← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-15 17:00Z
- strategy
- fx.momentum
- entry price
- 1.40802
- quantity
- 23,000
- initial stop
- 1.39455
- take profit
- 1.43468
- planned risk
- $310 · 0.31%
- confidence (uncalibrated)
- 63
- closed
- 09-16 11:00Z
- exit price
- 1.40764
- exit reason
- invalidation: horizon exceeded: 72 bars held
- bars held
- 72
- gross P&L
- −8.74
- fees · financing
- −2.27 · −1.08
- net P&L
- −12.09
- MAE · MFE price
- 1.40720 · 1.41407
- macro regime
- GOLDILOCKS
- usd
- usd weakening
- risk
- risk on
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- neutral
- volatility
- volatility compression
CORRELATION BREAK−0.04Rlegacy class correlation breakdown · post-trade-2.0.0 · 2 versions (older kept)
- CORRELATION BREAK EUR/GBP broke down during the trade
| Expected | Actual | |
|---|---|---|
| R | expected 0.06 · target 1.98 | actual -0.04 · MFE 0.45 · MAE -0.06 |
| Entry | plan 1.40792 | filled 1.40802 (0.01R) · slippage 1.56 vs — |
| Exit | stop 1.39455 · target 1.43468 | 1.40764 · invalidation: horizon exceeded: 72 bars held · target reached no |
| Horizon | 72 bars | 72 bars |
| Costs | model slippage: entry — · exit — | total 7.47 (0.02R): fees 2.27 · spread 1.87 · slippage 2.25 · financing -1.08 |
| Regime | usd weakening · risk on · crypto deleveraging · growth neutral · inflation neutral · volatility compression | changed by exit: none · 19 bars |
| Relationships | stable relationships assumed by the thesis | EUR/GBP, GBP/JPY |
| Volatility | expected bar σ 0.00238 | realised 0.00101 (0.43×) · largest bar 0.91 ATR |
| Events | UK_CPI (HIGH) |
Thesis snapshot · stored hypothesis, journalled later by backfill
- fx.momentum LONG GBP/USD: momentum signal, horizon 4H-3D
- usd weakening regime (0.68) helps a long GBPUSD (assumed sensitivity -1.0)
- risk on regime (0.53) helps a long GBPUSD (assumed sensitivity +0.3)
- EURUSD momentum +0.8 sd with correlation +0.62 confirms the trade
- 120-bar momentum +1.56 sd crossed +1.5
- momentum changed +0.68 sd over 24 bars
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.64usd weakening regime (0.68) helps a long GBPUSD (assumed sensitivity -1.0)
- ▲macro0.46risk on regime (0.53) helps a long GBPUSD (assumed sensitivity +0.3)
- ▲cross asset0.78EURUSD momentum +0.8 sd with correlation +0.62 confirms the trade
- ▲technical1.56120-bar momentum +1.56 sd crossed +1.5
- ▲technical0.68momentum changed +0.68 sd over 24 bars
- ▲technical70RSI 70: momentum not yet exhausted
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 1.39455 (4.0 x ATR(14))
- 120-bar momentum turns negative
- horizon exceeded: 72 bars held
| cross asset | MIXED | +0.17 | 1 ev. |
| macro | CONFIRMS | +0.56 | 2 ev. |
| technical | CONFIRMS | +0.33 | 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 |
|---|---|---|---|---|---|---|---|
| 09-16 11:00Z | SELL | 23,000 | 1.40764 | 1.13 | 0.69 | — | normal |
| 09-15 17:00Z | BUY | 23,000 | 1.40802 | 1.13 | 1.56 | — | normal |
- executed09-15 17:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-15T17:00:00Z
- 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