← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-03 23:00Z
- strategy
- cmd.momentum
- entry price
- 2,037.49
- quantity
- 13
- initial stop
- 2,057.60
- take profit
- 1,998.46
- planned risk
- $261 · 0.26%
- confidence (uncalibrated)
- 56
- closed
- 09-04 12:45Z
- exit price
- 2,058.23
- exit reason
- bracket stop_loss
- bars held
- 54
- gross P&L
- −269.67
- fees · financing
- −5.32 · 0.00
- net P&L
- −275.00
- MAE · MFE price
- 2,052.74 · 2,036.40
- macro regime
- MIXED / TRANSITIONAL
- usd
- usd strengthening
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
LIQUIDITY SHOCK−1.05Rlegacy class liquidity shock · post-trade-2.0.0 · 2 versions (older kept)
- LIQUIDITY SHOCK exit spread 0.766241 is over 3x typical 0.25
- REGIME ERROR regime changed by exit: crypto
| Expected | Actual | |
|---|---|---|
| R | expected -0.07 · target 1.94 | actual -1.05 · MFE 0.05 · MAE -0.76 |
| Entry | plan 2,037.88375 | filled 2,037.48973 (0.02R) · slippage 3.26 vs — |
| Exit | stop 2,057.59608 · target 1,998.45908 | 2,058.23385 · bracket stop_loss · target reached no |
| Horizon | 72 bars | 54 bars |
| Costs | model slippage: entry — · exit — | total 18.74 (0.07R): fees 5.32 · spread 6.84 · slippage 6.57 · financing 0.00 |
| Regime | usd strengthening · risk neutral · crypto neutral · growth neutral · inflation neutral · volatility expansion | changed by exit: crypto · 14 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.00242 | realised 0.00122 (0.50×) · largest bar 1.17 ATR |
| Events | US_NFP (CRITICAL), US_UNEMPLOYMENT (HIGH) |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- cmd.momentum SHORT XAU/USD: momentum signal, horizon 4H-3D
- usd strengthening regime (0.47) helps a short XAUUSD (assumed sensitivity -0.7)
- disinflationary regime (0.45) helps a short XAUUSD (assumed sensitivity +0.6)
- momentum -1.54 sd crossed the 1.5 threshold
- accelerating: -0.49 sd over 24 bars
- RSI 44
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro0.38usd strengthening regime (0.47) helps a short XAUUSD (assumed sensitivity -0.7)
- ▲macro-0.36disinflationary regime (0.45) helps a short XAUUSD (assumed sensitivity +0.6)
- ▲technical-1.54momentum -1.54 sd crossed the 1.5 threshold
- ▲technical-0.49accelerating: -0.49 sd over 24 bars
- ▲technical44RSI 44
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 2057.6 (4.0 x ATR(14))
- 120-bar momentum turns positive
- horizon exceeded: 72 bars held
| cross asset | MIXED | +0.13 | 0 ev. |
| macro | CONFIRMS | +0.26 | 2 ev. |
| technical | CONFIRMS | +0.26 | 3 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- normal
- score
- +0.50
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
| Time | Side | Qty | Price | Fee | Slippage | Expected | Liquidity |
|---|---|---|---|---|---|---|---|
| 09-04 12:45Z | BUY | 13 | 2,058.23 | 2.68 | 3.31 | — | high |
| 09-03 23:00Z | SELL | 13 | 2,037.49 | 2.65 | 3.26 | — | normal |
- executed09-03 23:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-03T23:00:00Z
- data source
- mock
- risk version
- risk-1.0.0+e561f3f2
- model version
- regime-rules-1.0.0+ba09c5ab
- feature version
- fs-1.0.0+bbfe6af5
- strategy version
- cmd.momentum@1.0.0
- execution version
- exec-1.0.0+821dd562
- confidence version
- conf-1.0.0+18bcb659
- event policy version
- evpol-1.0.0+391f9e5d