← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-04 14:00Z
- strategy
- cmd.macro_event
- entry price
- 2,057.50
- quantity
- 25
- initial stop
- 2,047.29
- take profit
- 2,076.90
- planned risk
- $255 · 0.25%
- confidence (uncalibrated)
- 55
- closed
- 09-04 16:15Z
- exit price
- 2,046.92
- exit reason
- bracket stop_loss
- bars held
- 8
- gross P&L
- −264.55
- fees · financing
- −10.26 · 0.00
- net P&L
- −274.81
- MAE · MFE price
- 2,048.72 · 2,060.23
- macro regime
- MIXED / TRANSITIONAL
- usd
- usd strengthening
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
WRONG THESIS−1.08Rlegacy 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 0.15 · target 1.90 | actual -1.08 · MFE 0.27 · MAE -0.86 |
| Entry | plan 2,057.16335 | filled 2,057.49807 (0.03R) · slippage 5.21 vs — |
| Exit | stop 2,047.29390 · target 2,076.90225 | 2,046.91605 · bracket stop_loss · target reached no |
| Horizon | 48 bars | 8 bars |
| Costs | model slippage: entry — · exit — | total 28.08 (0.11R): fees 10.26 · spread 6.12 · slippage 11.70 · financing 0.00 |
| Regime | usd strengthening · risk neutral · crypto deleveraging · growth neutral · inflation neutral · volatility expansion | changed by exit: none · 3 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.00308 | realised — (—×) · largest bar 0.99 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- cmd.macro_event LONG XAU/USD: macro signal, horizon 4H-1W
- post-release move 1.6 ATR in the trade direction
- US_NFP released 1 bar(s) ago (MOCK surprise -1.80 sd)
- Against: usd strengthening regime (0.39) hurts a long XAUUSD (assumed sensitivity -0.7)
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲technical1.56post-release move 1.6 ATR in the trade direction
- ▲event-1.80US_NFP released 1 bar(s) ago (MOCK surprise -1.80 sd)
- ▼macro0.28usd strengthening regime (0.39) hurts a long XAUUSD (assumed sensitivity -0.7)
- stop at 2047.29 (1.6 x ATR(14))
- price returns through the pre-US_NFP level 2047
- horizon exceeded: 48 bars held
| cross asset | MIXED | 0.00 | 0 ev. |
| macro | MIXED | −0.19 | 1 ev. |
| technical | CONFIRMS | +0.62 | 1 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 |
|---|---|---|---|---|---|---|---|
| 09-04 16:15Z | SELL | 25 | 2,046.92 | 5.12 | 6.48 | — | high |
| 09-04 14:00Z | BUY | 25 | 2,057.50 | 5.14 | 5.21 | — | high |
- executed09-04 14:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-04T14:00:00Z
- 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
- cmd.macro_event@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