ΔDELTAMOCKPAPERSHADOWLIVESandboxKill offUnlock
UTC --:--NY --:--LDN --:--TKY --:--IST --:--
MOCK DATA — every price, event and result on this screen comes from Delta's synthetic world. None of it is a market price or evidence of real-market edge.

← opportunities · hypothesis 03928568 · 09-03 19:00Z · MOCK data

WHY ETH/USD SHORT?SHORTexecutedcrypto.regime2D-3WMOCK sandboxVOLATILITY EXPANSIONMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-03 19:00Zlegacy status "executed" mapped by migration 0004 (legacy executed meant order accepted; checked for an entry fill) · migration
Thesisrules-explainer-1.0.0 · from recorded evidence
  1. crypto.regime SHORT ETH/USD: macro signal, horizon 2D-3W
  2. crypto deleveraging pseudo-probability 0.61
  3. usd strengthening regime (0.42) helps a short ETHUSD (assumed sensitivity -0.3)
  4. liquidity contraction regime (0.49) helps a short ETHUSD (assumed sensitivity +0.8)
  5. crypto deleveraging regime (0.61) helps a short ETHUSD (assumed sensitivity +1.0)
  6. Against: BTCUSD momentum +0.7 sd with correlation +0.73 contradicts the trade
DecisionEXECUTED

approved: all risk checks passed

Simulated under the MOCK sandbox: the strategy has not earned PAPER.

No rejection reasons.

Supporting evidence4
  • ▲regime0.61crypto deleveraging pseudo-probability 0.61
  • ▲macro0.32usd strengthening regime (0.42) helps a short ETHUSD (assumed sensitivity -0.3)
  • ▲macro-0.42liquidity contraction regime (0.49) helps a short ETHUSD (assumed sensitivity +0.8)
  • ▲macro-0.57crypto deleveraging regime (0.61) helps a short ETHUSD (assumed sensitivity +1.0)
Contradicting evidence1
  • ▼cross asset0.73BTCUSD momentum +0.7 sd with correlation +0.73 contradicts the trade
Invalidation conditionschecked every strategy bar
  • stop at 4264.43 (10.0 x ATR(14))
  • P(crypto_deleveraging) falls below 0.40
  • horizon exceeded: 240 bars held
Confirmationuncalibrated scores
cross assetCONTRADICTS−0.371 ev.
macroCONFIRMS+0.374 ev.
technicalCONFIRMS+0.460 ev.
Event riskscore 0.00
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
high
score
+1.00
Risk layers0.20% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceELEVATED · conf-1.0.0
56
56

Not a probability. Heuristic weighted score. Not a probability of profit. Calibrate on >=200 paper trades (reliability diagram) before treating as one.

signal agreement0.120.0
macro confirmation0.18+3.3
regime alignment0.12+1.0
cross asset0.12−2.2
volatility0.08−4.0
liquidity0.08+4.0
event risk0.100.0
historical performance0.12−0.3
risk reward0.08+4.0
Trade plan
Entry zone
2,916.12 – 2,981.89
Reference
2,949.00
Stop
4,264.43 · 10.0 ATR
Target 1
-997.27 · 3.0R
Reward / risk
3.00
Expected horizon
2D-3W · max 240 bars
Expected return
−0.10R
OOS win rate (uncal.)
11.1% · n=7

walk-forward out-of-sample (2026-09-16): n=7, shrunk mean R x 0.26, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size0.150approved
Risk0.20%$197 · notional $442

Portfolio impact

Not evaluated: the opportunity was rejected before the portfolio projection.
Every risk check
LayerCheckValueLimitDetail
systemkill switch inactive✓inactiveinactive
systemtrading mode valid✓paperpaper|backtest|live
eligibilitystrategy stage eligible✓BACKTEST (sandbox)PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTIONMOCK sandbox: strategy has not earned PAPER; simulated on synthetic data only
trademarket liquidity allows entry✓highnot closed/maintenance/rollover/reopencore session: us_hours
tradequote fresh✓015minutes since last quote
tradespread sane✓0.722.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓55.855uncalibrated score; event policy adds 0
traderisk reward minimum✓31.5
tradestop distance sane✓100.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓04
portfoliodaily loss limit✓-0.136-2% since trading-day start
portfoliodrawdown limit✓0.13610% below peak equity
tradesize above minimum✓0.150.01units (ETH)
traderisk per trade✓0.19761% of equity at the stop
portfoliogross exposure✓39.75500% of equity
portfolioleverage✓0.3975
portfoliocurrency exposure✓38.15300largest net currency exposure: GBP
portfoliousd factor exposure✓-28.21250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.5051.52 positions move together (long-USD expression): SHORT BTCUSD, SHORT ETHUSD
portfoliocrypto exposure✓1.650% of equity
portfolioportfolio volatility✓3.57220forecast annualised volatility
portfoliomax open positions✓38
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk0.3800.5% of $99,864 = $499 over a stop of 1315.42 ($1,315.4242/unit)
confidence_adjusted0.1950.51confidence 56 -> x0.51 (never above x1.00)
portfolio_risk_adjusted0.1550.80correlated open risk $307 of $1,498 cluster budget -> x0.80
event_policy0.1551.00event policy x1.00, liquidity x1.00
caps0.150rounded down to step 0.01
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-06 07:00ZexitBUY MARKET0.150filled 1,935.87
09-03 19:00Ztake profitBUY LIMIT0.150cancelled —
09-03 19:00Zstop lossBUY STOP0.150cancelled —
09-03 19:00ZentrySELL MARKET0.150filled 2,947.94
favourable variance +0.77R Closed at +0.76R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-03T19:00:00Z
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.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