ITG #5551 · tcast-executor

tb_signals · the decision as published

decision_id: 5551
ts (UTC): 2026-10-02 08:52:41 UTC
received_at (UTC): 2026-10-02 08:52:45 UTC
symbol: ITG
action: SHORT
direction: short
status: open
theme: —
entry_px: 7.015
invalidation: —
horizon_days: 20
edge_bar_pct: 4.1504
atr_pct: 0.1553
fit_rms: —
drift_pct: -11.2908
source: ingest

tb_account_signals · daphnezer08

account_name: daphnezer08
theme: —
account_id: U11855790
symbol: ITG
action / side: SHORT / SELL
entry_px: 7.015
invalidation: —
horizon_days: 20
unit_notional: —
signal_ts (UTC): 2026-10-02 08:52:41 UTC
signal_session: 2026-10-02
exit_due_session: 2026-10-29
target_session: 2026-10-02
entry_deadline_at (UTC): 2026-10-02 18:40:00 UTC
base_qty: 0.00
reanchor: no
state: PENDING
drop_reason: —
created_at (UTC): 2026-10-02 08:52:46 UTC
updated_at (UTC): 2026-10-02 12:30:06 UTC

Fill summary · daphnezer08

Entry fills

SELL · 1 order · 2026-10-02: -356 @ 7.04
net: -356
entry advantage: +35.6bp vs signal entry_px

tb_orders where purpose = 'ENTRY'

Exit fills

tb_orders where purpose in ('EXIT','REDUCE') and side is against this signal, grouped by side and session: no fills

Unwind fills

tb_orders where purpose in ('EXIT','REDUCE') and side is this signal's own side, grouped by side and session: no fills

Net from fills

entry leg: -356
exit leg: 0
net: -356

signed: buy +, sell -; the account's own position is the tb_position_targets card

tb_position_targets · daphnezer08

symbol: ITG
decision_id: 5551
target_qty: -356
actual_qty: -356
state: HOLDING
last_settle_session: 2026-10-02
updated_at (UTC): 2026-10-02 19:59:53 UTC

opened by #5551 -356 — the ENTRY fills on ITG for this account, across all signals

Gross P&L · daphnezer08

entry leg: +2,506.24
exit leg: 0.00
gross: +2,506.24

cash flow from this signal's fills - a buy pays, a sell receives - and before commissions. the fills still net -356 shares, so this is NOT the whole round trip - the part still open is not marked here

raw

{
  "type": "tcast.decision",
  "sent_at": "2026-10-02T08:52:45+0000",
  "source": "tcast:decisions",
  "decision": {
    "id": 5551,
    "ts": "2026-10-02T04:52:41-04:00",
    "symbol": "ITG",
    "action": "SHORT",
    "direction": "short",
    "status": "open",
    "entry_px": 7.015,
    "horizon_days": 20,
    "spread": "[0.02, 5.46, 21.33, 22.67, 28.38, 13.54, 7.72, 0.88, 0.0]",
    "band_edges": "[-73.0, -48.0, -28.0, -12.0, 14.0, 39.0, 94.0, 280.0]",
    "expected_return_pct": -6.2987,
    "edge_bar_pct": 4.1504,
    "atr_pct": 0.1553,
    "drift_pct": -11.2908
  }
}

spread (9-bucket distribution)

[
  0.02,
  5.46,
  21.33,
  22.67,
  28.38,
  13.54,
  7.72,
  0.88,
  0.0
]

ITG · decision_id #5551

1. Signal summary