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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 04565076 · 09-04 15:00Z · MOCK data

WHY AUD/USD LONG?LONGexecutedfx.breakout4H-4DMOCK sandboxVOLATILITY EXPANSIONCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-04 15:00Zlegacy 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. fx.breakout LONG AUD/USD: breakout signal, horizon 4H-4D
  2. GBPUSD momentum +0.6 sd with correlation +0.62 confirms the trade
  3. SPX momentum +1.7 sd with correlation +0.38 confirms the trade
  4. close broke the prior 55-bar high at 0.81751
  5. band width in the 15% percentile before the break (compression)
  6. short/long realised vol 1.19: volatility expanding
  7. Against: usd strengthening regime (0.36) hurts a long AUDUSD (assumed sensitivity -0.8)
DecisionEXECUTED

approved: all risk checks passed

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

No rejection reasons.

Supporting evidence5
  • ▲cross asset0.57GBPUSD momentum +0.6 sd with correlation +0.62 confirms the trade
  • ▲cross asset1.68SPX momentum +1.7 sd with correlation +0.38 confirms the trade
  • ▲technical0.82close broke the prior 55-bar high at 0.81751
  • ▲volatility0.15band width in the 15% percentile before the break (compression)
  • ▲volatility1.19short/long realised vol 1.19: volatility expanding
Contradicting evidence2
  • ▼macro0.23usd strengthening regime (0.36) hurts a long AUDUSD (assumed sensitivity -0.8)
  • ▼cross assetAUDUSD-EURUSD correlation has broken down (+0.08 short vs +0.43 long): cross-asset read is less reliable
Invalidation conditionschecked every strategy bar
  • stop at 0.811436 (4.0 x ATR(14))
  • close back inside the channel (< 0.81751) within 6 bars: false breakout
  • horizon exceeded: 96 bars held
Confirmationuncalibrated scores
cross assetMIXED+0.083 ev.
macroMIXED−0.131 ev.
technicalCONFIRMS+0.513 ev.
Event riskscore 0.50
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
high
score
+1.00
Risk layers0.34% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceELEVATED · conf-1.0.0
66
66

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

signal agreement0.12+6.0
macro confirmation0.18−1.2
regime alignment0.12+2.9
cross asset0.12+0.5
volatility0.08+4.0
liquidity0.08+4.0
event risk0.10−2.5
historical performance0.120.0
risk reward0.08+2.7
Trade plan
Entry zone
0.81847 – 0.81941
Reference
0.81894
Stop
0.81144 · 4.0 ATR
Target 1
0.83770 · 2.5R
Reward / risk
2.50
Expected horizon
4H-4D · max 96 bars
Expected return
unavailable
OOS win rate (uncal.)
unavailable

unavailable: no out-of-sample record for this strategy/instrument

Size and portfolio impactrisk-1.0.0
Size45,000approved
Risk0.34%$338 · notional $36,852

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/reopensession overlap: london + new_york
tradequote fresh✓015minutes since last quote
tradespread sane✓0.952.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓66.455uncalibrated score; event policy adds 0
traderisk reward minimum✓2.51.5
tradestop distance sane✓40.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓24
portfoliodaily loss limit✓-0.4449-2% since trading-day start
portfoliodrawdown limit✓0.623210% below peak equity
tradesize above minimum✓45,0001,000units (AUD)
traderisk per trade✓0.33981% of equity at the stop
portfoliogross exposure✓90.19500% of equity
portfolioleverage✓0.9025
portfoliocurrency exposure✓37.08300largest net currency exposure: AUD
portfoliousd factor exposure✓-79.61250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.341.5no correlated open positions
portfoliocrypto exposure✓1.5150% of equity
portfolioportfolio volatility✓11.6520forecast annualised volatility
portfoliomax open positions✓48
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk66,2070.5% of $99,377 = $497 over a stop of 0.00750496 ($0.0075/unit)
confidence_adjusted45,6830.69confidence 66 -> x0.69 (never above x1.00)
portfolio_risk_adjusted45,6831.00correlated open risk $0 of $1,491 cluster budget -> x1.00
event_policy45,6831.00event policy x1.00, liquidity x1.00
caps45,000rounded down to step 1000
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-07 15:00ZexitSELL MARKET45,000filled 0.82899
09-04 15:00Zstop lossSELL STOP45,000cancelled —
09-04 15:00ZentryBUY MARKET45,000filled 0.81900
09-04 15:00Ztake profitSELL LIMIT45,000cancelled —
favourable variance +1.31R Closed at +1.31R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-04T15:00:00Z
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