← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-10 13:15Z
- strategy
- fx.breakout
- entry price
- 1.39773
- quantity
- 15,000
- initial stop
- 1.38028
- take profit
- 1.44153
- planned risk
- $262 · 0.26%
- confidence (uncalibrated)
- 58
- closed
- 09-11 13:00Z
- exit price
- 1.39583
- exit reason
- invalidation: horizon exceeded: 96 bars held
- bars held
- 96
- gross P&L
- −28.42
- fees · financing
- −1.47 · −0.70
- net P&L
- −30.59
- MAE · MFE price
- 1.39126 · 1.40401
- macro regime
- DISINFLATIONARY
- usd
- neutral
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- disinflationary
- liquidity
- liquidity contraction
- volatility
- volatility expansion
REGIME ERROR−0.12Rlegacy class wrong regime · post-trade-2.0.0 · 2 versions (older kept)
- REGIME ERROR regime changed by exit: inflation, usd, volatility
| Expected | Actual | |
|---|---|---|
| R | expected 0.06 · target 2.51 | actual -0.12 · MFE 0.36 · MAE -0.37 |
| Entry | plan 1.39778 | filled 1.39773 (-0.00R) · slippage 0.00 vs — |
| Exit | stop 1.38028 · target 1.44153 | 1.39583 · invalidation: horizon exceeded: 96 bars held · target reached no |
| Horizon | 96 bars | 96 bars |
| Costs | model slippage: entry — · exit — | total 4.64 (0.02R): fees 1.47 · spread 1.23 · slippage 1.25 · financing -0.70 |
| Regime | usd neutral · risk neutral · crypto deleveraging · growth neutral · disinflationary · volatility expansion | changed by exit: inflation, usd, volatility · 25 bars |
| Relationships | stable relationships assumed by the thesis | no breakdown involving the instrument |
| Volatility | expected bar σ 0.00313 | realised 0.00083 (0.26×) · largest bar 0.76 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.breakout LONG GBP/USD: breakout signal, horizon 4H-4D
- usd weakening regime (0.53) helps a long GBPUSD (assumed sensitivity -1.0)
- AUDUSD momentum +0.8 sd with correlation +0.57 confirms the trade
- close broke the prior 55-bar high at 1.3896
- band width in the 5% percentile before the break (compression)
- short/long realised vol 1.16: volatility expanding
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.47usd weakening regime (0.53) helps a long GBPUSD (assumed sensitivity -1.0)
- ▲cross asset0.78AUDUSD momentum +0.8 sd with correlation +0.57 confirms the trade
- ▲technical1.39close broke the prior 55-bar high at 1.3896
- ▲volatility0.05band width in the 5% percentile before the break (compression)
- ▲volatility1.16short/long realised vol 1.16: volatility expanding
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 1.38028 (4.0 x ATR(14))
- close back inside the channel (< 1.3896) within 6 bars: false breakout
- horizon exceeded: 96 bars held
| cross asset | MIXED | +0.19 | 1 ev. |
| macro | CONFIRMS | +0.38 | 1 ev. |
| technical | CONFIRMS | +0.63 | 3 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 |
|---|---|---|---|---|---|---|---|
| 09-11 13:00Z | SELL | 15,000 | 1.39583 | 0.73 | 1.25 | — | high |
| 09-10 13:15Z | BUY | 15,000 | 1.39773 | 0.73 | 0.00 | — | high |
- executed09-10 13:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Versions at entry
- data mode
- MOCK
- timestamp
- 2026-09-10T13:00:00Z
- 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.breakout@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