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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 32f0330e · 09-16 19:00Z · MOCK data

WHY XAU/USD SHORT?SHORTrejectedcmd.breakout4H-4DCRYPTO 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 SHORT XAU/USD: breakout signal, horizon 4H-4D
  2. disinflationary regime (0.87) helps a short XAUUSD (assumed sensitivity +0.6)
  3. broke the prior 55-bar low
  4. participation +5.47 sd above normal
  5. Against: usd weakening regime (0.46) hurts a short XAUUSD (assumed sensitivity -0.7)
DecisionREJECTED

rejected: spread_sane; event_policy; confidence_minimum; consecutive_loss_pause

  • tradespread sane2.7 vs 2.5spread / typical spread
  • tradeevent policyblocked vs clearcritical_event_only: FOMC (CRITICAL) in -60 min (strategy not event-driven)
  • tradeconfidence minimum46.8 vs 55uncalibrated score; event policy adds 0
  • portfolioconsecutive loss pause0 vs 4paused until 2026-09-17T00:00:00+00:00
Supporting evidence3
  • ▲macro-0.86disinflationary regime (0.87) helps a short XAUUSD (assumed sensitivity +0.6)
  • ▲technical2,059broke the prior 55-bar low
  • ▲technical5.47participation +5.47 sd above normal
Contradicting evidence1
  • ▼macro-0.37usd weakening regime (0.46) hurts a short XAUUSD (assumed sensitivity -0.7)
Invalidation conditionschecked every strategy bar
  • stop at 2052.78 (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−0.062 ev.
technicalCONFIRMS+0.922 ev.
Event riskscore 1.00
next event
none in window
blocks entry
yes
size multiplier
1.00×
confidence add
+0

critical_event_only: FOMC (CRITICAL) in -60 min (strategy not event-driven)

Liquidity
state at decision
normal
score
+0.50
Risk layers0.24% at stop
eligibility1 ✓0 ✗
trade7 ✓3 ✗
portfolio10 ✓1 ✗
system2 ✓0 ✗
ConfidenceMODERATE · conf-1.0.0
47
47

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 confirmation0.18−0.5
regime alignment0.12+0.5
cross asset0.120.0
volatility0.08−4.0
liquidity0.08+2.0
event risk0.10−5.0
historical performance0.12+1.1
risk reward0.08+2.7
Trade plan
Entry zone
2,001.45 – 2,007.49
Reference
2,004.47
Stop
2,052.78 · 4.0 ATR
Target 1
1,883.70 · 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
Risk0.24%$242 · notional $10,022

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✗2.72.5spread / typical spread
tradeevent policy✗blockedclearcritical_event_only: FOMC (CRITICAL) in -60 min (strategy not event-driven)
tradeconfidence minimum✗46.855uncalibrated 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✗04paused until 2026-09-17T00:00:00+00:00
portfoliodaily loss limit✓-0.0426-2% since trading-day start
portfoliodrawdown limit✓1.024410% below peak equity
tradesize above minimum✓51units (troy oz)
traderisk per trade✓0.24381% of equity at the stop
portfoliogross exposure✓10.12500% of equity
portfolioleverage✓0.1015
portfoliocurrency exposure✓0300largest net currency exposure: -
portfoliousd factor exposure✓12.28250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.2441.5no correlated open positions
portfoliocrypto exposure✓050% of equity
portfolioportfolio volatility✓2.65820forecast annualised volatility
portfoliomax open positions✓18
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk100.5% of $99,061 = $495 over a stop of 48.3099 ($48.3099/unit)
confidence_adjusted5.1260.50confidence 47 -> x0.50 (never above x1.00)
portfolio_risk_adjusted5.1261.00correlated open risk $0 of $1,486 cluster budget -> x1.00
event_policy5.1261.00event policy x1.00, liquidity x1.00
caps5.000rounded down to step 1
Execution and outcome
No orders: this hypothesis did not reach the broker.
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-16T19:00:00Z
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