← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-16 03:15Z
- strategy
- fx.momentum
- entry price
- 1.19948
- quantity
- 29,000
- initial stop
- 1.19235
- take profit
- 1.21382
- planned risk
- $207 · 0.21%
- confidence (uncalibrated)
- 60
- closed
- 09-16 18:30Z
- exit price
- 1.19218
- exit reason
- bracket stop_loss
- bars held
- 61
- gross P&L
- −211.75
- fees · financing
- −2.43 · 0.00
- net P&L
- −214.17
- MAE · MFE price
- 1.19283 · 1.20164
- macro regime
- GOLDILOCKS
- usd
- usd weakening
- risk
- risk on
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- neutral
- volatility
- volatility compression
LIQUIDITY SHOCK−1.04Rlegacy class liquidity shock · post-trade-2.0.0 · 2 versions (older kept)
- LIQUIDITY SHOCK exit spread 0.000206478 is over 3x typical 6e-05
- CORRELATION BREAK EUR/JPY broke down during the trade
| Expected | Actual | |
|---|---|---|
| R | expected 0.07 · target 2.01 | actual -1.04 · MFE 0.30 · MAE -0.93 |
| Entry | plan 1.19951 | filled 1.19948 (-0.00R) · slippage 0.00 vs — |
| Exit | stop 1.19235 · target 1.21382 | 1.19218 · bracket stop_loss · target reached no |
| Horizon | 72 bars | 61 bars |
| Costs | model slippage: entry — · exit — | total 8.96 (0.04R): fees 2.43 · spread 4.50 · slippage 2.03 · financing 0.00 |
| Regime | usd weakening · risk on · crypto deleveraging · growth neutral · inflation neutral · volatility compression | changed by exit: none · 16 bars |
| Relationships | stable relationships assumed by the thesis | EUR/JPY |
| Volatility | expected bar σ 0.00149 | realised 0.00088 (0.59×) · largest bar 1.03 ATR |
| Events | UK_CPI (HIGH), US_RETAIL_SALES (HIGH), EIA_CRUDE (HIGH), FOMC (CRITICAL), FED_PRESS_CONF (HIGH) |
Thesis snapshot · stored hypothesis, journalled later by backfill
- fx.momentum LONG EUR/USD: momentum signal, horizon 4H-3D
- usd weakening regime (0.76) helps a long EURUSD (assumed sensitivity -1.0)
- GBPUSD momentum +2.3 sd with correlation +0.66 confirms the trade
- USDJPY momentum -1.6 sd with correlation -0.64 confirms the trade
- 120-bar momentum +1.51 sd crossed +1.5
- momentum changed +1.22 sd over 24 bars
- Against: EURUSD-USDJPY correlation has broken down (-0.17 short vs -0.64 long): cross-asset read is less reliable
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.74usd weakening regime (0.76) helps a long EURUSD (assumed sensitivity -1.0)
- ▲cross asset2.32GBPUSD momentum +2.3 sd with correlation +0.66 confirms the trade
- ▲cross asset-1.59USDJPY momentum -1.6 sd with correlation -0.64 confirms the trade
- ▲technical1.51120-bar momentum +1.51 sd crossed +1.5
- ▲technical1.22momentum changed +1.22 sd over 24 bars
- ▲technical71RSI 71: momentum not yet exhausted
- ▼cross assetEURUSD-USDJPY correlation has broken down (-0.17 short vs -0.64 long): cross-asset read is less reliable
- stop at 1.19235 (4.0 x ATR(14))
- 120-bar momentum turns negative
- horizon exceeded: 72 bars held
| cross asset | MIXED | +0.21 | 3 ev. |
| macro | CONFIRMS | +0.67 | 1 ev. |
| technical | CONFIRMS | +0.47 | 3 ev. |
- next event
- UK_CPI · 180 min
- 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 |
|---|---|---|---|---|---|---|---|
| 09-16 18:30Z | SELL | 29,000 | 1.19218 | 1.21 | 2.03 | — | normal |
| 09-16 03:15Z | BUY | 29,000 | 1.19948 | 1.22 | 0.00 | — | thin |
- executed09-16 03:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-16T03:00:00Z
- 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