Execution funnel

How raw z-score signals survive the LLM validation gate and reach Alpaca as option orders.

Signals

1339

LLM approval rate

4.5%

approved / (approved + rejected)

Executed

13

orders accepted by Alpaca

Signal → fill

1.0%

Funnel stages

Current metrics window (2026-06-15 → 2026-07-15)

Rejection reasons

Why signals didn't become trades (validation + execution failures)

execution_timeout
11
validation_rejected
1279
max_concurrent_skipped
23
execution_failed:option_plan_failed
1
execution_failed:no_option_candidate
12

LLM approval rate over time

Daily validation decisions from order events (30 days)