← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-07 01:00Z
- strategy
- crypto.momentum
- entry price
- 102,557.5
- quantity
- 0.021
- initial stop
- 116,626.0
- take profit
- 74,490.0
- planned risk
- $295 · 0.30%
- confidence (uncalibrated)
- 61
- closed
- 09-07 19:00Z
- exit price
- 102,415.9
- exit reason
- invalidation: horizon exceeded: 72 bars held
- bars held
- 72
- gross P&L
- +2.98
- fees · financing
- −4.30 · 0.00
- net P&L
- −1.33
- MAE · MFE price
- 113,149.4 · 101,094.7
- 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 THESIS0.00Rlegacy 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 -0.04 · target 2.00 | actual -0.00 · MFE 0.10 · MAE -0.75 |
| Entry | plan 102,580.68507 | filled 102,557.53449 (0.00R) · slippage 0.38 vs — |
| Exit | stop 116,626.01934 · target 74,490.01651 | 102,415.86946 · invalidation: horizon exceeded: 72 bars held · target reached no |
| Horizon | 72 bars | 72 bars |
| Costs | model slippage: entry — · exit — | total 5.60 (0.02R): fees 4.30 · spread 0.20 · slippage 1.10 · financing 0.00 |
| 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 0.02739 | realised 0.02235 (0.82×) · largest bar 1.57 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- crypto.momentum SHORT BTC/USD: momentum signal, horizon 4H-3D
- liquidity contraction regime (0.65) helps a short BTCUSD (assumed sensitivity +0.8)
- crypto deleveraging regime (0.93) helps a short BTCUSD (assumed sensitivity +1.0)
- ETHUSD momentum -3.5 sd with correlation +0.73 confirms the trade
- momentum -1.58 sd crossed 1.5
- RSI 30: not at an extreme
- Against: SPX momentum +2.0 sd with correlation +0.30 contradicts the trade
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.61liquidity contraction regime (0.65) helps a short BTCUSD (assumed sensitivity +0.8)
- ▲macro-0.93crypto deleveraging regime (0.93) helps a short BTCUSD (assumed sensitivity +1.0)
- ▲cross asset-3.46ETHUSD momentum -3.5 sd with correlation +0.73 confirms the trade
- ▲technical-1.58momentum -1.58 sd crossed 1.5
- ▲technical30RSI 30: not at an extreme
- ▼cross asset1.98SPX momentum +2.0 sd with correlation +0.30 contradicts the trade
- stop at 116626 (5.0 x ATR(14))
- 120-bar momentum turns positive
- horizon exceeded: 72 bars held
| cross asset | MIXED | 0.00 | 2 ev. |
| macro | CONFIRMS | +0.42 | 2 ev. |
| technical | CONFIRMS | +0.46 | 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 |
|---|---|---|---|---|---|---|---|
| 09-07 19:00Z | BUY | 0.021 | 102,415.9 | 2.15 | 0.72 | — | high |
| 09-07 01:00Z | SELL | 0.021 | 102,557.5 | 2.15 | 0.38 | — | normal |
- executed09-07 01:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-07T01:00:00Z
- 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