setup":"","stop":11.6824,"target":12.05,"target_label":"premarket_high","reward_risk":0.46,"pos_in_5d_range_pct":94.0,"room_to_5d_high_atr":0.12},"price":11.935,"vwap":11.8345,"ext_from_open_pct":-1.04,"max_ext_allowed_pct":4.0,"volume_pace":0.678,"trend":"flat","recent_slope_pct":0.0443,"volatility":"high"},"price":11.935,"volume":{"bars":301,"last_bar_volume":84464.0,"baseline_avg":73634.25,"bar_rvol":1.147075,"raw_accel":0.230841,"smooth_accel":-0.258973,"accel_momentum":-0.027762,"rvol_3bar":[0.683772,0.954323,1.147075],"trend_3bar":"ACCELERATING","projected_rvol":2.394035},"flow":{"window_s":30,"trades":103,"trade_rate":3.433333,"buy_vol":47305.0,"sell_vol":44288.0,"unclassified_vol":0.0,"imbalance":0.032939,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":1.340587},"context":{"vwap":11.834285,"price_vs_vwap_pct":0.851047,"ema9":11.927229,"ema20":11.924389,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.769547,"dist_to_hod_atr":5.762834,"atr":0.037308,"spread_atr":0.268039,"own_change_pct":0.167856,"rel_strength_pct":{"SPY":0.184975,"IWM":0.164421}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-1,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.037784},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"dd85794ce1cd","ts":"2026-09-09T18:31:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.5065,"target":5.69,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.57,"vwap":5.5388,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.95,"trend":"flat","recent_slope_pct":-0.0466,"volatility":"medium"},"price":5.57,"volume":{"bars":301,"last_bar_volume":2242.0,"baseline_avg":39939.4,"bar_rvol":0.056135,"raw_accel":-0.77546,"smooth_accel":0.234665,"accel_momentum":-2.381324,"rvol_3bar":[6.258331,0.109111,0.056135],"trend_3bar":"DECELERATING","projected_rvol":2.13173},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":10362.0,"sell_vol":25138.0,"unclassified_vol":0.0,"imbalance":-0.416225,"bid":5.57,"ask":5.58,"spread_pct":0.179372,"quote_size_imbalance":null,"quote_age_s":0.379911},"context":{"vwap":5.538756,"price_vs_vwap_pct":0.564106,"ema9":5.582279,"ema20":5.579011,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.88968,"dist_to_hod_atr":4.844379,"atr":0.010321,"spread_atr":0.968876,"own_change_pct":-0.089526,"rel_strength_pct":{"SPY":-0.072406,"IWM":-0.092961}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.023365},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"2d9a8c4b2448","ts":"2026-09-09T18:31:30+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1495,"target":13.69,"target_label":"prev_day_high","reward_risk":1.23,"pos_in_5d_range_pct":89.8,"room_to_5d_high_atr":0.31},"price":13.3924,"vwap":13.4044,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":-0.0139,"volatility":"high"},"price":13.3924,"volume":{"bars":301,"last_bar_volume":10607.0,"baseline_avg":26605.85,"bar_rvol":0.398672,"raw_accel":-0.614137,"smooth_accel":-0.382912,"accel_momentum":-2.84119,"rvol_3bar":[0.431167,1.059478,0.398672],"trend_3bar":"MIXED","projected_rvol":1.174328},"flow":{"window_s":30,"trades":153,"trade_rate":5.1,"buy_vol":3754.0,"sell_vol":11868.0,"unclassified_vol":0.0,"imbalance":-0.519396,"bid":13.41,"ask":13.42,"spread_pct":0.074543,"quote_size_imbalance":null,"quote_age_s":0.386854},"context":{"vwap":13.404448,"price_vs_vwap_pct":-0.089884,"ema9":13.407708,"ema20":13.401035,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.023896,"dist_to_hod_atr":9.973619,"atr":0.04187,"spread_atr":0.238832,"own_change_pct":0.168004,"rel_strength_pct":{"SPY":0.185124,"IWM":0.164569}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.207068},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e87d9a63e0e2","ts":"2026-09-09T18:31:35+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 145.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 108750 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8348,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.0611,"volatility":"high"},"price":11.945,"volume":{"bars":301,"last_bar_volume":84464.0,"baseline_avg":73634.25,"bar_rvol":1.147075,"raw_accel":0.230841,"smooth_accel":-0.258973,"accel_momentum":-0.027762,"rvol_3bar":[0.683772,0.954323,1.147075],"trend_3bar":"ACCELERATING","projected_rvol":3.119992},"flow":{"window_s":30,"trades":122,"trade_rate":4.066667,"buy_vol":88192.0,"sell_vol":38690.0,"unclassified_vol":0.0,"imbalance":0.390142,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.579502},"context":{"vwap":11.834285,"price_vs_vwap_pct":0.935547,"ema9":11.927229,"ema20":11.924389,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":5.494795,"atr":0.037308,"spread_atr":0.268039,"own_change_pct":0.167856,"rel_strength_pct":{"SPY":0.184975,"IWM":0.164421}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.447522},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"45938b2d7646","ts":"2026-09-09T18:31:35+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1628,"target":13.69,"target_label":"prev_day_high","reward_risk":1.17,"pos_in_5d_range_pct":90.3,"room_to_5d_high_atr":0.29},"price":13.4057,"vwap":13.4045,"ext_from_open_pct":-2.29,"max_ext_allowed_pct":3.0,"volume_pace":0.642,"trend":"flat","recent_slope_pct":0.006,"volatility":"high"},"price":13.4057,"volume":{"bars":301,"last_bar_volume":10607.0,"baseline_avg":26605.85,"bar_rvol":0.398672,"raw_accel":-0.614137,"smooth_accel":-0.382912,"accel_momentum":-2.84119,"rvol_3bar":[0.431167,1.059478,0.398672],"trend_3bar":"MIXED","projected_rvol":1.139943},"flow":{"window_s":30,"trades":162,"trade_rate":5.4,"buy_vol":5689.0,"sell_vol":11795.0,"unclassified_vol":0.0,"imbalance":-0.349234,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":1.399075},"context":{"vwap":13.404448,"price_vs_vwap_pct":0.009337,"ema9":13.407708,"ema20":13.401035,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.927589,"dist_to_hod_atr":9.655973,"atr":0.04187,"spread_atr":0.238832,"own_change_pct":0.168004,"rel_strength_pct":{"SPY":0.185124,"IWM":0.164569}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.13923},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"bc951fa73221","ts":"2026-09-09T18:31:45+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 155.0s, plan says PASS; stop 11.69, target 12.05 (premarket_high), R:R 0.44; target 0.11 away > ~0.11 reachable in 83 min","plan":{"state":"PASS","setup":"","stop":11.6865,"target":12.05,"target_label":"premarket_high","reward_risk":0.44,"pos_in_5d_range_pct":94.2,"room_to_5d_high_atr":0.12},"price":11.9391,"vwap":11.8349,"ext_from_open_pct":-1.0,"max_ext_allowed_pct":3.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.0512,"volatility":"high"},"price":11.9391,"volume":{"bars":301,"last_bar_volume":84464.0,"baseline_avg":73634.25,"bar_rvol":1.147075,"raw_accel":0.230841,"smooth_accel":-0.258973,"accel_momentum":-0.027762,"rvol_3bar":[0.683772,0.954323,1.147075],"trend_3bar":"ACCELERATING","projected_rvol":2.972439},"flow":{"window_s":30,"trades":80,"trade_rate":2.666667,"buy_vol":82288.0,"sell_vol":36497.0,"unclassified_vol":0.0,"imbalance":0.385495,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":2.734887},"context":{"vwap":11.834285,"price_vs_vwap_pct":0.885692,"ema9":11.927229,"ema20":11.924389,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.735802,"dist_to_hod_atr":5.652938,"atr":0.037308,"spread_atr":0.268039,"own_change_pct":0.167856,"rel_strength_pct":{"SPY":0.184975,"IWM":0.164421}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.442191},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"04e55b012e30","ts":"2026-09-09T18:31:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 160.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 108750 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8349,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.0611,"volatility":"high"},"price":11.945,"volume":{"bars":301,"last_bar_volume":84464.0,"baseline_avg":73634.25,"bar_rvol":1.147075,"raw_accel":0.230841,"smooth_accel":-0.258973,"accel_momentum":-0.027762,"rvol_3bar":[0.683772,0.954323,1.147075],"trend_3bar":"ACCELERATING","projected_rvol":2.801267},"flow":{"window_s":30,"trades":82,"trade_rate":2.733333,"buy_vol":74781.0,"sell_vol":38349.0,"unclassified_vol":0.0,"imbalance":0.322037,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.652481},"context":{"vwap":11.834285,"price_vs_vwap_pct":0.935547,"ema9":11.927229,"ema20":11.924389,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":5.494795,"atr":0.037308,"spread_atr":0.268039,"own_change_pct":0.167856,"rel_strength_pct":{"SPY":0.184975,"IWM":0.164421}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":-1,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.3694},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1004ff40e57d","ts":"2026-09-09T18:31:50+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1494,"target":13.69,"target_label":"prev_day_high","reward_risk":1.23,"pos_in_5d_range_pct":89.8,"room_to_5d_high_atr":0.31},"price":13.3923,"vwap":13.4044,"ext_from_open_pct":-2.39,"max_ext_allowed_pct":4.0,"volume_pace":0.641,"trend":"flat","recent_slope_pct":-0.014,"volatility":"high"},"price":13.3923,"volume":{"bars":301,"last_bar_volume":10607.0,"baseline_avg":26605.85,"bar_rvol":0.398672,"raw_accel":-0.614137,"smooth_accel":-0.382912,"accel_momentum":-2.84119,"rvol_3bar":[0.431167,1.059478,0.398672],"trend_3bar":"MIXED","projected_rvol":0.827367},"flow":{"window_s":30,"trades":52,"trade_rate":1.733333,"buy_vol":3495.0,"sell_vol":3721.0,"unclassified_vol":0.0,"imbalance":-0.031319,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":0.51193},"context":{"vwap":13.404448,"price_vs_vwap_pct":-0.09063,"ema9":13.407708,"ema20":13.401035,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.02462,"dist_to_hod_atr":9.976008,"atr":0.04187,"spread_atr":0.238832,"own_change_pct":0.168004,"rel_strength_pct":{"SPY":0.185124,"IWM":0.164569}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.012486},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5d73a48e5d60","ts":"2026-09-09T18:31:55+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 165.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.48; target 0.12 away > ~0.11 reachable in 83 min","plan":{"state":"PASS","setup":"","stop":11.6774,"target":12.05,"target_label":"premarket_high","reward_risk":0.48,"pos_in_5d_range_pct":93.7,"room_to_5d_high_atr":0.13},"price":11.93,"vwap":11.8349,"ext_from_open_pct":-1.08,"max_ext_allowed_pct":3.0,"volume_pace":0.679,"trend":"flat","recent_slope_pct":0.036,"volatility":"high"},"price":11.93,"volume":{"bars":301,"last_bar_volume":84464.0,"baseline_avg":73634.25,"bar_rvol":1.147075,"raw_accel":0.230841,"smooth_accel":-0.258973,"accel_momentum":-0.027762,"rvol_3bar":[0.683772,0.954323,1.147075],"trend_3bar":"ACCELERATING","projected_rvol":2.630268},"flow":{"window_s":30,"trades":102,"trade_rate":3.4,"buy_vol":69736.0,"sell_vol":40721.0,"unclassified_vol":0.0,"imbalance":0.262681,"bid":11.93,"ask":11.94,"spread_pct":0.083787,"quote_size_imbalance":null,"quote_age_s":0.38906},"context":{"vwap":11.834285,"price_vs_vwap_pct":0.808796,"ema9":11.927229,"ema20":11.924389,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.8107,"dist_to_hod_atr":5.896853,"atr":0.037308,"spread_atr":0.268039,"own_change_pct":0.167856,"rel_strength_pct":{"SPY":0.184975,"IWM":0.164421}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-1,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.301315},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6deaccf8cfbb","ts":"2026-09-09T18:31:55+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1821,"target":13.69,"target_label":"prev_day_high","reward_risk":1.09,"pos_in_5d_range_pct":90.9,"room_to_5d_high_atr":0.27},"price":13.425,"vwap":13.4045,"ext_from_open_pct":-2.15,"max_ext_allowed_pct":4.0,"volume_pace":0.641,"trend":"flat","recent_slope_pct":0.0347,"volatility":"high"},"price":13.425,"volume":{"bars":301,"last_bar_volume":10607.0,"baseline_avg":26605.85,"bar_rvol":0.398672,"raw_accel":-0.614137,"smooth_accel":-0.382912,"accel_momentum":-2.84119,"rvol_3bar":[0.431167,1.059478,0.398672],"trend_3bar":"MIXED","projected_rvol":0.81177},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":3963.0,"sell_vol":3128.0,"unclassified_vol":0.0,"imbalance":0.117755,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":0.198164},"context":{"vwap":13.404448,"price_vs_vwap_pct":0.153319,"ema9":13.407708,"ema20":13.401035,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.787835,"dist_to_hod_atr":9.195027,"atr":0.04187,"spread_atr":0.238832,"own_change_pct":0.168004,"rel_strength_pct":{"SPY":0.185124,"IWM":0.164569}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.046946},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"74ac87a46b39","ts":"2026-09-09T18:32:05+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.7987,"target":14.06,"target_label":"premarket_high","reward_risk":0.8,"pos_in_5d_range_pct":30.4,"room_to_5d_high_atr":2.26},"price":13.9442,"vwap":13.8984,"ext_from_open_pct":-0.47,"max_ext_allowed_pct":3.0,"volume_pace":0.531,"trend":"flat","recent_slope_pct":0.0003,"volatility":"medium"},"price":13.9442,"volume":{"bars":302,"last_bar_volume":17981.0,"baseline_avg":17711.85,"bar_rvol":1.015196,"raw_accel":-0.37477,"smooth_accel":0.975199,"accel_momentum":0.000708,"rvol_3bar":[0.926562,1.713278,1.015196],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":115,"trade_rate":3.833333,"buy_vol":2694.0,"sell_vol":8382.0,"unclassified_vol":0.0,"imbalance":-0.513543,"bid":13.92,"ask":13.93,"spread_pct":0.071813,"quote_size_imbalance":null,"quote_age_s":0.061767},"context":{"vwap":13.898389,"price_vs_vwap_pct":0.329615,"ema9":13.936806,"ema20":13.936917,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.077247,"dist_to_hod_atr":13.54376,"atr":0.02184,"spread_atr":0.457869,"own_change_pct":0.086145,"rel_strength_pct":{"SPY":0.118913,"IWM":0.086145}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.521347},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f4f8c35c54b5","ts":"2026-09-09T18:32:05+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1499,"target":13.69,"target_label":"prev_day_high","reward_risk":1.22,"pos_in_5d_range_pct":89.8,"room_to_5d_high_atr":0.31},"price":13.3928,"vwap":13.4045,"ext_from_open_pct":-2.38,"max_ext_allowed_pct":4.0,"volume_pace":0.641,"trend":"flat","recent_slope_pct":-0.0033,"volatility":"high"},"price":13.3928,"volume":{"bars":302,"last_bar_volume":20228.0,"baseline_avg":25296.7,"bar_rvol":0.79963,"raw_accel":0.907043,"smooth_accel":-0.323191,"accel_momentum":0.059721,"rvol_3bar":[1.059478,0.398672,0.79963],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":2351.0,"sell_vol":286.0,"unclassified_vol":0.0,"imbalance":0.783087,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":0.19069},"context":{"vwap":13.40447,"price_vs_vwap_pct":-0.087061,"ema9":13.411166,"ema20":13.403317,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.020999,"dist_to_hod_atr":9.994252,"atr":0.041744,"spread_atr":0.239555,"own_change_pct":0.237434,"rel_strength_pct":{"SPY":0.270201,"IWM":0.237434}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.62618},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9e36da798110","ts":"2026-09-09T18:32:10+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1821,"target":13.69,"target_label":"prev_day_high","reward_risk":1.09,"pos_in_5d_range_pct":90.9,"room_to_5d_high_atr":0.27},"price":13.425,"vwap":13.4045,"ext_from_open_pct":-2.15,"max_ext_allowed_pct":4.0,"volume_pace":0.641,"trend":"flat","recent_slope_pct":0.0447,"volatility":"high"},"price":13.425,"volume":{"bars":302,"last_bar_volume":20228.0,"baseline_avg":25296.7,"bar_rvol":0.79963,"raw_accel":0.907043,"smooth_accel":-0.323191,"accel_momentum":0.059721,"rvol_3bar":[1.059478,0.398672,0.79963],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":4779.0,"sell_vol":350.0,"unclassified_vol":0.0,"imbalance":0.863521,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":0.269505},"context":{"vwap":13.40447,"price_vs_vwap_pct":0.153158,"ema9":13.411166,"ema20":13.403317,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.787835,"dist_to_hod_atr":9.222883,"atr":0.041744,"spread_atr":0.239555,"own_change_pct":0.237434,"rel_strength_pct":{"SPY":0.270201,"IWM":0.237434}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.690497},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e820861e17f5","ts":"2026-09-09T18:32:30+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.15,"target":13.69,"target_label":"prev_day_high","reward_risk":1.22,"pos_in_5d_range_pct":89.8,"room_to_5d_high_atr":0.31},"price":13.3929,"vwap":13.4045,"ext_from_open_pct":-2.38,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":-0.0031,"volatility":"high"},"price":13.3929,"volume":{"bars":302,"last_bar_volume":20228.0,"baseline_avg":25296.7,"bar_rvol":0.79963,"raw_accel":0.907043,"smooth_accel":-0.323191,"accel_momentum":0.059721,"rvol_3bar":[1.059478,0.398672,0.79963],"trend_3bar":"MIXED","projected_rvol":0.299644},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":3127.0,"sell_vol":663.0,"unclassified_vol":0.0,"imbalance":0.650132,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":0.660256},"context":{"vwap":13.40447,"price_vs_vwap_pct":-0.086315,"ema9":13.411166,"ema20":13.403317,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.020275,"dist_to_hod_atr":9.991856,"atr":0.041744,"spread_atr":0.239555,"own_change_pct":0.237434,"rel_strength_pct":{"SPY":0.270201,"IWM":0.237434}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.519865},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"80f47f12170b","ts":"2026-09-09T18:32:35+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1616,"target":13.69,"target_label":"prev_day_high","reward_risk":1.18,"pos_in_5d_range_pct":90.2,"room_to_5d_high_atr":0.29},"price":13.4045,"vwap":13.4045,"ext_from_open_pct":-2.3,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":0.0142,"volatility":"high"},"price":13.4045,"volume":{"bars":302,"last_bar_volume":20228.0,"baseline_avg":25296.7,"bar_rvol":0.79963,"raw_accel":0.907043,"smooth_accel":-0.323191,"accel_momentum":0.059721,"rvol_3bar":[1.059478,0.398672,0.79963],"trend_3bar":"MIXED","projected_rvol":0.263953},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":3231.0,"sell_vol":563.0,"unclassified_vol":0.0,"imbalance":0.703216,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":0.669291},"context":{"vwap":13.40447,"price_vs_vwap_pct":0.000223,"ema9":13.411166,"ema20":13.403317,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.936278,"dist_to_hod_atr":9.713972,"atr":0.041744,"spread_atr":0.239555,"own_change_pct":0.237434,"rel_strength_pct":{"SPY":0.270201,"IWM":0.237434}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.562312},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2a5d5e53e2e4","ts":"2026-09-09T18:32:40+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.39 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.15,"target":13.69,"target_label":"prev_day_high","reward_risk":1.22,"pos_in_5d_range_pct":89.8,"room_to_5d_high_atr":0.31},"price":13.3929,"vwap":13.4045,"ext_from_open_pct":-2.38,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":-0.0031,"volatility":"high"},"price":13.3929,"volume":{"bars":302,"last_bar_volume":20228.0,"baseline_avg":25296.7,"bar_rvol":0.79963,"raw_accel":0.907043,"smooth_accel":-0.323191,"accel_momentum":0.059721,"rvol_3bar":[1.059478,0.398672,0.79963],"trend_3bar":"MIXED","projected_rvol":0.238964},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":431.0,"sell_vol":633.0,"unclassified_vol":0.0,"imbalance":-0.18985,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":5.669291},"context":{"vwap":13.40447,"price_vs_vwap_pct":-0.086315,"ema9":13.411166,"ema20":13.403317,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.020275,"dist_to_hod_atr":9.991856,"atr":0.041744,"spread_atr":0.239555,"own_change_pct":0.237434,"rel_strength_pct":{"SPY":0.270201,"IWM":0.237434}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.151809},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ee4a50bd6929","ts":"2026-09-09T18:32:45+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1821,"target":13.69,"target_label":"prev_day_high","reward_risk":1.09,"pos_in_5d_range_pct":90.9,"room_to_5d_high_atr":0.27},"price":13.425,"vwap":13.4045,"ext_from_open_pct":-2.15,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":0.0447,"volatility":"high"},"price":13.425,"volume":{"bars":302,"last_bar_volume":20228.0,"baseline_avg":25296.7,"bar_rvol":0.79963,"raw_accel":0.907043,"smooth_accel":-0.323191,"accel_momentum":0.059721,"rvol_3bar":[1.059478,0.398672,0.79963],"trend_3bar":"MIXED","projected_rvol":0.30112},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":1972.0,"sell_vol":451.0,"unclassified_vol":0.0,"imbalance":0.627734,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":1.594417},"context":{"vwap":13.40447,"price_vs_vwap_pct":0.153158,"ema9":13.411166,"ema20":13.403317,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.787835,"dist_to_hod_atr":9.222883,"atr":0.041744,"spread_atr":0.239555,"own_change_pct":0.237434,"rel_strength_pct":{"SPY":0.270201,"IWM":0.237434}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.501955},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e5d9353a650b","ts":"2026-09-09T18:33:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":5.5115,"target":5.69,"target_label":"prev_day_high","reward_risk":1.81,"pos_in_5d_range_pct":77.0,"room_to_5d_high_atr":0.45},"price":5.575,"vwap":5.5388,"ext_from_open_pct":0.09,"max_ext_allowed_pct":4.0,"volume_pace":0.945,"trend":"flat","recent_slope_pct":-0.0367,"volatility":"medium"},"price":5.575,"volume":{"bars":303,"last_bar_volume":263.0,"baseline_avg":36441.5,"bar_rvol":0.007217,"raw_accel":-0.993356,"smooth_accel":-0.852301,"accel_momentum":0.012833,"rvol_3bar":[0.056135,1.10309,0.007217],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":299.0,"sell_vol":1525.0,"unclassified_vol":0.0,"imbalance":-0.672149,"bid":5.57,"ask":5.58,"spread_pct":0.179372,"quote_size_imbalance":null,"quote_age_s":1.979835},"context":{"vwap":5.538841,"price_vs_vwap_pct":0.652821,"ema9":5.580558,"ema20":5.578712,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.800712,"dist_to_hod_atr":4.326733,"atr":0.0104,"spread_atr":0.961496,"own_change_pct":-0.01792,"rel_strength_pct":{"SPY":0.030571,"IWM":0.007839}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.004851},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"da7d938b6571","ts":"2026-09-09T18:33:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.714,"target":14.96,"target_label":"premarket_high","reward_risk":0.88,"pos_in_5d_range_pct":9.7,"room_to_5d_high_atr":2.59},"price":14.845,"vwap":14.7108,"ext_from_open_pct":-0.5,"max_ext_allowed_pct":3.0,"volume_pace":0.51,"trend":"flat","recent_slope_pct":-0.0267,"volatility":"medium"},"price":14.845,"volume":{"bars":303,"last_bar_volume":10879.0,"baseline_avg":26407.45,"bar_rvol":0.411967,"raw_accel":-0.119038,"smooth_accel":-0.382179,"accel_momentum":-1.221613,"rvol_3bar":[0.820348,0.420568,0.411967],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":142,"trade_rate":4.733333,"buy_vol":8065.0,"sell_vol":20497.0,"unclassified_vol":0.0,"imbalance":-0.435264,"bid":14.84,"ask":14.85,"spread_pct":0.067363,"quote_size_imbalance":null,"quote_age_s":0.795492},"context":{"vwap":14.710442,"price_vs_vwap_pct":0.914709,"ema9":14.856006,"ema20":14.854451,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.502681,"dist_to_hod_atr":4.968936,"atr":0.015094,"spread_atr":0.662525,"own_change_pct":-0.031629,"rel_strength_pct":{"SPY":0.016862,"IWM":-0.00587}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.179314},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"dbc96a357b48","ts":"2026-09-09T18:33:15+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.40 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1523,"target":13.69,"target_label":"prev_day_high","reward_risk":1.21,"pos_in_5d_range_pct":89.9,"room_to_5d_high_atr":0.3},"price":13.3952,"vwap":13.4045,"ext_from_open_pct":-2.37,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":-0.0258,"volatility":"high"},"price":13.3952,"volume":{"bars":303,"last_bar_volume":15060.0,"baseline_avg":24729.85,"bar_rvol":0.608981,"raw_accel":-0.255487,"smooth_accel":-0.535099,"accel_momentum":-0.211908,"rvol_3bar":[0.398672,0.79963,0.608981],"trend_3bar":"MIXED","projected_rvol":0.468907},"flow":{"window_s":30,"trades":119,"trade_rate":3.966667,"buy_vol":5156.0,"sell_vol":7090.0,"unclassified_vol":0.0,"imbalance":-0.157929,"bid":13.41,"ask":13.42,"spread_pct":0.074543,"quote_size_imbalance":null,"quote_age_s":0.46589},"context":{"vwap":13.404489,"price_vs_vwap_pct":-0.069295,"ema9":13.412933,"ema20":13.404906,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.003621,"dist_to_hod_atr":9.929011,"atr":0.041777,"spread_atr":0.239369,"own_change_pct":0.080542,"rel_strength_pct":{"SPY":0.129033,"IWM":0.1063}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.096176},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"2a7c4b6432ef","ts":"2026-09-09T18:33:20+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1721,"target":13.69,"target_label":"prev_day_high","reward_risk":1.13,"pos_in_5d_range_pct":90.6,"room_to_5d_high_atr":0.28},"price":13.415,"vwap":13.4045,"ext_from_open_pct":-2.22,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":0.0037,"volatility":"high"},"price":13.415,"volume":{"bars":303,"last_bar_volume":15060.0,"baseline_avg":24729.85,"bar_rvol":0.608981,"raw_accel":-0.255487,"smooth_accel":-0.535099,"accel_momentum":-0.211908,"rvol_3bar":[0.398672,0.79963,0.608981],"trend_3bar":"MIXED","projected_rvol":0.359808},"flow":{"window_s":30,"trades":118,"trade_rate":3.933333,"buy_vol":4914.0,"sell_vol":7129.0,"unclassified_vol":0.0,"imbalance":-0.183924,"bid":13.41,"ask":13.42,"spread_pct":0.074543,"quote_size_imbalance":null,"quote_age_s":1.721259},"context":{"vwap":13.404489,"price_vs_vwap_pct":0.078417,"ema9":13.412933,"ema20":13.404906,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.860246,"dist_to_hod_atr":9.455061,"atr":0.041777,"spread_atr":0.239369,"own_change_pct":0.080542,"rel_strength_pct":{"SPY":0.129033,"IWM":0.1063}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.112006},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"1affa1b1f9b9","ts":"2026-09-09T18:33:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 280.0s, plan says WATCH; stop 11.69, target 12.05 (premarket_high), R:R 0.42; R:R 0.42 < 2.0 at 11.95; breakout: 1-min close > 11.99 on >= 112556 sh","plan":{"state":"WATCH","setup":"","stop":11.6924,"target":12.05,"target_label":"premarket_high","reward_risk":0.42,"pos_in_5d_range_pct":94.4,"room_to_5d_high_atr":0.11},"price":11.945,"vwap":11.8352,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":4.0,"volume_pace":0.677,"trend":"flat","recent_slope_pct":0.0059,"volatility":"high"},"price":11.945,"volume":{"bars":303,"last_bar_volume":34387.0,"baseline_avg":79487.55,"bar_rvol":0.432609,"raw_accel":-0.810107,"smooth_accel":0.527065,"accel_momentum":-0.562509,"rvol_3bar":[1.147075,2.425433,0.432609],"trend_3bar":"MIXED","projected_rvol":0.843332},"flow":{"window_s":30,"trades":102,"trade_rate":3.4,"buy_vol":18597.0,"sell_vol":7044.0,"unclassified_vol":0.0,"imbalance":0.450567,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.033378},"context":{"vwap":11.835045,"price_vs_vwap_pct":0.92906,"ema9":11.927523,"ema20":11.925152,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.687243,"dist_to_hod_atr":5.712858,"atr":0.035884,"spread_atr":0.278676,"own_change_pct":0.07388,"rel_strength_pct":{"SPY":0.122371,"IWM":0.099639}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.194919},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"27fab7d829f4","ts":"2026-09-09T18:34:05+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.5712,"target":12.74,"target_label":"premarket_high","reward_risk":0.61,"pos_in_5d_range_pct":46.2,"room_to_5d_high_atr":1.13},"price":12.6762,"vwap":12.6032,"ext_from_open_pct":0.52,"max_ext_allowed_pct":3.0,"volume_pace":2.508,"trend":"flat","recent_slope_pct":-0.0216,"volatility":"medium"},"price":12.6762,"volume":{"bars":304,"last_bar_volume":16945.0,"baseline_avg":13576.95,"bar_rvol":1.248071,"raw_accel":3.766526,"smooth_accel":0.229079,"accel_momentum":-0.016512,"rvol_3bar":[0.908415,0.258438,1.248071],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":335.0,"sell_vol":1210.0,"unclassified_vol":0.0,"imbalance":-0.566343,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":4.934598},"context":{"vwap":12.603188,"price_vs_vwap_pct":0.579314,"ema9":12.676952,"ema20":12.666203,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.198753,"dist_to_hod_atr":5.787199,"atr":0.026576,"spread_atr":0.376281,"own_change_pct":-0.044968,"rel_strength_pct":{"SPY":-0.060307,"IWM":-0.056991}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.706836},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"be2230e5e088","ts":"2026-09-09T18:34:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7795,"target":14.06,"target_label":"premarket_high","reward_risk":0.93,"pos_in_5d_range_pct":29.4,"room_to_5d_high_atr":2.29},"price":13.925,"vwap":13.8985,"ext_from_open_pct":-0.61,"max_ext_allowed_pct":3.0,"volume_pace":0.528,"trend":"flat","recent_slope_pct":-0.0168,"volatility":"medium"},"price":13.925,"volume":{"bars":304,"last_bar_volume":6335.0,"baseline_avg":17866.25,"bar_rvol":0.354579,"raw_accel":0.017834,"smooth_accel":-0.466093,"accel_momentum":-0.848713,"rvol_3bar":[1.015196,0.348471,0.354579],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":2088.0,"sell_vol":2413.0,"unclassified_vol":0.0,"imbalance":-0.072206,"bid":13.92,"ask":13.93,"spread_pct":0.071813,"quote_size_imbalance":null,"quote_age_s":2.198209},"context":{"vwap":13.898445,"price_vs_vwap_pct":0.191067,"ema9":13.937892,"ema20":13.937481,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.212079,"dist_to_hod_atr":14.238886,"atr":0.022123,"spread_atr":0.452028,"own_change_pct":-0.022956,"rel_strength_pct":{"SPY":-0.038294,"IWM":-0.034979}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.025603},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f1829cd3d48e","ts":"2026-09-09T18:34:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.7246,"target":14.96,"target_label":"premarket_high","reward_risk":0.8,"pos_in_5d_range_pct":10.4,"room_to_5d_high_atr":2.56},"price":14.8556,"vwap":14.7109,"ext_from_open_pct":-0.43,"max_ext_allowed_pct":4.0,"volume_pace":0.509,"trend":"flat","recent_slope_pct":-0.0026,"volatility":"medium"},"price":14.8556,"volume":{"bars":304,"last_bar_volume":29450.0,"baseline_avg":26417.4,"bar_rvol":1.114796,"raw_accel":1.70705,"smooth_accel":-0.429787,"accel_momentum":-0.047608,"rvol_3bar":[0.420568,0.411967,1.114796],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":1696.0,"sell_vol":1015.0,"unclassified_vol":0.0,"imbalance":0.251199,"bid":14.84,"ask":14.85,"spread_pct":0.067363,"quote_size_imbalance":null,"quote_age_s":2.929941},"context":{"vwap":14.710939,"price_vs_vwap_pct":0.983353,"ema9":14.853805,"ema20":14.853551,"ema_stack":true,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.431635,"dist_to_hod_atr":4.193117,"atr":0.015359,"spread_atr":0.651105,"own_change_pct":-0.06799,"rel_strength_pct":{"SPY":-0.083329,"IWM":-0.080013}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.280035},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b3a2e86b8320","ts":"2026-09-09T18:34:10+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.40 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1568,"target":13.69,"target_label":"prev_day_high","reward_risk":1.2,"pos_in_5d_range_pct":90.1,"room_to_5d_high_atr":0.3},"price":13.3997,"vwap":13.4045,"ext_from_open_pct":-2.33,"max_ext_allowed_pct":4.0,"volume_pace":0.639,"trend":"flat","recent_slope_pct":-0.0274,"volatility":"high"},"price":13.3997,"volume":{"bars":304,"last_bar_volume":20898.0,"baseline_avg":23841.45,"bar_rvol":0.876541,"raw_accel":0.387649,"smooth_accel":0.137345,"accel_momentum":0.672445,"rvol_3bar":[0.79963,0.608981,0.876541],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":13903.0,"sell_vol":2400.0,"unclassified_vol":0.0,"imbalance":0.705576,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":1.575063},"context":{"vwap":13.404519,"price_vs_vwap_pct":-0.035948,"ema9":13.414106,"ema20":13.406229,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.971035,"dist_to_hod_atr":9.764143,"atr":0.042021,"spread_atr":0.237976,"own_change_pct":0.140299,"rel_strength_pct":{"SPY":0.12496,"IWM":0.128275}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.618466},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"a7a02daa86fb","ts":"2026-09-09T18:34:15+00:00","symbol":"CLSK","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":13.1821,"target":13.69,"target_label":"prev_day_high","reward_risk":1.09,"pos_in_5d_range_pct":90.9,"room_to_5d_high_atr":0.27},"price":13.425,"vwap":13.4045,"ext_from_open_pct":-2.15,"max_ext_allowed_pct":4.0,"volume_pace":0.639,"trend":"flat","recent_slope_pct":0.0103,"volatility":"high"},"price":13.425,"volume":{"bars":304,"last_bar_volume":20898.0,"baseline_avg":23841.45,"bar_rvol":0.876541,"raw_accel":0.387649,"smooth_accel":0.137345,"accel_momentum":0.672445,"rvol_3bar":[0.79963,0.608981,0.876541],"trend_3bar":"MIXED","projected_rvol":0.5904},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":13056.0,"sell_vol":2441.0,"unclassified_vol":0.0,"imbalance":0.684971,"bid":13.42,"ask":13.43,"spread_pct":0.074488,"quote_size_imbalance":null,"quote_age_s":1.284439},"context":{"vwap":13.404519,"price_vs_vwap_pct":0.152794,"ema9":13.414106,"ema20":13.406229,"ema_stack":true,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-2.787835,"dist_to_hod_atr":9.162064,"atr":0.042021,"spread_atr":0.237976,"own_change_pct":0.140299,"rel_strength_pct":{"SPY":0.12496,"IWM":0.128275}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.600405},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"3aea3229d023","ts":"2026-09-09T18:34:20+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"held 310.0s, plan says PASS; stop 11.68, target 12.05 (premarket_high), R:R 0.45; target 0.11 away > ~0.11 reachable in 81 min","plan":{"state":"PASS","setup":"","stop":11.6846,"target":12.05,"target_label":"premarket_high","reward_risk":0.45,"pos_in_5d_range_pct":94.1,"room_to_5d_high_atr":0.12},"price":11.9372,"vwap":11.8354,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":3.0,"volume_pace":0.677,"trend":"flat","recent_slope_pct":0.0095,"volatility":"high"},"price":11.9372,"volume":{"bars":304,"last_bar_volume":64415.0,"baseline_avg":78872.4,"bar_rvol":0.816699,"raw_accel":0.873237,"smooth_accel":0.389374,"accel_momentum":-0.137691,"rvol_3bar":[2.425433,0.432609,0.816699],"trend_3bar":"MIXED","projected_rvol":0.966688},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":19256.0,"sell_vol":14712.0,"unclassified_vol":0.0,"imbalance":0.133773,"bid":11.94,"ask":11.95,"spread_pct":0.083717,"quote_size_imbalance":null,"quote_age_s":0.922575},"context":{"vwap":11.835281,"price_vs_vwap_pct":0.861145,"ema9":11.931018,"ema20":11.927043,"ema_stack":true,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.75144,"dist_to_hod_atr":6.000505,"atr":0.035464,"spread_atr":0.281979,"own_change_pct":0.128251,"rel_strength_pct":{"SPY":0.112913,"IWM":0.116228}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.109252},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f674a7a75ceb","ts":"2026-09-09T18:35:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.5799,"target":12.74,"target_label":"premarket_high","reward_risk":0.52,"pos_in_5d_range_pct":47.1,"room_to_5d_high_atr":1.11},"price":12.6849,"vwap":12.6032,"ext_from_open_pct":0.59,"max_ext_allowed_pct":3.0,"volume_pace":2.502,"trend":"flat","recent_slope_pct":-0.0356,"volatility":"medium"},"price":12.6849,"volume":{"bars":305,"last_bar_volume":3340.0,"baseline_avg":14232.25,"bar_rvol":0.234678,"raw_accel":-0.802892,"smooth_accel":-0.269227,"accel_momentum":-0.498307,"rvol_3bar":[0.258438,1.248071,0.234678],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":32,"trade_rate":1.066667,"buy_vol":773.0,"sell_vol":1111.0,"unclassified_vol":0.0,"imbalance":-0.179406,"bid":12.67,"ask":12.68,"spread_pct":0.078895,"quote_size_imbalance":null,"quote_age_s":0.39708},"context":{"vwap":12.603228,"price_vs_vwap_pct":0.648024,"ema9":12.675561,"ema20":12.666564,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.130943,"dist_to_hod_atr":5.619571,"atr":0.02582,"spread_atr":0.38729,"own_change_pct":-0.044968,"rel_strength_pct":{"SPY":-0.037103,"IWM":-0.020925}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.042103},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"11574c248c54","ts":"2026-09-09T18:35:05+00:00","symbol":"CLSK","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.38 below VWAP $13.40","plan":{"state":"PASS","setup":"","stop":13.1421,"target":13.47,"target_label":"ceiling","reward_risk":0.35,"pos_in_5d_range_pct":89.6,"room_to_5d_high_atr":0.31},"price":13.385,"vwap":13.4045,"ext_from_open_pct":-2.44,"max_ext_allowed_pct":3.0,"volume_pace":0.64,"trend":"flat","recent_slope_pct":-0.0631,"volatility":"high"},"price":13.385,"volume":{"bars":305,"last_bar_volume":21664.0,"baseline_avg":23973.4,"bar_rvol":0.903668,"raw_accel":0.036654,"smooth_accel":-0.012036,"accel_momentum":-0.149382,"rvol_3bar":[0.608981,0.876541,0.903668],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":153,"trade_rate":5.1,"buy_vol":11408.0,"sell_vol":18934.0,"unclassified_vol":0.0,"imbalance":-0.248039,"bid":13.38,"ask":13.39,"spread_pct":0.07471,"quote_size_imbalance":null,"quote_age_s":0.081915},"context":{"vwap":13.404547,"price_vs_vwap_pct":-0.145822,"ema9":13.414345,"ema20":13.407093,"ema_stack":false,"ema_warm":true,"hod":13.81,"dist_to_hod_pct":-3.07748,"dist_to_hod_atr":10.230851,"atr":0.041541,"spread_atr":0.240726,"own_change_pct":0.002236,"rel_strength_pct":{"SPY":0.010102,"IWM":0.02628}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.224145},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"be5a87567049","ts":"2026-09-09T18:36:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4237,"target":14.7338,"target_label":"ceiling","reward_risk":1.79,"pos_in_5d_range_pct":181.4,"room_to_5d_high_atr":-2.71},"price":14.535,"vwap":14.4844,"ext_from_open_pct":2.95,"max_ext_allowed_pct":4.0,"volume_pace":3.275,"trend":"flat","recent_slope_pct":-0.0484,"volatility":"medium"},"price":14.535,"volume":{"bars":306,"last_bar_volume":2428.0,"baseline_avg":2992.7,"bar_rvol":0.811308,"raw_accel":-0.146273,"smooth_accel":-0.019405,"accel_momentum":-0.425712,"rvol_3bar":[1.926222,0.991217,0.811308],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":72,"trade_rate":2.4,"buy_vol":3143.0,"sell_vol":5437.0,"unclassified_vol":0.0,"imbalance":-0.267366,"bid":14.53,"ask":14.54,"spread_pct":0.068799,"quote_size_imbalance":null,"quote_age_s":3.912638},"context":{"vwap":14.484233,"price_vs_vwap_pct":0.350497,"ema9":14.557492,"ema20":14.558323,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.52439,"dist_to_hod_atr":15.325913,"atr":0.014681,"spread_atr":0.681152,"own_change_pct":-0.01717,"rel_strength_pct":{"SPY":-0.034739,"IWM":-0.0103}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-1,"accel":0,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.216916},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"728f1f0bf90c","ts":"2026-09-09T18:36:35+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.5% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.07,"pos_in_5d_range_pct":248.9,"room_to_5d_high_atr":-1.95},"price":13.625,"vwap":13.5604,"ext_from_open_pct":4.49,"max_ext_allowed_pct":3.0,"volume_pace":1.408,"trend":"flat","recent_slope_pct":-0.045,"volatility":"low"},"price":13.625,"volume":{"bars":306,"last_bar_volume":876.0,"baseline_avg":3884.6,"bar_rvol":0.225506,"raw_accel":-0.475449,"smooth_accel":-0.392694,"accel_momentum":-0.89714,"rvol_3bar":[0.63719,0.436853,0.225506],"trend_3bar":"DECELERATING","projected_rvol":0.39276},"flow":{"window_s":30,"trades":31,"trade_rate":1.033333,"buy_vol":113.0,"sell_vol":774.0,"unclassified_vol":0.0,"imbalance":-0.745209,"bid":13.62,"ask":13.68,"spread_pct":0.43956,"quote_size_imbalance":null,"quote_age_s":6.481719},"context":{"vwap":13.560328,"price_vs_vwap_pct":0.476919,"ema9":13.686496,"ema20":13.647306,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.184248,"dist_to_hod_atr":6.208068,"atr":0.095843,"spread_atr":0.626024,"own_change_pct":-0.036523,"rel_strength_pct":{"SPY":-0.054091,"IWM":-0.029653}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.168049},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"ba93f85a57b9","ts":"2026-09-09T18:36:40+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.7% above open $13.04 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.53,"target":13.9,"target_label":"premarket_high","reward_risk":2.08,"pos_in_5d_range_pct":254.3,"room_to_5d_high_atr":-2.02},"price":13.65,"vwap":13.5604,"ext_from_open_pct":4.68,"max_ext_allowed_pct":3.0,"volume_pace":1.407,"trend":"flat","recent_slope_pct":-0.0084,"volatility":"low"},"price":13.65,"volume":{"bars":306,"last_bar_volume":876.0,"baseline_avg":3884.6,"bar_rvol":0.225506,"raw_accel":-0.475449,"smooth_accel":-0.392694,"accel_momentum":-0.89714,"rvol_3bar":[0.63719,0.436853,0.225506],"trend_3bar":"DECELERATING","projected_rvol":0.34714},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":93.0,"sell_vol":176.0,"unclassified_vol":0.0,"imbalance":-0.30855,"bid":13.62,"ask":13.68,"spread_pct":0.43956,"quote_size_imbalance":null,"quote_age_s":11.481719},"context":{"vwap":13.560328,"price_vs_vwap_pct":0.661281,"ema9":13.686496,"ema20":13.647306,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.008439,"dist_to_hod_atr":5.947225,"atr":0.095843,"spread_atr":0.626024,"own_change_pct":-0.036523,"rel_strength_pct":{"SPY":-0.054091,"IWM":-0.029653}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.06958},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"455f8fb02f12","ts":"2026-09-09T18:37:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4241,"target":14.7321,"target_label":"ceiling","reward_risk":1.77,"pos_in_5d_range_pct":181.4,"room_to_5d_high_atr":-2.71},"price":14.5354,"vwap":14.4844,"ext_from_open_pct":2.96,"max_ext_allowed_pct":4.0,"volume_pace":3.265,"trend":"flat","recent_slope_pct":-0.0534,"volatility":"medium"},"price":14.5354,"volume":{"bars":307,"last_bar_volume":8206.0,"baseline_avg":3071.85,"bar_rvol":2.671354,"raw_accel":2.379736,"smooth_accel":0.071043,"accel_momentum":0.090448,"rvol_3bar":[0.991217,0.811308,2.671354],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":81.0,"sell_vol":6.0,"unclassified_vol":0.0,"imbalance":0.862069,"bid":14.53,"ask":14.54,"spread_pct":0.068799,"quote_size_imbalance":null,"quote_age_s":0.766716},"context":{"vwap":14.484356,"price_vs_vwap_pct":0.352408,"ema9":14.551993,"ema20":14.555626,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.52168,"dist_to_hod_atr":14.400519,"atr":0.015597,"spread_atr":0.641163,"own_change_pct":-0.171762,"rel_strength_pct":{"SPY":-0.19274,"IWM":-0.156304}},"vas":{"raw":4,"score":6.9,"components":{"rvol":2,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":2.302892},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0750cbd62528","ts":"2026-09-09T18:37:10+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.7701,"target":14.06,"target_label":"premarket_high","reward_risk":0.99,"pos_in_5d_range_pct":28.9,"room_to_5d_high_atr":2.31},"price":13.9156,"vwap":13.8986,"ext_from_open_pct":-0.67,"max_ext_allowed_pct":3.0,"volume_pace":0.526,"trend":"flat","recent_slope_pct":-0.0376,"volatility":"medium"},"price":13.9156,"volume":{"bars":307,"last_bar_volume":12570.0,"baseline_avg":15984.9,"bar_rvol":0.786367,"raw_accel":0.36675,"smooth_accel":0.10609,"accel_momentum":0.58602,"rvol_3bar":[0.676217,0.515206,0.786367],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":97,"trade_rate":3.233333,"buy_vol":6617.0,"sell_vol":8156.0,"unclassified_vol":0.0,"imbalance":-0.104177,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":2.226458},"context":{"vwap":13.898559,"price_vs_vwap_pct":0.122608,"ema9":13.9304,"ema20":13.933723,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.27809,"dist_to_hod_atr":14.537233,"atr":0.022315,"spread_atr":0.448127,"own_change_pct":-0.193659,"rel_strength_pct":{"SPY":-0.214638,"IWM":-0.178202}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.081921},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f4912284574b","ts":"2026-09-09T18:37:20+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.13,"pos_in_5d_range_pct":246.7,"room_to_5d_high_atr":-1.92},"price":13.615,"vwap":13.5604,"ext_from_open_pct":4.41,"max_ext_allowed_pct":3.0,"volume_pace":1.405,"trend":"flat","recent_slope_pct":-0.1093,"volatility":"low"},"price":13.615,"volume":{"bars":307,"last_bar_volume":987.0,"baseline_avg":3833.05,"bar_rvol":0.257497,"raw_accel":0.029989,"smooth_accel":-0.640187,"accel_momentum":-0.247493,"rvol_3bar":[0.436853,0.225506,0.257497],"trend_3bar":"MIXED","projected_rvol":0.201145},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":37.0,"sell_vol":258.0,"unclassified_vol":0.0,"imbalance":-0.749153,"bid":13.61,"ask":13.68,"spread_pct":0.513008,"quote_size_imbalance":null,"quote_age_s":0.877452},"context":{"vwap":13.560416,"price_vs_vwap_pct":0.402521,"ema9":13.680936,"ema20":13.648391,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.254571,"dist_to_hod_atr":6.391203,"atr":0.094661,"spread_atr":0.739478,"own_change_pct":-0.238107,"rel_strength_pct":{"SPY":-0.259086,"IWM":-0.22265}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.192905},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6b7273e99207","ts":"2026-09-09T18:37:30+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.5246,"target":13.9,"target_label":"premarket_high","reward_risk":1.68,"pos_in_5d_range_pct":257.5,"room_to_5d_high_atr":-2.06},"price":13.6646,"vwap":13.5604,"ext_from_open_pct":4.79,"max_ext_allowed_pct":3.0,"volume_pace":1.404,"trend":"flat","recent_slope_pct":-0.0366,"volatility":"low"},"price":13.6646,"volume":{"bars":307,"last_bar_volume":987.0,"baseline_avg":3833.05,"bar_rvol":0.257497,"raw_accel":0.029989,"smooth_accel":-0.640187,"accel_momentum":-0.247493,"rvol_3bar":[0.436853,0.225506,0.257497],"trend_3bar":"MIXED","projected_rvol":0.165404},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":67.0,"sell_vol":250.0,"unclassified_vol":0.0,"imbalance":-0.577287,"bid":13.61,"ask":13.68,"spread_pct":0.513008,"quote_size_imbalance":null,"quote_age_s":10.877452},"context":{"vwap":13.560416,"price_vs_vwap_pct":0.768292,"ema9":13.680936,"ema20":13.648391,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.905767,"dist_to_hod_atr":5.86723,"atr":0.094661,"spread_atr":0.739478,"own_change_pct":-0.238107,"rel_strength_pct":{"SPY":-0.259086,"IWM":-0.22265}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.14865},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","spread","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":false,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8f11747aaf99","ts":"2026-09-09T18:37:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.13,"pos_in_5d_range_pct":246.7,"room_to_5d_high_atr":-1.92},"price":13.615,"vwap":13.5605,"ext_from_open_pct":4.41,"max_ext_allowed_pct":4.0,"volume_pace":1.404,"trend":"flat","recent_slope_pct":-0.1093,"volatility":"low"},"price":13.615,"volume":{"bars":307,"last_bar_volume":987.0,"baseline_avg":3833.05,"bar_rvol":0.257497,"raw_accel":0.029989,"smooth_accel":-0.640187,"accel_momentum":-0.247493,"rvol_3bar":[0.436853,0.225506,0.257497],"trend_3bar":"MIXED","projected_rvol":0.310632},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":436.0,"sell_vol":411.0,"unclassified_vol":0.0,"imbalance":0.029516,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":0.872609},"context":{"vwap":13.560416,"price_vs_vwap_pct":0.402521,"ema9":13.680936,"ema20":13.648391,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.254571,"dist_to_hod_atr":6.391203,"atr":0.094661,"spread_atr":0.528199,"own_change_pct":-0.238107,"rel_strength_pct":{"SPY":-0.259086,"IWM":-0.22265}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.0076},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"85d32df68560","ts":"2026-09-09T18:37:55+00:00","symbol":"SNAP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.2397,"target":5.37,"target_label":"ceiling","reward_risk":0.62,"pos_in_5d_range_pct":5.3,"room_to_5d_high_atr":2.24},"price":5.32,"vwap":5.3066,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.366,"trend":"flat","recent_slope_pct":-0.0937,"volatility":"high"},"price":5.32,"volume":{"bars":307,"last_bar_volume":28323.0,"baseline_avg":48926.7,"bar_rvol":0.578886,"raw_accel":-0.439282,"smooth_accel":-0.204781,"accel_momentum":-0.117112,"rvol_3bar":[1.030643,1.024349,0.578886],"trend_3bar":"DECELERATING","projected_rvol":0.896844},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":13890.0,"sell_vol":24725.0,"unclassified_vol":0.0,"imbalance":-0.28059,"bid":5.32,"ask":5.33,"spread_pct":0.187793,"quote_size_imbalance":null,"quote_age_s":0.021385},"context":{"vwap":5.30659,"price_vs_vwap_pct":0.252708,"ema9":5.342918,"ema20":5.346352,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.564103,"dist_to_hod_atr":9.709507,"atr":0.014419,"spread_atr":0.693536,"own_change_pct":-0.373832,"rel_strength_pct":{"SPY":-0.39481,"IWM":-0.358374}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.16243},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"9ba7a65e6df3","ts":"2026-09-09T18:37:55+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.9,"target_label":"premarket_high","reward_risk":1.13,"pos_in_5d_range_pct":252.9,"room_to_5d_high_atr":-2.0},"price":13.6435,"vwap":13.5605,"ext_from_open_pct":4.63,"max_ext_allowed_pct":4.0,"volume_pace":1.403,"trend":"flat","recent_slope_pct":-0.0675,"volatility":"low"},"price":13.6435,"volume":{"bars":307,"last_bar_volume":987.0,"baseline_avg":3833.05,"bar_rvol":0.257497,"raw_accel":0.029989,"smooth_accel":-0.640187,"accel_momentum":-0.247493,"rvol_3bar":[0.436853,0.225506,0.257497],"trend_3bar":"MIXED","projected_rvol":0.255292},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":438.0,"sell_vol":202.0,"unclassified_vol":0.0,"imbalance":0.36875,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":3.836769},"context":{"vwap":13.560416,"price_vs_vwap_pct":0.612692,"ema9":13.680936,"ema20":13.648391,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.054149,"dist_to_hod_atr":6.090129,"atr":0.094661,"spread_atr":0.528199,"own_change_pct":-0.238107,"rel_strength_pct":{"SPY":-0.259086,"IWM":-0.22265}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.094952},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"82097fb0d060","ts":"2026-09-09T18:38:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.07,"pos_in_5d_range_pct":249.1,"room_to_5d_high_atr":-1.95},"price":13.6257,"vwap":13.5605,"ext_from_open_pct":4.49,"max_ext_allowed_pct":4.0,"volume_pace":1.402,"trend":"flat","recent_slope_pct":-0.1044,"volatility":"low"},"price":13.6257,"volume":{"bars":308,"last_bar_volume":947.0,"baseline_avg":3852.45,"bar_rvol":0.245818,"raw_accel":-0.040527,"smooth_accel":-0.630943,"accel_momentum":0.009244,"rvol_3bar":[0.225506,0.257497,0.245818],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":403.0,"sell_vol":211.0,"unclassified_vol":0.0,"imbalance":0.312704,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":13.836769},"context":{"vwap":13.560491,"price_vs_vwap_pct":0.480876,"ema9":13.676929,"ema20":13.649582,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.179325,"dist_to_hod_atr":6.443784,"atr":0.092228,"spread_atr":0.542132,"own_change_pct":0.006589,"rel_strength_pct":{"SPY":-0.010457,"IWM":0.030636}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.076868},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a6131a6f51e9","ts":"2026-09-09T18:38:10+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.5065,"target":5.69,"target_label":"prev_day_high","reward_risk":1.89,"pos_in_5d_range_pct":76.0,"room_to_5d_high_atr":0.47},"price":5.57,"vwap":5.5394,"ext_from_open_pct":0.0,"max_ext_allowed_pct":3.0,"volume_pace":0.944,"trend":"flat","recent_slope_pct":-0.0267,"volatility":"medium"},"price":5.57,"volume":{"bars":308,"last_bar_volume":58043.0,"baseline_avg":43877.65,"bar_rvol":1.322837,"raw_accel":4.29135,"smooth_accel":7.086601,"accel_momentum":4.778349,"rvol_3bar":[4.631585,0.22741,1.322837],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":219.0,"sell_vol":141.0,"unclassified_vol":0.0,"imbalance":0.216667,"bid":5.57,"ask":5.58,"spread_pct":0.179372,"quote_size_imbalance":null,"quote_age_s":7.518945},"context":{"vwap":5.539417,"price_vs_vwap_pct":0.552107,"ema9":5.576891,"ema20":5.577338,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.88968,"dist_to_hod_atr":5.028008,"atr":0.009944,"spread_atr":1.005602,"own_change_pct":-0.111121,"rel_strength_pct":{"SPY":-0.128167,"IWM":-0.087074}},"vas":{"raw":5,"score":7.5,"components":{"rvol":0,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.286615},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c21466671604","ts":"2026-09-09T18:38:20+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.5729,"target":13.86,"target_label":"ceiling","reward_risk":1.87,"pos_in_5d_range_pct":259.3,"room_to_5d_high_atr":-2.09},"price":13.6729,"vwap":13.5605,"ext_from_open_pct":4.85,"max_ext_allowed_pct":4.0,"volume_pace":1.401,"trend":"flat","recent_slope_pct":-0.0353,"volatility":"low"},"price":13.6729,"volume":{"bars":308,"last_bar_volume":947.0,"baseline_avg":3852.45,"bar_rvol":0.245818,"raw_accel":-0.040527,"smooth_accel":-0.630943,"accel_momentum":0.009244,"rvol_3bar":[0.225506,0.257497,0.245818],"trend_3bar":"MIXED","projected_rvol":0.080987},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":108.0,"sell_vol":49.0,"unclassified_vol":0.0,"imbalance":0.375796,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":9.076135},"context":{"vwap":13.560491,"price_vs_vwap_pct":0.828946,"ema9":13.676929,"ema20":13.649582,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.847398,"dist_to_hod_atr":5.932011,"atr":0.092228,"spread_atr":0.542132,"own_change_pct":0.006589,"rel_strength_pct":{"SPY":-0.010457,"IWM":0.030636}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.092377},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c0e7d6327134","ts":"2026-09-09T18:38:35+00:00","symbol":"SNAP","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2547,"target":5.48,"target_label":"premarket_high","reward_risk":1.8,"pos_in_5d_range_pct":7.2,"room_to_5d_high_atr":2.19},"price":5.335,"vwap":5.307,"ext_from_open_pct":-0.65,"max_ext_allowed_pct":4.0,"volume_pace":1.381,"trend":"flat","recent_slope_pct":-0.0148,"volatility":"high"},"price":5.335,"volume":{"bars":308,"last_bar_volume":41859.0,"baseline_avg":48381.0,"bar_rvol":0.865195,"raw_accel":0.477915,"smooth_accel":-0.065576,"accel_momentum":0.139205,"rvol_3bar":[1.024349,0.578886,0.865195],"trend_3bar":"MIXED","projected_rvol":10.838257},"flow":{"window_s":30,"trades":152,"trade_rate":5.066667,"buy_vol":260269.0,"sell_vol":43065.0,"unclassified_vol":0.0,"imbalance":0.716056,"bid":5.33,"ask":5.34,"spread_pct":0.187441,"quote_size_imbalance":null,"quote_age_s":0.062118},"context":{"vwap":5.306644,"price_vs_vwap_pct":0.534353,"ema9":5.342934,"ema20":5.346033,"ema_stack":false,"ema_warm":true,"hod":5.46,"dist_to_hod_pct":-2.289377,"dist_to_hod_atr":8.233544,"atr":0.015182,"spread_atr":0.658684,"own_change_pct":-0.037418,"rel_strength_pct":{"SPY":-0.054464,"IWM":-0.013371}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.619528},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a414f018d657","ts":"2026-09-09T18:38:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.06,"pos_in_5d_range_pct":249.4,"room_to_5d_high_atr":-1.96},"price":13.6273,"vwap":13.5605,"ext_from_open_pct":4.5,"max_ext_allowed_pct":4.0,"volume_pace":1.399,"trend":"flat","recent_slope_pct":-0.1021,"volatility":"low"},"price":13.6273,"volume":{"bars":308,"last_bar_volume":947.0,"baseline_avg":3852.45,"bar_rvol":0.245818,"raw_accel":-0.040527,"smooth_accel":-0.630943,"accel_momentum":0.009244,"rvol_3bar":[0.225506,0.257497,0.245818],"trend_3bar":"MIXED","projected_rvol":0.096216},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":123.0,"sell_vol":103.0,"unclassified_vol":0.0,"imbalance":0.088496,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":0.646141},"context":{"vwap":13.560491,"price_vs_vwap_pct":0.492675,"ema9":13.676929,"ema20":13.649582,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.168073,"dist_to_hod_atr":6.426436,"atr":0.092228,"spread_atr":0.542132,"own_change_pct":0.006589,"rel_strength_pct":{"SPY":-0.010457,"IWM":0.030636}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.021754},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"aec2faf1290f","ts":"2026-09-09T18:38:50+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.5722,"target":13.86,"target_label":"ceiling","reward_risk":1.88,"pos_in_5d_range_pct":259.2,"room_to_5d_high_atr":-2.09},"price":13.6722,"vwap":13.5605,"ext_from_open_pct":4.85,"max_ext_allowed_pct":4.0,"volume_pace":1.399,"trend":"flat","recent_slope_pct":-0.0364,"volatility":"low"},"price":13.6722,"volume":{"bars":308,"last_bar_volume":947.0,"baseline_avg":3852.45,"bar_rvol":0.245818,"raw_accel":-0.040527,"smooth_accel":-0.630943,"accel_momentum":0.009244,"rvol_3bar":[0.225506,0.257497,0.245818],"trend_3bar":"MIXED","projected_rvol":0.099054},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":111.0,"sell_vol":103.0,"unclassified_vol":0.0,"imbalance":0.037383,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":5.646141},"context":{"vwap":13.560491,"price_vs_vwap_pct":0.823784,"ema9":13.676929,"ema20":13.649582,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.852321,"dist_to_hod_atr":5.939601,"atr":0.092228,"spread_atr":0.542132,"own_change_pct":0.006589,"rel_strength_pct":{"SPY":-0.010457,"IWM":0.030636}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.009189},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1b045c4be071","ts":"2026-09-09T18:39:00+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.13,"pos_in_5d_range_pct":246.7,"room_to_5d_high_atr":-1.92},"price":13.615,"vwap":13.5605,"ext_from_open_pct":4.41,"max_ext_allowed_pct":4.0,"volume_pace":1.398,"trend":"flat","recent_slope_pct":-0.1201,"volatility":"low"},"price":13.615,"volume":{"bars":308,"last_bar_volume":947.0,"baseline_avg":3852.45,"bar_rvol":0.245818,"raw_accel":-0.040527,"smooth_accel":-0.630943,"accel_momentum":0.009244,"rvol_3bar":[0.225506,0.257497,0.245818],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":8,"trade_rate":0.266667,"buy_vol":141.0,"sell_vol":10.0,"unclassified_vol":0.0,"imbalance":0.86755,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":15.646141},"context":{"vwap":13.560491,"price_vs_vwap_pct":0.40197,"ema9":13.676929,"ema20":13.649582,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.254571,"dist_to_hod_atr":6.5598,"atr":0.092228,"spread_atr":0.542132,"own_change_pct":0.006589,"rel_strength_pct":{"SPY":0.002656,"IWM":0.034067}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.213259},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"682b37f43233","ts":"2026-09-09T18:39:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7721,"target":14.06,"target_label":"premarket_high","reward_risk":0.98,"pos_in_5d_range_pct":29.0,"room_to_5d_high_atr":2.31},"price":13.9176,"vwap":13.8987,"ext_from_open_pct":-0.66,"max_ext_allowed_pct":3.0,"volume_pace":0.525,"trend":"flat","recent_slope_pct":-0.0073,"volatility":"medium"},"price":13.9176,"volume":{"bars":309,"last_bar_volume":6702.0,"baseline_avg":17103.3,"bar_rvol":0.391854,"raw_accel":-0.835997,"smooth_accel":1.183227,"accel_momentum":-0.36569,"rvol_3bar":[0.786367,2.617085,0.391854],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":46,"trade_rate":1.533333,"buy_vol":3420.0,"sell_vol":2384.0,"unclassified_vol":0.0,"imbalance":0.178498,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":24.078204},"context":{"vwap":13.898669,"price_vs_vwap_pct":0.136207,"ema9":13.927892,"ema20":13.931778,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.264045,"dist_to_hod_atr":14.037775,"atr":0.022967,"spread_atr":0.435415,"own_change_pct":-0.050944,"rel_strength_pct":{"SPY":-0.054877,"IWM":-0.023466}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.069945},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"849b4474e23d","ts":"2026-09-09T18:39:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.5115,"target":5.69,"target_label":"prev_day_high","reward_risk":1.81,"pos_in_5d_range_pct":77.0,"room_to_5d_high_atr":0.45},"price":5.575,"vwap":5.5395,"ext_from_open_pct":0.09,"max_ext_allowed_pct":3.0,"volume_pace":0.942,"trend":"flat","recent_slope_pct":-0.0122,"volatility":"medium"},"price":5.575,"volume":{"bars":309,"last_bar_volume":17259.0,"baseline_avg":39993.65,"bar_rvol":0.431544,"raw_accel":-0.702651,"smooth_accel":-0.563111,"accel_momentum":-7.649712,"rvol_3bar":[0.22741,1.322837,0.431544],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":8005.0,"sell_vol":5971.0,"unclassified_vol":0.0,"imbalance":0.145535,"bid":5.57,"ask":5.58,"spread_pct":0.179372,"quote_size_imbalance":null,"quote_age_s":0.01183},"context":{"vwap":5.539452,"price_vs_vwap_pct":0.641726,"ema9":5.576433,"ema20":5.577077,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-0.800712,"dist_to_hod_atr":4.523398,"atr":0.009948,"spread_atr":1.005199,"own_change_pct":-0.007175,"rel_strength_pct":{"SPY":-0.011107,"IWM":0.020304}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.062805},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"26e8f0b12fde","ts":"2026-09-09T18:39:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.7% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":13.5551,"target":13.86,"target_label":"ceiling","reward_risk":2.05,"pos_in_5d_range_pct":255.5,"room_to_5d_high_atr":-2.04},"price":13.6551,"vwap":13.5605,"ext_from_open_pct":4.72,"max_ext_allowed_pct":4.0,"volume_pace":1.398,"trend":"flat","recent_slope_pct":-0.0758,"volatility":"low"},"price":13.6551,"volume":{"bars":309,"last_bar_volume":388.0,"baseline_avg":3853.95,"bar_rvol":0.100676,"raw_accel":-0.597296,"smooth_accel":-0.528145,"accel_momentum":0.102798,"rvol_3bar":[0.257497,0.245818,0.100676],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":161.0,"sell_vol":23.0,"unclassified_vol":0.0,"imbalance":0.75,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":20.646141},"context":{"vwap":13.560516,"price_vs_vwap_pct":0.697496,"ema9":13.664543,"ema20":13.646289,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-3.972574,"dist_to_hod_atr":6.2923,"atr":0.089776,"spread_atr":0.556939,"own_change_pct":-0.449676,"rel_strength_pct":{"SPY":-0.453609,"IWM":-0.422198}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.075507},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"4d5472243b81","ts":"2026-09-09T18:39:10+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.13,"pos_in_5d_range_pct":246.7,"room_to_5d_high_atr":-1.92},"price":13.615,"vwap":13.5605,"ext_from_open_pct":4.41,"max_ext_allowed_pct":4.0,"volume_pace":1.398,"trend":"flat","recent_slope_pct":-0.1346,"volatility":"low"},"price":13.615,"volume":{"bars":309,"last_bar_volume":388.0,"baseline_avg":3853.95,"bar_rvol":0.100676,"raw_accel":-0.597296,"smooth_accel":-0.528145,"accel_momentum":0.102798,"rvol_3bar":[0.257497,0.245818,0.100676],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":161.0,"sell_vol":67.0,"unclassified_vol":0.0,"imbalance":0.412281,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":25.646141},"context":{"vwap":13.560516,"price_vs_vwap_pct":0.401785,"ema9":13.664543,"ema20":13.646289,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.254571,"dist_to_hod_atr":6.738966,"atr":0.089776,"spread_atr":0.556939,"own_change_pct":-0.449676,"rel_strength_pct":{"SPY":-0.453609,"IWM":-0.422198}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.041507},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"7c2db2994606","ts":"2026-09-09T18:39:40+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.6% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":13.4171,"target":13.86,"target_label":"ceiling","reward_risk":0.99,"pos_in_5d_range_pct":252.2,"room_to_5d_high_atr":-1.99},"price":13.64,"vwap":13.5606,"ext_from_open_pct":4.6,"max_ext_allowed_pct":4.0,"volume_pace":1.396,"trend":"flat","recent_slope_pct":-0.0979,"volatility":"low"},"price":13.64,"volume":{"bars":309,"last_bar_volume":388.0,"baseline_avg":3853.95,"bar_rvol":0.100676,"raw_accel":-0.597296,"smooth_accel":-0.528145,"accel_momentum":0.102798,"rvol_3bar":[0.257497,0.245818,0.100676],"trend_3bar":"DECELERATING","projected_rvol":0.229245},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":172.0,"sell_vol":337.0,"unclassified_vol":0.0,"imbalance":-0.324165,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":11.365366},"context":{"vwap":13.560516,"price_vs_vwap_pct":0.586144,"ema9":13.664543,"ema20":13.646289,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.078762,"dist_to_hod_atr":6.460496,"atr":0.089776,"spread_atr":0.556939,"own_change_pct":-0.449676,"rel_strength_pct":{"SPY":-0.453609,"IWM":-0.422198}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.032636},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"a640508abeff","ts":"2026-09-09T18:39:45+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.5% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":13.4171,"target":13.64,"target_label":"range_20d_high","reward_risk":0.07,"pos_in_5d_range_pct":249.0,"room_to_5d_high_atr":-1.95},"price":13.6254,"vwap":13.5606,"ext_from_open_pct":4.49,"max_ext_allowed_pct":4.0,"volume_pace":1.396,"trend":"flat","recent_slope_pct":-0.1193,"volatility":"low"},"price":13.6254,"volume":{"bars":309,"last_bar_volume":388.0,"baseline_avg":3853.95,"bar_rvol":0.100676,"raw_accel":-0.597296,"smooth_accel":-0.528145,"accel_momentum":0.102798,"rvol_3bar":[0.257497,0.245818,0.100676],"trend_3bar":"DECELERATING","projected_rvol":0.204812},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":72.0,"sell_vol":340.0,"unclassified_vol":0.0,"imbalance":-0.650485,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":0.240198},"context":{"vwap":13.560516,"price_vs_vwap_pct":0.478478,"ema9":13.664543,"ema20":13.646289,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.181435,"dist_to_hod_atr":6.623122,"atr":0.089776,"spread_atr":0.556939,"own_change_pct":-0.449676,"rel_strength_pct":{"SPY":-0.453609,"IWM":-0.422198}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.065488},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"5fa34342a309","ts":"2026-09-09T18:40:05+00:00","symbol":"AVO","event":"REJECT","bot":{"state":"REJECT","reason":"extended +4.4% above open $13.04 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":13.5184,"target":13.64,"target_label":"range_20d_high","reward_risk":0.22,"pos_in_5d_range_pct":247.5,"room_to_5d_high_atr":-1.93},"price":13.6184,"vwap":13.5606,"ext_from_open_pct":4.44,"max_ext_allowed_pct":4.0,"volume_pace":1.394,"trend":"flat","recent_slope_pct":-0.0928,"volatility":"low"},"price":13.6184,"volume":{"bars":310,"last_bar_volume":721.0,"baseline_avg":3842.45,"bar_rvol":0.187641,"raw_accel":-0.249437,"smooth_accel":-0.418058,"accel_momentum":0.110086,"rvol_3bar":[0.245818,0.100676,0.187641],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":34.0,"sell_vol":113.0,"unclassified_vol":0.0,"imbalance":-0.537415,"bid":13.59,"ask":13.64,"spread_pct":0.367242,"quote_size_imbalance":null,"quote_age_s":2.485193},"context":{"vwap":13.560559,"price_vs_vwap_pct":0.42654,"ema9":13.654635,"ema20":13.643309,"ema_stack":false,"ema_warm":true,"hod":14.22,"dist_to_hod_pct":-4.230661,"dist_to_hod_atr":6.968764,"atr":0.086328,"spread_atr":0.579186,"own_change_pct":-0.511509,"rel_strength_pct":{"SPY":-0.540351,"IWM":-0.489178}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.100841},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"28bc153c76d1","ts":"2026-09-09T18:40:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.694,"target":14.96,"target_label":"premarket_high","reward_risk":1.03,"pos_in_5d_range_pct":8.3,"room_to_5d_high_atr":2.62},"price":14.825,"vwap":14.7144,"ext_from_open_pct":-0.64,"max_ext_allowed_pct":3.0,"volume_pace":0.512,"trend":"flat","recent_slope_pct":-0.0519,"volatility":"medium"},"price":14.825,"volume":{"bars":310,"last_bar_volume":26943.0,"baseline_avg":25828.7,"bar_rvol":1.043142,"raw_accel":-0.090317,"smooth_accel":-0.33133,"accel_momentum":0.159368,"rvol_3bar":[0.162725,1.196614,1.043142],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":409,"trade_rate":13.633333,"buy_vol":53654.0,"sell_vol":33699.0,"unclassified_vol":0.0,"imbalance":0.228441,"bid":14.82,"ask":14.83,"spread_pct":0.067454,"quote_size_imbalance":null,"quote_age_s":0.079429},"context":{"vwap":14.713515,"price_vs_vwap_pct":0.757703,"ema9":14.850258,"ema20":14.852216,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.636729,"dist_to_hod_atr":5.904475,"atr":0.016089,"spread_atr":0.621524,"own_change_pct":-0.100976,"rel_strength_pct":{"SPY":-0.129818,"IWM":-0.078645}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.238296},"shadow":{"decision":"FAIL","failed":["vas","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9be97a0aea86","ts":"2026-09-09T18:41:05+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6673,"target":12.05,"target_label":"premarket_high","reward_risk":0.52,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.9199,"vwap":11.8369,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":-0.027,"volatility":"high"},"price":11.9199,"volume":{"bars":311,"last_bar_volume":69226.0,"baseline_avg":74204.5,"bar_rvol":0.932908,"raw_accel":0.138773,"smooth_accel":-0.122516,"accel_momentum":0.332169,"rvol_3bar":[0.682981,0.823194,0.932908],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":142,"trade_rate":4.733333,"buy_vol":34962.0,"sell_vol":23789.0,"unclassified_vol":0.0,"imbalance":0.190175,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":1.43691},"context":{"vwap":11.836859,"price_vs_vwap_pct":0.701547,"ema9":11.927005,"ema20":11.926821,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893827,"dist_to_hod_atr":7.406351,"atr":0.031068,"spread_atr":0.321875,"own_change_pct":-0.055341,"rel_strength_pct":{"SPY":-0.091521,"IWM":-0.020989}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.177416},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"08c1aff5f12f","ts":"2026-09-09T18:41:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.709,"target":14.96,"target_label":"premarket_high","reward_risk":0.92,"pos_in_5d_range_pct":9.3,"room_to_5d_high_atr":2.59},"price":14.84,"vwap":14.7156,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":4.0,"volume_pace":0.515,"trend":"flat","recent_slope_pct":-0.0214,"volatility":"medium"},"price":14.84,"volume":{"bars":311,"last_bar_volume":134683.0,"baseline_avg":26572.6,"bar_rvol":5.068492,"raw_accel":3.998812,"smooth_accel":2.800481,"accel_momentum":3.131811,"rvol_3bar":[1.196614,1.043142,5.068492],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":155,"trade_rate":5.166667,"buy_vol":16810.0,"sell_vol":5040.0,"unclassified_vol":0.0,"imbalance":0.538673,"bid":14.83,"ask":14.84,"spread_pct":0.067408,"quote_size_imbalance":null,"quote_age_s":0.057468},"context":{"vwap":14.715494,"price_vs_vwap_pct":0.84609,"ema9":14.848206,"ema20":14.851052,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.536193,"dist_to_hod_atr":4.644154,"atr":0.017226,"spread_atr":0.580519,"own_change_pct":-0.166165,"rel_strength_pct":{"SPY":-0.202345,"IWM":-0.131813}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.730258},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"13c6b98f392f","ts":"2026-09-09T18:41:10+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"WATCH","setup":"","stop":11.6524,"target":11.98,"target_label":"ceiling","reward_risk":0.3,"pos_in_5d_range_pct":92.5,"room_to_5d_high_atr":0.15},"price":11.905,"vwap":11.8369,"ext_from_open_pct":-1.29,"max_ext_allowed_pct":3.0,"volume_pace":0.674,"trend":"flat","recent_slope_pct":-0.052,"volatility":"high"},"price":11.905,"volume":{"bars":311,"last_bar_volume":69226.0,"baseline_avg":74204.5,"bar_rvol":0.932908,"raw_accel":0.138773,"smooth_accel":-0.122516,"accel_momentum":0.332169,"rvol_3bar":[0.682981,0.823194,0.932908],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":181,"trade_rate":6.033333,"buy_vol":44974.0,"sell_vol":42096.0,"unclassified_vol":0.0,"imbalance":0.033054,"bid":11.9,"ask":11.91,"spread_pct":0.083998,"quote_size_imbalance":null,"quote_age_s":0.530067},"context":{"vwap":11.836859,"price_vs_vwap_pct":0.575669,"ema9":11.927005,"ema20":11.926821,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.016461,"dist_to_hod_atr":7.885946,"atr":0.031068,"spread_atr":0.321875,"own_change_pct":-0.055341,"rel_strength_pct":{"SPY":-0.091521,"IWM":-0.020989}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.030836},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"571cfc524785","ts":"2026-09-09T18:41:20+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6666,"target":12.05,"target_label":"premarket_high","reward_risk":0.52,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.9192,"vwap":11.8371,"ext_from_open_pct":-1.17,"max_ext_allowed_pct":3.0,"volume_pace":0.674,"trend":"flat","recent_slope_pct":-0.0282,"volatility":"high"},"price":11.9192,"volume":{"bars":311,"last_bar_volume":69226.0,"baseline_avg":74204.5,"bar_rvol":0.932908,"raw_accel":0.138773,"smooth_accel":-0.122516,"accel_momentum":0.332169,"rvol_3bar":[0.682981,0.823194,0.932908],"trend_3bar":"ACCELERATING","projected_rvol":3.223875},"flow":{"window_s":30,"trades":128,"trade_rate":4.266667,"buy_vol":55114.0,"sell_vol":53826.0,"unclassified_vol":0.0,"imbalance":0.011823,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":0.755399},"context":{"vwap":11.836859,"price_vs_vwap_pct":0.695633,"ema9":11.927005,"ema20":11.926821,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.899588,"dist_to_hod_atr":7.428883,"atr":0.031068,"spread_atr":0.321875,"own_change_pct":-0.055341,"rel_strength_pct":{"SPY":-0.091521,"IWM":-0.020989}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.01103},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1e5eb349d8f7","ts":"2026-09-09T18:42:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.6624,"target":12.05,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":93.0,"room_to_5d_high_atr":0.14},"price":11.915,"vwap":11.8371,"ext_from_open_pct":-1.2,"max_ext_allowed_pct":3.0,"volume_pace":0.673,"trend":"flat","recent_slope_pct":-0.0452,"volatility":"high"},"price":11.915,"volume":{"bars":312,"last_bar_volume":91237.0,"baseline_avg":74059.55,"bar_rvol":1.231941,"raw_accel":0.317959,"smooth_accel":0.022025,"accel_momentum":0.144541,"rvol_3bar":[0.823194,0.932908,1.231941],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":40,"trade_rate":1.333333,"buy_vol":1743.0,"sell_vol":1864.0,"unclassified_vol":0.0,"imbalance":-0.033546,"bid":11.91,"ask":11.92,"spread_pct":0.083928,"quote_size_imbalance":null,"quote_age_s":2.366628},"context":{"vwap":11.837101,"price_vs_vwap_pct":0.658091,"ema9":11.923744,"ema20":11.925286,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.934156,"dist_to_hod_atr":7.624864,"atr":0.03082,"spread_atr":0.324462,"own_change_pct":-0.092269,"rel_strength_pct":{"SPY":-0.138162,"IWM":-0.061348}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.041327},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"0148e26cf122","ts":"2026-09-09T18:42:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3501,"ext_from_open_pct":3.16,"max_ext_allowed_pct":3.0,"volume_pace":0.619,"trend":"flat","recent_slope_pct":0.1306,"volatility":"high"},"price":8.49,"volume":{"bars":312,"last_bar_volume":4951.0,"baseline_avg":2877.1,"bar_rvol":1.72083,"raw_accel":-0.582687,"smooth_accel":2.206476,"accel_momentum":2.046202,"rvol_3bar":[0.627692,4.840276,1.72083],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":2139.0,"sell_vol":25.0,"unclassified_vol":0.0,"imbalance":0.976895,"bid":8.48,"ask":8.5,"spread_pct":0.235571,"quote_size_imbalance":null,"quote_age_s":4.990642},"context":{"vwap":8.350112,"price_vs_vwap_pct":1.675278,"ema9":8.460662,"ema20":8.46009,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":17.425762,"atr":0.016068,"spread_atr":1.244697,"own_change_pct":0.473373,"rel_strength_pct":{"SPY":0.42748,"IWM":0.504293}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.68107},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"ed97a64bda91","ts":"2026-09-09T18:42:15+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.61,"target":12.74,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":1.04},"price":12.715,"vwap":12.6082,"ext_from_open_pct":0.83,"max_ext_allowed_pct":3.0,"volume_pace":2.534,"trend":"flat","recent_slope_pct":-0.0214,"volatility":"medium"},"price":12.715,"volume":{"bars":312,"last_bar_volume":23677.0,"baseline_avg":17068.75,"bar_rvol":1.387155,"raw_accel":-0.450535,"smooth_accel":0.180578,"accel_momentum":0.143919,"rvol_3bar":[2.458847,2.614214,1.387155],"trend_3bar":"MIXED","projected_rvol":5.013607},"flow":{"window_s":30,"trades":242,"trade_rate":8.066667,"buy_vol":10851.0,"sell_vol":14331.0,"unclassified_vol":0.0,"imbalance":-0.138194,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":1.587154},"context":{"vwap":12.607742,"price_vs_vwap_pct":0.850728,"ema9":12.720128,"ema20":12.698723,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.896337,"dist_to_hod_atr":2.968156,"atr":0.038745,"spread_atr":0.258101,"own_change_pct":-0.352526,"rel_strength_pct":{"SPY":-0.39842,"IWM":-0.321606}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":1,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.191696},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"94e0b9bb77a1","ts":"2026-09-09T18:42:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.331,"target":8.8,"target_label":"premarket_high","reward_risk":2.23,"pos_in_5d_range_pct":107.9,"room_to_5d_high_atr":-0.29},"price":8.4763,"vwap":8.3515,"ext_from_open_pct":2.99,"max_ext_allowed_pct":3.0,"volume_pace":0.625,"trend":"flat","recent_slope_pct":0.0983,"volatility":"high"},"price":8.4763,"volume":{"bars":312,"last_bar_volume":4951.0,"baseline_avg":2877.1,"bar_rvol":1.72083,"raw_accel":-0.582687,"smooth_accel":2.206476,"accel_momentum":2.046202,"rvol_3bar":[0.627692,4.840276,1.72083],"trend_3bar":"MIXED","projected_rvol":11.840395},"flow":{"window_s":30,"trades":56,"trade_rate":1.866667,"buy_vol":10171.0,"sell_vol":6862.0,"unclassified_vol":0.0,"imbalance":0.19427,"bid":8.5,"ask":8.52,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":5.962914},"context":{"vwap":8.350112,"price_vs_vwap_pct":1.511208,"ema9":8.460662,"ema20":8.46009,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.348917,"dist_to_hod_atr":18.27838,"atr":0.016068,"spread_atr":1.244697,"own_change_pct":0.473373,"rel_strength_pct":{"SPY":0.42748,"IWM":0.504293}},"vas":{"raw":6,"score":8.1,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.334306},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"49d4e77f7f02","ts":"2026-09-09T18:42:55+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.5% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3747,"target":8.8,"target_label":"premarket_high","reward_risk":1.93,"pos_in_5d_range_pct":110.0,"room_to_5d_high_atr":-0.36},"price":8.52,"vwap":8.3517,"ext_from_open_pct":3.52,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":0.2013,"volatility":"high"},"price":8.52,"volume":{"bars":312,"last_bar_volume":4951.0,"baseline_avg":2877.1,"bar_rvol":1.72083,"raw_accel":-0.582687,"smooth_accel":2.206476,"accel_momentum":2.046202,"rvol_3bar":[0.627692,4.840276,1.72083],"trend_3bar":"MIXED","projected_rvol":6.49366},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":80.0,"sell_vol":15.0,"unclassified_vol":0.0,"imbalance":0.684211,"bid":8.51,"ask":8.53,"spread_pct":0.234742,"quote_size_imbalance":null,"quote_age_s":7.16676},"context":{"vwap":8.350112,"price_vs_vwap_pct":2.034554,"ema9":8.460662,"ema20":8.46009,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.850627,"dist_to_hod_atr":15.558716,"atr":0.016068,"spread_atr":1.244697,"own_change_pct":0.473373,"rel_strength_pct":{"SPY":0.42748,"IWM":0.504293}},"vas":{"raw":7,"score":8.8,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.17741},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"918b034991a6","ts":"2026-09-09T18:44:10+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6424,"target":11.98,"target_label":"ceiling","reward_risk":0.34,"pos_in_5d_range_pct":92.0,"room_to_5d_high_atr":0.16},"price":11.895,"vwap":11.8373,"ext_from_open_pct":-1.37,"max_ext_allowed_pct":3.0,"volume_pace":0.67,"trend":"flat","recent_slope_pct":-0.0458,"volatility":"high"},"price":11.895,"volume":{"bars":314,"last_bar_volume":30735.0,"baseline_avg":75256.45,"bar_rvol":0.408404,"raw_accel":0.253722,"smooth_accel":-0.191845,"accel_momentum":-0.434384,"rvol_3bar":[1.231941,0.320934,0.408404],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":113,"trade_rate":3.766667,"buy_vol":8568.0,"sell_vol":20700.0,"unclassified_vol":0.0,"imbalance":-0.414514,"bid":11.89,"ask":11.9,"spread_pct":0.084069,"quote_size_imbalance":null,"quote_age_s":0.151959},"context":{"vwap":11.837244,"price_vs_vwap_pct":0.487921,"ema9":11.917796,"ema20":11.922036,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.098765,"dist_to_hod_atr":8.734835,"atr":0.029193,"spread_atr":0.342543,"own_change_pct":-0.251362,"rel_strength_pct":{"SPY":-0.28413,"IWM":-0.198107}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.169289},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b2495184607b","ts":"2026-09-09T18:44:10+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3746,"target":8.8,"target_label":"premarket_high","reward_risk":1.93,"pos_in_5d_range_pct":109.9,"room_to_5d_high_atr":-0.36},"price":8.5199,"vwap":8.3519,"ext_from_open_pct":3.52,"max_ext_allowed_pct":4.0,"volume_pace":0.622,"trend":"flat","recent_slope_pct":0.191,"volatility":"high"},"price":8.5199,"volume":{"bars":314,"last_bar_volume":1947.0,"baseline_avg":3744.1,"bar_rvol":0.520018,"raw_accel":-0.886313,"smooth_accel":0.630736,"accel_momentum":-5.246873,"rvol_3bar":[1.72083,5.820913,0.520018],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":534.0,"sell_vol":1152.0,"unclassified_vol":0.0,"imbalance":-0.366548,"bid":8.5,"ask":8.52,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":8.752735},"context":{"vwap":8.3519,"price_vs_vwap_pct":2.011512,"ema9":8.481244,"ema20":8.470587,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.851767,"dist_to_hod_atr":11.440829,"atr":0.02186,"spread_atr":0.9149,"own_change_pct":0.726223,"rel_strength_pct":{"SPY":0.693455,"IWM":0.779478}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.190612},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9d1fc697d7a6","ts":"2026-09-09T18:44:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3358,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.4811,"vwap":8.352,"ext_from_open_pct":3.05,"max_ext_allowed_pct":3.0,"volume_pace":0.622,"trend":"flat","recent_slope_pct":0.0997,"volatility":"high"},"price":8.4811,"volume":{"bars":314,"last_bar_volume":1947.0,"baseline_avg":3744.1,"bar_rvol":0.520018,"raw_accel":-0.886313,"smooth_accel":0.630736,"accel_momentum":-5.246873,"rvol_3bar":[1.72083,5.820913,0.520018],"trend_3bar":"MIXED","projected_rvol":1.243557},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":519.0,"sell_vol":1497.0,"unclassified_vol":0.0,"imbalance":-0.485119,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":2.675499},"context":{"vwap":8.3519,"price_vs_vwap_pct":1.546947,"ema9":8.481244,"ema20":8.470587,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.294185,"dist_to_hod_atr":13.215735,"atr":0.02186,"spread_atr":0.9149,"own_change_pct":0.726223,"rel_strength_pct":{"SPY":0.693455,"IWM":0.779478}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.252271},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fdfba380ad8d","ts":"2026-09-09T18:44:50+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.6674,"target":12.05,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":93.2,"room_to_5d_high_atr":0.14},"price":11.92,"vwap":11.8376,"ext_from_open_pct":-1.16,"max_ext_allowed_pct":3.0,"volume_pace":0.671,"trend":"flat","recent_slope_pct":-0.0038,"volatility":"high"},"price":11.92,"volume":{"bars":314,"last_bar_volume":30735.0,"baseline_avg":75256.45,"bar_rvol":0.408404,"raw_accel":0.253722,"smooth_accel":-0.191845,"accel_momentum":-0.434384,"rvol_3bar":[1.231941,0.320934,0.408404],"trend_3bar":"MIXED","projected_rvol":2.004315},"flow":{"window_s":30,"trades":114,"trade_rate":3.8,"buy_vol":43419.0,"sell_vol":42268.0,"unclassified_vol":0.0,"imbalance":0.013433,"bid":11.92,"ask":11.93,"spread_pct":0.083857,"quote_size_imbalance":null,"quote_age_s":1.924951},"context":{"vwap":11.837244,"price_vs_vwap_pct":0.699118,"ema9":11.917796,"ema20":11.922036,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-1.893004,"dist_to_hod_atr":7.878478,"atr":0.029193,"spread_atr":0.342543,"own_change_pct":-0.251362,"rel_strength_pct":{"SPY":-0.28413,"IWM":-0.198107}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.005486},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2ac54e767449","ts":"2026-09-09T18:45:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.6273,"target":12.905,"target_label":"prev_day_high","reward_risk":1.64,"pos_in_5d_range_pct":52.5,"room_to_5d_high_atr":0.99},"price":12.7323,"vwap":12.6094,"ext_from_open_pct":0.97,"max_ext_allowed_pct":3.0,"volume_pace":2.536,"trend":"flat","recent_slope_pct":0.0165,"volatility":"medium"},"price":12.7323,"volume":{"bars":315,"last_bar_volume":12526.0,"baseline_avg":17258.55,"bar_rvol":0.725785,"raw_accel":-0.494103,"smooth_accel":-0.261871,"accel_momentum":-0.234427,"rvol_3bar":[2.484457,1.470933,0.725785],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":4674.0,"sell_vol":1654.0,"unclassified_vol":0.0,"imbalance":0.477244,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.59531},"context":{"vwap":12.609286,"price_vs_vwap_pct":0.97558,"ema9":12.730791,"ema20":12.709991,"ema_stack":true,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.761496,"dist_to_hod_atr":2.323069,"atr":0.042056,"spread_atr":0.237776,"own_change_pct":-0.07845,"rel_strength_pct":{"SPY":-0.103352,"IWM":-0.035495}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.346377},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"c07f8712c162","ts":"2026-09-09T18:45:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3647,"target":8.8,"target_label":"premarket_high","reward_risk":2.0,"pos_in_5d_range_pct":109.5,"room_to_5d_high_atr":-0.34},"price":8.51,"vwap":8.3521,"ext_from_open_pct":3.4,"max_ext_allowed_pct":4.0,"volume_pace":0.621,"trend":"flat","recent_slope_pct":0.0019,"volatility":"high"},"price":8.51,"volume":{"bars":315,"last_bar_volume":1422.0,"baseline_avg":3730.95,"bar_rvol":0.381136,"raw_accel":-0.269646,"smooth_accel":0.11277,"accel_momentum":-0.517966,"rvol_3bar":[5.820913,0.520018,0.381136],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":699.0,"sell_vol":3.0,"unclassified_vol":0.0,"imbalance":0.991453,"bid":8.49,"ask":8.51,"spread_pct":0.235294,"quote_size_imbalance":null,"quote_age_s":4.990476},"context":{"vwap":8.352027,"price_vs_vwap_pct":1.891436,"ema9":8.481315,"ema20":8.471636,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.964652,"dist_to_hod_atr":11.228193,"atr":0.023156,"spread_atr":0.863707,"own_change_pct":0.373964,"rel_strength_pct":{"SPY":0.349063,"IWM":0.416919}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.377879},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"f7fdfa135cd5","ts":"2026-09-09T18:45:10+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3521,"ext_from_open_pct":3.16,"max_ext_allowed_pct":3.0,"volume_pace":0.621,"trend":"flat","recent_slope_pct":-0.0452,"volatility":"high"},"price":8.49,"volume":{"bars":315,"last_bar_volume":1422.0,"baseline_avg":3730.95,"bar_rvol":0.381136,"raw_accel":-0.269646,"smooth_accel":0.11277,"accel_momentum":-0.517966,"rvol_3bar":[5.820913,0.520018,0.381136],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":719.0,"sell_vol":409.0,"unclassified_vol":0.0,"imbalance":0.274823,"bid":8.48,"ask":8.5,"spread_pct":0.235571,"quote_size_imbalance":null,"quote_age_s":0.824527},"context":{"vwap":8.352027,"price_vs_vwap_pct":1.651973,"ema9":8.481315,"ema20":8.471636,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":12.0919,"atr":0.023156,"spread_atr":0.863707,"own_change_pct":0.373964,"rel_strength_pct":{"SPY":0.349063,"IWM":0.416919}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.104745},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":false}}}
{"type":"snapshot","id":"2a94729f91a7","ts":"2026-09-09T18:46:15+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3486,"target":8.8,"target_label":"premarket_high","reward_risk":2.11,"pos_in_5d_range_pct":108.7,"room_to_5d_high_atr":-0.32},"price":8.4939,"vwap":8.3522,"ext_from_open_pct":3.21,"max_ext_allowed_pct":4.0,"volume_pace":0.619,"trend":"flat","recent_slope_pct":-0.0862,"volatility":"high"},"price":8.4939,"volume":{"bars":316,"last_bar_volume":1624.0,"baseline_avg":3687.4,"bar_rvol":0.440419,"raw_accel":0.142053,"smooth_accel":-0.852892,"accel_momentum":-0.965662,"rvol_3bar":[0.520018,0.381136,0.440419],"trend_3bar":"MIXED","projected_rvol":0.009763},"flow":{"window_s":30,"trades":3,"trade_rate":0.1,"buy_vol":27.0,"sell_vol":7.0,"unclassified_vol":0.0,"imbalance":0.588235,"bid":8.48,"ask":8.5,"spread_pct":0.235571,"quote_size_imbalance":null,"quote_age_s":14.99042},"context":{"vwap":8.352173,"price_vs_vwap_pct":1.696887,"ema9":8.484052,"ema20":8.473861,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.148233,"dist_to_hod_atr":11.733673,"atr":0.023531,"spread_atr":0.849958,"own_change_pct":0.511134,"rel_strength_pct":{"SPY":0.508513,"IWM":0.552371}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.25907},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"93abd0dc18c0","ts":"2026-09-09T18:47:00+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.3% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3568,"target":8.8,"target_label":"premarket_high","reward_risk":2.05,"pos_in_5d_range_pct":109.1,"room_to_5d_high_atr":-0.33},"price":8.5021,"vwap":8.3524,"ext_from_open_pct":3.31,"max_ext_allowed_pct":3.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":-0.0669,"volatility":"high"},"price":8.5021,"volume":{"bars":316,"last_bar_volume":1624.0,"baseline_avg":3687.4,"bar_rvol":0.440419,"raw_accel":0.142053,"smooth_accel":-0.852892,"accel_momentum":-0.965662,"rvol_3bar":[0.520018,0.381136,0.440419],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":641.0,"sell_vol":1.0,"unclassified_vol":0.0,"imbalance":0.996885,"bid":8.5,"ask":8.52,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":22.538046},"context":{"vwap":8.352173,"price_vs_vwap_pct":1.795065,"ema9":8.484052,"ema20":8.473861,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.054732,"dist_to_hod_atr":11.38519,"atr":0.023531,"spread_atr":0.849958,"own_change_pct":0.511134,"rel_strength_pct":{"SPY":0.52818,"IWM":0.548937}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.439047},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d378fe34c398","ts":"2026-09-09T18:47:15+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3647,"target":8.8,"target_label":"premarket_high","reward_risk":2.0,"pos_in_5d_range_pct":109.5,"room_to_5d_high_atr":-0.34},"price":8.51,"vwap":8.3524,"ext_from_open_pct":3.4,"max_ext_allowed_pct":4.0,"volume_pace":0.618,"trend":"flat","recent_slope_pct":0.0098,"volatility":"high"},"price":8.51,"volume":{"bars":317,"last_bar_volume":1990.0,"baseline_avg":3449.4,"bar_rvol":0.576912,"raw_accel":0.225369,"smooth_accel":-0.790376,"accel_momentum":0.062515,"rvol_3bar":[0.381136,0.440419,0.576912],"trend_3bar":"ACCELERATING","projected_rvol":0.12292},"flow":{"window_s":30,"trades":5,"trade_rate":0.166667,"buy_vol":101.0,"sell_vol":7.0,"unclassified_vol":0.0,"imbalance":0.87037,"bid":8.5,"ask":8.52,"spread_pct":0.235018,"quote_size_imbalance":null,"quote_age_s":1.234492},"context":{"vwap":8.352358,"price_vs_vwap_pct":1.8874,"ema9":8.487661,"ema20":8.47655,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-2.964652,"dist_to_hod_atr":11.16916,"atr":0.023278,"spread_atr":0.859166,"own_change_pct":0.142521,"rel_strength_pct":{"SPY":0.159567,"IWM":0.180324}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.502127},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"7c3edfcf75e9","ts":"2026-09-09T18:47:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":5.4865,"target":5.58,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":72.0,"room_to_5d_high_atr":0.55},"price":5.55,"vwap":5.5403,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":3.0,"volume_pace":0.942,"trend":"flat","recent_slope_pct":-0.0728,"volatility":"medium"},"price":5.55,"volume":{"bars":317,"last_bar_volume":236772.0,"baseline_avg":44901.05,"bar_rvol":5.273195,"raw_accel":11.385416,"smooth_accel":1.232253,"accel_momentum":1.760162,"rvol_3bar":[0.748945,0.430446,5.273195],"trend_3bar":"MIXED","projected_rvol":0.361381},"flow":{"window_s":30,"trades":16,"trade_rate":0.533333,"buy_vol":526.0,"sell_vol":6335.0,"unclassified_vol":0.0,"imbalance":-0.84667,"bid":5.55,"ask":5.56,"spread_pct":0.180018,"quote_size_imbalance":null,"quote_age_s":0.095065},"context":{"vwap":5.540255,"price_vs_vwap_pct":0.175887,"ema9":5.572088,"ema20":5.574138,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.245552,"dist_to_hod_atr":6.746405,"atr":0.010376,"spread_atr":0.963772,"own_change_pct":-0.005386,"rel_strength_pct":{"SPY":0.01166,"IWM":0.032417}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-4.464654},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"748cb5590a10","ts":"2026-09-09T18:47:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.353,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.62,"trend":"flat","recent_slope_pct":-0.0609,"volatility":"high"},"price":8.48,"volume":{"bars":317,"last_bar_volume":1990.0,"baseline_avg":3449.4,"bar_rvol":0.576912,"raw_accel":0.225369,"smooth_accel":-0.790376,"accel_momentum":0.062515,"rvol_3bar":[0.381136,0.440419,0.576912],"trend_3bar":"ACCELERATING","projected_rvol":3.407984},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":2330.0,"sell_vol":5507.0,"unclassified_vol":0.0,"imbalance":-0.405385,"bid":8.48,"ask":8.49,"spread_pct":0.117855,"quote_size_imbalance":null,"quote_age_s":0.052974},"context":{"vwap":8.352358,"price_vs_vwap_pct":1.52822,"ema9":8.487661,"ema20":8.47655,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":12.457909,"atr":0.023278,"spread_atr":0.429583,"own_change_pct":0.142521,"rel_strength_pct":{"SPY":0.159567,"IWM":0.180324}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.233871},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"e012bfd26320","ts":"2026-09-09T18:47:55+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3047,"target":8.53,"target_label":"ceiling","reward_risk":0.55,"pos_in_5d_range_pct":106.6,"room_to_5d_high_atr":-0.24},"price":8.45,"vwap":8.3536,"ext_from_open_pct":2.67,"max_ext_allowed_pct":3.0,"volume_pace":0.623,"trend":"flat","recent_slope_pct":-0.1316,"volatility":"high"},"price":8.45,"volume":{"bars":317,"last_bar_volume":1990.0,"baseline_avg":3449.4,"bar_rvol":0.576912,"raw_accel":0.225369,"smooth_accel":-0.790376,"accel_momentum":0.062515,"rvol_3bar":[0.381136,0.440419,0.576912],"trend_3bar":"ACCELERATING","projected_rvol":5.218931},"flow":{"window_s":30,"trades":150,"trade_rate":5.0,"buy_vol":4023.0,"sell_vol":10488.0,"unclassified_vol":0.0,"imbalance":-0.445524,"bid":8.45,"ask":8.46,"spread_pct":0.118273,"quote_size_imbalance":null,"quote_age_s":0.665506},"context":{"vwap":8.352358,"price_vs_vwap_pct":1.16904,"ema9":8.487661,"ema20":8.47655,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.648803,"dist_to_hod_atr":13.746658,"atr":0.023278,"spread_atr":0.429583,"own_change_pct":0.142521,"rel_strength_pct":{"SPY":0.159567,"IWM":0.180324}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.257028},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9bbad89807ac","ts":"2026-09-09T18:48:20+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.32 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2668,"target":5.49,"target_label":"premarket_high","reward_risk":3.27,"pos_in_5d_range_pct":30.3,"room_to_5d_high_atr":1.2},"price":5.3191,"vwap":5.3196,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":1.095,"trend":"flat","recent_slope_pct":-0.0218,"volatility":"medium"},"price":5.3191,"volume":{"bars":318,"last_bar_volume":66690.0,"baseline_avg":14745.75,"bar_rvol":4.522659,"raw_accel":0.01021,"smooth_accel":3.326449,"accel_momentum":1.42404,"rvol_3bar":[1.68436,5.63666,4.522659],"trend_3bar":"MIXED","projected_rvol":21.411118},"flow":{"window_s":30,"trades":145,"trade_rate":4.833333,"buy_vol":32446.0,"sell_vol":85903.0,"unclassified_vol":0.0,"imbalance":-0.451689,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.349135},"context":{"vwap":5.31963,"price_vs_vwap_pct":-0.009965,"ema9":5.324678,"ema20":5.324262,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.315399,"dist_to_hod_atr":6.593048,"atr":0.010754,"spread_atr":0.929908,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.099227,"IWM":0.112892}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.042838},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"719b82831d88","ts":"2026-09-09T18:48:35+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2675,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.5,"room_to_5d_high_atr":1.2},"price":5.3198,"vwap":5.3196,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.094,"trend":"flat","recent_slope_pct":-0.0192,"volatility":"medium"},"price":5.3198,"volume":{"bars":318,"last_bar_volume":66690.0,"baseline_avg":14745.75,"bar_rvol":4.522659,"raw_accel":0.01021,"smooth_accel":3.326449,"accel_momentum":1.42404,"rvol_3bar":[1.68436,5.63666,4.522659],"trend_3bar":"MIXED","projected_rvol":12.987219},"flow":{"window_s":30,"trades":98,"trade_rate":3.266667,"buy_vol":33801.0,"sell_vol":59258.0,"unclassified_vol":0.0,"imbalance":-0.273558,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.110318},"context":{"vwap":5.31963,"price_vs_vwap_pct":0.003194,"ema9":5.324678,"ema20":5.324262,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.302412,"dist_to_hod_atr":6.527955,"atr":0.010754,"spread_atr":0.929908,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.099227,"IWM":0.112892}},"vas":{"raw":6,"score":8.1,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-1.237208},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"9d382c4ada6d","ts":"2026-09-09T18:48:40+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.32 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2627,"target":5.49,"target_label":"premarket_high","reward_risk":3.34,"pos_in_5d_range_pct":29.2,"room_to_5d_high_atr":1.22},"price":5.315,"vwap":5.3196,"ext_from_open_pct":-1.02,"max_ext_allowed_pct":3.0,"volume_pace":1.094,"trend":"flat","recent_slope_pct":-0.0372,"volatility":"medium"},"price":5.315,"volume":{"bars":318,"last_bar_volume":66690.0,"baseline_avg":14745.75,"bar_rvol":4.522659,"raw_accel":0.01021,"smooth_accel":3.326449,"accel_momentum":1.42404,"rvol_3bar":[1.68436,5.63666,4.522659],"trend_3bar":"MIXED","projected_rvol":11.379177},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":33575.0,"sell_vol":38540.0,"unclassified_vol":0.0,"imbalance":-0.068848,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":3.473874},"context":{"vwap":5.31963,"price_vs_vwap_pct":-0.087038,"ema9":5.324678,"ema20":5.324262,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.391466,"dist_to_hod_atr":6.974311,"atr":0.010754,"spread_atr":0.929908,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.099227,"IWM":0.112892}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.311378},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"5e8dde142a4c","ts":"2026-09-09T18:48:45+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2674,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.5,"room_to_5d_high_atr":1.2},"price":5.3197,"vwap":5.3196,"ext_from_open_pct":-0.94,"max_ext_allowed_pct":4.0,"volume_pace":1.094,"trend":"flat","recent_slope_pct":-0.0195,"volatility":"medium"},"price":5.3197,"volume":{"bars":318,"last_bar_volume":66690.0,"baseline_avg":14745.75,"bar_rvol":4.522659,"raw_accel":0.01021,"smooth_accel":3.326449,"accel_momentum":1.42404,"rvol_3bar":[1.68436,5.63666,4.522659],"trend_3bar":"MIXED","projected_rvol":10.11835},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":30990.0,"sell_vol":32180.0,"unclassified_vol":0.0,"imbalance":-0.018838,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.26897},"context":{"vwap":5.31963,"price_vs_vwap_pct":0.001314,"ema9":5.324678,"ema20":5.324262,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.304267,"dist_to_hod_atr":6.537254,"atr":0.010754,"spread_atr":0.929908,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.099227,"IWM":0.112892}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.085198},"shadow":{"decision":"FAIL","failed":["imbalance"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"cec4c3b03434","ts":"2026-09-09T18:48:55+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.31 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2577,"target":5.49,"target_label":"premarket_high","reward_risk":3.44,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":1.24},"price":5.31,"vwap":5.3196,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":1.093,"trend":"flat","recent_slope_pct":-0.056,"volatility":"medium"},"price":5.31,"volume":{"bars":318,"last_bar_volume":66690.0,"baseline_avg":14745.75,"bar_rvol":4.522659,"raw_accel":0.01021,"smooth_accel":3.326449,"accel_momentum":1.42404,"rvol_3bar":[1.68436,5.63666,4.522659],"trend_3bar":"MIXED","projected_rvol":8.393469},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":4324.0,"sell_vol":941.0,"unclassified_vol":0.0,"imbalance":0.642545,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":1.286051},"context":{"vwap":5.31963,"price_vs_vwap_pct":-0.181029,"ema9":5.324678,"ema20":5.324262,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.48423,"dist_to_hod_atr":7.439265,"atr":0.010754,"spread_atr":0.929908,"own_change_pct":0.093985,"rel_strength_pct":{"SPY":0.099227,"IWM":0.112892}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":2.906012},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d3cd6233dbf5","ts":"2026-09-09T18:49:05+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.3147,"target":8.53,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":107.1,"room_to_5d_high_atr":-0.26},"price":8.46,"vwap":8.3552,"ext_from_open_pct":2.79,"max_ext_allowed_pct":4.0,"volume_pace":0.632,"trend":"flat","recent_slope_pct":-0.1382,"volatility":"high"},"price":8.46,"volume":{"bars":319,"last_bar_volume":29070.0,"baseline_avg":4211.1,"bar_rvol":6.903184,"raw_accel":0.750994,"smooth_accel":8.545764,"accel_momentum":8.559377,"rvol_3bar":[0.576912,4.769319,6.903184],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":18,"trade_rate":0.6,"buy_vol":2399.0,"sell_vol":353.0,"unclassified_vol":0.0,"imbalance":0.743459,"bid":8.44,"ask":8.47,"spread_pct":0.35482,"quote_size_imbalance":null,"quote_age_s":27.664285},"context":{"vwap":8.355182,"price_vs_vwap_pct":1.254523,"ema9":8.475103,"ema20":8.47221,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.534778,"dist_to_hod_atr":10.559524,"atr":0.029357,"spread_atr":1.021889,"own_change_pct":-0.717465,"rel_strength_pct":{"SPY":-0.701741,"IWM":-0.671057}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":5.132237},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4231828b6c68","ts":"2026-09-09T18:49:20+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2677,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.6,"room_to_5d_high_atr":1.19},"price":5.32,"vwap":5.3196,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.092,"trend":"flat","recent_slope_pct":-0.0462,"volatility":"medium"},"price":5.32,"volume":{"bars":319,"last_bar_volume":113594.0,"baseline_avg":17626.3,"bar_rvol":6.444574,"raw_accel":0.703314,"smooth_accel":4.542304,"accel_momentum":1.215855,"rvol_3bar":[5.63666,4.522659,6.444574],"trend_3bar":"MIXED","projected_rvol":0.438946},"flow":{"window_s":30,"trades":41,"trade_rate":1.366667,"buy_vol":955.0,"sell_vol":2324.0,"unclassified_vol":0.0,"imbalance":-0.417505,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.838558},"context":{"vwap":5.319609,"price_vs_vwap_pct":0.007348,"ema9":5.321742,"ema20":5.322904,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.298701,"dist_to_hod_atr":6.132713,"atr":0.011414,"spread_atr":0.876102,"own_change_pct":-0.28169,"rel_strength_pct":{"SPY":-0.265966,"IWM":-0.235282}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-2.690644},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"81ad285ccdd7","ts":"2026-09-09T18:49:20+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3553,"ext_from_open_pct":3.04,"max_ext_allowed_pct":4.0,"volume_pace":0.632,"trend":"flat","recent_slope_pct":-0.091,"volatility":"high"},"price":8.48,"volume":{"bars":319,"last_bar_volume":29070.0,"baseline_avg":4211.1,"bar_rvol":6.903184,"raw_accel":0.750994,"smooth_accel":8.545764,"accel_momentum":8.559377,"rvol_3bar":[0.576912,4.769319,6.903184],"trend_3bar":"ACCELERATING","projected_rvol":1.447603},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1558.0,"sell_vol":599.0,"unclassified_vol":0.0,"imbalance":0.444599,"bid":8.46,"ask":8.49,"spread_pct":0.353982,"quote_size_imbalance":null,"quote_age_s":2.862307},"context":{"vwap":8.355182,"price_vs_vwap_pct":1.493895,"ema9":8.475103,"ema20":8.47221,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":9.878265,"atr":0.029357,"spread_atr":1.021889,"own_change_pct":-0.717465,"rel_strength_pct":{"SPY":-0.701741,"IWM":-0.671057}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":3.069149},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"57cc1579715e","ts":"2026-09-09T18:49:25+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.31 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2577,"target":5.49,"target_label":"premarket_high","reward_risk":3.44,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":1.24},"price":5.31,"vwap":5.3196,"ext_from_open_pct":-1.12,"max_ext_allowed_pct":3.0,"volume_pace":1.092,"trend":"flat","recent_slope_pct":-0.0839,"volatility":"medium"},"price":5.31,"volume":{"bars":319,"last_bar_volume":113594.0,"baseline_avg":17626.3,"bar_rvol":6.444574,"raw_accel":0.703314,"smooth_accel":4.542304,"accel_momentum":1.215855,"rvol_3bar":[5.63666,4.522659,6.444574],"trend_3bar":"MIXED","projected_rvol":0.37022},"flow":{"window_s":30,"trades":35,"trade_rate":1.166667,"buy_vol":720.0,"sell_vol":2139.0,"unclassified_vol":0.0,"imbalance":-0.496327,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":2.293618},"context":{"vwap":5.319609,"price_vs_vwap_pct":-0.180635,"ema9":5.321742,"ema20":5.322904,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.48423,"dist_to_hod_atr":7.008815,"atr":0.011414,"spread_atr":0.876102,"own_change_pct":-0.28169,"rel_strength_pct":{"SPY":-0.265966,"IWM":-0.235282}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.198619},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d2a002de0662","ts":"2026-09-09T18:49:30+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2677,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.6,"room_to_5d_high_atr":1.19},"price":5.32,"vwap":5.3196,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.092,"trend":"flat","recent_slope_pct":-0.0462,"volatility":"medium"},"price":5.32,"volume":{"bars":319,"last_bar_volume":113594.0,"baseline_avg":17626.3,"bar_rvol":6.444574,"raw_accel":0.703314,"smooth_accel":4.542304,"accel_momentum":1.215855,"rvol_3bar":[5.63666,4.522659,6.444574],"trend_3bar":"MIXED","projected_rvol":0.312715},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":687.0,"sell_vol":2069.0,"unclassified_vol":0.0,"imbalance":-0.501451,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.794843},"context":{"vwap":5.319609,"price_vs_vwap_pct":0.007348,"ema9":5.321742,"ema20":5.322904,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.298701,"dist_to_hod_atr":6.132713,"atr":0.011414,"spread_atr":0.876102,"own_change_pct":-0.28169,"rel_strength_pct":{"SPY":-0.265966,"IWM":-0.235282}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.231641},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"69cbf4476a82","ts":"2026-09-09T18:49:35+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4237,"target":14.71,"target_label":"ceiling","reward_risk":1.57,"pos_in_5d_range_pct":181.4,"room_to_5d_high_atr":-2.71},"price":14.535,"vwap":14.485,"ext_from_open_pct":2.95,"max_ext_allowed_pct":4.0,"volume_pace":3.172,"trend":"flat","recent_slope_pct":-0.0236,"volatility":"medium"},"price":14.535,"volume":{"bars":319,"last_bar_volume":4035.0,"baseline_avg":3239.1,"bar_rvol":1.245716,"raw_accel":3.982866,"smooth_accel":1.760479,"accel_momentum":-0.096996,"rvol_3bar":[4.55195,0.051188,1.245716],"trend_3bar":"MIXED","projected_rvol":1.651782},"flow":{"window_s":30,"trades":44,"trade_rate":1.466667,"buy_vol":729.0,"sell_vol":2380.0,"unclassified_vol":0.0,"imbalance":-0.531039,"bid":14.53,"ask":14.54,"spread_pct":0.068799,"quote_size_imbalance":null,"quote_age_s":0.448572},"context":{"vwap":14.484962,"price_vs_vwap_pct":0.345447,"ema9":14.545312,"ema20":14.546669,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.52439,"dist_to_hod_atr":14.265335,"atr":0.015772,"spread_atr":0.634015,"own_change_pct":0.0,"rel_strength_pct":{"SPY":0.015724,"IWM":0.046408}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":3,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.661524},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"98f14771b1a9","ts":"2026-09-09T18:49:35+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.32 below VWAP $5.32","plan":{"state":"PASS","setup":"","stop":5.2645,"target":5.49,"target_label":"premarket_high","reward_risk":3.31,"pos_in_5d_range_pct":29.7,"room_to_5d_high_atr":1.21},"price":5.3168,"vwap":5.3196,"ext_from_open_pct":-0.99,"max_ext_allowed_pct":3.0,"volume_pace":1.091,"trend":"flat","recent_slope_pct":-0.0583,"volatility":"medium"},"price":5.3168,"volume":{"bars":319,"last_bar_volume":113594.0,"baseline_avg":17626.3,"bar_rvol":6.444574,"raw_accel":0.703314,"smooth_accel":4.542304,"accel_momentum":1.215855,"rvol_3bar":[5.63666,4.522659,6.444574],"trend_3bar":"MIXED","projected_rvol":0.301692},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":566.0,"sell_vol":1949.0,"unclassified_vol":0.0,"imbalance":-0.549901,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.338295},"context":{"vwap":5.319609,"price_vs_vwap_pct":-0.052807,"ema9":5.321742,"ema20":5.322904,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.358071,"dist_to_hod_atr":6.413066,"atr":0.011414,"spread_atr":0.876102,"own_change_pct":-0.28169,"rel_strength_pct":{"SPY":-0.265966,"IWM":-0.235282}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-3.543875},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"832f8b1cdaa0","ts":"2026-09-09T18:50:00+00:00","symbol":"STLA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.2677,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.6,"room_to_5d_high_atr":1.19},"price":5.32,"vwap":5.3196,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.09,"trend":"flat","recent_slope_pct":-0.0462,"volatility":"medium"},"price":5.32,"volume":{"bars":319,"last_bar_volume":113594.0,"baseline_avg":17626.3,"bar_rvol":6.444574,"raw_accel":0.703314,"smooth_accel":4.542304,"accel_momentum":1.215855,"rvol_3bar":[5.63666,4.522659,6.444574],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":671.0,"sell_vol":444.0,"unclassified_vol":0.0,"imbalance":0.203587,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.372085},"context":{"vwap":5.319609,"price_vs_vwap_pct":0.007348,"ema9":5.321742,"ema20":5.322904,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.298701,"dist_to_hod_atr":6.132713,"atr":0.011414,"spread_atr":0.876102,"own_change_pct":-0.28169,"rel_strength_pct":{"SPY":-0.258105,"IWM":-0.25075}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":1.312034},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"66a3d29eb611","ts":"2026-09-09T18:50:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4315,"target":14.71,"target_label":"ceiling","reward_risk":1.5,"pos_in_5d_range_pct":181.9,"room_to_5d_high_atr":-2.72},"price":14.5428,"vwap":14.485,"ext_from_open_pct":3.01,"max_ext_allowed_pct":5.0,"volume_pace":3.169,"trend":"flat","recent_slope_pct":-0.0184,"volatility":"medium"},"price":14.5428,"volume":{"bars":320,"last_bar_volume":5032.0,"baseline_avg":3397.25,"bar_rvol":1.481198,"raw_accel":0.247088,"smooth_accel":-0.479193,"accel_momentum":-2.239672,"rvol_3bar":[0.051188,1.245716,1.481198],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":21,"trade_rate":0.7,"buy_vol":1697.0,"sell_vol":228.0,"unclassified_vol":0.0,"imbalance":0.763117,"bid":14.55,"ask":14.56,"spread_pct":0.068705,"quote_size_imbalance":null,"quote_age_s":4.989541},"context":{"vwap":14.485044,"price_vs_vwap_pct":0.398729,"ema9":14.545229,"ema20":14.5465,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.471545,"dist_to_hod_atr":13.819149,"atr":0.015717,"spread_atr":0.636241,"own_change_pct":0.015128,"rel_strength_pct":{"SPY":0.038713,"IWM":0.046068}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.130327},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eff842eb414a","ts":"2026-09-09T18:50:05+00:00","symbol":"STLA","event":"REJECT","bot":{"state":"REJECT","reason":"VWAP sloping down","plan":{"state":"PASS","setup":"","stop":5.2678,"target":5.49,"target_label":"premarket_high","reward_risk":3.25,"pos_in_5d_range_pct":30.6,"room_to_5d_high_atr":1.19},"price":5.3201,"vwap":5.3196,"ext_from_open_pct":-0.93,"max_ext_allowed_pct":3.0,"volume_pace":1.09,"trend":"flat","recent_slope_pct":-0.0278,"volatility":"medium"},"price":5.3201,"volume":{"bars":320,"last_bar_volume":3871.0,"baseline_avg":22844.15,"bar_rvol":0.169453,"raw_accel":-0.965922,"smooth_accel":0.889544,"accel_momentum":-3.65276,"rvol_3bar":[4.522659,6.444574,0.169453],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":447.0,"sell_vol":422.0,"unclassified_vol":0.0,"imbalance":0.028769,"bid":5.31,"ask":5.32,"spread_pct":0.188147,"quote_size_imbalance":null,"quote_age_s":0.227544},"context":{"vwap":5.319608,"price_vs_vwap_pct":0.009241,"ema9":5.321394,"ema20":5.322627,"ema_stack":false,"ema_warm":true,"hod":5.39,"dist_to_hod_pct":-1.296846,"dist_to_hod_atr":6.178632,"atr":0.011313,"spread_atr":0.883925,"own_change_pct":-0.093897,"rel_strength_pct":{"SPY":-0.070311,"IWM":-0.062956}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.004875},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"1eccd8da156d","ts":"2026-09-09T18:51:00+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.62,"target":12.905,"target_label":"prev_day_high","reward_risk":1.71,"pos_in_5d_range_pct":51.7,"room_to_5d_high_atr":1.01},"price":12.725,"vwap":12.6114,"ext_from_open_pct":0.91,"max_ext_allowed_pct":3.0,"volume_pace":2.529,"trend":"flat","recent_slope_pct":-0.0056,"volatility":"medium"},"price":12.725,"volume":{"bars":320,"last_bar_volume":21075.0,"baseline_avg":19996.3,"bar_rvol":1.053945,"raw_accel":0.12454,"smooth_accel":-0.280493,"accel_momentum":-0.182612,"rvol_3bar":[0.121531,0.96697,1.053945],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":129,"trade_rate":4.3,"buy_vol":1789.0,"sell_vol":7677.0,"unclassified_vol":0.0,"imbalance":-0.622016,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.282879},"context":{"vwap":12.61108,"price_vs_vwap_pct":0.90333,"ema9":12.734759,"ema20":12.72055,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.818394,"dist_to_hod_atr":2.889501,"atr":0.036338,"spread_atr":0.275191,"own_change_pct":-0.015702,"rel_strength_pct":{"SPY":-0.00522,"IWM":0.02899}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.65557},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"744cf03ddaa9","ts":"2026-09-09T18:51:05+00:00","symbol":"MARA","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":11.6377,"target":11.98,"target_label":"ceiling","reward_risk":0.36,"pos_in_5d_range_pct":91.8,"room_to_5d_high_atr":0.17},"price":11.8903,"vwap":11.8388,"ext_from_open_pct":-1.41,"max_ext_allowed_pct":3.0,"volume_pace":0.669,"trend":"flat","recent_slope_pct":-0.0452,"volatility":"high"},"price":11.8903,"volume":{"bars":321,"last_bar_volume":41985.0,"baseline_avg":78696.4,"bar_rvol":0.533506,"raw_accel":-0.295483,"smooth_accel":-0.658279,"accel_momentum":-0.056796,"rvol_3bar":[0.206384,0.752945,0.533506],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":68,"trade_rate":2.266667,"buy_vol":1235.0,"sell_vol":17934.0,"unclassified_vol":0.0,"imbalance":-0.871146,"bid":11.87,"ask":11.88,"spread_pct":0.084211,"quote_size_imbalance":null,"quote_age_s":0.010281},"context":{"vwap":11.838748,"price_vs_vwap_pct":0.435455,"ema9":11.905402,"ema20":11.912837,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.137449,"dist_to_hod_atr":8.733402,"atr":0.029736,"spread_atr":0.336288,"own_change_pct":-0.146034,"rel_strength_pct":{"SPY":-0.135552,"IWM":-0.101342}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.464762},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ff9f6a8d4a2e","ts":"2026-09-09T18:51:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.481,"target":5.58,"target_label":"premarket_high","reward_risk":0.56,"pos_in_5d_range_pct":70.9,"room_to_5d_high_atr":0.57},"price":5.5445,"vwap":5.5403,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.937,"trend":"flat","recent_slope_pct":-0.0108,"volatility":"medium"},"price":5.5445,"volume":{"bars":321,"last_bar_volume":38771.0,"baseline_avg":43032.1,"bar_rvol":0.900979,"raw_accel":2.603914,"smooth_accel":-0.821976,"accel_momentum":-0.073335,"rvol_3bar":[0.175204,0.177285,0.900979],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":13,"trade_rate":0.433333,"buy_vol":99.0,"sell_vol":6823.0,"unclassified_vol":0.0,"imbalance":-0.971396,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.271894},"context":{"vwap":5.540332,"price_vs_vwap_pct":0.075231,"ema9":5.556191,"ema20":5.564609,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.343416,"dist_to_hod_atr":5.258425,"atr":0.014358,"spread_atr":0.69648,"own_change_pct":-0.472062,"rel_strength_pct":{"SPY":-0.461579,"IWM":-0.42737}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.875207},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2cc65211202a","ts":"2026-09-09T18:51:40+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4765,"target":5.58,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":70.0,"room_to_5d_high_atr":0.59},"price":5.54,"vwap":5.5403,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":3.0,"volume_pace":0.936,"trend":"flat","recent_slope_pct":-0.0271,"volatility":"medium"},"price":5.54,"volume":{"bars":321,"last_bar_volume":38771.0,"baseline_avg":43032.1,"bar_rvol":0.900979,"raw_accel":2.603914,"smooth_accel":-0.821976,"accel_momentum":-0.073335,"rvol_3bar":[0.175204,0.177285,0.900979],"trend_3bar":"ACCELERATING","projected_rvol":0.804167},"flow":{"window_s":30,"trades":26,"trade_rate":0.866667,"buy_vol":8401.0,"sell_vol":14662.0,"unclassified_vol":0.0,"imbalance":-0.271474,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":1.176858},"context":{"vwap":5.540332,"price_vs_vwap_pct":-0.005992,"ema9":5.556191,"ema20":5.564609,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.423488,"dist_to_hod_atr":5.571841,"atr":0.014358,"spread_atr":0.69648,"own_change_pct":-0.472062,"rel_strength_pct":{"SPY":-0.461579,"IWM":-0.42737}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.244592},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"63629e0d3464","ts":"2026-09-09T18:51:45+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"WATCH","setup":"","stop":12.59,"target":12.74,"target_label":"premarket_high","reward_risk":0.43,"pos_in_5d_range_pct":48.3,"room_to_5d_high_atr":1.08},"price":12.695,"vwap":12.6118,"ext_from_open_pct":0.67,"max_ext_allowed_pct":3.0,"volume_pace":2.532,"trend":"flat","recent_slope_pct":-0.0771,"volatility":"medium"},"price":12.695,"volume":{"bars":321,"last_bar_volume":19266.0,"baseline_avg":20569.2,"bar_rvol":0.936643,"raw_accel":-0.085836,"smooth_accel":0.218613,"accel_momentum":0.499106,"rvol_3bar":[0.96697,1.053945,0.936643],"trend_3bar":"MIXED","projected_rvol":1.47003},"flow":{"window_s":30,"trades":237,"trade_rate":7.9,"buy_vol":4688.0,"sell_vol":16292.0,"unclassified_vol":0.0,"imbalance":-0.553098,"bid":12.69,"ask":12.7,"spread_pct":0.078771,"quote_size_imbalance":null,"quote_age_s":0.83548},"context":{"vwap":12.611438,"price_vs_vwap_pct":0.662592,"ema9":12.732807,"ema20":12.720974,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-1.052221,"dist_to_hod_atr":3.808181,"atr":0.03545,"spread_atr":0.282087,"own_change_pct":-0.156924,"rel_strength_pct":{"SPY":-0.146442,"IWM":-0.112232}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.518056},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8e35d0090526","ts":"2026-09-09T18:51:45+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4864,"target":5.58,"target_label":"premarket_high","reward_risk":0.47,"pos_in_5d_range_pct":72.0,"room_to_5d_high_atr":0.55},"price":5.5499,"vwap":5.5403,"ext_from_open_pct":-0.36,"max_ext_allowed_pct":4.0,"volume_pace":0.936,"trend":"flat","recent_slope_pct":0.0087,"volatility":"medium"},"price":5.5499,"volume":{"bars":321,"last_bar_volume":38771.0,"baseline_avg":43032.1,"bar_rvol":0.900979,"raw_accel":2.603914,"smooth_accel":-0.821976,"accel_momentum":-0.073335,"rvol_3bar":[0.175204,0.177285,0.900979],"trend_3bar":"ACCELERATING","projected_rvol":0.737372},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":2053.0,"sell_vol":15073.0,"unclassified_vol":0.0,"imbalance":-0.760248,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.233486},"context":{"vwap":5.540332,"price_vs_vwap_pct":0.172698,"ema9":5.556191,"ema20":5.564609,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.247331,"dist_to_hod_atr":4.882326,"atr":0.014358,"spread_atr":0.69648,"own_change_pct":-0.472062,"rel_strength_pct":{"SPY":-0.461579,"IWM":-0.42737}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.684967},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"712c121be22f","ts":"2026-09-09T18:51:50+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.61,"target":12.74,"target_label":"premarket_high","reward_risk":0.24,"pos_in_5d_range_pct":50.6,"room_to_5d_high_atr":1.04},"price":12.715,"vwap":12.6126,"ext_from_open_pct":0.83,"max_ext_allowed_pct":3.0,"volume_pace":2.55,"trend":"flat","recent_slope_pct":-0.0456,"volatility":"medium"},"price":12.715,"volume":{"bars":321,"last_bar_volume":19266.0,"baseline_avg":20569.2,"bar_rvol":0.936643,"raw_accel":-0.085836,"smooth_accel":0.218613,"accel_momentum":0.499106,"rvol_3bar":[0.96697,1.053945,0.936643],"trend_3bar":"MIXED","projected_rvol":4.078759},"flow":{"window_s":30,"trades":477,"trade_rate":15.9,"buy_vol":36356.0,"sell_vol":31632.0,"unclassified_vol":0.0,"imbalance":0.069483,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.889163},"context":{"vwap":12.611438,"price_vs_vwap_pct":0.821178,"ema9":12.732807,"ema20":12.720974,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.896337,"dist_to_hod_atr":3.244006,"atr":0.03545,"spread_atr":0.282087,"own_change_pct":-0.156924,"rel_strength_pct":{"SPY":-0.146442,"IWM":-0.112232}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.065081},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"52ec71a73326","ts":"2026-09-09T18:51:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6173,"target":12.905,"target_label":"prev_day_high","reward_risk":1.74,"pos_in_5d_range_pct":51.4,"room_to_5d_high_atr":1.02},"price":12.7223,"vwap":12.6126,"ext_from_open_pct":0.89,"max_ext_allowed_pct":3.0,"volume_pace":2.55,"trend":"flat","recent_slope_pct":-0.0342,"volatility":"medium"},"price":12.7223,"volume":{"bars":321,"last_bar_volume":19266.0,"baseline_avg":20569.2,"bar_rvol":0.936643,"raw_accel":-0.085836,"smooth_accel":0.218613,"accel_momentum":0.499106,"rvol_3bar":[0.96697,1.053945,0.936643],"trend_3bar":"MIXED","projected_rvol":3.708121},"flow":{"window_s":30,"trades":473,"trade_rate":15.766667,"buy_vol":36300.0,"sell_vol":31519.0,"unclassified_vol":0.0,"imbalance":0.070496,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.56903},"context":{"vwap":12.611438,"price_vs_vwap_pct":0.879062,"ema9":12.732807,"ema20":12.720974,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.839439,"dist_to_hod_atr":3.038082,"atr":0.03545,"spread_atr":0.282087,"own_change_pct":-0.156924,"rel_strength_pct":{"SPY":-0.146442,"IWM":-0.112232}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":1,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.06603},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"50967670d08f","ts":"2026-09-09T18:52:00+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4765,"target":5.58,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":70.0,"room_to_5d_high_atr":0.59},"price":5.54,"vwap":5.5403,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":3.0,"volume_pace":0.936,"trend":"flat","recent_slope_pct":-0.0271,"volatility":"medium"},"price":5.54,"volume":{"bars":321,"last_bar_volume":38771.0,"baseline_avg":43032.1,"bar_rvol":0.900979,"raw_accel":2.603914,"smooth_accel":-0.821976,"accel_momentum":-0.073335,"rvol_3bar":[0.175204,0.177285,0.900979],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":321.0,"sell_vol":7377.0,"unclassified_vol":0.0,"imbalance":-0.916602,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.48626},"context":{"vwap":5.540332,"price_vs_vwap_pct":-0.005992,"ema9":5.556191,"ema20":5.564609,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.423488,"dist_to_hod_atr":5.571841,"atr":0.014358,"spread_atr":0.69648,"own_change_pct":-0.472062,"rel_strength_pct":{"SPY":-0.477304,"IWM":-0.422212}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.825839},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b3d8c45e1d73","ts":"2026-09-09T18:52:05+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4808,"target":5.58,"target_label":"premarket_high","reward_risk":0.56,"pos_in_5d_range_pct":70.9,"room_to_5d_high_atr":0.57},"price":5.5443,"vwap":5.5403,"ext_from_open_pct":-0.46,"max_ext_allowed_pct":3.0,"volume_pace":0.936,"trend":"flat","recent_slope_pct":0.004,"volatility":"medium"},"price":5.5443,"volume":{"bars":322,"last_bar_volume":30625.0,"baseline_avg":44858.55,"bar_rvol":0.682702,"raw_accel":-0.210105,"smooth_accel":-0.744727,"accel_momentum":0.077249,"rvol_3bar":[0.177285,0.900979,0.682702],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":409.0,"sell_vol":7353.0,"unclassified_vol":0.0,"imbalance":-0.894615,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.991191},"context":{"vwap":5.540345,"price_vs_vwap_pct":0.071394,"ema9":5.552953,"ema20":5.562265,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.346975,"dist_to_hod_atr":5.055023,"atr":0.014975,"spread_atr":0.667771,"own_change_pct":-0.533242,"rel_strength_pct":{"SPY":-0.538484,"IWM":-0.483392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.610755},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b22bef32ed88","ts":"2026-09-09T18:52:25+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4767,"target":5.58,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":70.0,"room_to_5d_high_atr":0.59},"price":5.5402,"vwap":5.5403,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":3.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":-0.0108,"volatility":"medium"},"price":5.5402,"volume":{"bars":322,"last_bar_volume":30625.0,"baseline_avg":44858.55,"bar_rvol":0.682702,"raw_accel":-0.210105,"smooth_accel":-0.744727,"accel_momentum":0.077249,"rvol_3bar":[0.177285,0.900979,0.682702],"trend_3bar":"MIXED","projected_rvol":0.095982},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":224.0,"sell_vol":7035.0,"unclassified_vol":0.0,"imbalance":-0.938284,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":4.814657},"context":{"vwap":5.540345,"price_vs_vwap_pct":-0.002608,"ema9":5.552953,"ema20":5.562265,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.419929,"dist_to_hod_atr":5.328809,"atr":0.014975,"spread_atr":0.667771,"own_change_pct":-0.533242,"rel_strength_pct":{"SPY":-0.538484,"IWM":-0.483392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.640568},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"97aeff0eb135","ts":"2026-09-09T18:52:30+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4779,"target":5.58,"target_label":"premarket_high","reward_risk":0.61,"pos_in_5d_range_pct":70.3,"room_to_5d_high_atr":0.59},"price":5.5414,"vwap":5.5403,"ext_from_open_pct":-0.51,"max_ext_allowed_pct":3.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":-0.0065,"volatility":"medium"},"price":5.5414,"volume":{"bars":322,"last_bar_volume":30625.0,"baseline_avg":44858.55,"bar_rvol":0.682702,"raw_accel":-0.210105,"smooth_accel":-0.744727,"accel_momentum":0.077249,"rvol_3bar":[0.177285,0.900979,0.682702],"trend_3bar":"MIXED","projected_rvol":0.312805},"flow":{"window_s":30,"trades":20,"trade_rate":0.666667,"buy_vol":248.0,"sell_vol":6768.0,"unclassified_vol":0.0,"imbalance":-0.929304,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.55971},"context":{"vwap":5.540345,"price_vs_vwap_pct":0.019051,"ema9":5.552953,"ema20":5.562265,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.398577,"dist_to_hod_atr":5.248677,"atr":0.014975,"spread_atr":0.667771,"own_change_pct":-0.533242,"rel_strength_pct":{"SPY":-0.538484,"IWM":-0.483392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.634438},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"38d6b1444a7d","ts":"2026-09-09T18:52:35+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4765,"target":5.58,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":70.0,"room_to_5d_high_atr":0.59},"price":5.54,"vwap":5.5403,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":3.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":-0.0115,"volatility":"medium"},"price":5.54,"volume":{"bars":322,"last_bar_volume":30625.0,"baseline_avg":44858.55,"bar_rvol":0.682702,"raw_accel":-0.210105,"smooth_accel":-0.744727,"accel_momentum":0.077249,"rvol_3bar":[0.177285,0.900979,0.682702],"trend_3bar":"MIXED","projected_rvol":0.486482},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":641.0,"sell_vol":11982.0,"unclassified_vol":0.0,"imbalance":-0.898439,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.02078},"context":{"vwap":5.540345,"price_vs_vwap_pct":-0.006218,"ema9":5.552953,"ema20":5.562265,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.423488,"dist_to_hod_atr":5.342165,"atr":0.014975,"spread_atr":0.667771,"own_change_pct":-0.533242,"rel_strength_pct":{"SPY":-0.538484,"IWM":-0.483392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.613366},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"01ebce5ab1af","ts":"2026-09-09T18:52:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.605,"target":12.74,"target_label":"premarket_high","reward_risk":0.29,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.71,"vwap":12.6139,"ext_from_open_pct":0.79,"max_ext_allowed_pct":3.0,"volume_pace":2.578,"trend":"flat","recent_slope_pct":-0.0595,"volatility":"medium"},"price":12.71,"volume":{"bars":322,"last_bar_volume":81064.0,"baseline_avg":20999.25,"bar_rvol":3.860328,"raw_accel":3.20762,"smooth_accel":1.44936,"accel_momentum":1.230748,"rvol_3bar":[1.053945,0.936643,3.860328],"trend_3bar":"MIXED","projected_rvol":5.367192},"flow":{"window_s":30,"trades":331,"trade_rate":11.033333,"buy_vol":29462.0,"sell_vol":17485.0,"unclassified_vol":0.0,"imbalance":0.255117,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":1.399228},"context":{"vwap":12.612783,"price_vs_vwap_pct":0.770783,"ema9":12.730306,"ema20":12.72091,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.935308,"dist_to_hod_atr":3.31263,"atr":0.036225,"spread_atr":0.276052,"own_change_pct":-0.059711,"rel_strength_pct":{"SPY":-0.064953,"IWM":-0.009861}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.984837},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"12edf43bf1f6","ts":"2026-09-09T18:52:40+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4779,"target":5.58,"target_label":"premarket_high","reward_risk":0.61,"pos_in_5d_range_pct":70.3,"room_to_5d_high_atr":0.59},"price":5.5414,"vwap":5.5403,"ext_from_open_pct":-0.51,"max_ext_allowed_pct":3.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":-0.0065,"volatility":"medium"},"price":5.5414,"volume":{"bars":322,"last_bar_volume":30625.0,"baseline_avg":44858.55,"bar_rvol":0.682702,"raw_accel":-0.210105,"smooth_accel":-0.744727,"accel_momentum":0.077249,"rvol_3bar":[0.177285,0.900979,0.682702],"trend_3bar":"MIXED","projected_rvol":0.438913},"flow":{"window_s":30,"trades":34,"trade_rate":1.133333,"buy_vol":624.0,"sell_vol":12378.0,"unclassified_vol":0.0,"imbalance":-0.904015,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":4.906293},"context":{"vwap":5.540345,"price_vs_vwap_pct":0.019051,"ema9":5.552953,"ema20":5.562265,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.398577,"dist_to_hod_atr":5.248677,"atr":0.014975,"spread_atr":0.667771,"own_change_pct":-0.533242,"rel_strength_pct":{"SPY":-0.538484,"IWM":-0.483392}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.617172},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"741f7e22d634","ts":"2026-09-09T18:52:45+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6187,"target":12.905,"target_label":"prev_day_high","reward_risk":1.73,"pos_in_5d_range_pct":51.6,"room_to_5d_high_atr":1.01},"price":12.7237,"vwap":12.614,"ext_from_open_pct":0.9,"max_ext_allowed_pct":3.0,"volume_pace":2.578,"trend":"flat","recent_slope_pct":-0.0379,"volatility":"medium"},"price":12.7237,"volume":{"bars":322,"last_bar_volume":81064.0,"baseline_avg":20999.25,"bar_rvol":3.860328,"raw_accel":3.20762,"smooth_accel":1.44936,"accel_momentum":1.230748,"rvol_3bar":[1.053945,0.936643,3.860328],"trend_3bar":"MIXED","projected_rvol":4.867348},"flow":{"window_s":30,"trades":351,"trade_rate":11.7,"buy_vol":30982.0,"sell_vol":17464.0,"unclassified_vol":0.0,"imbalance":0.279032,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":0.507476},"context":{"vwap":12.612783,"price_vs_vwap_pct":0.879403,"ema9":12.730306,"ema20":12.72091,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.828527,"dist_to_hod_atr":2.934438,"atr":0.036225,"spread_atr":0.276052,"own_change_pct":-0.059711,"rel_strength_pct":{"SPY":-0.064953,"IWM":-0.009861}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":1.077156},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3bc5686cddd3","ts":"2026-09-09T18:52:50+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"WATCH","setup":"","stop":12.605,"target":12.74,"target_label":"premarket_high","reward_risk":0.29,"pos_in_5d_range_pct":50.0,"room_to_5d_high_atr":1.05},"price":12.71,"vwap":12.614,"ext_from_open_pct":0.79,"max_ext_allowed_pct":4.0,"volume_pace":2.577,"trend":"flat","recent_slope_pct":-0.0595,"volatility":"medium"},"price":12.71,"volume":{"bars":322,"last_bar_volume":81064.0,"baseline_avg":20999.25,"bar_rvol":3.860328,"raw_accel":3.20762,"smooth_accel":1.44936,"accel_momentum":1.230748,"rvol_3bar":[1.053945,0.936643,3.860328],"trend_3bar":"MIXED","projected_rvol":4.414901},"flow":{"window_s":30,"trades":358,"trade_rate":11.933333,"buy_vol":31028.0,"sell_vol":17981.0,"unclassified_vol":0.0,"imbalance":0.266216,"bid":12.71,"ask":12.72,"spread_pct":0.078647,"quote_size_imbalance":null,"quote_age_s":2.483454},"context":{"vwap":12.612783,"price_vs_vwap_pct":0.770783,"ema9":12.730306,"ema20":12.72091,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.935308,"dist_to_hod_atr":3.31263,"atr":0.036225,"spread_atr":0.276052,"own_change_pct":-0.059711,"rel_strength_pct":{"SPY":-0.064953,"IWM":-0.009861}},"vas":{"raw":8,"score":9.4,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":1.027683},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e43d5ea3ddc7","ts":"2026-09-09T18:52:55+00:00","symbol":"LFST","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":12.6151,"target":12.905,"target_label":"prev_day_high","reward_risk":1.76,"pos_in_5d_range_pct":51.1,"room_to_5d_high_atr":1.02},"price":12.7201,"vwap":12.6142,"ext_from_open_pct":0.87,"max_ext_allowed_pct":4.0,"volume_pace":2.581,"trend":"flat","recent_slope_pct":-0.0436,"volatility":"medium"},"price":12.7201,"volume":{"bars":322,"last_bar_volume":81064.0,"baseline_avg":20999.25,"bar_rvol":3.860328,"raw_accel":3.20762,"smooth_accel":1.44936,"accel_momentum":1.230748,"rvol_3bar":[1.053945,0.936643,3.860328],"trend_3bar":"MIXED","projected_rvol":4.630971},"flow":{"window_s":30,"trades":433,"trade_rate":14.433333,"buy_vol":41127.0,"sell_vol":19129.0,"unclassified_vol":0.0,"imbalance":0.365076,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.046016},"context":{"vwap":12.612783,"price_vs_vwap_pct":0.85086,"ema9":12.730306,"ema20":12.72091,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.856586,"dist_to_hod_atr":3.033817,"atr":0.036225,"spread_atr":0.276052,"own_change_pct":-0.059711,"rel_strength_pct":{"SPY":-0.064953,"IWM":-0.009861}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.409312},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3b3f404db78c","ts":"2026-09-09T18:53:05+00:00","symbol":"MARA","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":11.6374,"target":11.98,"target_label":"ceiling","reward_risk":0.36,"pos_in_5d_range_pct":91.8,"room_to_5d_high_atr":0.17},"price":11.89,"vwap":11.839,"ext_from_open_pct":-1.41,"max_ext_allowed_pct":3.0,"volume_pace":0.668,"trend":"flat","recent_slope_pct":-0.0022,"volatility":"high"},"price":11.89,"volume":{"bars":323,"last_bar_volume":93422.0,"baseline_avg":69590.3,"bar_rvol":1.342457,"raw_accel":1.254229,"smooth_accel":0.085016,"accel_momentum":0.382754,"rvol_3bar":[0.533506,0.541226,1.342457],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":9613.0,"sell_vol":3336.0,"unclassified_vol":0.0,"imbalance":0.484748,"bid":11.89,"ask":11.9,"spread_pct":0.084069,"quote_size_imbalance":null,"quote_age_s":0.474082},"context":{"vwap":11.838943,"price_vs_vwap_pct":0.431259,"ema9":11.894858,"ema20":11.906064,"ema_stack":false,"ema_warm":true,"hod":12.15,"dist_to_hod_pct":-2.139918,"dist_to_hod_atr":8.088821,"atr":0.032143,"spread_atr":0.311108,"own_change_pct":-0.209908,"rel_strength_pct":{"SPY":-0.225646,"IWM":-0.175524}},"vas":{"raw":3,"score":6.2,"components":{"rvol":0,"accel":0,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.650753},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"c9a94d6b5d40","ts":"2026-09-09T18:53:05+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":12.6151,"target":12.905,"target_label":"prev_day_high","reward_risk":1.76,"pos_in_5d_range_pct":51.1,"room_to_5d_high_atr":1.02},"price":12.7201,"vwap":12.6142,"ext_from_open_pct":0.87,"max_ext_allowed_pct":4.0,"volume_pace":2.58,"trend":"flat","recent_slope_pct":-0.0234,"volatility":"medium"},"price":12.7201,"volume":{"bars":323,"last_bar_volume":89822.0,"baseline_avg":24435.4,"bar_rvol":3.675896,"raw_accel":0.108038,"smooth_accel":3.507146,"accel_momentum":2.057786,"rvol_3bar":[0.936643,3.860328,3.675896],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":370,"trade_rate":12.333333,"buy_vol":36884.0,"sell_vol":12951.0,"unclassified_vol":0.0,"imbalance":0.480245,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":0.803408},"context":{"vwap":12.614227,"price_vs_vwap_pct":0.839312,"ema9":12.729245,"ema20":12.721299,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.856586,"dist_to_hod_atr":3.071518,"atr":0.03578,"spread_atr":0.279483,"own_change_pct":-0.088723,"rel_strength_pct":{"SPY":-0.104461,"IWM":-0.054339}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.76533},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2d76dcfeaf4c","ts":"2026-09-09T18:53:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4765,"target":5.58,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":70.0,"room_to_5d_high_atr":0.59},"price":5.54,"vwap":5.5404,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":3.0,"volume_pace":0.937,"trend":"flat","recent_slope_pct":-0.0231,"volatility":"medium"},"price":5.54,"volume":{"bars":323,"last_bar_volume":79813.0,"baseline_avg":44410.65,"bar_rvol":1.797159,"raw_accel":1.606139,"smooth_accel":1.059476,"accel_momentum":1.804202,"rvol_3bar":[0.900979,0.682702,1.797159],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":81,"trade_rate":2.7,"buy_vol":3557.0,"sell_vol":64442.0,"unclassified_vol":0.0,"imbalance":-0.895381,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":3.787319},"context":{"vwap":5.540382,"price_vs_vwap_pct":-0.006896,"ema9":5.551362,"ema20":5.560621,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.423488,"dist_to_hod_atr":5.183322,"atr":0.015434,"spread_atr":0.647915,"own_change_pct":-0.09009,"rel_strength_pct":{"SPY":-0.105829,"IWM":-0.055706}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.609142},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"47b4902cbc30","ts":"2026-09-09T18:53:20+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4815,"target":5.58,"target_label":"premarket_high","reward_risk":0.55,"pos_in_5d_range_pct":71.0,"room_to_5d_high_atr":0.57},"price":5.545,"vwap":5.5404,"ext_from_open_pct":-0.45,"max_ext_allowed_pct":3.0,"volume_pace":0.937,"trend":"flat","recent_slope_pct":-0.0051,"volatility":"medium"},"price":5.545,"volume":{"bars":323,"last_bar_volume":79813.0,"baseline_avg":44410.65,"bar_rvol":1.797159,"raw_accel":1.606139,"smooth_accel":1.059476,"accel_momentum":1.804202,"rvol_3bar":[0.900979,0.682702,1.797159],"trend_3bar":"MIXED","projected_rvol":0.535615},"flow":{"window_s":30,"trades":47,"trade_rate":1.566667,"buy_vol":77.0,"sell_vol":11260.0,"unclassified_vol":0.0,"imbalance":-0.986416,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.508564},"context":{"vwap":5.540382,"price_vs_vwap_pct":0.08335,"ema9":5.551362,"ema20":5.560621,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.33452,"dist_to_hod_atr":4.859365,"atr":0.015434,"spread_atr":0.647915,"own_change_pct":-0.09009,"rel_strength_pct":{"SPY":-0.105829,"IWM":-0.055706}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.772747},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"6aedf3019a15","ts":"2026-09-09T18:53:30+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4765,"target":5.58,"target_label":"premarket_high","reward_risk":0.63,"pos_in_5d_range_pct":70.0,"room_to_5d_high_atr":0.59},"price":5.54,"vwap":5.5404,"ext_from_open_pct":-0.54,"max_ext_allowed_pct":3.0,"volume_pace":0.938,"trend":"flat","recent_slope_pct":-0.0231,"volatility":"medium"},"price":5.54,"volume":{"bars":323,"last_bar_volume":79813.0,"baseline_avg":44410.65,"bar_rvol":1.797159,"raw_accel":1.606139,"smooth_accel":1.059476,"accel_momentum":1.804202,"rvol_3bar":[0.900979,0.682702,1.797159],"trend_3bar":"MIXED","projected_rvol":1.876397},"flow":{"window_s":30,"trades":81,"trade_rate":2.7,"buy_vol":161.0,"sell_vol":41505.0,"unclassified_vol":0.0,"imbalance":-0.992272,"bid":5.54,"ask":5.55,"spread_pct":0.180343,"quote_size_imbalance":null,"quote_age_s":0.479082},"context":{"vwap":5.540382,"price_vs_vwap_pct":-0.006896,"ema9":5.551362,"ema20":5.560621,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.423488,"dist_to_hod_atr":5.183322,"atr":0.015434,"spread_atr":0.647915,"own_change_pct":-0.09009,"rel_strength_pct":{"SPY":-0.105829,"IWM":-0.055706}},"vas":{"raw":3,"score":6.2,"components":{"rvol":1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.78327},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f2846cd13c50","ts":"2026-09-09T18:53:40+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 35.0s, plan says WATCH; stop 12.61, target 12.74 (premarket_high), R:R 0.21; R:R 0.21 < 2.0 at 12.72; pullback: buy 12.70-12.71 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":12.6133,"target":12.74,"target_label":"premarket_high","reward_risk":0.21,"pos_in_5d_range_pct":50.9,"room_to_5d_high_atr":1.03},"price":12.7183,"vwap":12.6144,"ext_from_open_pct":0.86,"max_ext_allowed_pct":3.0,"volume_pace":2.58,"trend":"flat","recent_slope_pct":-0.0262,"volatility":"medium"},"price":12.7183,"volume":{"bars":323,"last_bar_volume":89822.0,"baseline_avg":24435.4,"bar_rvol":3.675896,"raw_accel":0.108038,"smooth_accel":3.507146,"accel_momentum":2.057786,"rvol_3bar":[0.936643,3.860328,3.675896],"trend_3bar":"MIXED","projected_rvol":0.690044},"flow":{"window_s":30,"trades":97,"trade_rate":3.233333,"buy_vol":2619.0,"sell_vol":5050.0,"unclassified_vol":0.0,"imbalance":-0.31699,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":1.378545},"context":{"vwap":12.614227,"price_vs_vwap_pct":0.825043,"ema9":12.729245,"ema20":12.721299,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.870616,"dist_to_hod_atr":3.121825,"atr":0.03578,"spread_atr":0.279483,"own_change_pct":-0.088723,"rel_strength_pct":{"SPY":-0.104461,"IWM":-0.054339}},"vas":{"raw":5,"score":7.5,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.165224},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dd917ca34b1d","ts":"2026-09-09T18:53:50+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3321,"target":8.53,"target_label":"ceiling","reward_risk":0.36,"pos_in_5d_range_pct":107.9,"room_to_5d_high_atr":-0.29},"price":8.4774,"vwap":8.3561,"ext_from_open_pct":3.01,"max_ext_allowed_pct":3.0,"volume_pace":0.627,"trend":"flat","recent_slope_pct":-0.005,"volatility":"high"},"price":8.4774,"volume":{"bars":323,"last_bar_volume":4215.0,"baseline_avg":5604.25,"bar_rvol":0.752108,"raw_accel":2.008431,"smooth_accel":-0.878958,"accel_momentum":0.021633,"rvol_3bar":[0.06991,0.229416,0.752108],"trend_3bar":"ACCELERATING","projected_rvol":0.805746},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":2259.0,"sell_vol":101.0,"unclassified_vol":0.0,"imbalance":0.914407,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":3.594033},"context":{"vwap":8.355825,"price_vs_vwap_pct":1.454974,"ema9":8.476343,"ema20":8.473883,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.336374,"dist_to_hod_atr":9.929742,"atr":0.029467,"spread_atr":0.678725,"own_change_pct":0.35503,"rel_strength_pct":{"SPY":0.339291,"IWM":0.389413}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.687732},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"82ce65e24f39","ts":"2026-09-09T18:53:55+00:00","symbol":"LFST","event":"WAIT","bot":{"state":"WAIT","reason":"held 50.0s, plan says PASS; stop 12.62, target 12.90 (prev_day_high), R:R 1.71; target 0.18 away > ~0.09 reachable in 61 min","plan":{"state":"PASS","setup":"","stop":12.62,"target":12.905,"target_label":"prev_day_high","reward_risk":1.71,"pos_in_5d_range_pct":51.7,"room_to_5d_high_atr":1.01},"price":12.725,"vwap":12.6144,"ext_from_open_pct":0.91,"max_ext_allowed_pct":3.0,"volume_pace":2.578,"trend":"flat","recent_slope_pct":-0.0157,"volatility":"medium"},"price":12.725,"volume":{"bars":323,"last_bar_volume":89822.0,"baseline_avg":24435.4,"bar_rvol":3.675896,"raw_accel":0.108038,"smooth_accel":3.507146,"accel_momentum":2.057786,"rvol_3bar":[0.936643,3.860328,3.675896],"trend_3bar":"MIXED","projected_rvol":0.531226},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":2744.0,"sell_vol":2782.0,"unclassified_vol":0.0,"imbalance":-0.006877,"bid":12.72,"ask":12.73,"spread_pct":0.078585,"quote_size_imbalance":null,"quote_age_s":3.645887},"context":{"vwap":12.614227,"price_vs_vwap_pct":0.878157,"ema9":12.729245,"ema20":12.721299,"ema_stack":false,"ema_warm":true,"hod":12.83,"dist_to_hod_pct":-0.818394,"dist_to_hod_atr":2.934571,"atr":0.03578,"spread_atr":0.279483,"own_change_pct":-0.088723,"rel_strength_pct":{"SPY":-0.104461,"IWM":-0.054339}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.025278},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fbf610745f95","ts":"2026-09-09T18:54:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.9% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":13.4397,"target":13.88,"target_label":"ceiling","reward_risk":1.14,"pos_in_5d_range_pct":168.3,"room_to_5d_high_atr":-1.11},"price":13.6458,"vwap":13.1022,"ext_from_open_pct":10.85,"max_ext_allowed_pct":4.0,"volume_pace":0.945,"trend":"flat","recent_slope_pct":0.1114,"volatility":"high"},"price":13.6458,"volume":{"bars":324,"last_bar_volume":1108.0,"baseline_avg":2571.85,"bar_rvol":0.430818,"raw_accel":-0.764105,"smooth_accel":1.495719,"accel_momentum":1.156336,"rvol_3bar":[0.009913,1.928676,0.430818],"trend_3bar":"MIXED","projected_rvol":0.006221},"flow":{"window_s":30,"trades":9,"trade_rate":0.3,"buy_vol":220.0,"sell_vol":101.0,"unclassified_vol":0.0,"imbalance":0.370717,"bid":13.62,"ask":13.65,"spread_pct":0.220022,"quote_size_imbalance":null,"quote_age_s":9.416906},"context":{"vwap":13.102159,"price_vs_vwap_pct":4.149248,"ema9":13.594091,"ema20":13.585797,"ema_stack":true,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.68732,"dist_to_hod_atr":5.582518,"atr":0.041952,"spread_atr":0.715096,"own_change_pct":0.368053,"rel_strength_pct":{"SPY":0.332669,"IWM":0.357735}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.159711},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"38206e21acc8","ts":"2026-09-09T18:54:15+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3447,"target":8.8,"target_label":"premarket_high","reward_risk":2.13,"pos_in_5d_range_pct":108.5,"room_to_5d_high_atr":-0.31},"price":8.49,"vwap":8.3561,"ext_from_open_pct":3.16,"max_ext_allowed_pct":4.0,"volume_pace":0.627,"trend":"flat","recent_slope_pct":0.0358,"volatility":"high"},"price":8.49,"volume":{"bars":324,"last_bar_volume":3779.0,"baseline_avg":5719.35,"bar_rvol":0.660739,"raw_accel":-0.10344,"smooth_accel":-0.714852,"accel_momentum":0.164106,"rvol_3bar":[0.229416,0.752108,0.660739],"trend_3bar":"MIXED","projected_rvol":0.009092},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":22.0,"sell_vol":71.0,"unclassified_vol":0.0,"imbalance":-0.526882,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":14.989996},"context":{"vwap":8.356119,"price_vs_vwap_pct":1.602188,"ema9":8.477155,"ema20":8.474504,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.192702,"dist_to_hod_atr":9.606162,"atr":0.029148,"spread_atr":0.686154,"own_change_pct":0.300414,"rel_strength_pct":{"SPY":0.26503,"IWM":0.290096}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.348132},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fd57fd547e57","ts":"2026-09-09T18:54:20+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.8% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"PASS","setup":"","stop":13.4289,"target":13.88,"target_label":"ceiling","reward_risk":1.19,"pos_in_5d_range_pct":167.5,"room_to_5d_high_atr":-1.1},"price":13.635,"vwap":13.1022,"ext_from_open_pct":10.76,"max_ext_allowed_pct":4.0,"volume_pace":0.945,"trend":"flat","recent_slope_pct":0.0955,"volatility":"high"},"price":13.635,"volume":{"bars":324,"last_bar_volume":1108.0,"baseline_avg":2571.85,"bar_rvol":0.430818,"raw_accel":-0.764105,"smooth_accel":1.495719,"accel_momentum":1.156336,"rvol_3bar":[0.009913,1.928676,0.430818],"trend_3bar":"MIXED","projected_rvol":0.005832},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":220.0,"sell_vol":102.0,"unclassified_vol":0.0,"imbalance":0.36646,"bid":13.62,"ask":13.65,"spread_pct":0.220022,"quote_size_imbalance":null,"quote_age_s":14.416906},"context":{"vwap":13.102159,"price_vs_vwap_pct":4.066819,"ema9":13.594091,"ema20":13.585797,"ema_stack":true,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.76513,"dist_to_hod_atr":5.839952,"atr":0.041952,"spread_atr":0.715096,"own_change_pct":0.368053,"rel_strength_pct":{"SPY":0.332669,"IWM":0.357735}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.157878},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f3689aafb73c","ts":"2026-09-09T18:54:25+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.9% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":13.4439,"target":13.88,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":168.7,"room_to_5d_high_atr":-1.12},"price":13.65,"vwap":13.1022,"ext_from_open_pct":10.89,"max_ext_allowed_pct":4.0,"volume_pace":0.945,"trend":"flat","recent_slope_pct":0.1175,"volatility":"high"},"price":13.65,"volume":{"bars":324,"last_bar_volume":1108.0,"baseline_avg":2571.85,"bar_rvol":0.430818,"raw_accel":-0.764105,"smooth_accel":1.495719,"accel_momentum":1.156336,"rvol_3bar":[0.009913,1.928676,0.430818],"trend_3bar":"MIXED","projected_rvol":0.191302},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":404.0,"sell_vol":102.0,"unclassified_vol":0.0,"imbalance":0.596838,"bid":13.62,"ask":13.65,"spread_pct":0.220022,"quote_size_imbalance":null,"quote_age_s":4.898831},"context":{"vwap":13.102159,"price_vs_vwap_pct":4.181304,"ema9":13.594091,"ema20":13.585797,"ema_stack":true,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.657061,"dist_to_hod_atr":5.482404,"atr":0.041952,"spread_atr":0.715096,"own_change_pct":0.368053,"rel_strength_pct":{"SPY":0.332669,"IWM":0.357735}},"vas":{"raw":4,"score":6.9,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.257129},"shadow":{"decision":"FAIL","failed":["bar_rvol"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0652ab0bdbb4","ts":"2026-09-09T18:54:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3562,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.626,"trend":"flat","recent_slope_pct":0.0123,"volatility":"high"},"price":8.48,"volume":{"bars":324,"last_bar_volume":3779.0,"baseline_avg":5719.35,"bar_rvol":0.660739,"raw_accel":-0.10344,"smooth_accel":-0.714852,"accel_momentum":0.164106,"rvol_3bar":[0.229416,0.752108,0.660739],"trend_3bar":"MIXED","projected_rvol":0.343308},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":577.0,"sell_vol":725.0,"unclassified_vol":0.0,"imbalance":-0.113671,"bid":8.46,"ask":8.48,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":1.320621},"context":{"vwap":8.356119,"price_vs_vwap_pct":1.482515,"ema9":8.477155,"ema20":8.474504,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":9.94924,"atr":0.029148,"spread_atr":0.686154,"own_change_pct":0.300414,"rel_strength_pct":{"SPY":0.26503,"IWM":0.290096}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.075107},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"80bfffb26f39","ts":"2026-09-09T18:54:45+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3247,"target":8.53,"target_label":"ceiling","reward_risk":0.41,"pos_in_5d_range_pct":107.6,"room_to_5d_high_atr":-0.28},"price":8.47,"vwap":8.3562,"ext_from_open_pct":2.92,"max_ext_allowed_pct":3.0,"volume_pace":0.626,"trend":"flat","recent_slope_pct":-0.0113,"volatility":"high"},"price":8.47,"volume":{"bars":324,"last_bar_volume":3779.0,"baseline_avg":5719.35,"bar_rvol":0.660739,"raw_accel":-0.10344,"smooth_accel":-0.714852,"accel_momentum":0.164106,"rvol_3bar":[0.229416,0.752108,0.660739],"trend_3bar":"MIXED","projected_rvol":0.361813},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":571.0,"sell_vol":968.0,"unclassified_vol":0.0,"imbalance":-0.25796,"bid":8.46,"ask":8.48,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":6.320621},"context":{"vwap":8.356119,"price_vs_vwap_pct":1.362842,"ema9":8.477155,"ema20":8.474504,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.420753,"dist_to_hod_atr":10.292317,"atr":0.029148,"spread_atr":0.686154,"own_change_pct":0.300414,"rel_strength_pct":{"SPY":0.26503,"IWM":0.290096}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":1,"imbalance":-1},"missing":[],"volume_pressure":-0.170444},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"52f159173a08","ts":"2026-09-09T18:55:15+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3564,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.626,"trend":"flat","recent_slope_pct":0.0118,"volatility":"high"},"price":8.48,"volume":{"bars":325,"last_bar_volume":2059.0,"baseline_avg":5788.15,"bar_rvol":0.355727,"raw_accel":-0.455147,"smooth_accel":1.121781,"accel_momentum":1.836634,"rvol_3bar":[0.752108,0.660739,0.355727],"trend_3bar":"DECELERATING","projected_rvol":1.426362},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":1480.0,"sell_vol":1091.0,"unclassified_vol":0.0,"imbalance":0.151303,"bid":8.48,"ask":8.49,"spread_pct":0.117855,"quote_size_imbalance":null,"quote_age_s":0.041651},"context":{"vwap":8.356269,"price_vs_vwap_pct":1.480701,"ema9":8.475724,"ema20":8.474075,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":10.177392,"atr":0.028495,"spread_atr":0.350945,"own_change_pct":-0.112035,"rel_strength_pct":{"SPY":-0.14611,"IWM":-0.089097}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":1},"missing":[],"volume_pressure":0.053823},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"756a825d9a6b","ts":"2026-09-09T18:56:00+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4842,"target":5.58,"target_label":"premarket_high","reward_risk":0.51,"pos_in_5d_range_pct":71.5,"room_to_5d_high_atr":0.56},"price":5.5477,"vwap":5.5404,"ext_from_open_pct":-0.4,"max_ext_allowed_pct":4.0,"volume_pace":0.95,"trend":"flat","recent_slope_pct":0.0097,"volatility":"medium"},"price":5.5477,"volume":{"bars":325,"last_bar_volume":52484.0,"baseline_avg":62056.4,"bar_rvol":0.845747,"raw_accel":-0.819263,"smooth_accel":4.489701,"accel_momentum":-1.735253,"rvol_3bar":[1.797159,6.001221,0.845747],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":35856.0,"sell_vol":7350.0,"unclassified_vol":0.0,"imbalance":0.659769,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":2.078965},"context":{"vwap":5.540396,"price_vs_vwap_pct":0.13184,"ema9":5.545904,"ema20":5.556206,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.286477,"dist_to_hod_atr":4.38051,"atr":0.016505,"spread_atr":0.60588,"own_change_pct":-0.205539,"rel_strength_pct":{"SPY":-0.23699,"IWM":-0.215857}},"vas":{"raw":3,"score":6.2,"components":{"rvol":-1,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.557998},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"f5114edc6ef9","ts":"2026-09-09T18:56:05+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4761,"target":5.58,"target_label":"premarket_high","reward_risk":0.64,"pos_in_5d_range_pct":69.9,"room_to_5d_high_atr":0.59},"price":5.5396,"vwap":5.5404,"ext_from_open_pct":-0.55,"max_ext_allowed_pct":4.0,"volume_pace":0.951,"trend":"flat","recent_slope_pct":-0.0014,"volatility":"medium"},"price":5.5396,"volume":{"bars":326,"last_bar_volume":69856.0,"baseline_avg":64095.15,"bar_rvol":1.08988,"raw_accel":0.330996,"smooth_accel":1.766107,"accel_momentum":-2.723594,"rvol_3bar":[6.001221,0.845747,1.08988],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":54888.0,"sell_vol":7447.0,"unclassified_vol":0.0,"imbalance":0.761065,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":1.979026},"context":{"vwap":5.540402,"price_vs_vwap_pct":-0.014481,"ema9":5.546263,"ema20":5.555396,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.430605,"dist_to_hod_atr":4.823365,"atr":0.016669,"spread_atr":0.599921,"own_change_pct":0.048693,"rel_strength_pct":{"SPY":0.017241,"IWM":0.038374}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.829469},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f23f71be5301","ts":"2026-09-09T18:56:15+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.338,"target":8.8,"target_label":"premarket_high","reward_risk":2.18,"pos_in_5d_range_pct":108.2,"room_to_5d_high_atr":-0.3},"price":8.4833,"vwap":8.3565,"ext_from_open_pct":3.08,"max_ext_allowed_pct":4.0,"volume_pace":0.625,"trend":"flat","recent_slope_pct":0.0073,"volatility":"high"},"price":8.4833,"volume":{"bars":326,"last_bar_volume":2088.0,"baseline_avg":5847.6,"bar_rvol":0.35707,"raw_accel":0.014085,"smooth_accel":0.343845,"accel_momentum":-0.777936,"rvol_3bar":[0.660739,0.355727,0.35707],"trend_3bar":"MIXED","projected_rvol":0.684041},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":500.0,"sell_vol":500.0,"unclassified_vol":0.0,"imbalance":0.0,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":0.150304},"context":{"vwap":8.356422,"price_vs_vwap_pct":1.518332,"ema9":8.476579,"ema20":8.474639,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.269099,"dist_to_hod_atr":10.413853,"atr":0.027531,"spread_atr":0.726463,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.031451,"IWM":-0.010318}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":0.0},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d395c0cbee3a","ts":"2026-09-09T18:56:30+00:00","symbol":"BTG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":5.4829,"target":5.58,"target_label":"premarket_high","reward_risk":0.53,"pos_in_5d_range_pct":71.3,"room_to_5d_high_atr":0.57},"price":5.5464,"vwap":5.5404,"ext_from_open_pct":-0.42,"max_ext_allowed_pct":4.0,"volume_pace":0.951,"trend":"flat","recent_slope_pct":0.0231,"volatility":"medium"},"price":5.5464,"volume":{"bars":326,"last_bar_volume":69856.0,"baseline_avg":64095.15,"bar_rvol":1.08988,"raw_accel":0.330996,"smooth_accel":1.766107,"accel_momentum":-2.723594,"rvol_3bar":[6.001221,0.845747,1.08988],"trend_3bar":"MIXED","projected_rvol":1.431902},"flow":{"window_s":30,"trades":28,"trade_rate":0.933333,"buy_vol":44583.0,"sell_vol":1306.0,"unclassified_vol":0.0,"imbalance":0.94308,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":0.357686},"context":{"vwap":5.540402,"price_vs_vwap_pct":0.108254,"ema9":5.546263,"ema20":5.555396,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.309609,"dist_to_hod_atr":4.415419,"atr":0.016669,"spread_atr":0.599921,"own_change_pct":0.048693,"rel_strength_pct":{"SPY":0.017241,"IWM":0.038374}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":1.027844},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"d63107223ad9","ts":"2026-09-09T18:56:35+00:00","symbol":"BTG","event":"REJECT","bot":{"state":"REJECT","reason":"price $5.54 below VWAP $5.54","plan":{"state":"PASS","setup":"","stop":5.4755,"target":5.58,"target_label":"premarket_high","reward_risk":0.65,"pos_in_5d_range_pct":69.8,"room_to_5d_high_atr":0.59},"price":5.539,"vwap":5.5404,"ext_from_open_pct":-0.56,"max_ext_allowed_pct":4.0,"volume_pace":0.951,"trend":"flat","recent_slope_pct":-0.0036,"volatility":"medium"},"price":5.539,"volume":{"bars":326,"last_bar_volume":69856.0,"baseline_avg":64095.15,"bar_rvol":1.08988,"raw_accel":0.330996,"smooth_accel":1.766107,"accel_momentum":-2.723594,"rvol_3bar":[6.001221,0.845747,1.08988],"trend_3bar":"MIXED","projected_rvol":1.262168},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":20566.0,"sell_vol":2506.0,"unclassified_vol":0.0,"imbalance":0.782767,"bid":5.53,"ask":5.54,"spread_pct":0.180668,"quote_size_imbalance":null,"quote_age_s":1.305858},"context":{"vwap":5.540402,"price_vs_vwap_pct":-0.02531,"ema9":5.546263,"ema20":5.555396,"ema_stack":false,"ema_warm":true,"hod":5.62,"dist_to_hod_pct":-1.441281,"dist_to_hod_atr":4.85936,"atr":0.016669,"spread_atr":0.599921,"own_change_pct":0.048693,"rel_strength_pct":{"SPY":0.017241,"IWM":0.038374}},"vas":{"raw":4,"score":6.9,"components":{"rvol":0,"accel":3,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.853122},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"8582f28d62c5","ts":"2026-09-09T18:56:45+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3565,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":-0.0005,"volatility":"high"},"price":8.48,"volume":{"bars":326,"last_bar_volume":2088.0,"baseline_avg":5847.6,"bar_rvol":0.35707,"raw_accel":0.014085,"smooth_accel":0.343845,"accel_momentum":-0.777936,"rvol_3bar":[0.660739,0.355727,0.35707],"trend_3bar":"MIXED","projected_rvol":0.285245},"flow":{"window_s":30,"trades":6,"trade_rate":0.2,"buy_vol":0.0,"sell_vol":251.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.47,"ask":8.49,"spread_pct":0.235849,"quote_size_imbalance":null,"quote_age_s":1.23108},"context":{"vwap":8.356422,"price_vs_vwap_pct":1.478842,"ema9":8.476579,"ema20":8.474639,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":10.53372,"atr":0.027531,"spread_atr":0.726463,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.031451,"IWM":-0.010318}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.35707},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"4bcd4a5b3fee","ts":"2026-09-09T18:57:00+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3247,"target":8.53,"target_label":"ceiling","reward_risk":0.41,"pos_in_5d_range_pct":107.6,"room_to_5d_high_atr":-0.28},"price":8.47,"vwap":8.3567,"ext_from_open_pct":2.92,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":-0.0241,"volatility":"high"},"price":8.47,"volume":{"bars":326,"last_bar_volume":2088.0,"baseline_avg":5847.6,"bar_rvol":0.35707,"raw_accel":0.014085,"smooth_accel":0.343845,"accel_momentum":-0.777936,"rvol_3bar":[0.660739,0.355727,0.35707],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":30,"trade_rate":1.0,"buy_vol":0.0,"sell_vol":2715.0,"unclassified_vol":0.0,"imbalance":-1.0,"bid":8.46,"ask":8.48,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":2.534298},"context":{"vwap":8.356422,"price_vs_vwap_pct":1.359173,"ema9":8.476579,"ema20":8.474639,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.420753,"dist_to_hod_atr":10.896951,"atr":0.027531,"spread_atr":0.726463,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.015725,"IWM":-0.018918}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.35707},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2df542448ac7","ts":"2026-09-09T18:57:20+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3567,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":-0.0009,"volatility":"high"},"price":8.48,"volume":{"bars":327,"last_bar_volume":3797.0,"baseline_avg":5541.1,"bar_rvol":0.685243,"raw_accel":0.818487,"smooth_accel":-0.143504,"accel_momentum":-0.487349,"rvol_3bar":[0.355727,0.35707,0.685243],"trend_3bar":"ACCELERATING","projected_rvol":0.178665},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":200.0,"sell_vol":2676.0,"unclassified_vol":0.0,"imbalance":-0.860918,"bid":8.46,"ask":8.48,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":3.757028},"context":{"vwap":8.35669,"price_vs_vwap_pct":1.475579,"ema9":8.475263,"ema20":8.474197,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":10.937551,"atr":0.026514,"spread_atr":0.754314,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.015725,"IWM":-0.018918}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.589938},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5b146cb19ff6","ts":"2026-09-09T18:57:30+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":8.3302,"target":8.53,"target_label":"ceiling","reward_risk":0.38,"pos_in_5d_range_pct":107.8,"room_to_5d_high_atr":-0.28},"price":8.4755,"vwap":8.3567,"ext_from_open_pct":2.98,"max_ext_allowed_pct":4.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":-0.0116,"volatility":"high"},"price":8.4755,"volume":{"bars":327,"last_bar_volume":3797.0,"baseline_avg":5541.1,"bar_rvol":0.685243,"raw_accel":0.818487,"smooth_accel":-0.143504,"accel_momentum":-0.487349,"rvol_3bar":[0.355727,0.35707,0.685243],"trend_3bar":"ACCELERATING","projected_rvol":0.221978},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":255.0,"sell_vol":360.0,"unclassified_vol":0.0,"imbalance":-0.170732,"bid":8.46,"ask":8.48,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":1.391169},"context":{"vwap":8.35669,"price_vs_vwap_pct":1.42173,"ema9":8.475263,"ema20":8.474197,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.358039,"dist_to_hod_atr":11.107272,"atr":0.026514,"spread_atr":0.754314,"own_change_pct":0.0,"rel_strength_pct":{"SPY":-0.015725,"IWM":-0.018918}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.116993},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e2587dca0275","ts":"2026-09-09T18:57:50+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.8% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4333,"target":13.88,"target_label":"ceiling","reward_risk":1.17,"pos_in_5d_range_pct":167.9,"room_to_5d_high_atr":-1.1},"price":13.6394,"vwap":13.106,"ext_from_open_pct":10.8,"max_ext_allowed_pct":3.0,"volume_pace":0.941,"trend":"flat","recent_slope_pct":0.0225,"volatility":"high"},"price":13.6394,"volume":{"bars":327,"last_bar_volume":1247.0,"baseline_avg":2562.1,"bar_rvol":0.48671,"raw_accel":-0.507698,"smooth_accel":0.058491,"accel_momentum":-0.061242,"rvol_3bar":[0.955006,0.980036,0.48671],"trend_3bar":"MIXED","projected_rvol":1.199016},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":449.0,"sell_vol":670.0,"unclassified_vol":0.0,"imbalance":-0.197498,"bid":13.66,"ask":13.68,"spread_pct":0.146306,"quote_size_imbalance":null,"quote_age_s":5.142097},"context":{"vwap":13.104928,"price_vs_vwap_pct":4.078402,"ema9":13.64066,"ema20":13.612482,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.733429,"dist_to_hod_atr":5.896131,"atr":0.040806,"spread_atr":0.490119,"own_change_pct":0.735565,"rel_strength_pct":{"SPY":0.71984,"IWM":0.716646}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.096124},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6e75dc9fc5fd","ts":"2026-09-09T18:58:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +11.0% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4639,"target":13.88,"target_label":"ceiling","reward_risk":1.02,"pos_in_5d_range_pct":170.1,"room_to_5d_high_atr":-1.14},"price":13.67,"vwap":13.1061,"ext_from_open_pct":11.05,"max_ext_allowed_pct":3.0,"volume_pace":0.941,"trend":"flat","recent_slope_pct":0.0672,"volatility":"high"},"price":13.67,"volume":{"bars":327,"last_bar_volume":1247.0,"baseline_avg":2562.1,"bar_rvol":0.48671,"raw_accel":-0.507698,"smooth_accel":0.058491,"accel_momentum":-0.061242,"rvol_3bar":[0.955006,0.980036,0.48671],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":444.0,"sell_vol":869.0,"unclassified_vol":0.0,"imbalance":-0.323686,"bid":13.66,"ask":13.68,"spread_pct":0.146306,"quote_size_imbalance":null,"quote_age_s":3.064943},"context":{"vwap":13.104928,"price_vs_vwap_pct":4.311902,"ema9":13.64066,"ema20":13.612482,"ema_stack":true,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.512968,"dist_to_hod_atr":5.146249,"atr":0.040806,"spread_atr":0.490119,"own_change_pct":0.735565,"rel_strength_pct":{"SPY":0.754131,"IWM":0.730405}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.157541},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"fc7e4a49e389","ts":"2026-09-09T18:58:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"held 35.0s, plan says WATCH; stop 8.33, target 8.53 (ceiling), R:R 0.38; no reclaim yet (needs a close > 8.48); R:R 0.38 < 2.0 at 8.47; pullback: buy 8.47-8.49 holding + reclaim/fading selling/support","plan":{"state":"WATCH","setup":"","stop":8.3297,"target":8.53,"target_label":"ceiling","reward_risk":0.38,"pos_in_5d_range_pct":107.8,"room_to_5d_high_atr":-0.28},"price":8.475,"vwap":8.3567,"ext_from_open_pct":2.98,"max_ext_allowed_pct":3.0,"volume_pace":0.622,"trend":"flat","recent_slope_pct":0.0103,"volatility":"high"},"price":8.475,"volume":{"bars":328,"last_bar_volume":706.0,"baseline_avg":5610.35,"bar_rvol":0.125839,"raw_accel":-0.814064,"smooth_accel":-0.344375,"accel_momentum":-0.200871,"rvol_3bar":[0.35707,0.685243,0.125839],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":85.0,"sell_vol":21.0,"unclassified_vol":0.0,"imbalance":0.603774,"bid":8.47,"ask":8.48,"spread_pct":0.117994,"quote_size_imbalance":null,"quote_age_s":4.989796},"context":{"vwap":8.356741,"price_vs_vwap_pct":1.415133,"ema9":8.47595,"ema20":8.474626,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.36374,"dist_to_hod_atr":11.644164,"atr":0.025335,"spread_atr":0.394717,"own_change_pct":-0.01533,"rel_strength_pct":{"SPY":0.003236,"IWM":-0.02049}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.075978},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a8475b925ac3","ts":"2026-09-09T18:58:10+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.8% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4335,"target":13.88,"target_label":"ceiling","reward_risk":1.17,"pos_in_5d_range_pct":167.9,"room_to_5d_high_atr":-1.1},"price":13.6396,"vwap":13.1062,"ext_from_open_pct":10.8,"max_ext_allowed_pct":3.0,"volume_pace":0.94,"trend":"flat","recent_slope_pct":-0.0679,"volatility":"high"},"price":13.6396,"volume":{"bars":328,"last_bar_volume":2772.0,"baseline_avg":2551.55,"bar_rvol":1.086398,"raw_accel":1.222935,"smooth_accel":-0.200586,"accel_momentum":-0.259076,"rvol_3bar":[0.980036,0.48671,1.086398],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":349.0,"sell_vol":520.0,"unclassified_vol":0.0,"imbalance":-0.196778,"bid":13.66,"ask":13.68,"spread_pct":0.146306,"quote_size_imbalance":null,"quote_age_s":13.064943},"context":{"vwap":13.106136,"price_vs_vwap_pct":4.070342,"ema9":13.646528,"ema20":13.61796,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.731988,"dist_to_hod_atr":5.742527,"atr":0.041863,"spread_atr":0.477748,"own_change_pct":0.477766,"rel_strength_pct":{"SPY":0.496332,"IWM":0.472606}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.213779},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"42e0edacf2e7","ts":"2026-09-09T18:58:15+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +11.0% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"WATCH","setup":"","stop":13.4639,"target":13.88,"target_label":"ceiling","reward_risk":1.02,"pos_in_5d_range_pct":170.1,"room_to_5d_high_atr":-1.14},"price":13.67,"vwap":13.1062,"ext_from_open_pct":11.05,"max_ext_allowed_pct":3.0,"volume_pace":0.94,"trend":"flat","recent_slope_pct":-0.0234,"volatility":"high"},"price":13.67,"volume":{"bars":328,"last_bar_volume":2772.0,"baseline_avg":2551.55,"bar_rvol":1.086398,"raw_accel":1.222935,"smooth_accel":-0.200586,"accel_momentum":-0.259076,"rvol_3bar":[0.980036,0.48671,1.086398],"trend_3bar":"MIXED","projected_rvol":0.247693},"flow":{"window_s":30,"trades":15,"trade_rate":0.5,"buy_vol":77.0,"sell_vol":337.0,"unclassified_vol":0.0,"imbalance":-0.628019,"bid":13.66,"ask":13.68,"spread_pct":0.146306,"quote_size_imbalance":null,"quote_age_s":18.064943},"context":{"vwap":13.106136,"price_vs_vwap_pct":4.302294,"ema9":13.646528,"ema20":13.61796,"ema_stack":true,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.512968,"dist_to_hod_atr":5.01635,"atr":0.041863,"spread_atr":0.477748,"own_change_pct":0.477766,"rel_strength_pct":{"SPY":0.496332,"IWM":0.472606}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":0,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.682279},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"85ed4893f181","ts":"2026-09-09T18:58:20+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.703,"target":14.96,"target_label":"premarket_high","reward_risk":0.96,"pos_in_5d_range_pct":8.9,"room_to_5d_high_atr":2.61},"price":14.834,"vwap":14.7243,"ext_from_open_pct":-0.58,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":-0.0193,"volatility":"medium"},"price":14.834,"volume":{"bars":328,"last_bar_volume":29055.0,"baseline_avg":38605.05,"bar_rvol":0.752622,"raw_accel":2.010487,"smooth_accel":-0.833918,"accel_momentum":-0.133748,"rvol_3bar":[0.089072,0.175431,0.752622],"trend_3bar":"ACCELERATING","projected_rvol":1.709543},"flow":{"window_s":30,"trades":132,"trade_rate":4.4,"buy_vol":8890.0,"sell_vol":14447.0,"unclassified_vol":0.0,"imbalance":-0.23812,"bid":14.81,"ask":14.82,"spread_pct":0.067499,"quote_size_imbalance":null,"quote_age_s":1.081419},"context":{"vwap":14.72401,"price_vs_vwap_pct":0.747011,"ema9":14.836932,"ema20":14.842114,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.576408,"dist_to_hod_atr":5.01745,"atr":0.01714,"spread_atr":0.583424,"own_change_pct":-0.134755,"rel_strength_pct":{"SPY":-0.116189,"IWM":-0.139915}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-1,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.179214},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ca5654dfc784","ts":"2026-09-09T18:58:50+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.0% above open $8.23 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":8.3347,"target":8.8,"target_label":"premarket_high","reward_risk":2.2,"pos_in_5d_range_pct":108.1,"room_to_5d_high_atr":-0.29},"price":8.48,"vwap":8.3572,"ext_from_open_pct":3.04,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":0.0221,"volatility":"high"},"price":8.48,"volume":{"bars":328,"last_bar_volume":706.0,"baseline_avg":5610.35,"bar_rvol":0.125839,"raw_accel":-0.814064,"smooth_accel":-0.344375,"accel_momentum":-0.200871,"rvol_3bar":[0.35707,0.685243,0.125839],"trend_3bar":"MIXED","projected_rvol":1.437557},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":557.0,"sell_vol":1179.0,"unclassified_vol":0.0,"imbalance":-0.358295,"bid":8.46,"ask":8.48,"spread_pct":0.236128,"quote_size_imbalance":null,"quote_age_s":3.817202},"context":{"vwap":8.356741,"price_vs_vwap_pct":1.474965,"ema9":8.47595,"ema20":8.474626,"ema_stack":true,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.306727,"dist_to_hod_atr":11.446806,"atr":0.025335,"spread_atr":0.789435,"own_change_pct":-0.01533,"rel_strength_pct":{"SPY":0.003236,"IWM":-0.02049}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.045087},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ec8fc3d1db1a","ts":"2026-09-09T18:58:55+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3147,"target":8.53,"target_label":"ceiling","reward_risk":0.48,"pos_in_5d_range_pct":107.1,"room_to_5d_high_atr":-0.26},"price":8.46,"vwap":8.3573,"ext_from_open_pct":2.79,"max_ext_allowed_pct":3.0,"volume_pace":0.624,"trend":"flat","recent_slope_pct":-0.0251,"volatility":"high"},"price":8.46,"volume":{"bars":328,"last_bar_volume":706.0,"baseline_avg":5610.35,"bar_rvol":0.125839,"raw_accel":-0.814064,"smooth_accel":-0.344375,"accel_momentum":-0.200871,"rvol_3bar":[0.35707,0.685243,0.125839],"trend_3bar":"MIXED","projected_rvol":1.512011},"flow":{"window_s":30,"trades":38,"trade_rate":1.266667,"buy_vol":457.0,"sell_vol":2230.0,"unclassified_vol":0.0,"imbalance":-0.659844,"bid":8.45,"ask":8.48,"spread_pct":0.3544,"quote_size_imbalance":null,"quote_age_s":1.334835},"context":{"vwap":8.356741,"price_vs_vwap_pct":1.235637,"ema9":8.47595,"ema20":8.474626,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.534778,"dist_to_hod_atr":12.236241,"atr":0.025335,"spread_atr":1.184152,"own_change_pct":-0.01533,"rel_strength_pct":{"SPY":0.003236,"IWM":-0.02049}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.083034},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fd12f1e0f93b","ts":"2026-09-09T18:59:40+00:00","symbol":"SECZ","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":8.2947,"target":8.53,"target_label":"ceiling","reward_risk":0.62,"pos_in_5d_range_pct":106.2,"room_to_5d_high_atr":-0.22},"price":8.44,"vwap":8.3573,"ext_from_open_pct":2.55,"max_ext_allowed_pct":3.0,"volume_pace":0.623,"trend":"flat","recent_slope_pct":-0.1126,"volatility":"high"},"price":8.44,"volume":{"bars":329,"last_bar_volume":8031.0,"baseline_avg":5542.3,"bar_rvol":1.449037,"raw_accel":4.79615,"smooth_accel":0.581378,"accel_momentum":0.925753,"rvol_3bar":[0.685243,0.125839,1.449037],"trend_3bar":"MIXED","projected_rvol":0.2222},"flow":{"window_s":30,"trades":10,"trade_rate":0.333333,"buy_vol":35.0,"sell_vol":486.0,"unclassified_vol":0.0,"imbalance":-0.865643,"bid":8.44,"ask":8.47,"spread_pct":0.35482,"quote_size_imbalance":null,"quote_age_s":9.433561},"context":{"vwap":8.357243,"price_vs_vwap_pct":0.990242,"ema9":8.4717,"ema20":8.472728,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.762828,"dist_to_hod_atr":12.856564,"atr":0.025668,"spread_atr":1.168779,"own_change_pct":-0.303052,"rel_strength_pct":{"SPY":-0.25196,"IWM":-0.287577}},"vas":{"raw":1,"score":5.0,"components":{"rvol":0,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-1.254349},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"5fa4434410cf","ts":"2026-09-09T19:00:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.4337,"target":14.71,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":182.1,"room_to_5d_high_atr":-2.73},"price":14.545,"vwap":14.4856,"ext_from_open_pct":3.02,"max_ext_allowed_pct":4.0,"volume_pace":3.097,"trend":"flat","recent_slope_pct":-0.0281,"volatility":"medium"},"price":14.545,"volume":{"bars":330,"last_bar_volume":2436.0,"baseline_avg":3094.8,"bar_rvol":0.787127,"raw_accel":-0.546791,"smooth_accel":-0.103069,"accel_momentum":-0.655095,"rvol_3bar":[1.131977,1.8073,0.787127],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":19,"trade_rate":0.633333,"buy_vol":2343.0,"sell_vol":365.0,"unclassified_vol":0.0,"imbalance":0.730428,"bid":14.54,"ask":14.55,"spread_pct":0.068752,"quote_size_imbalance":null,"quote_age_s":4.957368},"context":{"vwap":14.485574,"price_vs_vwap_pct":0.410239,"ema9":14.551061,"ema20":14.550373,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.45664,"dist_to_hod_atr":16.15726,"atr":0.013307,"spread_atr":0.7515,"own_change_pct":-0.034364,"rel_strength_pct":{"SPY":0.014111,"IWM":-0.02291}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":-1,"accel":-1,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.57494},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ffcc26c9c340","ts":"2026-09-09T19:00:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.6692,"target":14.96,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":6.7,"room_to_5d_high_atr":2.67},"price":14.8002,"vwap":14.7246,"ext_from_open_pct":-0.8,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":-0.0543,"volatility":"medium"},"price":14.8002,"volume":{"bars":330,"last_bar_volume":11723.0,"baseline_avg":40652.3,"bar_rvol":0.288372,"raw_accel":-0.742781,"smooth_accel":0.148783,"accel_momentum":0.697117,"rvol_3bar":[0.752622,1.143563,0.288372],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":61,"trade_rate":2.033333,"buy_vol":1922.0,"sell_vol":11210.0,"unclassified_vol":0.0,"imbalance":-0.70728,"bid":14.8,"ask":14.81,"spread_pct":0.067545,"quote_size_imbalance":null,"quote_age_s":0.227337},"context":{"vwap":14.724584,"price_vs_vwap_pct":0.513533,"ema9":14.825137,"ema20":14.835238,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.802949,"dist_to_hod_atr":5.925619,"atr":0.020217,"spread_atr":0.494626,"own_change_pct":-0.228477,"rel_strength_pct":{"SPY":-0.180001,"IWM":-0.217022}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.20396},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"e8ed38757b45","ts":"2026-09-09T19:00:15+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.664,"target":14.96,"target_label":"premarket_high","reward_risk":1.26,"pos_in_5d_range_pct":6.3,"room_to_5d_high_atr":2.68},"price":14.795,"vwap":14.7247,"ext_from_open_pct":-0.84,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":-0.0613,"volatility":"medium"},"price":14.795,"volume":{"bars":330,"last_bar_volume":11723.0,"baseline_avg":40652.3,"bar_rvol":0.288372,"raw_accel":-0.742781,"smooth_accel":0.148783,"accel_momentum":0.697117,"rvol_3bar":[0.752622,1.143563,0.288372],"trend_3bar":"MIXED","projected_rvol":1.668393},"flow":{"window_s":30,"trades":143,"trade_rate":4.766667,"buy_vol":3065.0,"sell_vol":20009.0,"unclassified_vol":0.0,"imbalance":-0.734333,"bid":14.79,"ask":14.8,"spread_pct":0.06759,"quote_size_imbalance":null,"quote_age_s":0.004819},"context":{"vwap":14.724584,"price_vs_vwap_pct":0.478218,"ema9":14.825137,"ema20":14.835238,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.837802,"dist_to_hod_atr":6.182824,"atr":0.020217,"spread_atr":0.494626,"own_change_pct":-0.228477,"rel_strength_pct":{"SPY":-0.180001,"IWM":-0.217022}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":1,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.211761},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"8b97b8864f52","ts":"2026-09-09T19:00:35+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.7695,"target":14.06,"target_label":"ceiling","reward_risk":1.0,"pos_in_5d_range_pct":28.8,"room_to_5d_high_atr":2.31},"price":13.915,"vwap":13.9,"ext_from_open_pct":-0.68,"max_ext_allowed_pct":3.0,"volume_pace":0.516,"trend":"flat","recent_slope_pct":-0.0306,"volatility":"medium"},"price":13.915,"volume":{"bars":330,"last_bar_volume":8960.0,"baseline_avg":20071.65,"bar_rvol":0.446401,"raw_accel":-0.331044,"smooth_accel":-0.443214,"accel_momentum":-0.080454,"rvol_3bar":[0.305605,0.678622,0.446401],"trend_3bar":"MIXED","projected_rvol":1.245168},"flow":{"window_s":30,"trades":116,"trade_rate":3.866667,"buy_vol":3488.0,"sell_vol":8951.0,"unclassified_vol":0.0,"imbalance":-0.439183,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.027578},"context":{"vwap":13.899936,"price_vs_vwap_pct":0.108373,"ema9":13.929602,"ema20":13.928459,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.282303,"dist_to_hod_atr":17.782125,"atr":0.018277,"spread_atr":0.547142,"own_change_pct":-0.035894,"rel_strength_pct":{"SPY":0.012582,"IWM":-0.02444}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.196052},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"181252bf8931","ts":"2026-09-09T19:01:05+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.4337,"target":14.71,"target_label":"ceiling","reward_risk":1.48,"pos_in_5d_range_pct":182.1,"room_to_5d_high_atr":-2.73},"price":14.545,"vwap":14.4856,"ext_from_open_pct":3.02,"max_ext_allowed_pct":5.0,"volume_pace":3.089,"trend":"flat","recent_slope_pct":-0.0188,"volatility":"medium"},"price":14.545,"volume":{"bars":331,"last_bar_volume":2115.0,"baseline_avg":3035.9,"bar_rvol":0.696663,"raw_accel":-0.131773,"smooth_accel":-0.253066,"accel_momentum":-0.149998,"rvol_3bar":[1.8073,0.787127,0.696663],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":24,"trade_rate":0.8,"buy_vol":309.0,"sell_vol":812.0,"unclassified_vol":0.0,"imbalance":-0.448707,"bid":14.54,"ask":14.55,"spread_pct":0.068752,"quote_size_imbalance":null,"quote_age_s":1.325782},"context":{"vwap":14.485611,"price_vs_vwap_pct":0.409986,"ema9":14.550589,"ema20":14.550214,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.45664,"dist_to_hod_atr":15.952323,"atr":0.013478,"spread_atr":0.741969,"own_change_pct":-0.061136,"rel_strength_pct":{"SPY":-0.027075,"IWM":-0.064575}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.312597},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"abedfd0321fd","ts":"2026-09-09T19:01:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7806,"target":14.06,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":29.4,"room_to_5d_high_atr":2.29},"price":13.9261,"vwap":13.9,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.516,"trend":"flat","recent_slope_pct":-0.0312,"volatility":"medium"},"price":13.9261,"volume":{"bars":331,"last_bar_volume":19804.0,"baseline_avg":20023.5,"bar_rvol":0.989038,"raw_accel":1.210268,"smooth_accel":0.432581,"accel_momentum":0.875795,"rvol_3bar":[0.678622,0.446401,0.989038],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":2408.0,"sell_vol":2921.0,"unclassified_vol":0.0,"imbalance":-0.096266,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.827251},"context":{"vwap":13.899972,"price_vs_vwap_pct":0.18797,"ema9":13.925602,"ema20":13.926663,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.204354,"dist_to_hod_atr":16.577256,"atr":0.018936,"spread_atr":0.528106,"own_change_pct":-0.182275,"rel_strength_pct":{"SPY":-0.148213,"IWM":-0.185714}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-1,"accel":2,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.09521},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dc8f6414b7c6","ts":"2026-09-09T19:01:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.6676,"target":14.96,"target_label":"premarket_high","reward_risk":1.23,"pos_in_5d_range_pct":6.6,"room_to_5d_high_atr":2.67},"price":14.7986,"vwap":14.7248,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":4.0,"volume_pace":0.523,"trend":"flat","recent_slope_pct":-0.0381,"volatility":"medium"},"price":14.7986,"volume":{"bars":331,"last_bar_volume":22470.0,"baseline_avg":39891.3,"bar_rvol":0.563281,"raw_accel":0.916745,"smooth_accel":1.018191,"accel_momentum":0.869408,"rvol_3bar":[1.143563,0.288372,0.563281],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":25,"trade_rate":0.833333,"buy_vol":1075.0,"sell_vol":1298.0,"unclassified_vol":0.0,"imbalance":-0.093974,"bid":14.79,"ask":14.8,"spread_pct":0.06759,"quote_size_imbalance":null,"quote_age_s":4.990937},"context":{"vwap":14.724788,"price_vs_vwap_pct":0.501278,"ema9":14.819069,"ema20":14.831387,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.813673,"dist_to_hod_atr":5.490996,"atr":0.022109,"spread_atr":0.452306,"own_change_pct":-0.328761,"rel_strength_pct":{"SPY":-0.294699,"IWM":-0.3322}},"vas":{"raw":2,"score":5.6,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":-0.052934},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ef97c40a228f","ts":"2026-09-09T19:01:05+00:00","symbol":"SECZ","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":8.3197,"target":8.53,"target_label":"ceiling","reward_risk":0.45,"pos_in_5d_range_pct":107.3,"room_to_5d_high_atr":-0.27},"price":8.465,"vwap":8.3577,"ext_from_open_pct":2.86,"max_ext_allowed_pct":4.0,"volume_pace":0.623,"trend":"flat","recent_slope_pct":-0.0202,"volatility":"high"},"price":8.465,"volume":{"bars":331,"last_bar_volume":5593.0,"baseline_avg":5891.6,"bar_rvol":0.949318,"raw_accel":2.06802,"smooth_accel":1.34365,"accel_momentum":1.014345,"rvol_3bar":[1.449037,0.310002,0.949318],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":36,"trade_rate":1.2,"buy_vol":4128.0,"sell_vol":209.0,"unclassified_vol":0.0,"imbalance":0.90362,"bid":8.46,"ask":8.47,"spread_pct":0.118133,"quote_size_imbalance":null,"quote_age_s":4.989644},"context":{"vwap":8.357675,"price_vs_vwap_pct":1.28415,"ema9":8.465288,"ema20":8.469172,"ema_stack":false,"ema_warm":true,"hod":8.77,"dist_to_hod_pct":-3.477765,"dist_to_hod_atr":11.671081,"atr":0.026133,"spread_atr":0.382658,"own_change_pct":-0.176887,"rel_strength_pct":{"SPY":-0.142825,"IWM":-0.180326}},"vas":{"raw":5,"score":7.5,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.857822},"shadow":{"decision":"FAIL","failed":["bar_rvol","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"3137b6ac7cd1","ts":"2026-09-09T19:01:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.7801,"target":14.06,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":29.4,"room_to_5d_high_atr":2.29},"price":13.9256,"vwap":13.9,"ext_from_open_pct":-0.6,"max_ext_allowed_pct":3.0,"volume_pace":0.515,"trend":"flat","recent_slope_pct":-0.032,"volatility":"medium"},"price":13.9256,"volume":{"bars":331,"last_bar_volume":19804.0,"baseline_avg":20023.5,"bar_rvol":0.989038,"raw_accel":1.210268,"smooth_accel":0.432581,"accel_momentum":0.875795,"rvol_3bar":[0.678622,0.446401,0.989038],"trend_3bar":"MIXED","projected_rvol":0.176942},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":746.0,"sell_vol":3744.0,"unclassified_vol":0.0,"imbalance":-0.667706,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":2.458905},"context":{"vwap":13.899972,"price_vs_vwap_pct":0.184372,"ema9":13.925602,"ema20":13.926663,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.207865,"dist_to_hod_atr":16.603662,"atr":0.018936,"spread_atr":0.528106,"own_change_pct":-0.182275,"rel_strength_pct":{"SPY":-0.148213,"IWM":-0.185714}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":2,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.660387},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"97b73c8d0fb7","ts":"2026-09-09T19:01:35+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.654,"target":14.88,"target_label":"ceiling","reward_risk":0.73,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":2.7},"price":14.785,"vwap":14.7249,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.523,"trend":"flat","recent_slope_pct":-0.0565,"volatility":"medium"},"price":14.785,"volume":{"bars":331,"last_bar_volume":22470.0,"baseline_avg":39891.3,"bar_rvol":0.563281,"raw_accel":0.916745,"smooth_accel":1.018191,"accel_momentum":0.869408,"rvol_3bar":[1.143563,0.288372,0.563281],"trend_3bar":"MIXED","projected_rvol":0.489602},"flow":{"window_s":30,"trades":74,"trade_rate":2.466667,"buy_vol":3472.0,"sell_vol":7451.0,"unclassified_vol":0.0,"imbalance":-0.364277,"bid":14.78,"ask":14.79,"spread_pct":0.067636,"quote_size_imbalance":null,"quote_age_s":0.040906},"context":{"vwap":14.724788,"price_vs_vwap_pct":0.408916,"ema9":14.819069,"ema20":14.831387,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.904826,"dist_to_hod_atr":6.106133,"atr":0.022109,"spread_atr":0.452306,"own_change_pct":-0.328761,"rel_strength_pct":{"SPY":-0.294699,"IWM":-0.3322}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.20519},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"2afea5d996bf","ts":"2026-09-09T19:02:00+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +10.9% above open $12.31 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":13.4439,"target":13.88,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":168.7,"room_to_5d_high_atr":-1.12},"price":13.65,"vwap":13.1103,"ext_from_open_pct":10.89,"max_ext_allowed_pct":3.0,"volume_pace":0.936,"trend":"flat","recent_slope_pct":-0.0439,"volatility":"high"},"price":13.65,"volume":{"bars":331,"last_bar_volume":3512.0,"baseline_avg":2159.4,"bar_rvol":1.626378,"raw_accel":0.393651,"smooth_accel":0.22207,"accel_momentum":0.044465,"rvol_3bar":[0.770972,1.034844,1.626378],"trend_3bar":"ACCELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":39,"trade_rate":1.3,"buy_vol":302.0,"sell_vol":1133.0,"unclassified_vol":0.0,"imbalance":-0.579094,"bid":13.64,"ask":13.66,"spread_pct":0.14652,"quote_size_imbalance":null,"quote_age_s":0.247123},"context":{"vwap":13.109607,"price_vs_vwap_pct":4.122111,"ema9":13.654718,"ema20":13.629915,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.657061,"dist_to_hod_atr":5.293537,"atr":0.043449,"spread_atr":0.460308,"own_change_pct":-0.261394,"rel_strength_pct":{"SPY":-0.208986,"IWM":-0.237321}},"vas":{"raw":0,"score":4.4,"components":{"rvol":1,"accel":1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.941826},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"d2458569e417","ts":"2026-09-09T19:02:40+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"extended +11.0% above open $12.31 (max 4%: volume pace normal, buying strong)","plan":{"state":"WATCH","setup":"","stop":13.4534,"target":13.88,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":169.4,"room_to_5d_high_atr":-1.13},"price":13.6595,"vwap":13.1109,"ext_from_open_pct":10.96,"max_ext_allowed_pct":4.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":-0.033,"volatility":"high"},"price":13.6595,"volume":{"bars":332,"last_bar_volume":1735.0,"baseline_avg":2236.1,"bar_rvol":0.775904,"raw_accel":-0.505979,"smooth_accel":0.295796,"accel_momentum":0.073726,"rvol_3bar":[1.034844,1.626378,0.775904],"trend_3bar":"MIXED","projected_rvol":0.839855},"flow":{"window_s":30,"trades":14,"trade_rate":0.466667,"buy_vol":222.0,"sell_vol":929.0,"unclassified_vol":0.0,"imbalance":-0.614248,"bid":13.62,"ask":13.66,"spread_pct":0.293255,"quote_size_imbalance":null,"quote_age_s":4.598623},"context":{"vwap":13.110345,"price_vs_vwap_pct":4.188717,"ema9":13.653775,"ema20":13.631828,"ema_stack":true,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.588617,"dist_to_hod_atr":5.103831,"atr":0.043203,"spread_atr":0.925865,"own_change_pct":-0.328587,"rel_strength_pct":{"SPY":-0.276179,"IWM":-0.304514}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.476598},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"68df24790c2e","ts":"2026-09-09T19:02:45+00:00","symbol":"HELP","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":13.4439,"target":13.88,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":168.7,"room_to_5d_high_atr":-1.12},"price":13.65,"vwap":13.1109,"ext_from_open_pct":10.89,"max_ext_allowed_pct":4.0,"volume_pace":0.935,"trend":"flat","recent_slope_pct":-0.0469,"volatility":"high"},"price":13.65,"volume":{"bars":332,"last_bar_volume":1735.0,"baseline_avg":2236.1,"bar_rvol":0.775904,"raw_accel":-0.505979,"smooth_accel":0.295796,"accel_momentum":0.073726,"rvol_3bar":[1.034844,1.626378,0.775904],"trend_3bar":"MIXED","projected_rvol":0.761445},"flow":{"window_s":30,"trades":11,"trade_rate":0.366667,"buy_vol":221.0,"sell_vol":751.0,"unclassified_vol":0.0,"imbalance":-0.545267,"bid":13.62,"ask":13.66,"spread_pct":0.293255,"quote_size_imbalance":null,"quote_age_s":9.598623},"context":{"vwap":13.110345,"price_vs_vwap_pct":4.116255,"ema9":13.653775,"ema20":13.631828,"ema_stack":false,"ema_warm":true,"hod":13.88,"dist_to_hod_pct":-1.657061,"dist_to_hod_atr":5.323724,"atr":0.043203,"spread_atr":0.925865,"own_change_pct":-0.328587,"rel_strength_pct":{"SPY":-0.276179,"IWM":-0.304514}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":1,"momentum":0,"imbalance":-2},"missing":[],"volume_pressure":-0.423075},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7279d61ab4d0","ts":"2026-09-09T19:04:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7595,"target":14.06,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.905,"vwap":13.9,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":0.515,"trend":"flat","recent_slope_pct":0.0024,"volatility":"medium"},"price":13.905,"volume":{"bars":334,"last_bar_volume":22548.0,"baseline_avg":18478.95,"bar_rvol":1.220199,"raw_accel":-0.116873,"smooth_accel":0.595213,"accel_momentum":-0.636091,"rvol_3bar":[0.978612,1.27347,1.220199],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":486.0,"sell_vol":1490.0,"unclassified_vol":0.0,"imbalance":-0.508097,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.355035},"context":{"vwap":13.899994,"price_vs_vwap_pct":0.036015,"ema9":13.912564,"ema20":13.919315,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.352528,"dist_to_hod_atr":14.35221,"atr":0.023341,"spread_atr":0.428424,"own_change_pct":-0.161521,"rel_strength_pct":{"SPY":-0.127442,"IWM":-0.134006}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.61998},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"b13e584cca52","ts":"2026-09-09T19:04:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.654,"target":14.88,"target_label":"ceiling","reward_risk":0.73,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":2.7},"price":14.785,"vwap":14.7255,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":0.0055,"volatility":"medium"},"price":14.785,"volume":{"bars":334,"last_bar_volume":13864.0,"baseline_avg":33016.95,"bar_rvol":0.419906,"raw_accel":-0.753204,"smooth_accel":0.056112,"accel_momentum":-0.019125,"rvol_3bar":[0.414374,1.684359,0.419906],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":22,"trade_rate":0.733333,"buy_vol":3398.0,"sell_vol":5175.0,"unclassified_vol":0.0,"imbalance":-0.207279,"bid":14.78,"ask":14.79,"spread_pct":0.067636,"quote_size_imbalance":null,"quote_age_s":2.500516},"context":{"vwap":14.725496,"price_vs_vwap_pct":0.404091,"ema9":14.810099,"ema20":14.823132,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.904826,"dist_to_hod_atr":5.030125,"atr":0.026838,"spread_atr":0.372602,"own_change_pct":0.052685,"rel_strength_pct":{"SPY":0.086764,"IWM":0.0802}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":-1},"missing":[],"volume_pressure":-0.087037},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"eba4cad77c7c","ts":"2026-09-09T19:04:25+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.6467,"target":14.88,"target_label":"ceiling","reward_risk":0.78,"pos_in_5d_range_pct":5.2,"room_to_5d_high_atr":2.71},"price":14.7777,"vwap":14.7256,"ext_from_open_pct":-0.95,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":-0.0043,"volatility":"medium"},"price":14.7777,"volume":{"bars":334,"last_bar_volume":13864.0,"baseline_avg":33016.95,"bar_rvol":0.419906,"raw_accel":-0.753204,"smooth_accel":0.056112,"accel_momentum":-0.019125,"rvol_3bar":[0.414374,1.684359,0.419906],"trend_3bar":"MIXED","projected_rvol":1.116445},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":10160.0,"sell_vol":5431.0,"unclassified_vol":0.0,"imbalance":0.303316,"bid":14.77,"ask":14.78,"spread_pct":0.067682,"quote_size_imbalance":null,"quote_age_s":0.176556},"context":{"vwap":14.725496,"price_vs_vwap_pct":0.354518,"ema9":14.810099,"ema20":14.823132,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.953753,"dist_to_hod_atr":5.302124,"atr":0.026838,"spread_atr":0.372602,"own_change_pct":0.052685,"rel_strength_pct":{"SPY":0.086764,"IWM":0.0802}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-2,"accel":0,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.127364},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"0e3d0230da9b","ts":"2026-09-09T19:04:50+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.89 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7476,"target":14.06,"target_label":"ceiling","reward_risk":1.15,"pos_in_5d_range_pct":27.7,"room_to_5d_high_atr":2.35},"price":13.8931,"vwap":13.9,"ext_from_open_pct":-0.83,"max_ext_allowed_pct":3.0,"volume_pace":0.514,"trend":"flat","recent_slope_pct":-0.0147,"volatility":"medium"},"price":13.8931,"volume":{"bars":334,"last_bar_volume":22548.0,"baseline_avg":18478.95,"bar_rvol":1.220199,"raw_accel":-0.116873,"smooth_accel":0.595213,"accel_momentum":-0.636091,"rvol_3bar":[0.978612,1.27347,1.220199],"trend_3bar":"MIXED","projected_rvol":0.569838},"flow":{"window_s":30,"trades":70,"trade_rate":2.333333,"buy_vol":1118.0,"sell_vol":3216.0,"unclassified_vol":0.0,"imbalance":-0.484079,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.115698},"context":{"vwap":13.899994,"price_vs_vwap_pct":-0.049596,"ema9":13.912564,"ema20":13.919315,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.436096,"dist_to_hod_atr":14.862034,"atr":0.023341,"spread_atr":0.428424,"own_change_pct":-0.161521,"rel_strength_pct":{"SPY":-0.127442,"IWM":-0.134006}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.590673},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"bbba867012bc","ts":"2026-09-09T19:04:55+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.758,"target":14.06,"target_label":"ceiling","reward_risk":1.08,"pos_in_5d_range_pct":28.2,"room_to_5d_high_atr":2.33},"price":13.9035,"vwap":13.9,"ext_from_open_pct":-0.76,"max_ext_allowed_pct":3.0,"volume_pace":0.514,"trend":"flat","recent_slope_pct":0.0003,"volatility":"medium"},"price":13.9035,"volume":{"bars":334,"last_bar_volume":22548.0,"baseline_avg":18478.95,"bar_rvol":1.220199,"raw_accel":-0.116873,"smooth_accel":0.595213,"accel_momentum":-0.636091,"rvol_3bar":[0.978612,1.27347,1.220199],"trend_3bar":"MIXED","projected_rvol":0.5923},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":1096.0,"sell_vol":2623.0,"unclassified_vol":0.0,"imbalance":-0.410594,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":5.115698},"context":{"vwap":13.899994,"price_vs_vwap_pct":0.025224,"ema9":13.912564,"ema20":13.919315,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.363062,"dist_to_hod_atr":14.416473,"atr":0.023341,"spread_atr":0.428424,"own_change_pct":-0.161521,"rel_strength_pct":{"SPY":-0.127442,"IWM":-0.134006}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.501007},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"46d902205a12","ts":"2026-09-09T19:05:00+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7542,"target":14.06,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":2.34},"price":13.8997,"vwap":13.9,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":0.514,"trend":"flat","recent_slope_pct":-0.0052,"volatility":"medium"},"price":13.8997,"volume":{"bars":334,"last_bar_volume":22548.0,"baseline_avg":18478.95,"bar_rvol":1.220199,"raw_accel":-0.116873,"smooth_accel":0.595213,"accel_momentum":-0.636091,"rvol_3bar":[0.978612,1.27347,1.220199],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":60,"trade_rate":2.0,"buy_vol":1032.0,"sell_vol":3438.0,"unclassified_vol":0.0,"imbalance":-0.538255,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":2.978779},"context":{"vwap":13.899994,"price_vs_vwap_pct":-0.002114,"ema9":13.912564,"ema20":13.919315,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.389747,"dist_to_hod_atr":14.579274,"atr":0.023341,"spread_atr":0.428424,"own_change_pct":-0.161521,"rel_strength_pct":{"SPY":-0.133994,"IWM":-0.1512}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.656778},"shadow":{"decision":"FAIL","failed":["vas","imbalance","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"baf5a61ea9e2","ts":"2026-09-09T19:05:05+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7597,"target":14.06,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.9052,"vwap":13.9,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":0.514,"trend":"flat","recent_slope_pct":0.0209,"volatility":"medium"},"price":13.9052,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":53,"trade_rate":1.766667,"buy_vol":1216.0,"sell_vol":3433.0,"unclassified_vol":0.0,"imbalance":-0.476877,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.441379},"context":{"vwap":13.899997,"price_vs_vwap_pct":0.037435,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.351124,"dist_to_hod_atr":14.398337,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.274435},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"e2e012db0ce6","ts":"2026-09-09T19:05:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.6685,"target":14.96,"target_label":"premarket_high","reward_risk":1.22,"pos_in_5d_range_pct":6.6,"room_to_5d_high_atr":2.67},"price":14.7995,"vwap":14.7257,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":0.0205,"volatility":"medium"},"price":14.7995,"volume":{"bars":335,"last_bar_volume":29550.0,"baseline_avg":32232.0,"bar_rvol":0.916791,"raw_accel":1.13142,"smooth_accel":1.05773,"accel_momentum":1.001618,"rvol_3bar":[1.684359,0.419906,0.916791],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":706.0,"sell_vol":5823.0,"unclassified_vol":0.0,"imbalance":-0.783734,"bid":14.78,"ask":14.79,"spread_pct":0.067636,"quote_size_imbalance":null,"quote_age_s":3.467044},"context":{"vwap":14.72572,"price_vs_vwap_pct":0.501025,"ema9":14.80798,"ema20":14.820882,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.807641,"dist_to_hod_atr":4.362579,"atr":0.027621,"spread_atr":0.36204,"own_change_pct":-0.027021,"rel_strength_pct":{"SPY":0.000506,"IWM":-0.0167}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.71852},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"97ad47999f9c","ts":"2026-09-09T19:05:20+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7533,"target":14.06,"target_label":"ceiling","reward_risk":1.11,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":2.34},"price":13.8988,"vwap":13.9,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":0.514,"trend":"flat","recent_slope_pct":0.0117,"volatility":"medium"},"price":13.8988,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":0.486257},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":836.0,"sell_vol":4359.0,"unclassified_vol":0.0,"imbalance":-0.678152,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":15.441379},"context":{"vwap":13.899997,"price_vs_vwap_pct":-0.008608,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.396067,"dist_to_hod_atr":14.673574,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.390265},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"dbee605b721f","ts":"2026-09-09T19:05:35+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7598,"target":14.06,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.9053,"vwap":13.9,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.021,"volatility":"medium"},"price":13.9053,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":0.363301},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":636.0,"sell_vol":1991.0,"unclassified_vol":0.0,"imbalance":-0.515797,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.796643},"context":{"vwap":13.899997,"price_vs_vwap_pct":0.038154,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.350421,"dist_to_hod_atr":14.394036,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.296833},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"d3d966a92783","ts":"2026-09-09T19:05:40+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7502,"target":14.06,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.8957,"vwap":13.9,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0072,"volatility":"medium"},"price":13.8957,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":0.339588},"flow":{"window_s":30,"trades":54,"trade_rate":1.8,"buy_vol":294.0,"sell_vol":2224.0,"unclassified_vol":0.0,"imbalance":-0.766481,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":4.490674},"context":{"vwap":13.899997,"price_vs_vwap_pct":-0.03091,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.417837,"dist_to_hod_atr":14.806892,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.441097},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"98dbc924be36","ts":"2026-09-09T19:05:40+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.654,"target":14.88,"target_label":"ceiling","reward_risk":0.73,"pos_in_5d_range_pct":5.7,"room_to_5d_high_atr":2.7},"price":14.785,"vwap":14.7258,"ext_from_open_pct":-0.9,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":0.0009,"volatility":"medium"},"price":14.785,"volume":{"bars":335,"last_bar_volume":29550.0,"baseline_avg":32232.0,"bar_rvol":0.916791,"raw_accel":1.13142,"smooth_accel":1.05773,"accel_momentum":1.001618,"rvol_3bar":[1.684359,0.419906,0.916791],"trend_3bar":"MIXED","projected_rvol":0.841028},"flow":{"window_s":30,"trades":75,"trade_rate":2.5,"buy_vol":4652.0,"sell_vol":12056.0,"unclassified_vol":0.0,"imbalance":-0.443141,"bid":14.77,"ask":14.78,"spread_pct":0.067682,"quote_size_imbalance":null,"quote_age_s":0.031923},"context":{"vwap":14.72572,"price_vs_vwap_pct":0.402558,"ema9":14.80798,"ema20":14.820882,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.904826,"dist_to_hod_atr":4.887536,"atr":0.027621,"spread_atr":0.36204,"own_change_pct":-0.027021,"rel_strength_pct":{"SPY":0.000506,"IWM":-0.0167}},"vas":{"raw":1,"score":5.0,"components":{"rvol":-1,"accel":3,"momentum":1,"imbalance":-2},"missing":[],"volume_pressure":-0.406268},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"a1e904f7dfe9","ts":"2026-09-09T19:05:45+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7545,"target":14.06,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":2.34},"price":13.9,"vwap":13.9,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0134,"volatility":"medium"},"price":13.9,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":0.348247},"flow":{"window_s":30,"trades":55,"trade_rate":1.833333,"buy_vol":600.0,"sell_vol":1388.0,"unclassified_vol":0.0,"imbalance":-0.396378,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.022837},"context":{"vwap":13.899997,"price_vs_vwap_pct":2.5e-05,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.38764,"dist_to_hod_atr":14.621967,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.228109},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"d538bce47b12","ts":"2026-09-09T19:05:50+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7504,"target":14.06,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.8959,"vwap":13.9,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0075,"volatility":"medium"},"price":13.8959,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":0.394771},"flow":{"window_s":30,"trades":65,"trade_rate":2.166667,"buy_vol":707.0,"sell_vol":2454.0,"unclassified_vol":0.0,"imbalance":-0.552673,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.731482},"context":{"vwap":13.899997,"price_vs_vwap_pct":-0.029471,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.416433,"dist_to_hod_atr":14.798291,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.318054},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"1f96e5cf738e","ts":"2026-09-09T19:05:55+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7545,"target":14.06,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":2.34},"price":13.9,"vwap":13.9,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0134,"volatility":"medium"},"price":13.9,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":0.382036},"flow":{"window_s":30,"trades":67,"trade_rate":2.233333,"buy_vol":683.0,"sell_vol":2810.0,"unclassified_vol":0.0,"imbalance":-0.608932,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.334619},"context":{"vwap":13.899997,"price_vs_vwap_pct":2.5e-05,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.38764,"dist_to_hod_atr":14.621967,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.154161,"IWM":-0.171367}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.35043},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"933f08637334","ts":"2026-09-09T19:06:00+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7499,"target":14.06,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.8954,"vwap":13.9,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0068,"volatility":"medium"},"price":13.8954,"volume":{"bars":335,"last_bar_volume":10900.0,"baseline_avg":18940.6,"bar_rvol":0.575483,"raw_accel":-0.516587,"smooth_accel":0.230416,"accel_momentum":-0.364797,"rvol_3bar":[1.27347,1.220199,0.575483],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":652.0,"sell_vol":3380.0,"unclassified_vol":0.0,"imbalance":-0.676587,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":2.06957},"context":{"vwap":13.899997,"price_vs_vwap_pct":-0.033069,"ema9":13.909991,"ema20":13.917447,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.419944,"dist_to_hod_atr":14.819794,"atr":0.023253,"spread_atr":0.430058,"own_change_pct":-0.181688,"rel_strength_pct":{"SPY":-0.131888,"IWM":-0.116348}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":1,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.389365},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"726490c66d92","ts":"2026-09-09T19:06:10+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.762,"target":14.06,"target_label":"ceiling","reward_risk":1.05,"pos_in_5d_range_pct":28.4,"room_to_5d_high_atr":2.32},"price":13.9075,"vwap":13.9,"ext_from_open_pct":-0.73,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0148,"volatility":"medium"},"price":13.9075,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":null},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":1522.0,"sell_vol":3752.0,"unclassified_vol":0.0,"imbalance":-0.422829,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.590698},"context":{"vwap":13.899996,"price_vs_vwap_pct":0.053983,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.334972,"dist_to_hod_atr":14.616077,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.170489},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"075318f676ac","ts":"2026-09-09T19:06:15+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.75,"target":14.06,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.8955,"vwap":13.9,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":-0.0024,"volatility":"medium"},"price":13.8955,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":0.729363},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":1354.0,"sell_vol":4611.0,"unclassified_vol":0.0,"imbalance":-0.546018,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.026037},"context":{"vwap":13.899996,"price_vs_vwap_pct":-0.032348,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.419242,"dist_to_hod_atr":15.143575,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.22016},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"4b5c5a71a1bc","ts":"2026-09-09T19:06:20+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7622,"target":14.06,"target_label":"ceiling","reward_risk":1.05,"pos_in_5d_range_pct":28.4,"room_to_5d_high_atr":2.32},"price":13.9077,"vwap":13.9,"ext_from_open_pct":-0.73,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0151,"volatility":"medium"},"price":13.9077,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":0.782863},"flow":{"window_s":30,"trades":77,"trade_rate":2.566667,"buy_vol":2692.0,"sell_vol":3454.0,"unclassified_vol":0.0,"imbalance":-0.123983,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.164434},"context":{"vwap":13.899996,"price_vs_vwap_pct":0.055422,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.333567,"dist_to_hod_atr":14.607285,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-6,"score":0.6,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-1},"missing":[],"volume_pressure":-0.049991},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"3c1aad32bbf6","ts":"2026-09-09T19:06:25+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7502,"target":14.06,"target_label":"ceiling","reward_risk":1.13,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.8957,"vwap":13.9,"ext_from_open_pct":-0.82,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":-0.0022,"volatility":"medium"},"price":13.8957,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":0.648055},"flow":{"window_s":30,"trades":69,"trade_rate":2.3,"buy_vol":2836.0,"sell_vol":3077.0,"unclassified_vol":0.0,"imbalance":-0.040758,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":0.525649},"context":{"vwap":13.899996,"price_vs_vwap_pct":-0.030909,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.417837,"dist_to_hod_atr":15.134783,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-5,"score":1.2,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.016434},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"dfbef39ea041","ts":"2026-09-09T19:06:30+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7545,"target":14.06,"target_label":"ceiling","reward_risk":1.1,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":2.34},"price":13.9,"vwap":13.9,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.004,"volatility":"medium"},"price":13.9,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":0.580292},"flow":{"window_s":30,"trades":57,"trade_rate":1.9,"buy_vol":3035.0,"sell_vol":2372.0,"unclassified_vol":0.0,"imbalance":0.122619,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":4.111305},"context":{"vwap":13.899996,"price_vs_vwap_pct":2.7e-05,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.38764,"dist_to_hod_atr":14.945763,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-4,"score":1.9,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.049441},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"101f8aa2f8bf","ts":"2026-09-09T19:06:50+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7508,"target":14.06,"target_label":"ceiling","reward_risk":1.12,"pos_in_5d_range_pct":27.8,"room_to_5d_high_atr":2.34},"price":13.8963,"vwap":13.9,"ext_from_open_pct":-0.81,"max_ext_allowed_pct":4.0,"volume_pace":0.512,"trend":"flat","recent_slope_pct":-0.0013,"volatility":"medium"},"price":13.8963,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":0.735695},"flow":{"window_s":30,"trades":48,"trade_rate":1.6,"buy_vol":5419.0,"sell_vol":1143.0,"unclassified_vol":0.0,"imbalance":0.651631,"bid":13.9,"ask":13.91,"spread_pct":0.071917,"quote_size_imbalance":null,"quote_age_s":1.025439},"context":{"vwap":13.899996,"price_vs_vwap_pct":-0.026592,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.413624,"dist_to_hod_atr":15.108408,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.262744},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"430bcf37fb86","ts":"2026-09-09T19:06:55+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7645,"target":14.06,"target_label":"ceiling","reward_risk":1.03,"pos_in_5d_range_pct":28.6,"room_to_5d_high_atr":2.32},"price":13.91,"vwap":13.9,"ext_from_open_pct":-0.71,"max_ext_allowed_pct":4.0,"volume_pace":0.513,"trend":"flat","recent_slope_pct":0.0184,"volatility":"medium"},"price":13.91,"volume":{"bars":336,"last_bar_volume":7514.0,"baseline_avg":18635.45,"bar_rvol":0.40321,"raw_accel":-0.310642,"smooth_accel":-0.364999,"accel_momentum":-0.595415,"rvol_3bar":[1.220199,0.575483,0.40321],"trend_3bar":"DECELERATING","projected_rvol":1.058979},"flow":{"window_s":30,"trades":86,"trade_rate":2.866667,"buy_vol":10927.0,"sell_vol":2131.0,"unclassified_vol":0.0,"imbalance":0.67361,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.620783},"context":{"vwap":13.899996,"price_vs_vwap_pct":0.071969,"ema9":13.907073,"ema20":13.915347,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.317416,"dist_to_hod_atr":14.506182,"atr":0.022749,"spread_atr":0.439581,"own_change_pct":-0.102088,"rel_strength_pct":{"SPY":-0.052288,"IWM":-0.036749}},"vas":{"raw":-3,"score":2.5,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":2},"missing":[],"volume_pressure":0.271606},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength","not_decelerating"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":false}}}
{"type":"snapshot","id":"6bbcaa6c732f","ts":"2026-09-09T19:07:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.6595,"target":14.88,"target_label":"ceiling","reward_risk":0.68,"pos_in_5d_range_pct":6.0,"room_to_5d_high_atr":2.69},"price":14.7905,"vwap":14.7263,"ext_from_open_pct":-0.87,"max_ext_allowed_pct":4.0,"volume_pace":0.526,"trend":"flat","recent_slope_pct":-0.0366,"volatility":"medium"},"price":14.7905,"volume":{"bars":337,"last_bar_volume":74032.0,"baseline_avg":33217.55,"bar_rvol":2.228701,"raw_accel":2.382928,"smooth_accel":0.489299,"accel_momentum":0.786043,"rvol_3bar":[0.916791,0.676989,2.228701],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":99,"trade_rate":3.3,"buy_vol":17613.0,"sell_vol":5747.0,"unclassified_vol":0.0,"imbalance":0.507962,"bid":14.78,"ask":14.79,"spread_pct":0.067636,"quote_size_imbalance":null,"quote_age_s":1.895003},"context":{"vwap":14.726302,"price_vs_vwap_pct":0.43594,"ema9":14.799107,"ema20":14.813987,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.867962,"dist_to_hod_atr":4.551604,"atr":0.028452,"spread_atr":0.351475,"own_change_pct":0.033818,"rel_strength_pct":{"SPY":0.045616,"IWM":0.068217}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.132096},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f4ca77bb5d5b","ts":"2026-09-09T19:07:10+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.6426,"target":14.88,"target_label":"ceiling","reward_risk":0.81,"pos_in_5d_range_pct":4.9,"room_to_5d_high_atr":2.72},"price":14.7736,"vwap":14.7263,"ext_from_open_pct":-0.98,"max_ext_allowed_pct":4.0,"volume_pace":0.526,"trend":"flat","recent_slope_pct":-0.0594,"volatility":"medium"},"price":14.7736,"volume":{"bars":337,"last_bar_volume":74032.0,"baseline_avg":33217.55,"bar_rvol":2.228701,"raw_accel":2.382928,"smooth_accel":0.489299,"accel_momentum":0.786043,"rvol_3bar":[0.916791,0.676989,2.228701],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":108,"trade_rate":3.6,"buy_vol":19439.0,"sell_vol":9370.0,"unclassified_vol":0.0,"imbalance":0.349509,"bid":14.78,"ask":14.79,"spread_pct":0.067636,"quote_size_imbalance":null,"quote_age_s":1.059798},"context":{"vwap":14.726302,"price_vs_vwap_pct":0.321179,"ema9":14.799107,"ema20":14.813987,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.981233,"dist_to_hod_atr":5.145597,"atr":0.028452,"spread_atr":0.351475,"own_change_pct":0.033818,"rel_strength_pct":{"SPY":0.045616,"IWM":0.068217}},"vas":{"raw":7,"score":8.8,"components":{"rvol":2,"accel":2,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":0.778951},"shadow":{"decision":"PASS","failed":[],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"573bb4b88fa0","ts":"2026-09-09T19:07:15+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7526,"target":14.06,"target_label":"ceiling","reward_risk":1.11,"pos_in_5d_range_pct":27.9,"room_to_5d_high_atr":2.34},"price":13.8981,"vwap":13.9,"ext_from_open_pct":-0.8,"max_ext_allowed_pct":3.0,"volume_pace":0.512,"trend":"flat","recent_slope_pct":-0.0027,"volatility":"medium"},"price":13.8981,"volume":{"bars":337,"last_bar_volume":19260.0,"baseline_avg":17106.15,"bar_rvol":1.125911,"raw_accel":1.563215,"smooth_accel":-0.4398,"accel_momentum":-0.074801,"rvol_3bar":[0.575483,0.40321,1.125911],"trend_3bar":"MIXED","projected_rvol":0.31287},"flow":{"window_s":30,"trades":73,"trade_rate":2.433333,"buy_vol":7402.0,"sell_vol":2881.0,"unclassified_vol":0.0,"imbalance":0.439658,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":1.488615},"context":{"vwap":13.900015,"price_vs_vwap_pct":-0.013775,"ema9":13.908658,"ema20":13.915314,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.400983,"dist_to_hod_atr":15.164937,"atr":0.022545,"spread_atr":0.443549,"own_change_pct":0.143937,"rel_strength_pct":{"SPY":0.155735,"IWM":0.178335}},"vas":{"raw":0,"score":4.4,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":2},"missing":[],"volume_pressure":0.495015},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"86855c9c4e59","ts":"2026-09-09T19:07:25+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7594,"target":14.06,"target_label":"ceiling","reward_risk":1.07,"pos_in_5d_range_pct":28.3,"room_to_5d_high_atr":2.33},"price":13.9049,"vwap":13.9,"ext_from_open_pct":-0.75,"max_ext_allowed_pct":3.0,"volume_pace":0.512,"trend":"flat","recent_slope_pct":0.0071,"volatility":"medium"},"price":13.9049,"volume":{"bars":337,"last_bar_volume":19260.0,"baseline_avg":17106.15,"bar_rvol":1.125911,"raw_accel":1.563215,"smooth_accel":-0.4398,"accel_momentum":-0.074801,"rvol_3bar":[0.575483,0.40321,1.125911],"trend_3bar":"MIXED","projected_rvol":0.368569},"flow":{"window_s":30,"trades":49,"trade_rate":1.633333,"buy_vol":1938.0,"sell_vol":1859.0,"unclassified_vol":0.0,"imbalance":0.020806,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.345932},"context":{"vwap":13.900015,"price_vs_vwap_pct":0.035146,"ema9":13.908658,"ema20":13.915314,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.35323,"dist_to_hod_atr":14.863324,"atr":0.022545,"spread_atr":0.443549,"own_change_pct":0.143937,"rel_strength_pct":{"SPY":0.155735,"IWM":0.178335}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.023426},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"091858bd53b4","ts":"2026-09-09T19:07:35+00:00","symbol":"TTD","event":"REJECT","bot":{"state":"REJECT","reason":"price $13.90 below VWAP $13.90","plan":{"state":"PASS","setup":"","stop":13.7533,"target":14.06,"target_label":"ceiling","reward_risk":1.11,"pos_in_5d_range_pct":28.0,"room_to_5d_high_atr":2.34},"price":13.8988,"vwap":13.9,"ext_from_open_pct":-0.79,"max_ext_allowed_pct":3.0,"volume_pace":0.512,"trend":"flat","recent_slope_pct":-0.0017,"volatility":"medium"},"price":13.8988,"volume":{"bars":337,"last_bar_volume":19260.0,"baseline_avg":17106.15,"bar_rvol":1.125911,"raw_accel":1.563215,"smooth_accel":-0.4398,"accel_momentum":-0.074801,"rvol_3bar":[0.575483,0.40321,1.125911],"trend_3bar":"MIXED","projected_rvol":0.34083},"flow":{"window_s":30,"trades":51,"trade_rate":1.7,"buy_vol":1926.0,"sell_vol":1297.0,"unclassified_vol":0.0,"imbalance":0.19516,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":0.053984},"context":{"vwap":13.900015,"price_vs_vwap_pct":-0.008739,"ema9":13.908658,"ema20":13.915314,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.396067,"dist_to_hod_atr":15.133889,"atr":0.022545,"spread_atr":0.443549,"own_change_pct":0.143937,"rel_strength_pct":{"SPY":0.155735,"IWM":0.178335}},"vas":{"raw":-1,"score":3.8,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":1},"missing":[],"volume_pressure":0.219733},"shadow":{"decision":"FAIL","failed":["vas"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"6a832563a8a8","ts":"2026-09-09T19:07:40+00:00","symbol":"TTD","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":13.7745,"target":14.06,"target_label":"ceiling","reward_risk":0.96,"pos_in_5d_range_pct":29.1,"room_to_5d_high_atr":2.3},"price":13.92,"vwap":13.9,"ext_from_open_pct":-0.64,"max_ext_allowed_pct":3.0,"volume_pace":0.512,"trend":"flat","recent_slope_pct":0.0288,"volatility":"medium"},"price":13.92,"volume":{"bars":337,"last_bar_volume":19260.0,"baseline_avg":17106.15,"bar_rvol":1.125911,"raw_accel":1.563215,"smooth_accel":-0.4398,"accel_momentum":-0.074801,"rvol_3bar":[0.575483,0.40321,1.125911],"trend_3bar":"MIXED","projected_rvol":0.310678},"flow":{"window_s":30,"trades":50,"trade_rate":1.666667,"buy_vol":1513.0,"sell_vol":1398.0,"unclassified_vol":0.0,"imbalance":0.039505,"bid":13.91,"ask":13.92,"spread_pct":0.071865,"quote_size_imbalance":null,"quote_age_s":1.692226},"context":{"vwap":13.900015,"price_vs_vwap_pct":0.143779,"ema9":13.908658,"ema20":13.915314,"ema_stack":false,"ema_warm":true,"hod":14.24,"dist_to_hod_pct":-2.247191,"dist_to_hod_atr":14.193565,"atr":0.022545,"spread_atr":0.443549,"own_change_pct":0.143937,"rel_strength_pct":{"SPY":0.155735,"IWM":0.178335}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":0,"accel":-2,"momentum":0,"imbalance":0},"missing":[],"volume_pressure":0.044479},"shadow":{"decision":"FAIL","failed":["vas","imbalance"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"752ddae87a69","ts":"2026-09-09T19:08:10+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.649,"target":14.88,"target_label":"ceiling","reward_risk":0.76,"pos_in_5d_range_pct":5.3,"room_to_5d_high_atr":2.71},"price":14.78,"vwap":14.7264,"ext_from_open_pct":-0.94,"max_ext_allowed_pct":3.0,"volume_pace":0.525,"trend":"flat","recent_slope_pct":-0.0257,"volatility":"medium"},"price":14.78,"volume":{"bars":338,"last_bar_volume":11252.0,"baseline_avg":36324.8,"bar_rvol":0.309761,"raw_accel":-0.848012,"smooth_accel":0.076092,"accel_momentum":-0.413207,"rvol_3bar":[0.676989,2.228701,0.309761],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":33,"trade_rate":1.1,"buy_vol":5561.0,"sell_vol":4185.0,"unclassified_vol":0.0,"imbalance":0.141186,"bid":14.78,"ask":14.79,"spread_pct":0.067636,"quote_size_imbalance":null,"quote_age_s":1.180491},"context":{"vwap":14.726367,"price_vs_vwap_pct":0.3642,"ema9":14.794486,"ema20":14.810369,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.938338,"dist_to_hod_atr":5.054547,"atr":0.027698,"spread_atr":0.361039,"own_change_pct":-0.149343,"rel_strength_pct":{"SPY":-0.204649,"IWM":-0.142463}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-2,"accel":0,"momentum":-1,"imbalance":1},"missing":[],"volume_pressure":0.043734},"shadow":{"decision":"FAIL","failed":["vas","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":true,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"ed71e695d364","ts":"2026-09-09T19:10:05+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.6422,"target":14.88,"target_label":"ceiling","reward_risk":0.82,"pos_in_5d_range_pct":4.9,"room_to_5d_high_atr":2.72},"price":14.7732,"vwap":14.7266,"ext_from_open_pct":-0.98,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":-0.0222,"volatility":"medium"},"price":14.7732,"volume":{"bars":340,"last_bar_volume":4745.0,"baseline_avg":34678.4,"bar_rvol":0.136829,"raw_accel":-0.762394,"smooth_accel":-0.713333,"accel_momentum":-1.325235,"rvol_3bar":[0.309761,0.563131,0.136829],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":94,"trade_rate":3.133333,"buy_vol":3092.0,"sell_vol":12956.0,"unclassified_vol":0.0,"imbalance":-0.614656,"bid":14.76,"ask":14.77,"spread_pct":0.067728,"quote_size_imbalance":null,"quote_age_s":1.307121},"context":{"vwap":14.726501,"price_vs_vwap_pct":0.317106,"ema9":14.787975,"ema20":14.804202,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-0.983914,"dist_to_hod_atr":5.666019,"atr":0.025909,"spread_atr":0.385969,"own_change_pct":-0.153384,"rel_strength_pct":{"SPY":-0.20583,"IWM":-0.167145}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.084103},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"dd0a428159e7","ts":"2026-09-09T19:13:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.2% above open $14.12 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":14.4602,"target":14.67,"target_label":"ceiling","reward_risk":0.89,"pos_in_5d_range_pct":183.9,"room_to_5d_high_atr":-2.79},"price":14.5715,"vwap":14.4861,"ext_from_open_pct":3.21,"max_ext_allowed_pct":3.0,"volume_pace":3.0,"trend":"flat","recent_slope_pct":0.0106,"volatility":"medium"},"price":14.5715,"volume":{"bars":343,"last_bar_volume":1053.0,"baseline_avg":2514.05,"bar_rvol":0.418846,"raw_accel":-0.634121,"smooth_accel":-0.377158,"accel_momentum":-0.845314,"rvol_3bar":[0.363043,1.212913,0.418846],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":12,"trade_rate":0.4,"buy_vol":173.0,"sell_vol":627.0,"unclassified_vol":0.0,"imbalance":-0.5675,"bid":14.57,"ask":14.58,"spread_pct":0.068611,"quote_size_imbalance":null,"quote_age_s":4.902577},"context":{"vwap":14.486058,"price_vs_vwap_pct":0.58982,"ema9":14.563485,"ema20":14.557558,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.2771,"dist_to_hod_atr":11.838425,"atr":0.015923,"spread_atr":0.628033,"own_change_pct":0.120926,"rel_strength_pct":{"SPY":0.13272,"IWM":0.081359}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.237695},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"45c813710de6","ts":"2026-09-09T19:13:25+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.4561,"target":14.67,"target_label":"ceiling","reward_risk":0.92,"pos_in_5d_range_pct":183.6,"room_to_5d_high_atr":-2.78},"price":14.5674,"vwap":14.4862,"ext_from_open_pct":3.18,"max_ext_allowed_pct":4.0,"volume_pace":3.003,"trend":"flat","recent_slope_pct":0.005,"volatility":"medium"},"price":14.5674,"volume":{"bars":343,"last_bar_volume":1053.0,"baseline_avg":2514.05,"bar_rvol":0.418846,"raw_accel":-0.634121,"smooth_accel":-0.377158,"accel_momentum":-0.845314,"rvol_3bar":[0.363043,1.212913,0.418846],"trend_3bar":"MIXED","projected_rvol":7.904377},"flow":{"window_s":30,"trades":85,"trade_rate":2.833333,"buy_vol":1973.0,"sell_vol":6321.0,"unclassified_vol":0.0,"imbalance":-0.524234,"bid":14.55,"ask":14.56,"spread_pct":0.068705,"quote_size_imbalance":null,"quote_age_s":0.782058},"context":{"vwap":14.486058,"price_vs_vwap_pct":0.561517,"ema9":14.563485,"ema20":14.557558,"ema_stack":true,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.304878,"dist_to_hod_atr":12.095919,"atr":0.015923,"spread_atr":0.628033,"own_change_pct":0.120926,"rel_strength_pct":{"SPY":0.13272,"IWM":0.081359}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.219574},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"edb28fb66655","ts":"2026-09-09T19:14:05+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $14.12 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":14.4386,"target":14.67,"target_label":"ceiling","reward_risk":1.08,"pos_in_5d_range_pct":182.4,"room_to_5d_high_atr":-2.74},"price":14.5499,"vwap":14.4863,"ext_from_open_pct":3.06,"max_ext_allowed_pct":3.0,"volume_pace":3.0,"trend":"flat","recent_slope_pct":-0.019,"volatility":"medium"},"price":14.5499,"volume":{"bars":343,"last_bar_volume":1053.0,"baseline_avg":2514.05,"bar_rvol":0.418846,"raw_accel":-0.634121,"smooth_accel":-0.377158,"accel_momentum":-0.845314,"rvol_3bar":[0.363043,1.212913,0.418846],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":17,"trade_rate":0.566667,"buy_vol":770.0,"sell_vol":1650.0,"unclassified_vol":0.0,"imbalance":-0.363636,"bid":14.54,"ask":14.55,"spread_pct":0.068752,"quote_size_imbalance":null,"quote_age_s":4.988266},"context":{"vwap":14.486058,"price_vs_vwap_pct":0.440711,"ema9":14.563485,"ema20":14.557558,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.423442,"dist_to_hod_atr":13.194977,"atr":0.015923,"spread_atr":0.628033,"own_change_pct":0.120926,"rel_strength_pct":{"SPY":0.121582,"IWM":0.076199}},"vas":{"raw":-7,"score":0.0,"components":{"rvol":-2,"accel":-2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.152308},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":true,"not_decelerating":true}}}
{"type":"snapshot","id":"f5edc82d1623","ts":"2026-09-09T19:14:05+00:00","symbol":"CPNG","event":"WAIT","bot":{"state":"WAIT","reason":"not yet constructive (trend/EMA/VWAP alignment not bullish)","plan":{"state":"PASS","setup":"","stop":14.614,"target":14.88,"target_label":"ceiling","reward_risk":1.03,"pos_in_5d_range_pct":3.0,"room_to_5d_high_atr":2.78},"price":14.745,"vwap":14.7269,"ext_from_open_pct":-1.17,"max_ext_allowed_pct":3.0,"volume_pace":0.524,"trend":"flat","recent_slope_pct":-0.0207,"volatility":"medium"},"price":14.745,"volume":{"bars":344,"last_bar_volume":30561.0,"baseline_avg":31776.15,"bar_rvol":0.961759,"raw_accel":-0.304008,"smooth_accel":0.311338,"accel_momentum":-1.2938,"rvol_3bar":[0.27912,1.345393,0.961759],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":114,"trade_rate":3.8,"buy_vol":5692.0,"sell_vol":26642.0,"unclassified_vol":0.0,"imbalance":-0.647925,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":0.158087},"context":{"vwap":14.726874,"price_vs_vwap_pct":0.123084,"ema9":14.768295,"ema20":14.788013,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.172922,"dist_to_hod_atr":6.131402,"atr":0.028542,"spread_atr":0.350366,"own_change_pct":-0.209124,"rel_strength_pct":{"SPY":-0.208469,"IWM":-0.253852}},"vas":{"raw":-2,"score":3.1,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":-2},"missing":[],"volume_pressure":-0.623148},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"7a90fc56293b","ts":"2026-09-09T19:14:10+00:00","symbol":"SSL","event":"WAIT","bot":{"state":"WAIT","reason":"holding 0.0s / 18s","plan":{"state":"PASS","setup":"","stop":14.4437,"target":14.67,"target_label":"ceiling","reward_risk":1.03,"pos_in_5d_range_pct":182.8,"room_to_5d_high_atr":-2.75},"price":14.555,"vwap":14.4863,"ext_from_open_pct":3.1,"max_ext_allowed_pct":4.0,"volume_pace":3.0,"trend":"flat","recent_slope_pct":-0.0447,"volatility":"medium"},"price":14.555,"volume":{"bars":344,"last_bar_volume":10700.0,"baseline_avg":2449.65,"bar_rvol":4.367971,"raw_accel":9.161443,"smooth_accel":1.555187,"accel_momentum":1.932345,"rvol_3bar":[1.212913,0.418846,4.367971],"trend_3bar":"MIXED","projected_rvol":null},"flow":{"window_s":30,"trades":29,"trade_rate":0.966667,"buy_vol":1980.0,"sell_vol":1670.0,"unclassified_vol":0.0,"imbalance":0.084932,"bid":14.55,"ask":14.56,"spread_pct":0.068705,"quote_size_imbalance":null,"quote_age_s":0.498699},"context":{"vwap":14.486265,"price_vs_vwap_pct":0.474482,"ema9":14.560768,"ema20":14.556829,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.388889,"dist_to_hod_atr":12.109938,"atr":0.016928,"spread_atr":0.590729,"own_change_pct":0.008248,"rel_strength_pct":{"SPY":0.008903,"IWM":-0.036479}},"vas":{"raw":7,"score":8.8,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":0},"missing":[],"volume_pressure":0.370978},"shadow":{"decision":"FAIL","failed":["imbalance","rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":false,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"fe00534ae69e","ts":"2026-09-09T19:14:50+00:00","symbol":"CPNG","event":"REJECT","bot":{"state":"REJECT","reason":"lower-highs/lower-lows structure","plan":{"state":"PASS","setup":"","stop":14.614,"target":14.88,"target_label":"ceiling","reward_risk":1.03,"pos_in_5d_range_pct":3.0,"room_to_5d_high_atr":2.78},"price":14.745,"vwap":14.7282,"ext_from_open_pct":-1.17,"max_ext_allowed_pct":3.0,"volume_pace":0.554,"trend":"flat","recent_slope_pct":-0.0207,"volatility":"medium"},"price":14.745,"volume":{"bars":344,"last_bar_volume":30561.0,"baseline_avg":31776.15,"bar_rvol":0.961759,"raw_accel":-0.304008,"smooth_accel":0.311338,"accel_momentum":-1.2938,"rvol_3bar":[0.27912,1.345393,0.961759],"trend_3bar":"MIXED","projected_rvol":21.259039},"flow":{"window_s":30,"trades":1112,"trade_rate":37.066667,"buy_vol":268798.0,"sell_vol":289428.0,"unclassified_vol":0.0,"imbalance":-0.036956,"bid":14.74,"ask":14.75,"spread_pct":0.06782,"quote_size_imbalance":null,"quote_age_s":0.233933},"context":{"vwap":14.726874,"price_vs_vwap_pct":0.123084,"ema9":14.768295,"ema20":14.788013,"ema_stack":false,"ema_warm":true,"hod":14.92,"dist_to_hod_pct":-1.172922,"dist_to_hod_atr":6.131402,"atr":0.028542,"spread_atr":0.350366,"own_change_pct":-0.209124,"rel_strength_pct":{"SPY":-0.208469,"IWM":-0.253852}},"vas":{"raw":0,"score":4.4,"components":{"rvol":-1,"accel":2,"momentum":-1,"imbalance":0},"missing":[],"volume_pressure":-0.035543},"shadow":{"decision":"FAIL","failed":["vas","imbalance","bar_rvol","rel_strength"],"missing":[],"rules":{"vas":false,"imbalance":false,"bar_rvol":false,"spread":true,"rel_strength":false,"not_decelerating":true}}}
{"type":"snapshot","id":"9ca64b08f988","ts":"2026-09-09T19:14:55+00:00","symbol":"SSL","event":"REJECT","bot":{"state":"REJECT","reason":"extended +3.1% above open $14.12 (max 3%: volume pace normal, buying normal)","plan":{"state":"PASS","setup":"","stop":14.4409,"target":14.67,"target_label":"ceiling","reward_risk":1.06,"pos_in_5d_range_pct":182.6,"room_to_5d_high_atr":-2.75},"price":14.5522,"vwap":14.4863,"ext_from_open_pct":3.08,"max_ext_allowed_pct":3.0,"volume_pace":2.994,"trend":"flat","recent_slope_pct":-0.0485,"volatility":"medium"},"price":14.5522,"volume":{"bars":344,"last_bar_volume":10700.0,"baseline_avg":2449.65,"bar_rvol":4.367971,"raw_accel":9.161443,"smooth_accel":1.555187,"accel_momentum":1.932345,"rvol_3bar":[1.212913,0.418846,4.367971],"trend_3bar":"MIXED","projected_rvol":0.98463},"flow":{"window_s":30,"trades":4,"trade_rate":0.133333,"buy_vol":28.0,"sell_vol":15.0,"unclassified_vol":0.0,"imbalance":0.302326,"bid":14.55,"ask":14.56,"spread_pct":0.068705,"quote_size_imbalance":null,"quote_age_s":5.09629},"context":{"vwap":14.486265,"price_vs_vwap_pct":0.455153,"ema9":14.560768,"ema20":14.556829,"ema_stack":false,"ema_warm":true,"hod":14.76,"dist_to_hod_pct":-1.407859,"dist_to_hod_atr":12.275342,"atr":0.016928,"spread_atr":0.590729,"own_change_pct":0.008248,"rel_strength_pct":{"SPY":0.008903,"IWM":-0.036479}},"vas":{"raw":9,"score":10.0,"components":{"rvol":3,"accel":3,"momentum":1,"imbalance":2},"missing":[],"volume_pressure":1.320549},"shadow":{"decision":"FAIL","failed":["rel_strength"],"missing":[],"rules":{"vas":true,"imbalance":true,"bar_rvol":true,"spread":true,"rel_strength":false,"not_decelerating":true}}}
