← opportunities · hypothesis 180630f9 · 09-16 18:00Z · MOCK data
WHY ETH/USD SHORT?SHORTrejectedcrypto.momentum4H-3DUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- crypto.momentum SHORT ETH/USD: momentum signal, horizon 4H-3D
- crypto deleveraging regime (0.80) helps a short ETHUSD (assumed sensitivity +1.0)
- BTCUSD momentum -1.1 sd with correlation +0.74 confirms the trade
- momentum -1.50 sd crossed 1.5
- RSI 25: not at an extreme
- Against: usd weakening regime (0.61) hurts a short ETHUSD (assumed sensitivity -0.3)
rejected: event_policy; consecutive_loss_pause
- tradeevent policyblocked vs clearpre_event_block: FOMC (CRITICAL) in 0 min; critical_event_only: FOMC (CRITICAL) in 0 min (strategy not event-driven)
- portfolioconsecutive loss pause0 vs 4paused until 2026-09-17T00:00:00+00:00
- ▲macro-0.79crypto deleveraging regime (0.80) helps a short ETHUSD (assumed sensitivity +1.0)
- ▲cross asset-1.11BTCUSD momentum -1.1 sd with correlation +0.74 confirms the trade
- ▲technical-1.50momentum -1.50 sd crossed 1.5
- ▲technical25RSI 25: not at an extreme
- ▼macro-0.56usd weakening regime (0.61) hurts a short ETHUSD (assumed sensitivity -0.3)
- ▼macro0.23risk on regime (0.36) hurts a short ETHUSD (assumed sensitivity +0.7)
- ▼event0.00FOMC (CRITICAL) in 0 min; event risk 0.80
- stop at 1909.81 (5.0 x ATR(14))
- 120-bar momentum turns positive
- horizon exceeded: 72 bars held
| cross asset | CONFIRMS | +0.55 | 1 ev. |
| macro | MIXED | +0.08 | 3 ev. |
| technical | CONFIRMS | +0.39 | 2 ev. |
- next event
- FOMC · 0 min
- blocks entry
- yes
- size multiplier
- 1.00×
- confidence add
- +0
pre_event_block: FOMC (CRITICAL) in 0 min; critical_event_only: FOMC (CRITICAL) in 0 min (strategy not event-driven)
- state at decision
- high
- score
- +1.00
| eligibility | 1 ✓ | 0 ✗ |
| trade | 9 ✓ | 1 ✗ |
| portfolio | 10 ✓ | 1 ✗ |
| system | 2 ✓ | 0 ✗ |
60
60
Not a probability. Heuristic weighted score. Not a probability of profit. Calibrate on >=200 paper trades (reliability diagram) before treating as one.
| signal agreement | 0.12 | 0.0 | |
| macro confirmation | 0.18 | +0.7 | |
| regime alignment | 0.12 | +0.6 | |
| cross asset | 0.12 | +3.3 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +4.0 | |
| event risk | 0.10 | −4.0 | |
| historical performance | 0.12 | −0.2 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 1,635.71 – 1,661.82
- Reference
- 1,648.76
- Stop
- 1,909.81 · 5.0 ATR
- Target 1
- 1,126.66 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 4H-3D · max 72 bars
- Expected return
- −0.04R
- OOS win rate (uncal.)
- 46.7% · n=13
walk-forward out-of-sample (2026-09-16): n=13, shrunk mean R x 0.39, Beta(1,1) win rate
Size0.000not approved
Risk0.29%$285 · notional $1,797
Portfolio impact
Not evaluated: the opportunity was rejected before the portfolio projection.
| Layer | Check | Value | Limit | Detail | |
|---|---|---|---|---|---|
| system | kill switch inactive | ✓ | inactive | inactive | |
| system | trading mode valid | ✓ | paper | paper|backtest|live | |
| eligibility | strategy stage eligible | ✓ | BACKTEST (sandbox) | PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTION | MOCK sandbox: strategy has not earned PAPER; simulated on synthetic data only |
| trade | market liquidity allows entry | ✓ | high | not closed/maintenance/rollover/reopen | core session: us_hours |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 2.27 | 2.5 | spread / typical spread |
| trade | event policy | ✗ | blocked | clear | pre_event_block: FOMC (CRITICAL) in 0 min; critical_event_only: FOMC (CRITICAL) in 0 min (strategy not event-driven) |
| trade | confidence minimum | ✓ | 59.7 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 2 | 1.5 | |
| trade | stop distance sane | ✓ | 5 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✓ | 0 open, 0 pending | none | |
| portfolio | consecutive loss pause | ✗ | 0 | 4 | paused until 2026-09-17T00:00:00+00:00 |
| portfolio | daily loss limit | ✓ | 0.0401 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.9425 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 1.09 | 0.01 | units (ETH) |
| trade | risk per trade | ✓ | 0.287 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 36.77 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.368 | 5 | |
| portfolio | currency exposure | ✓ | 34.95 | 300 | largest net currency exposure: EUR |
| portfolio | usd factor exposure | ✓ | -29.95 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.287 | 1.5 | no correlated open positions |
| portfolio | crypto exposure | ✓ | 1.81 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 4.312 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 2 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 1.899 | 0.5% of $99,143 = $496 over a stop of 261.051 ($261.0511/unit) | |
| confidence_adjusted | 1.098 | 0.58 | confidence 60 -> x0.58 (never above x1.00) |
| portfolio_risk_adjusted | 1.098 | 1.00 | correlated open risk $0 of $1,487 cluster budget -> x1.00 |
| event_policy | 1.098 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 1.090 | rounded down to step 0.01 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-16T18:00:00Z
- 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