← journal · entry recorded 09-17 01:10Z (backfill from stored records) · MOCK data
- entered
- 09-08 13:00Z
- strategy
- crypto.momentum
- entry price
- 99,402.2
- quantity
- 0.017
- initial stop
- 113,140.0
- take profit
- 71,990.0
- planned risk
- $234 · 0.23%
- confidence (uncalibrated)
- 60
- closed
- 09-09 07:00Z
- exit price
- 97,222.8
- exit reason
- invalidation: horizon exceeded: 72 bars held
- bars held
- 72
- gross P&L
- +37.05
- fees · financing
- −3.34 · −0.09
- net P&L
- +33.62
- MAE · MFE price
- 101,100.7 · 96,289.3
- macro regime
- MIXED / TRANSITIONAL
- usd
- neutral
- risk
- neutral
- crypto
- crypto deleveraging
- growth
- neutral
- commodity
- normal
- inflation
- neutral
- liquidity
- liquidity contraction
- volatility
- volatility expansion
CORRECT THESIS+0.14Rlegacy class favourable variance · post-trade-2.0.0 · 2 versions (older kept)
- CORRECT THESIS not a loss; exited invalidation: horizon exceeded: 72 bars held
| Expected | Actual | |
|---|---|---|
| R | expected -0.04 · target 2.00 | actual 0.14 · MFE 0.23 · MAE -0.12 |
| Entry | plan 99,423.30798 | filled 99,402.19174 (0.00R) · slippage 0.28 vs — |
| Exit | stop 113,139.96242 · target 71,989.99911 | 97,222.79291 · invalidation: horizon exceeded: 72 bars held · target reached no |
| Horizon | 72 bars | 72 bars |
| Costs | model slippage: entry — · exit — | total 4.35 (0.02R): fees 3.34 · spread 0.15 · slippage 0.76 · financing -0.09 |
| Regime | usd neutral · risk neutral · crypto deleveraging · growth neutral · inflation neutral · volatility expansion | changed by exit: inflation · 19 bars |
| Relationships | stable relationships assumed by the thesis | NOT AVAILABLE (no stored graph for the trade) |
| Volatility | expected bar σ 0.02760 | realised 0.01196 (0.43×) · largest bar 0.77 ATR |
| Events | none of high importance |
Not available: relationship graph during the trade.
Thesis snapshot · stored hypothesis, journalled later by backfill
- crypto.momentum SHORT BTC/USD: momentum signal, horizon 4H-3D
- liquidity contraction regime (0.63) helps a short BTCUSD (assumed sensitivity +0.8)
- crypto deleveraging regime (0.92) helps a short BTCUSD (assumed sensitivity +1.0)
- ETHUSD momentum -2.8 sd with correlation +0.73 confirms the trade
- momentum -1.61 sd crossed 1.5
- RSI 39: not at an extreme
approved: all risk checks passed
Simulated under the MOCK sandbox: the strategy has not earned PAPER.
No rejection reasons.
- ▲macro-0.58liquidity contraction regime (0.63) helps a short BTCUSD (assumed sensitivity +0.8)
- ▲macro-0.91crypto deleveraging regime (0.92) helps a short BTCUSD (assumed sensitivity +1.0)
- ▲cross asset-2.77ETHUSD momentum -2.8 sd with correlation +0.73 confirms the trade
- ▲technical-1.61momentum -1.61 sd crossed 1.5
- ▲technical39RSI 39: not at an extreme
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 113140 (5.0 x ATR(14))
- 120-bar momentum turns positive
- horizon exceeded: 72 bars held
| cross asset | CONFIRMS | +0.46 | 1 ev. |
| macro | CONFIRMS | +0.42 | 2 ev. |
| technical | CONFIRMS | +0.54 | 2 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 |
|---|---|---|---|---|---|---|---|
| 09-09 07:00Z | BUY | 0.017 | 97,222.8 | 1.65 | 0.48 | — | normal |
| 09-08 13:00Z | SELL | 0.017 | 99,402.2 | 1.69 | 0.28 | — | high |
- executed09-08 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
- 2026-09-08T13:00:00Z
- 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.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