{ "symbol": "AAPL", "timestamp": "2026-09-04T15:12:50.188729", "execution_time_ms": 2599.85, "regime": "sideways", "asset_category": "Stocks", "ml_suppressed": false, "ml_suppression_reason": "", "final_signal": { "symbol": "AAPL", "signal_type": "buy", "confidence_level": "low", "confidence_score": 39.065844155844154, "agent_consensus": { "researcher_main": "hold", "trader_momentum": "hold", "trader_reversion": "hold", "trader_breakout": "hold", "trader_trend": "buy", "ml_forecast_main": "hold", "risk_manager_main": "hold" }, "risk_assessment": { "volatility_risk": 21.88742796760719, "regime_risk": "sideways", "confidence_adjusted": true, "position_size_factor": 0.16, "capital_allocator": { "base_position": 0.3907, "regime_multiplier": 0.75, "disagreement_multiplier": 1.0, "conviction_multiplier": 0.65, "event_multiplier": 1.05, "volatility_multiplier": 0.8, "final_allocation": 0.16, "conviction_used": "WEAK BUY", "action_mode": "event_long", "asset_category": "Stocks", "asset_multiplier": 1.0 } }, "regime": "sideways", "reflection_notes": [ "\u26a0\ufe0f Wide confidence gap (8-66%)", "\u26a0\ufe0f Wide confidence gap (8-66%)", "\u26a0\ufe0f Wide confidence gap (8-62%)" ], "timestamp": "2026-09-04T15:12:50.188515", "expires_at": "2026-09-05T15:12:50.188507", "conviction": "WEAK BUY" }, "meta_analysis": { "consensus": "buy", "confidence_level": "medium", "confidence_score": 55.80834879406308, "disagreement": 0.1428571428571429, "agent_breakdown": { "researcher_main": { "role": "researcher", "signal": "hold", "confidence": 55.09090909090909, "reasoning": "Mixed signals from research", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_momentum": { "role": "trader", "signal": "hold", "confidence": 56.25, "reasoning": "Momentum strategy: Neutral market conditions", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_reversion": { "role": "trader", "signal": "hold", "confidence": 56.25, "reasoning": "Mean Reversion strategy: Neutral market conditions", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_breakout": { "role": "trader", "signal": "hold", "confidence": 56.25, "reasoning": "Breakout strategy: Neutral market conditions", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_trend": { "role": "trader", "signal": "buy", "confidence": 56.25, "reasoning": "Trend Following strategy: Bullish signals from MACD, MA", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "ml_forecast_main": { "role": "executor", "signal": "hold", "confidence": 8.0, "reasoning": "Trained ML stack selected ENSEMBLE. Used ranked direct-model fallback because no selector winner was available. Directional forecast: neutral. Expected 5-day move: 0.04%. Probability view: 50.4% up / 49.6% down (balanced). ML stays in informational mode because the selector edge is modest at the 5-day horizon. Why it matters: Model edge is very small, so ML stays informational rather than actionable. Probability tilt is 50.4% up vs 49.6% down. Expected move is extremely small over the forecast horizon in a sideways consolidation regime with range-bound movement and low trend conviction.", "weak_bias": "neutral", "directional_probability": { "up_pct": 50.4, "down_pct": 49.6, "band": "balanced" }, "why_it_matters": "Model edge is very small, so ML stays informational rather than actionable. Probability tilt is 50.4% up vs 49.6% down. Expected move is extremely small over the forecast horizon in a sideways consolidation regime with range-bound movement and low trend conviction." }, "risk_manager_main": { "role": "risk_manager", "signal": "hold", "confidence": 62.5, "reasoning": "Moderate risk: moderate volatility", "weak_bias": null, "directional_probability": null, "why_it_matters": null } }, "signal_counts": { "hold": 6, "buy": 1 }, "weak_bias_summary": { "overall_bias": "neutral", "ml_weight": 0.08, "dominant_agents": [ "risk_manager_main" ], "confidence_adjusted_bias": "neutral", "agent_biases": {} }, "meta_probability": { "bullish": 0.251, "neutral": 0.749, "bearish": 0.0 }, "weighted_meta_components": { "bullish_weight": 0.2511, "neutral_weight": 0.7489, "bearish_weight": 0.0, "total_bias_weight": 1.0 }, "action_guidance": { "mode": "event_long", "trigger": "news catalyst follow-through and breakout above resistance (339.79)", "risk_note": "moderate risk; RSI 62.5; trend context: strong_uptrend" }, "conviction": "WEAK BUY", "portfolio_overlay": { "mode": "standalone", "related_symbols": [], "impact_scope": "single_symbol" }, "event_overlay": { "significant_news": true, "news_volume": 100, "event_bias": "neutral", "trigger": "news catalyst follow-through and breakout above resistance (339.79)", "override_applied": true } }, "agent_signals": [ { "agent_id": "researcher_main", "agent_role": "researcher", "symbol": "AAPL", "signal_type": "hold", "confidence": 55.09090909090909, "reasoning": "Mixed signals from research", "timestamp": "2026-09-04T15:12:49.168454", "metadata": { "sentiment": 0.45454545454545453, "news_volume": 100, "significant_news": true, "pe_ratio": 37.68, "pb_ratio": 44.13, "eps": 8.71, "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "trader_momentum", "agent_role": "trader", "symbol": "AAPL", "signal_type": "hold", "confidence": 56.25, "reasoning": "Momentum strategy: Neutral market conditions", "timestamp": "2026-09-04T15:12:49.196922", "metadata": { "price": 319.04998779296875, "sma_20": 313.09399871826173, "sma_50": 314.96936767578126, "sma_200": 283.43442390441896, "ema_12": 318.56554757820214, "ema_26": 315.99719242044256, "macd": 2.5683551577595836, "macd_signal": 1.077471917452867, "macd_hist": 1.4908832403067165, "rsi_14": 62.54192185657877, "bb_upper": 327.92658009468744, "bb_middle": 313.09399871826173, "bb_lower": 298.261417341836, "bb_width": 0.09474842339455274, "bb_position": 0.7007738546499136, "atr_14": 7.431427001953125, "volume_ratio": 0.3674473647780376, "obv": 1222611053.0, "support_60d": 274.91290283203125, "resistance_60d": 339.78692626953125, "adx": -56.116215614207974, "volatility_20d": 21.88742796760719, "volatility_60d": 31.80075905448304, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "False", "macd_bearish": "False" }, "trend": "strong_uptrend", "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "trader_reversion", "agent_role": "trader", "symbol": "AAPL", "signal_type": "hold", "confidence": 56.25, "reasoning": "Mean Reversion strategy: Neutral market conditions", "timestamp": "2026-09-04T15:12:49.228645", "metadata": { "price": 319.04998779296875, "sma_20": 313.09399871826173, "sma_50": 314.96936767578126, "sma_200": 283.43442390441896, "ema_12": 318.56554757820214, "ema_26": 315.99719242044256, "macd": 2.5683551577595836, "macd_signal": 1.077471917452867, "macd_hist": 1.4908832403067165, "rsi_14": 62.54192185657877, "bb_upper": 327.92658009468744, "bb_middle": 313.09399871826173, "bb_lower": 298.261417341836, "bb_width": 0.09474842339455274, "bb_position": 0.7007738546499136, "atr_14": 7.431427001953125, "volume_ratio": 0.3674473647780376, "obv": 1222611053.0, "support_60d": 274.91290283203125, "resistance_60d": 339.78692626953125, "adx": -56.116215614207974, "volatility_20d": 21.88742796760719, "volatility_60d": 31.80075905448304, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "False", "macd_bearish": "False" }, "trend": "strong_uptrend", "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "trader_breakout", "agent_role": "trader", "symbol": "AAPL", "signal_type": "hold", "confidence": 56.25, "reasoning": "Breakout strategy: Neutral market conditions", "timestamp": "2026-09-04T15:12:49.258931", "metadata": { "price": 319.04998779296875, "sma_20": 313.09399871826173, "sma_50": 314.96936767578126, "sma_200": 283.43442390441896, "ema_12": 318.56554757820214, "ema_26": 315.99719242044256, "macd": 2.5683551577595836, "macd_signal": 1.077471917452867, "macd_hist": 1.4908832403067165, "rsi_14": 62.54192185657877, "bb_upper": 327.92658009468744, "bb_middle": 313.09399871826173, "bb_lower": 298.261417341836, "bb_width": 0.09474842339455274, "bb_position": 0.7007738546499136, "atr_14": 7.431427001953125, "volume_ratio": 0.3674473647780376, "obv": 1222611053.0, "support_60d": 274.91290283203125, "resistance_60d": 339.78692626953125, "adx": -56.116215614207974, "volatility_20d": 21.88742796760719, "volatility_60d": 31.80075905448304, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "False", "macd_bearish": "False" }, "trend": "strong_uptrend", "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "trader_trend", "agent_role": "trader", "symbol": "AAPL", "signal_type": "buy", "confidence": 56.25, "reasoning": "Trend Following strategy: Bullish signals from MACD, MA", "timestamp": "2026-09-04T15:12:49.286578", "metadata": { "price": 319.04998779296875, "sma_20": 313.09399871826173, "sma_50": 314.96936767578126, "sma_200": 283.43442390441896, "ema_12": 318.56554757820214, "ema_26": 315.99719242044256, "macd": 2.5683551577595836, "macd_signal": 1.077471917452867, "macd_hist": 1.4908832403067165, "rsi_14": 62.54192185657877, "bb_upper": 327.92658009468744, "bb_middle": 313.09399871826173, "bb_lower": 298.261417341836, "bb_width": 0.09474842339455274, "bb_position": 0.7007738546499136, "atr_14": 7.431427001953125, "volume_ratio": 0.3674473647780376, "obv": 1222611053.0, "support_60d": 274.91290283203125, "resistance_60d": 339.78692626953125, "adx": -56.116215614207974, "volatility_20d": 21.88742796760719, "volatility_60d": 31.80075905448304, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "False", "macd_bearish": "False" }, "trend": "strong_uptrend", "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "ml_forecast_main", "agent_role": "executor", "symbol": "AAPL", "signal_type": "hold", "confidence": 8.0, "reasoning": "Trained ML stack selected ENSEMBLE. Used ranked direct-model fallback because no selector winner was available. Directional forecast: neutral. Expected 5-day move: 0.04%. Probability view: 50.4% up / 49.6% down (balanced). ML stays in informational mode because the selector edge is modest at the 5-day horizon. Why it matters: Model edge is very small, so ML stays informational rather than actionable. Probability tilt is 50.4% up vs 49.6% down. Expected move is extremely small over the forecast horizon in a sideways consolidation regime with range-bound movement and low trend conviction.", "timestamp": "2026-09-04T15:12:50.097597", "metadata": { "source": "trained_ml", "global_regime": "sideways", "detected_regime": "sideways", "market_regime": "sideways", "coverage_snapshot": { "symbol": "AAPL", "roots": [ "/home/forpy/public_html/python_app/modules/ml/ml_models", "/home/forpy/public_html/python_app/modules/ml/ml_models/research" ], "method_counts": { "rf": 15, "xgb": 15, "lightgbm": 15 }, "latest_artifacts": { "rf": "/home/forpy/public_html/python_app/modules/ml/ml_models/research/AAPL_rf_5d_20260430.pkl", "xgb": "/home/forpy/public_html/python_app/modules/ml/ml_models/research/AAPL_xgb_5d_20260430.pkl", "lightgbm": "/home/forpy/public_html/python_app/modules/ml/ml_models/research/AAPL_lightgbm_5d_20260430.pkl" }, "total_matches": 45, "has_any": true }, "selector_payload": { "error": "No backtest winner available for this symbol", "error_code": "NO_BACKTEST_WINNER", "symbol": "AAPL", "horizon": "5d" }, "live_model_attempts": [ { "method": "ensemble", "status": "ok", "quality_score": 11.385 }, { "method": "xgb", "status": "ok", "quality_score": 9.08 }, { "method": "rf", "status": "ok", "quality_score": 7.75 }, { "method": "lstm", "status": "error", "detail": "Model not trained for this symbol", "error_code": "MODEL_NOT_TRAINED" }, { "method": "gru", "status": "error", "detail": "Model not trained for this symbol", "error_code": "MODEL_NOT_TRAINED" } ], "selected_model": "ensemble", "selection_source": "ranked_direct_fallback", "expected_move_pct": 0.04, "direction": "neutral", "score": 0.35, "selector_score": 0.0, "derived_score": 0.35, "institutional_ml_score": 10.6, "used_live_model_fallback": true, "directional_probability": { "up_pct": 50.4, "down_pct": 49.6, "band": "balanced" }, "weak_bias": "neutral", "quality_gate": { "passed": false, "reason": "neutral_micro_move", "selection_source": "ranked_direct_fallback", "expected_move_pct": 0.04, "confidence_before_gate": 5.1, "confidence_after_gate": 8.0, "score_before_gate": 0.35, "applied_as_soft_cap": true, "probability_band": "balanced", "weak_bias": "neutral", "global_regime": "sideways" }, "action_layer": { "applied": false, "reason": null, "prob_up_pct": 50.4, "weak_bias": "neutral", "selector_score": 0.0, "score_used": 0.35, "institutional_ml_score": 10.6, "expected_move_pct": 0.04, "regime": "sideways" }, "weak_bias_signal": "hold", "why_it_matters": "Model edge is very small, so ML stays informational rather than actionable. Probability tilt is 50.4% up vs 49.6% down. Expected move is extremely small over the forecast horizon in a sideways consolidation regime with range-bound movement and low trend conviction." } }, { "agent_id": "risk_manager_main", "agent_role": "risk_manager", "symbol": "AAPL", "signal_type": "hold", "confidence": 62.5, "reasoning": "Moderate risk: moderate volatility", "timestamp": "2026-09-04T15:12:50.168482", "metadata": { "regime": "sideways", "volatility": 21.88742796760719, "risk_level": "moderate", "volatility_contraction": true, "current_drawdown": -6.102924177875291, "max_drawdown_1y": -13.798523953754415, "risk_action": "NEUTRAL", "global_regime": "sideways", "detected_regime": "sideways" } } ], "reflection_notes": [ "\u26a0\ufe0f Wide confidence gap (8-62%)" ], "drift_analysis": { "drift_detected": true, "drift_score": 80, "regime_changes_30d": 4, "current_regime": "sideways", "recommendation": "Retrain models" }, "technical_summary": { "price": 319.04998779296875, "rsi": 62.54192185657877, "trend": "strong_uptrend", "volatility": 21.88742796760719, "support": 274.91290283203125, "resistance": 339.78692626953125 } }