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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 32bc1005 · 09-08 13:00Z · MOCK data

WHY BTC/USD SHORT?SHORTexecutedcrypto.momentum4H-3DMOCK sandboxVOLATILITY EXPANSIONLIQUIDITY CONTRACTIONCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-08 13:00Zlegacy 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.momentum SHORT BTC/USD: momentum signal, horizon 4H-3D
  2. liquidity contraction regime (0.63) helps a short BTCUSD (assumed sensitivity +0.8)
  3. crypto deleveraging regime (0.92) helps a short BTCUSD (assumed sensitivity +1.0)
  4. ETHUSD momentum -2.8 sd with correlation +0.73 confirms the trade
  5. momentum -1.61 sd crossed 1.5
  6. RSI 39: not at an extreme
DecisionEXECUTED

approved: all risk checks passed

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

No rejection reasons.

Supporting evidence5
  • ▲macro-0.58liquidity contraction regime (0.63) helps a short BTCUSD (assumed sensitivity +0.8)
  • ▲macro-0.91crypto deleveraging regime (0.92) helps a short BTCUSD (assumed sensitivity +1.0)
  • ▲cross asset-2.77ETHUSD momentum -2.8 sd with correlation +0.73 confirms the trade
  • ▲technical-1.61momentum -1.61 sd crossed 1.5
  • ▲technical39RSI 39: not at an extreme
Contradicting evidence0
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
Invalidation conditionschecked every strategy bar
  • stop at 113140 (5.0 x ATR(14))
  • 120-bar momentum turns positive
  • horizon exceeded: 72 bars held
Confirmationuncalibrated scores
cross assetCONFIRMS+0.461 ev.
macroCONFIRMS+0.422 ev.
technicalCONFIRMS+0.542 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 layers0.23% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceELEVATED · conf-1.0.0
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 agreement0.120.0
macro confirmation0.18+3.8
regime alignment0.12+1.3
cross asset0.12+2.8
volatility0.08−3.0
liquidity0.08+4.0
event risk0.100.0
historical performance0.12−0.3
risk reward0.08+1.3
Trade plan
Entry zone
98,737.5 – 100,109.1
Reference
99,423.3
Stop
113,140.0 · 5.0 ATR
Target 1
71,990.0 · 2.0R
Reward / risk
2.00
Expected horizon
4H-3D · max 72 bars
Expected return
−0.04R
OOS win rate (uncal.)
44.0% · n=23

walk-forward out-of-sample (2026-09-16): n=23, shrunk mean R x 0.53, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size0.017approved
Risk0.23%$233 · notional $1,690

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✓0.872.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓59.955uncalibrated score; event policy adds 0
traderisk reward minimum✓21.5
tradestop distance sane✓50.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓24
portfoliodaily loss limit✓-0.0904-2% since trading-day start
portfoliodrawdown limit✓0.21510% below peak equity
tradesize above minimum✓0.0170.001units (BTC)
traderisk per trade✓0.23351% of equity at the stop
portfoliogross exposure✓16.12500% of equity
portfolioleverage✓0.1615
portfoliocurrency exposure✓0300largest net currency exposure: -
portfoliousd factor exposure✓1250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.5151.52 positions move together (long-USD expression): SHORT ETHUSD, SHORT BTCUSD
portfoliocrypto exposure✓5.4850% of equity
portfolioportfolio volatility✓8.69420forecast annualised volatility
portfoliomax open positions✓38
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk0.0360.5% of $99,871 = $499 over a stop of 13716.7 ($13,716.6544/unit)
confidence_adjusted0.0210.58confidence 60 -> x0.58 (never above x1.00)
portfolio_risk_adjusted0.0170.81correlated open risk $282 of $1,498 cluster budget -> x0.81
event_policy0.0171.00event policy x1.00, liquidity x1.00
caps0.017rounded down to step 0.001
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-09 07:00ZexitBUY MARKET0.017filled 97,222.8
09-08 13:00Zstop lossBUY STOP0.017cancelled —
09-08 13:00Ztake profitBUY LIMIT0.017cancelled —
09-08 13:00ZentrySELL MARKET0.017filled 99,402.2
favourable variance +0.14R Closed at +0.14R: profitable, but not through the planned path (e.g. time exit or invalidation in profit).
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-08T13:00:00Z
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