← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-04 15:00Z
- strategy
- fx.breakout
- entry price
- 0.81900
- quantity
- 45,000
- initial stop
- 0.81144
- take profit
- 0.83770
- planned risk
- $340 · 0.34%
- confidence (uncalibrated)
- 66
- closed
- 09-07 15:00Z
- exit price
- 0.82899
- exit reason
- invalidation: horizon exceeded: 96 bars held
- bars held
- 96
- gross P&L
- +449.72
- fees · financing
- −2.60 · −1.02
- net P&L
- +446.10
- MAE · MFE price
- 0.81745 · 0.83212
- macro regime
- MIXED / TRANSITIONAL
- usd
- usd strengthening
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
CORRECT THESIS+1.31Rlegacy class favourable variance · post-trade-2.0.0 · 2 versions (older kept)
- CORRECT THESIS not a loss; exited invalidation: horizon exceeded: 96 bars held
| Expected | Actual | |
|---|---|---|
| R | expected — · target 2.47 | actual 1.31 · MFE 1.74 · MAE -0.20 |
| Entry | plan 0.81894 | filled 0.81900 (0.01R) · slippage 0.81 vs — |
| Exit | stop 0.81144 · target 0.83770 | 0.82899 · invalidation: horizon exceeded: 96 bars held · target reached no |
| Horizon | 96 bars | 96 bars |
| Costs | model slippage: entry — · exit — | total 9.29 (0.03R): fees 2.60 · spread 3.00 · slippage 2.67 · financing -1.02 |
| Regime | usd strengthening · risk neutral · crypto deleveraging · growth neutral · inflation neutral · volatility expansion | changed by exit: growth, usd · 73 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.00229 | realised 0.00275 (1.20×) · largest bar 5.05 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- fx.breakout LONG AUD/USD: breakout signal, horizon 4H-4D
- GBPUSD momentum +0.6 sd with correlation +0.62 confirms the trade
- SPX momentum +1.7 sd with correlation +0.38 confirms the trade
- close broke the prior 55-bar high at 0.81751
- band width in the 15% percentile before the break (compression)
- short/long realised vol 1.19: volatility expanding
- Against: usd strengthening regime (0.36) hurts a long AUDUSD (assumed sensitivity -0.8)
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲cross asset0.57GBPUSD momentum +0.6 sd with correlation +0.62 confirms the trade
- ▲cross asset1.68SPX momentum +1.7 sd with correlation +0.38 confirms the trade
- ▲technical0.82close broke the prior 55-bar high at 0.81751
- ▲volatility0.15band width in the 15% percentile before the break (compression)
- ▲volatility1.19short/long realised vol 1.19: volatility expanding
- ▼macro0.23usd strengthening regime (0.36) hurts a long AUDUSD (assumed sensitivity -0.8)
- ▼cross assetAUDUSD-EURUSD correlation has broken down (+0.08 short vs +0.43 long): cross-asset read is less reliable
- stop at 0.811436 (4.0 x ATR(14))
- close back inside the channel (< 0.81751) within 6 bars: false breakout
- horizon exceeded: 96 bars held
| cross asset | MIXED | +0.08 | 3 ev. |
| macro | MIXED | −0.13 | 1 ev. |
| technical | CONFIRMS | +0.51 | 3 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- high
- score
- +1.00
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
| Time | Side | Qty | Price | Fee | Slippage | Expected | Liquidity |
|---|---|---|---|---|---|---|---|
| 09-07 15:00Z | SELL | 45,000 | 0.82899 | 1.31 | 1.86 | — | high |
| 09-04 15:00Z | BUY | 45,000 | 0.81900 | 1.29 | 0.81 | — | high |
- executed09-04 15:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-04T15:00:00Z
- 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
- fx.breakout@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