← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-11 03:00Z
- strategy
- fx.macro_regime
- entry price
- 0.83070
- quantity
- 18,000
- initial stop
- 0.81307
- take profit
- 0.88325
- planned risk
- $317 · 0.32%
- confidence (uncalibrated)
- 75
- closed
- 09-13 21:00Z
- exit price
- 0.82090
- exit reason
- invalidation: P(usd_weakening) falls below 0.40: macro thesis no longer supported (queued: market closed)
- bars held
- 72
- gross P&L
- −176.47
- fees · financing
- −1.04 · −0.41
- net P&L
- −177.93
- MAE · MFE price
- 0.81849 · 0.83320
- macro regime
- MIXED / TRANSITIONAL
- usd
- neutral
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- neutral
- volatility
- volatility expansion
REGIME ERROR−0.56Rlegacy class wrong regime · post-trade-2.0.0 · 2 versions (older kept)
- REGIME ERROR regime changed by exit: usd, volatility
| Expected | Actual | |
|---|---|---|
| R | expected — · target 2.98 | actual -0.56 · MFE 0.14 · MAE -0.69 |
| Entry | plan 0.83062 | filled 0.83070 (0.01R) · slippage 0.88 vs — |
| Exit | stop 0.81307 · target 0.88325 | 0.82090 · invalidation: P(usd_weakening) falls below 0.40: macro thesis no longer supported (queued: market closed) · target reached no |
| Horizon | 240 bars | 72 bars |
| Costs | model slippage: entry — · exit — | total 6.86 (0.02R): fees 1.04 · spread 4.06 · slippage 1.35 · financing -0.41 |
| Regime | usd neutral · risk neutral · crypto deleveraging · growth neutral · inflation neutral · volatility expansion | changed by exit: usd, volatility · 67 bars |
| Relationships | stable relationships assumed by the thesis | no breakdown involving the instrument |
| Volatility | expected bar σ 0.00211 | realised 0.00216 (1.02×) · largest bar 1.84 ATR |
| Events | none of high importance |
Lesson: Consider exiting on regime change for usd, volatility earlier (invalidation threshold).
Thesis snapshot · stored hypothesis, journalled later by backfill
- fx.macro_regime LONG AUD/USD: macro signal, horizon 2D-3W
- USD regime: usd weakening with pseudo-probability 0.60
- risk appetite pseudo-probability 0.33
- usd weakening regime (0.60) helps a long AUDUSD (assumed sensitivity -0.8)
- EURUSD momentum +0.8 sd with correlation +0.45 confirms the trade
- GBPUSD momentum +2.1 sd with correlation +0.57 confirms the trade
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲regime0.60USD regime: usd weakening with pseudo-probability 0.60
- ▲regime0.33risk appetite pseudo-probability 0.33
- ▲macro-0.55usd weakening regime (0.60) helps a long AUDUSD (assumed sensitivity -0.8)
- ▲cross asset0.77EURUSD momentum +0.8 sd with correlation +0.45 confirms the trade
- ▲cross asset2.14GBPUSD momentum +2.1 sd with correlation +0.57 confirms the trade
- ▲technical0.00price confirms on the right side of EMA 50
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 0.813073 (10.0 x ATR(14))
- P(usd_weakening) falls below 0.40: macro thesis no longer supported
- horizon exceeded: 240 bars held
| cross asset | CONFIRMS | +0.45 | 2 ev. |
| macro | CONFIRMS | +0.33 | 3 ev. |
| technical | MIXED | −0.11 | 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 |
|---|---|---|---|---|---|---|---|
| 09-13 21:00Z | SELL | 18,000 | 0.82090 | 0.52 | 0.47 | — | rollover |
| 09-11 03:00Z | BUY | 18,000 | 0.83070 | 0.52 | 0.88 | — | high |
- executed09-11 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
- 2026-09-11T03:00:00Z
- 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.macro_regime@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