Delta

← opportunities · hypothesis 33094250 · 09-16 18:00Z · MOCK data

WHY WTI SHORT?SHORTrejectedcmd.macro_event4H-1WUSD WEAKENINGVOLATILITY COMPRESSIONCRYPTO 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

cmd.macro_event SHORT WTI: macro signal, horizon 4H-1W
disinflationary regime (0.69) helps a short WTI (assumed sensitivity +0.8)
post-release move 3.8 ATR in the trade direction
EIA_CRUDE released 3 bar(s) ago (MOCK surprise +0.54 sd)
Against: usd weakening regime (0.61) hurts a short WTI (assumed sensitivity -0.2)

DecisionREJECTED

rejected: spread_sane; event_policy; consecutive_loss_pause

tradespread sane2.67 vs 2.5spread / typical spread
tradeevent policyblocked vs clearpre_event_block: FOMC (CRITICAL) in 0 min
portfolioconsecutive loss pause0 vs 4paused until 2026-09-17T00:00:00+00:00

Supporting evidence3

▲macro-0.65disinflationary regime (0.69) helps a short WTI (assumed sensitivity +0.8)
▲technical3.78post-release move 3.8 ATR in the trade direction
▲event0.54EIA_CRUDE released 3 bar(s) ago (MOCK surprise +0.54 sd)

Contradicting evidence2

▼macro-0.56usd weakening regime (0.61) hurts a short WTI (assumed sensitivity -0.2)
▼event0.00FOMC (CRITICAL) in 0 min; event risk 0.50

Invalidation conditionschecked every strategy bar

stop at 178.153 (3.8 x ATR(14))
price returns through the pre-EIA_CRUDE level 178.2
horizon exceeded: 48 bars held

Confirmationuncalibrated scores

cross asset	MIXED	+0.12	0 ev.
macro	MIXED	0.00	2 ev.
technical	CONFIRMS	+0.71	1 ev.

Event riskscore 0.50

next event: FOMC · 0 min
blocks entry: yes
size multiplier: 1.00×
confidence add: +0

pre_event_block: FOMC (CRITICAL) in 0 min

Liquidity

state at decision: high
score: +1.00

Risk layers0.23% at stop

eligibility	1 ✓	0 ✗
trade	8 ✓	2 ✗
portfolio	10 ✓	1 ✗
system	2 ✓	0 ✗

ConfidenceELEVATED · conf-1.0.0

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	0.0
regime alignment	0.12	+0.8
cross asset	0.12	+0.7
volatility	0.08	+4.0
liquidity	0.08	+4.0
event risk	0.10	−2.5
historical performance	0.12	−0.2
risk reward	0.08	+1.3

Trade plan

Entry zone: 172.16 – 172.90
Reference: 172.53
Stop: 178.15 · 3.8 ATR
Target 1: 161.28 · 2.0R
Reward / risk: 2.00
Expected horizon: 4H-1W · max 48 bars
Expected return: −0.06R
OOS win rate (uncal.): 44.4% · n=7

walk-forward out-of-sample (2026-09-16): n=7, shrunk mean R x 0.26, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0

Size0.000not approved

Risk0.23%$225 · notional $6,901

Portfolio impact

Not evaluated: the opportunity was rejected before the portfolio projection.

Every risk check

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: day
trade	quote fresh	✓	0	15	minutes since last quote
trade	spread sane	✗	2.67	2.5	spread / typical spread
trade	event policy	✗	blocked	clear	pre_event_block: FOMC (CRITICAL) in 0 min
trade	confidence minimum	✓	58.1	55	uncalibrated score; event policy adds 0
trade	risk reward minimum	✓	2	1.5
trade	stop distance sane	✓	3.78	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	✓	40	10	units (barrels)
trade	risk per trade	✓	0.2269	1	% of equity at the stop
portfolio	gross exposure	✓	41.91	500	% of equity
portfolio	leverage	✓	0.419	5
portfolio	currency exposure	✓	34.95	300	largest net currency exposure: EUR
portfolio	usd factor exposure	✓	-28.54	250	beta-weighted USD-index-equivalent exposure, % of equity
portfolio	correlated cluster risk	✓	0.227	1.5	no correlated open positions
portfolio	crypto exposure	✓	0	50	% of equity
portfolio	portfolio volatility	✓	4.6	20	forecast annualised volatility
portfolio	max open positions	✓	2	8

Sizing tracenever sized from confidence alone

Step	Qty after	×	Detail
fixed_risk	88		0.5% of $99,143 = $496 over a stop of 5.6227 ($5.6227/unit)
confidence_adjusted	49	0.55	confidence 58 -> x0.55 (never above x1.00)
portfolio_risk_adjusted	49	1.00	correlated open risk $0 of $1,487 cluster budget -> x1.00
event_policy	49	1.00	event policy x1.00, liquidity x1.00
caps	40		rounded down to step 10

Execution and outcome

No orders: this hypothesis did not reach the broker.

Versionsevery trade is traceable

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: cmd.macro_event@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