← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-07 10:00Z
- strategy
- fx.momentum
- entry price
- 1.37239
- quantity
- 11,000
- initial stop
- 1.36140
- take profit
- 1.39401
- planned risk
- $121 · 0.12%
- confidence (uncalibrated)
- 57
- closed
- 09-08 04:00Z
- exit price
- 1.36771
- exit reason
- invalidation: horizon exceeded: 72 bars held
- bars held
- 72
- gross P&L
- −51.51
- fees · financing
- −1.05 · −0.50
- net P&L
- −53.07
- MAE · MFE price
- 1.36740 · 1.37873
- macro regime
- MIXED / TRANSITIONAL
- usd
- neutral
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- growth acceleration
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
WRONG THESIS−0.44Rlegacy 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 0.06 · target 1.97 | actual -0.44 · MFE 0.58 · MAE -0.46 |
| Entry | plan 1.37227 | filled 1.37239 (0.01R) · slippage 0.78 vs — |
| Exit | stop 1.36140 · target 1.39401 | 1.36771 · invalidation: horizon exceeded: 72 bars held · target reached no |
| Horizon | 72 bars | 72 bars |
| Costs | model slippage: entry — · exit — | total 4.35 (0.04R): fees 1.05 · spread 1.40 · slippage 1.39 · financing -0.50 |
| Regime | usd neutral · risk neutral · crypto deleveraging · growth acceleration · inflation neutral · volatility expansion | changed by exit: none · 19 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.00198 | realised 0.00137 (0.69×) · largest bar 2.16 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- fx.momentum LONG GBP/USD: momentum signal, horizon 4H-3D
- EURUSD momentum +1.3 sd with correlation +0.63 confirms the trade
- AUDUSD momentum +1.6 sd with correlation +0.64 confirms the trade
- 120-bar momentum +1.55 sd crossed +1.5
- momentum changed +1.40 sd over 24 bars
- RSI 56: momentum not yet exhausted
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲cross asset1.34EURUSD momentum +1.3 sd with correlation +0.63 confirms the trade
- ▲cross asset1.61AUDUSD momentum +1.6 sd with correlation +0.64 confirms the trade
- ▲technical1.55120-bar momentum +1.55 sd crossed +1.5
- ▲technical1.40momentum changed +1.40 sd over 24 bars
- ▲technical56RSI 56: momentum not yet exhausted
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 1.3614 (4.0 x ATR(14))
- 120-bar momentum turns negative
- horizon exceeded: 72 bars held
| cross asset | CONFIRMS | +0.57 | 2 ev. |
| macro | MIXED | 0.00 | 0 ev. |
| technical | CONFIRMS | +0.54 | 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 |
|---|---|---|---|---|---|---|---|
| 09-08 04:00Z | SELL | 11,000 | 1.36771 | 0.53 | 0.61 | — | thin |
| 09-07 10:00Z | BUY | 11,000 | 1.37239 | 0.53 | 0.78 | — | normal |
- executed09-07 10:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-07T10:00:00Z
- 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.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