← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-08 06:00Z
- strategy
- crypto.volatility
- entry price
- 1,903.15
- quantity
- 1.960
- initial stop
- 2,075.46
- take profit
- 1,559.95
- planned risk
- $338 · 0.34%
- confidence (uncalibrated)
- 66
- closed
- 09-08 18:00Z
- exit price
- 1,968.75
- exit reason
- invalidation: horizon exceeded: 48 bars held
- bars held
- 48
- gross P&L
- −128.57
- fees · financing
- −7.59 · 0.00
- net P&L
- −136.16
- MAE · MFE price
- 2,017.51 · 1,857.96
- macro regime
- MIXED / TRANSITIONAL
- usd
- neutral
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
WRONG THESIS−0.40Rlegacy class normal variance · post-trade-2.0.0 · 2 versions (older kept)
- WRONG THESIS the market moved against the thesis with no identifiable external cause
| Expected | Actual | |
|---|---|---|
| R | expected -0.09 · target 1.99 | actual -0.40 · MFE 0.26 · MAE -0.66 |
| Entry | plan 1,903.61901 | filled 1,903.15110 (0.00R) · slippage 0.55 vs — |
| Exit | stop 2,075.45525 · target 1,559.94651 | 1,968.74987 · invalidation: horizon exceeded: 48 bars held · target reached no |
| Horizon | 48 bars | 48 bars |
| Costs | model slippage: entry — · exit — | total 9.96 (0.03R): fees 7.59 · spread 0.70 · slippage 1.67 · financing 0.00 |
| Regime | usd neutral · risk neutral · crypto deleveraging · growth neutral · inflation neutral · volatility expansion | changed by exit: none · 13 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.02257 | realised 0.01315 (0.58×) · largest bar 1.24 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- crypto.volatility SHORT ETH/USD: breakout signal, horizon 4H-2D
- liquidity contraction regime (0.68) helps a short ETHUSD (assumed sensitivity +0.8)
- crypto deleveraging regime (0.93) helps a short ETHUSD (assumed sensitivity +1.0)
- BTCUSD momentum -1.5 sd with correlation +0.73 confirms the trade
- close broke the lower band
- band width in the 0% percentile: squeeze
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.64liquidity contraction regime (0.68) helps a short ETHUSD (assumed sensitivity +0.8)
- ▲macro-0.92crypto deleveraging regime (0.93) helps a short ETHUSD (assumed sensitivity +1.0)
- ▲cross asset-1.52BTCUSD momentum -1.5 sd with correlation +0.73 confirms the trade
- ▲technical-14close broke the lower band
- ▲volatility0.00band width in the 0% percentile: squeeze
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 2075.46 (4.0 x ATR(14))
- close back through the 20-bar mean within 4 bars
- horizon exceeded: 48 bars held
| cross asset | CONFIRMS | +0.76 | 1 ev. |
| macro | CONFIRMS | +0.39 | 2 ev. |
| technical | CONFIRMS | +0.64 | 2 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 |
|---|---|---|---|---|---|---|---|
| 09-08 18:00Z | BUY | 1.960 | 1,968.75 | 3.86 | 1.12 | — | high |
| 09-08 06:00Z | SELL | 1.960 | 1,903.15 | 3.73 | 0.55 | — | normal |
- executed09-08 06:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-08T06:00:00Z
- 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
- crypto.volatility@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