Execution funnel
How raw z-score signals survive the LLM validation gate and reach Alpaca as option orders.
Signals
1443
LLM approval rate
15.7%
approved / (approved + rejected)
Executed
37
orders accepted by Alpaca
Signal → fill
2.6%
Funnel stages
Current metrics window (2026-08-01 → 2026-08-31)
Rejection reasons
Why signals didn't become trades — validation vetoes and execution failures.
- execution_timeout91
- validation_rejected1216
- max_concurrent_skipped202
- execution_failed:stopout_cooldown5
- execution_failed:option_plan_failed13
- execution_failed:no_option_candidate1
- execution_failed:max_concurrent_trades3
- execution_failed:duplicate_option_contract43
- execution_failed:underlying_direction_exposure54
LLM approval rate over time
Daily validation decisions from order events (30 days)