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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 2669fe19 · 09-04 10:00Z · MOCK data

WHY XAU/USD LONG?LONGrejectedcmd.breakout4H-4DVOLATILITY EXPANSIONCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired

No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.

Thesisrules-explainer-1.0.0 · from recorded evidence
  1. cmd.breakout LONG XAU/USD: breakout signal, horizon 4H-4D
  2. broke the prior 55-bar high
  3. participation +1.44 sd above normal
  4. Against: usd strengthening regime (0.41) hurts a long XAUUSD (assumed sensitivity -0.7)
DecisionREJECTED

rejected: confidence_minimum; no_conflicting_position

  • tradeconfidence minimum56.7 vs 65uncalibrated score; event policy adds 10
  • tradeno conflicting position1 open, 0 pending vs nonean open or pending position already exists on this instrument
Supporting evidence2
  • ▲technical2,050broke the prior 55-bar high
  • ▲technical1.44participation +1.44 sd above normal
Contradicting evidence3
  • ▼macro0.30usd strengthening regime (0.41) hurts a long XAUUSD (assumed sensitivity -0.7)
  • ▼macro-0.35disinflationary regime (0.44) hurts a long XAUUSD (assumed sensitivity +0.6)
  • ▼event150US_NFP (CRITICAL) in 150 min; event risk 0.51
Invalidation conditionschecked every strategy bar
  • stop at 2033.9 (4.0 x ATR(14))
  • close back inside the channel within 6 bars: false breakout
  • horizon exceeded: 96 bars held
Confirmationuncalibrated scores
cross assetMIXED0.000 ev.
macroMIXED−0.222 ev.
technicalMIXED+0.092 ev.
Event riskscore 0.51
next event
US_NFP · 150 min
blocks entry
no
size multiplier
0.50×
confidence add
+10

pre_event_reduce: US_NFP (CRITICAL) in 150 min

Liquidity
state at decision
normal
score
+0.50
Risk layers0.12% at stop
eligibility1 ✓0 ✗
trade8 ✓2 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
Three-layer riskcomputed on read from stored checks (no system report then)BLOCK
TRADE RISKBLOCK

blocked by confidence_minimum, no_conflicting_position

  • confidence minimum56.7 / 65115%
  • no conflicting position1 open, 0 pending / none
  • strategy stage eligibleBACKTEST (sandbox) / PAPER|SHADOW|LIMITED_CAPITAL|PRODUCTION
  • market liquidity allows entrynormal / not closed/maintenance/rollover/reopen
  • quote fresh0 / 150%
  • spread sane1.05 / 2.542%
  • event policyclear / clear
  • risk reward minimum2.5 / 1.560%
  • stop distance sane4 / 0.513%
  • size above minimum7 / 114%
  • risk per trade0.123 / 112%
PORTFOLIO RISKPASS

11 checks passed

  • consecutive loss pause1 / 425%
  • daily loss limit-0.175 / -29%
  • drawdown limit0.354 / 104%
  • gross exposure42.67 / 5009%
  • leverage0.427 / 59%
  • currency exposure0 / 3000%
  • usd factor exposure14.87 / 2506%
  • correlated cluster risk0.204 / 1.514%
  • crypto exposure1.5 / 503%
  • portfolio volatility2.867 / 2014%
  • max open positions4 / 850%
SYSTEM RISKPASS

2 checks passed

  • kill switch inactiveinactive / inactive
  • trading mode validpaper / paper|backtest|live

BLOCK = a hard check failed; WARN = passed but at >= 80% of a maximum, within 10% of a minimum, or a monitor above its level. Right column: how close a passed check is to its limit. risk_layers-1.0.0+63bba1f7

ConfidenceELEVATED · conf-1.0.0
57
57

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 confirmation0.18−2.0
regime alignment0.12+1.9
cross asset0.120.0
volatility0.08+3.5
liquidity0.08+2.0
event risk0.10−2.5
historical performance0.12+1.1
risk reward0.08+2.7
Trade plan
Entry zone
2,050.35 – 2,052.54
Reference
2,051.44
Stop
2,033.90 · 4.0 ATR
Target 1
2,095.29 · 2.5R
Reward / risk
2.50
Expected horizon
4H-4D · max 96 bars
Expected return
+0.11R
OOS win rate (uncal.)
29.3% · n=39

walk-forward out-of-sample (2026-09-16): n=39, shrunk mean R x 0.66, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size0.000not approved
Risk0.12%$123 · notional $14,360

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✓normalnot closed/maintenance/rollover/reopenregular session
tradequote fresh✓015minutes since last quote
tradespread sane✓1.052.5spread / typical spread
tradeevent policy✓clearclearpre_event_reduce: US_NFP (CRITICAL) in 150 min
tradeconfidence minimum✗56.765uncalibrated score; event policy adds 10
traderisk reward minimum✓2.51.5
tradestop distance sane✓40.5stop distance in ATRs
tradeno conflicting position✗1 open, 0 pendingnonean open or pending position already exists on this instrument
portfolioconsecutive loss pause✓14
portfoliodaily loss limit✓-0.1753-2% since trading-day start
portfoliodrawdown limit✓0.354110% below peak equity
tradesize above minimum✓71units (troy oz)
traderisk per trade✓0.12321% of equity at the stop
portfoliogross exposure✓42.67500% of equity
portfolioleverage✓0.4275
portfoliocurrency exposure✓0300largest net currency exposure: -
portfoliousd factor exposure✓14.87250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.2041.52 positions move together (long-USD expression): SHORT XAUUSD, LONG XAUUSD
portfoliocrypto exposure✓1.550% of equity
portfolioportfolio volatility✓2.86720forecast annualised volatility
portfoliomax open positions✓48
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk280.5% of $99,646 = $498 over a stop of 17.539 ($17.5390/unit)
confidence_adjusted150.53confidence 57 -> x0.53 (never above x1.00)
portfolio_risk_adjusted140.95correlated open risk $80 of $1,495 cluster budget -> x0.95
event_policy7.1020.50event policy x0.50, liquidity x1.00
caps7.000rounded down to step 1
Execution and outcome
No orders: this hypothesis did not reach the broker.
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-04T10:00:00Z
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
cmd.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