← opportunities · hypothesis 305f4137 · 09-16 09:00Z · MOCK data
WHY ETH/USD SHORT?SHORTrejectedcrypto.market_structure8H-4DUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- crypto.market_structure SHORT ETH/USD: structure signal, horizon 8H-4D
- crypto deleveraging regime (0.74) helps a short ETHUSD (assumed sensitivity +1.0)
- BTCUSD momentum -1.3 sd with correlation +0.74 confirms the trade
- lower highs and lower lows
- close broke the last confirmed swing low
- Against: usd weakening regime (0.73) hurts a short ETHUSD (assumed sensitivity -0.3)
rejected: confidence_minimum
- tradeconfidence minimum59.5 vs 65uncalibrated score; event policy adds 10
- ▲macro-0.71crypto deleveraging regime (0.74) helps a short ETHUSD (assumed sensitivity +1.0)
- ▲cross asset-1.28BTCUSD momentum -1.3 sd with correlation +0.74 confirms the trade
- ▲technical-1.00lower highs and lower lows
- ▲technical1,849close broke the last confirmed swing low
- ▼macro-0.71usd weakening regime (0.73) hurts a short ETHUSD (assumed sensitivity -0.3)
- ▼macro0.43risk on regime (0.50) hurts a short ETHUSD (assumed sensitivity +0.7)
- stop at 1962.42 (3.0 x ATR(14))
- swing structure turns bullish (higher highs and lows)
- horizon exceeded: 96 bars held
| cross asset | CONFIRMS | +0.64 | 1 ev. |
| macro | MIXED | −0.07 | 3 ev. |
| technical | CONFIRMS | +0.28 | 2 ev. |
- next event
- US_RETAIL_SALES · 210 min
- blocks entry
- no
- size multiplier
- 0.50×
- confidence add
- +10
pre_event_reduce: US_RETAIL_SALES (HIGH) in 210 min
- state at decision
- normal
- score
- +0.50
| eligibility | 1 ✓ | 0 ✗ |
| trade | 9 ✓ | 1 ✗ |
| portfolio | 11 ✓ | 0 ✗ |
| 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 | −0.6 | |
| regime alignment | 0.12 | +1.0 | |
| cross asset | 0.12 | +3.9 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | −0.9 | |
| historical performance | 0.12 | −1.1 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 1,818.21 – 1,840.40
- Reference
- 1,829.30
- Stop
- 1,962.42 · 3.0 ATR
- Target 1
- 1,563.07 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 8H-4D · max 96 bars
- Expected return
- −0.10R
- OOS win rate (uncal.)
- 36.2% · n=56
walk-forward out-of-sample (2026-09-16): n=56, shrunk mean R x 0.74, Beta(1,1) win rate
Size0.000not approved
Risk0.11%$112 · notional $1,537
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 | ✓ | normal | not closed/maintenance/rollover/reopen | regular session |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 0.92 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | pre_event_reduce: US_RETAIL_SALES (HIGH) in 210 min |
| trade | confidence minimum | ✗ | 59.5 | 65 | uncalibrated score; event policy adds 10 |
| trade | risk reward minimum | ✓ | 2 | 1.5 | |
| trade | stop distance sane | ✓ | 3 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✓ | 0 open, 0 pending | none | |
| portfolio | consecutive loss pause | ✓ | 5 | 4 | |
| portfolio | daily loss limit | ✓ | 0.1767 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.8072 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 0.84 | 0.01 | units (ETH) |
| trade | risk per trade | ✓ | 0.1126 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 72.06 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.721 | 5 | |
| portfolio | currency exposure | ✓ | -67.75 | 300 | largest net currency exposure: USD |
| portfolio | usd factor exposure | ✓ | -59.92 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.434 | 1.5 | 2 positions move together (long-USD expression): SHORT BTCUSD, SHORT ETHUSD |
| portfolio | crypto exposure | ✓ | 4.31 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 8.112 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 4 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 3.729 | 0.5% of $99,278 = $496 over a stop of 133.116 ($133.1162/unit) | |
| confidence_adjusted | 2.144 | 0.58 | confidence 60 -> x0.57 (never above x1.00) |
| portfolio_risk_adjusted | 1.685 | 0.79 | correlated open risk $319 of $1,489 cluster budget -> x0.79 |
| event_policy | 0.842 | 0.50 | event policy x0.50, liquidity x1.00 |
| caps | 0.840 | rounded down to step 0.01 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-16T09:00:00Z
- 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.market_structure@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