← journal · entry recorded 09-17 02:00Z (at entry fill) · MOCK data
- entered
- 09-17 01:00Z
- strategy
- crypto.momentum
- entry price
- 1,763.60
- quantity
- 1.200
- initial stop
- 2,054.67
- take profit
- 1,182.60
- planned risk
- $349 · 0.35%
- confidence (uncalibrated)
- 67
The exit is recorded once, when the position closes.
- macro regime
- DISINFLATIONARY
- usd
- usd weakening
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- disinflationary
- liquidity
- neutral
- volatility
- volatility expansion
Reviews are written after the position closes.
Thesis snapshot · stored hypothesis at entry
- crypto.momentum SHORT ETH/USD: momentum signal, horizon 4H-3D
- risk off regime (0.37) helps a short ETHUSD (assumed sensitivity +0.7)
- crypto deleveraging regime (0.80) helps a short ETHUSD (assumed sensitivity +1.0)
- BTCUSD momentum -2.2 sd with correlation +0.73 confirms the trade
- momentum -1.64 sd crossed 1.5
- RSI 45: not at an extreme
entry order filled 1.2 @ 1763.6
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.25risk off regime (0.37) helps a short ETHUSD (assumed sensitivity +0.7)
- ▲macro-0.78crypto deleveraging regime (0.80) helps a short ETHUSD (assumed sensitivity +1.0)
- ▲cross asset-2.18BTCUSD momentum -2.2 sd with correlation +0.73 confirms the trade
- ▲technical-1.64momentum -1.64 sd crossed 1.5
- ▲technical45RSI 45: not at an extreme
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 2054.67 (5.0 x ATR(14))
- 120-bar momentum turns positive
- horizon exceeded: 72 bars held
| cross asset | CONFIRMS | +1.00 | 1 ev. |
| macro | CONFIRMS | +0.36 | 2 ev. |
| technical | CONFIRMS | +0.60 | 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 | 3 ✓ | 0 ✗ |
| Time | Side | Qty | Price | Fee | Slippage | Expected | Liquidity |
|---|---|---|---|---|---|---|---|
| 09-17 01:00Z | SELL | 1.200 | 1,763.60 | 2.12 | 0.27 | 0.53 | normal |
- candidate09-17 01:00Zcrypto.momentum SHORT signal on ETHUSD
- qualified09-17 01:00Zpassed 9 trade-quality and eligibility gates
- approved09-17 01:00Zapproved: all risk layers passed; MARKET order (market order: liquidity normal, spread 0.8x typical)
- executed09-17 01:00Zentry order filled 1.2 @ 1763.6 · broker
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-17T01:00:00Z
- 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.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