← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-03 19:00Z
- strategy
- crypto.regime
- entry price
- 2,947.94
- quantity
- 0.150
- initial stop
- 4,264.43
- take profit
- -997.27
- planned risk
- $197 · 0.20%
- confidence (uncalibrated)
- 56
- closed
- 09-06 07:00Z
- exit price
- 1,935.87
- exit reason
- invalidation: horizon exceeded: 240 bars held
- bars held
- 240
- gross P&L
- +151.81
- fees · financing
- −0.73 · −0.06
- net P&L
- +151.02
- MAE · MFE price
- 2,978.90 · 1,831.66
- macro regime
- MIXED / TRANSITIONAL
- usd
- usd strengthening
- risk
- neutral
- crypto
- neutral
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
CORRECT THESIS+0.77Rlegacy class favourable variance · post-trade-2.0.0 · 2 versions (older kept)
- CORRECT THESIS not a loss; exited invalidation: horizon exceeded: 240 bars held
| Expected | Actual | |
|---|---|---|
| R | expected -0.10 · target 3.00 | actual 0.77 · MFE 0.85 · MAE -0.02 |
| Entry | plan 2,949.00464 | filled 2,947.94157 (0.00R) · slippage 0.12 vs — |
| Exit | stop 4,264.42880 · target -997.26783 | 1,935.87205 · invalidation: horizon exceeded: 240 bars held · target reached no |
| Horizon | 240 bars | 240 bars |
| Costs | model slippage: entry — · exit — | total 1.08 (0.01R): fees 0.73 · spread 0.08 · slippage 0.20 · financing -0.06 |
| Regime | usd strengthening · risk neutral · crypto neutral · growth neutral · inflation neutral · volatility expansion | changed by exit: crypto, growth, usd · 61 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.04462 | realised 0.02077 (0.47×) · largest bar 1.44 ATR |
| Events | US_NFP (CRITICAL), US_UNEMPLOYMENT (HIGH) |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- crypto.regime SHORT ETH/USD: macro signal, horizon 2D-3W
- crypto deleveraging pseudo-probability 0.61
- usd strengthening regime (0.42) helps a short ETHUSD (assumed sensitivity -0.3)
- liquidity contraction regime (0.49) helps a short ETHUSD (assumed sensitivity +0.8)
- crypto deleveraging regime (0.61) helps a short ETHUSD (assumed sensitivity +1.0)
- Against: BTCUSD momentum +0.7 sd with correlation +0.73 contradicts the trade
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲regime0.61crypto deleveraging pseudo-probability 0.61
- ▲macro0.32usd strengthening regime (0.42) helps a short ETHUSD (assumed sensitivity -0.3)
- ▲macro-0.42liquidity contraction regime (0.49) helps a short ETHUSD (assumed sensitivity +0.8)
- ▲macro-0.57crypto deleveraging regime (0.61) helps a short ETHUSD (assumed sensitivity +1.0)
- ▼cross asset0.73BTCUSD momentum +0.7 sd with correlation +0.73 contradicts the trade
- stop at 4264.43 (10.0 x ATR(14))
- P(crypto_deleveraging) falls below 0.40
- horizon exceeded: 240 bars held
| cross asset | CONTRADICTS | −0.37 | 1 ev. |
| macro | CONFIRMS | +0.37 | 4 ev. |
| technical | CONFIRMS | +0.46 | 0 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 |
|---|---|---|---|---|---|---|---|
| 09-06 07:00Z | BUY | 0.150 | 1,935.87 | 0.29 | 0.08 | — | thin |
| 09-03 19:00Z | SELL | 0.150 | 2,947.94 | 0.44 | 0.12 | — | high |
- executed09-03 19:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-03T19:00:00Z
- 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.regime@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