← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-12 12:15Z
- strategy
- crypto.market_structure
- entry price
- 103,272.9
- quantity
- 0.031
- initial stop
- 95,232.9
- take profit
- 119,363.9
- planned risk
- $249 · 0.25%
- confidence (uncalibrated)
- 55
- closed
- 09-12 16:15Z
- exit price
- 95,194.8
- exit reason
- bracket stop_loss
- bars held
- 16
- gross P&L
- −250.42
- fees · financing
- −6.15 · 0.00
- net P&L
- −256.57
- MAE · MFE price
- 95,305.2 · 104,062.7
- macro regime
- MIXED / TRANSITIONAL
- usd
- usd weakening
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- neutral
- volatility
- normal
WRONG THESIS−1.03Rlegacy 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 -0.08 · target 2.00 | actual -1.03 · MFE 0.10 · MAE -0.99 |
| Entry | plan 103,276.57617 | filled 103,272.92178 (0.00R) · slippage 0.00 vs — |
| Exit | stop 95,232.89921 · target 119,363.93008 | 95,194.80835 · bracket stop_loss · target reached no |
| Horizon | 96 bars | 16 bars |
| Costs | model slippage: entry — · exit — | total 7.62 (0.03R): fees 6.15 · spread 0.57 · slippage 0.90 · financing 0.00 |
| Regime | usd weakening · risk neutral · crypto deleveraging · growth neutral · inflation neutral · volatility normal | changed by exit: none · 5 bars |
| Relationships | stable relationships assumed by the thesis | no breakdown involving the instrument |
| Volatility | expected bar σ 0.02291 | realised 0.00913 (0.40×) · largest bar 1.39 ATR |
| Events | none of high importance |
Thesis snapshot · stored hypothesis, journalled later by backfill
- crypto.market_structure LONG BTC/USD: structure signal, horizon 8H-4D
- usd weakening regime (0.37) helps a long BTCUSD (assumed sensitivity -0.3)
- ETHUSD momentum +0.8 sd with correlation +0.74 confirms the trade
- higher highs and higher lows
- close broke the last confirmed swing high
- Against: crypto deleveraging regime (0.68) hurts a long BTCUSD (assumed sensitivity +1.0)
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.25usd weakening regime (0.37) helps a long BTCUSD (assumed sensitivity -0.3)
- ▲cross asset0.82ETHUSD momentum +0.8 sd with correlation +0.74 confirms the trade
- ▲technical1.00higher highs and higher lows
- ▲technical102,101close broke the last confirmed swing high
- ▼macro-0.65crypto deleveraging regime (0.68) hurts a long BTCUSD (assumed sensitivity +1.0)
- stop at 95232.9 (3.4 x ATR(14))
- swing structure turns bearish (lower highs and lows)
- horizon exceeded: 96 bars held
| cross asset | CONFIRMS | +0.26 | 1 ev. |
| macro | MIXED | −0.13 | 2 ev. |
| technical | CONFIRMS | +0.36 | 2 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- thin
- score
- −0.25
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| system | 2 ✓ | 0 ✗ |
| Time | Side | Qty | Price | Fee | Slippage | Expected | Liquidity |
|---|---|---|---|---|---|---|---|
| 09-12 16:15Z | SELL | 0.031 | 95,194.8 | 2.95 | 0.90 | — | thin |
| 09-12 12:15Z | BUY | 0.031 | 103,272.9 | 3.20 | 0.00 | — | thin |
- executed09-12 12:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-12T12:00:00Z
- 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.market_structure@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