Execution funnel
How raw z-score signals survive the LLM validation gate and reach Alpaca as option orders.
Signals
2028
LLM approval rate
19.4%
approved / (approved + rejected)
Executed
60
orders accepted by Alpaca
Signal → fill
3.0%
Funnel stages
Current metrics window (2026-09-15 → 2026-10-15)
Rejection reasons
Why signals didn't become trades — validation vetoes and execution failures.
- execution_timeout147
- validation_rejected1638
- max_concurrent_skipped631
- execution_failed:stopout_cooldown4
- execution_failed:underlying_exposure64
- execution_failed:max_concurrent_trades39
- execution_failed:duplicate_option_contract45
- execution_failed:underlying_direction_exposure72
LLM approval rate over time
Daily validation decisions from order events (30 days)