Data Analysis
Overview
February 26, 2026 was the first day MorningEdge executed live paper trades through the Alpaca API. The day produced a +$333.66 profit (3W/2L, 60% win rate) on $49,945 deployed capital, a +0.67% return.
Trade-by-Trade Results
| Ticker | Entry | Exit | P/L | % | HOD | Max Ext | Result |
|---|---|---|---|---|---|---|---|
| NVAX | $10.96 | $11.17 | +$187.37 | +1.87% | $11.96 | +21.9% | WIN |
| OPEN | $5.24 | $5.39 | +$286.80 | +2.86% | $5.44 | +8.4% | WIN |
| RGTI | $18.59 | $18.61 | +$8.07 | +0.08% | $19.20 | +4.9% | WIN |
| INTU | $395.85 | $393.60 | -$56.25 | -0.57% | $406.25 | +4.4% | LOSS |
| STLA | $8.13 | $8.06 | -$92.33 | -0.92% | $8.21 | +1.2% | LOSS |
The Money Left on the Table
All five stocks peaked well before the 3:55 PM close:
- NVAX: Peak at $11.96 (10:55 AM) — exited at $11.17. Left $722 on the table.
- OPEN: Peak at $5.44 — exited at $5.39. Captured most of the move.
- RGTI: Peak at $19.20 (10:55 AM) — exited at $18.61. Left $317 on the table.
- INTU: Peak at $406.25 (11:15 AM) — exited at $393.60. Left $260 unrealized.
- STLA: Peak at $8.21 (9:35 AM, first 5 minutes) — faded all day.
Total P/L if sold at each stock's HOD: ~$1,407. Actual P/L: +$333.66. The 3:55 PM exit captured only 24% of available intraday alpha.
Position Sizing Validation
| Metric | Target | Actual | Status |
|---|---|---|---|
| Per-position allocation | $10,000 | $9,896 - $10,020 | Within 1% tolerance |
| Total deployment | $50,000 | $49,945 | 99.9% utilized |
| Max single-trade loss | $250 (0.5%) | $92.33 (STLA) | Well within limit |
Implications
- The system works end-to-end. Scan, size, execute, close — all stages functioned. Profitable on day one despite execution delays.
- Sell timing is the primary optimization target. Capturing only 24% of available alpha means the exit strategy is the biggest lever for improvement. This finding launched the sell-timing analysis and ultimately the V3 15:20 PM time exit.
- Catalyst quality matters more than quantity. The two strongest performers (NVAX, OPEN) had clear reasons for their moves. STLA's bad-news gap was the largest loser.
- Position sizing is validated. Equal dollar allocation worked as designed with no risk limit breaches.