{ "symbol": "AAPL", "timestamp": "2026-10-22T19:13:15.972864", "execution_time_ms": 776.91, "regime": "sideways", "asset_category": "Stocks", "ml_suppressed": false, "ml_suppression_reason": "", "final_signal": { "symbol": "AAPL", "signal_type": "hold", "confidence_level": "medium", "confidence_score": 60.789919999999995, "agent_consensus": { "researcher_main": "buy", "trader_momentum": "buy", "trader_reversion": "hold", "trader_breakout": "buy", "trader_trend": "buy", "ml_forecast_main": "hold", "risk_manager_main": "hold" }, "risk_assessment": { "volatility_risk": 17.873674377990305, "regime_risk": "sideways", "confidence_adjusted": false, "position_size_factor": 0.0479, "capital_allocator": { "base_position": 0.6079, "regime_multiplier": 0.75, "disagreement_multiplier": 0.7, "conviction_multiplier": 0.2, "event_multiplier": 0.75, "volatility_multiplier": 1.0, "final_allocation": 0.0479, "conviction_used": "HOLD", "action_mode": "lean_long", "asset_category": "Stocks", "asset_multiplier": 1.0 } }, "regime": "sideways", "reflection_notes": [ "\u26a0\ufe0f Wide confidence gap (8-77%)", "\u26a0\ufe0f Wide confidence gap (8-77%)" ], "timestamp": "2026-10-22T19:13:15.972653", "expires_at": "2026-10-23T19:13:15.972643", "conviction": "HOLD" }, "meta_analysis": { "consensus": "hold", "confidence_level": "low", "confidence_score": 38.911866359447004, "disagreement": 0.4285714285714286, "agent_breakdown": { "researcher_main": { "role": "researcher", "signal": "buy", "confidence": 77.41935483870968, "reasoning": "Positive sentiment (0.55) with high news volume", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_momentum": { "role": "trader", "signal": "buy", "confidence": 46.75, "reasoning": "Momentum strategy: Bullish signals from MACD, MA", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_reversion": { "role": "trader", "signal": "hold", "confidence": 46.75, "reasoning": "Mean Reversion strategy: Neutral market conditions", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_breakout": { "role": "trader", "signal": "buy", "confidence": 57.0, "reasoning": "Breakout strategy: Bullish signals from MACD, MA", "weak_bias": null, "directional_probability": null, "why_it_matters": null }, "trader_trend": { "role": "trader", "signal": "buy", "confidence": 46.75, "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": 63.99999999999999, "reasoning": "Moderate risk: moderate volatility", "weak_bias": null, "directional_probability": null, "why_it_matters": null } }, "signal_counts": { "buy": 4, "hold": 3 }, "weak_bias_summary": { "overall_bias": "bullish", "ml_weight": 0.08, "dominant_agents": [ "researcher_main" ], "confidence_adjusted_bias": "bullish", "agent_biases": {} }, "meta_probability": { "bullish": 0.782, "neutral": 0.218, "bearish": 0.0 }, "weighted_meta_components": { "bullish_weight": 0.7824, "neutral_weight": 0.2176, "bearish_weight": 0.0, "total_bias_weight": 1.0 }, "action_guidance": { "mode": "lean_long", "trigger": "breakout above resistance (347.01) OR volume expansion", "risk_note": "high RSI (73.4) limits upside near-term; trend context: strong uptrend; agent disagreement is elevated" }, "conviction": "HOLD", "portfolio_overlay": { "mode": "standalone", "related_symbols": [], "impact_scope": "single_symbol" }, "event_overlay": { "significant_news": true, "news_volume": 69, "event_bias": "neutral", "trigger": null, "override_applied": false } }, "agent_signals": [ { "agent_id": "researcher_main", "agent_role": "researcher", "symbol": "AAPL", "signal_type": "buy", "confidence": 77.41935483870968, "reasoning": "Positive sentiment (0.55) with high news volume", "timestamp": "2026-10-22T19:13:15.205315", "metadata": { "sentiment": 0.5483870967741935, "news_volume": 69, "significant_news": true, "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "trader_momentum", "agent_role": "trader", "symbol": "AAPL", "signal_type": "buy", "confidence": 46.75, "reasoning": "Momentum strategy: Bullish signals from MACD, MA", "timestamp": "2026-10-22T19:13:15.213724", "metadata": { "price": 347.010009765625, "sma_20": 338.1090026855469, "sma_50": 327.7584002685547, "sma_200": 293.2497151184082, "ema_12": 340.86056783944247, "ema_26": 336.7616026502321, "macd": 4.098965189210389, "macd_signal": 3.976286280705583, "macd_hist": 0.12267890850480612, "rsi_14": 73.38194149918597, "bb_upper": 347.7601491988303, "bb_middle": 338.1090026855469, "bb_lower": 328.4578561722635, "bb_width": 0.05708896501794293, "bb_position": 0.9611372891203744, "atr_14": 6.059289114815848, "volume_ratio": 0.6915341990270105, "obv": 1009586829.0, "support_60d": 302.25, "resistance_60d": 347.010009765625, "adx": 2.13484073546399, "volatility_20d": 17.873674377990305, "volatility_60d": 24.819460615094986, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "True", "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": 46.75, "reasoning": "Mean Reversion strategy: Neutral market conditions", "timestamp": "2026-10-22T19:13:15.222306", "metadata": { "price": 347.010009765625, "sma_20": 338.1090026855469, "sma_50": 327.7584002685547, "sma_200": 293.2497151184082, "ema_12": 340.86056783944247, "ema_26": 336.7616026502321, "macd": 4.098965189210389, "macd_signal": 3.976286280705583, "macd_hist": 0.12267890850480612, "rsi_14": 73.38194149918597, "bb_upper": 347.7601491988303, "bb_middle": 338.1090026855469, "bb_lower": 328.4578561722635, "bb_width": 0.05708896501794293, "bb_position": 0.9611372891203744, "atr_14": 6.059289114815848, "volume_ratio": 0.6915341990270105, "obv": 1009586829.0, "support_60d": 302.25, "resistance_60d": 347.010009765625, "adx": 2.13484073546399, "volatility_20d": 17.873674377990305, "volatility_60d": 24.819460615094986, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "True", "macd_bearish": "False" }, "trend": "strong_uptrend", "global_regime": "sideways", "detected_regime": "sideways" } }, { "agent_id": "trader_breakout", "agent_role": "trader", "symbol": "AAPL", "signal_type": "buy", "confidence": 57.0, "reasoning": "Breakout strategy: Bullish signals from MACD, MA", "timestamp": "2026-10-22T19:13:15.231570", "metadata": { "price": 347.010009765625, "sma_20": 338.1090026855469, "sma_50": 327.7584002685547, "sma_200": 293.2497151184082, "ema_12": 340.86056783944247, "ema_26": 336.7616026502321, "macd": 4.098965189210389, "macd_signal": 3.976286280705583, "macd_hist": 0.12267890850480612, "rsi_14": 73.38194149918597, "bb_upper": 347.7601491988303, "bb_middle": 338.1090026855469, "bb_lower": 328.4578561722635, "bb_width": 0.05708896501794293, "bb_position": 0.9611372891203744, "atr_14": 6.059289114815848, "volume_ratio": 0.6915341990270105, "obv": 1009586829.0, "support_60d": 302.25, "resistance_60d": 347.010009765625, "adx": 2.13484073546399, "volatility_20d": 17.873674377990305, "volatility_60d": 24.819460615094986, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "True", "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": 46.75, "reasoning": "Trend Following strategy: Bullish signals from MACD, MA", "timestamp": "2026-10-22T19:13:15.240570", "metadata": { "price": 347.010009765625, "sma_20": 338.1090026855469, "sma_50": 327.7584002685547, "sma_200": 293.2497151184082, "ema_12": 340.86056783944247, "ema_26": 336.7616026502321, "macd": 4.098965189210389, "macd_signal": 3.976286280705583, "macd_hist": 0.12267890850480612, "rsi_14": 73.38194149918597, "bb_upper": 347.7601491988303, "bb_middle": 338.1090026855469, "bb_lower": 328.4578561722635, "bb_width": 0.05708896501794293, "bb_position": 0.9611372891203744, "atr_14": 6.059289114815848, "volume_ratio": 0.6915341990270105, "obv": 1009586829.0, "support_60d": 302.25, "resistance_60d": 347.010009765625, "adx": 2.13484073546399, "volatility_20d": 17.873674377990305, "volatility_60d": 24.819460615094986, "crossovers": { "golden_cross": "False", "death_cross": "False", "price_above_50": "True", "price_above_200": "True", "macd_bullish": "True", "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": "2026-10-22T19:13:15.959505", "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": 11.47 }, { "method": "xgb", "status": "ok", "quality_score": 9.49 }, { "method": "rf", "status": "ok", "quality_score": 7.88 }, { "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": 0.38, "selector_score": 0.0, "derived_score": 0.38, "institutional_ml_score": 11.1, "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": 5.0, "confidence_after_gate": 8.0, "score_before_gate": 0.38, "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": 0.38, "institutional_ml_score": 11.1, "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": 63.99999999999999, "reasoning": "Moderate risk: moderate volatility", "timestamp": "2026-10-22T19:13:15.970861", "metadata": { "regime": "sideways", "volatility": 17.873674377990305, "risk_level": "moderate", "current_drawdown": 0.0, "max_drawdown_1y": -13.798523953754415, "risk_action": "NEUTRAL", "global_regime": "sideways", "detected_regime": "sideways" } } ], "reflection_notes": [ "\u26a0\ufe0f Wide confidence gap (8-77%)" ], "drift_analysis": { "drift_detected": false, "drift_score": 0, "regime_changes_30d": 0, "current_regime": "sideways", "recommendation": "Models performing as expected" }, "technical_summary": { "price": 347.010009765625, "rsi": 73.38194149918597, "trend": "strong_uptrend", "volatility": 17.873674377990305, "support": 302.25, "resistance": 347.010009765625 } }