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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 374c7685 · 09-12 12:00Z · MOCK data

WHY BTC/USD LONG?LONGexecutedcrypto.market_structure8H-4DMOCK sandboxCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-12 12:00Zlegacy 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.market_structure LONG BTC/USD: structure signal, horizon 8H-4D
  2. usd weakening regime (0.37) helps a long BTCUSD (assumed sensitivity -0.3)
  3. ETHUSD momentum +0.8 sd with correlation +0.74 confirms the trade
  4. higher highs and higher lows
  5. close broke the last confirmed swing high
  6. Against: crypto deleveraging regime (0.68) hurts a long BTCUSD (assumed sensitivity +1.0)
DecisionEXECUTED

approved: all risk checks passed

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

No rejection reasons.

Supporting evidence4
  • ▲macro-0.25usd weakening regime (0.37) helps a long BTCUSD (assumed sensitivity -0.3)
  • ▲cross asset0.82ETHUSD momentum +0.8 sd with correlation +0.74 confirms the trade
  • ▲technical1.00higher highs and higher lows
  • ▲technical102,101close broke the last confirmed swing high
Contradicting evidence1
  • ▼macro-0.65crypto deleveraging regime (0.68) hurts a long BTCUSD (assumed sensitivity +1.0)
Invalidation conditionschecked every strategy bar
  • stop at 95232.9 (3.4 x ATR(14))
  • swing structure turns bearish (lower highs and lows)
  • horizon exceeded: 96 bars held
Confirmationuncalibrated scores
cross assetCONFIRMS+0.261 ev.
macroMIXED−0.132 ev.
technicalCONFIRMS+0.362 ev.
Event riskscore 0.00
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
thin
score
−0.25
Risk layers0.25% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceELEVATED · conf-1.0.0
55
55

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 confirmation0.18−1.2
regime alignment0.12+1.0
cross asset0.12+1.5
volatility0.08+4.0
liquidity0.08−1.0
event risk0.100.0
historical performance0.12−0.6
risk reward0.08+1.3
Trade plan
Entry zone
102,685.0 – 103,868.2
Reference
103,276.6
Stop
95,232.9 · 3.4 ATR
Target 1
119,363.9 · 2.0R
Reward / risk
2.00
Expected horizon
8H-4D · max 96 bars
Expected return
−0.08R
OOS win rate (uncal.)
30.0% · n=18

walk-forward out-of-sample (2026-09-16): n=18, shrunk mean R x 0.47, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size0.031approved
Risk0.25%$249 · notional $3,202

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✓thinnot closed/maintenance/rollover/reopenweekend (24/7 venue)
tradequote fresh✓015minutes since last quote
tradespread sane✓1.422.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓55.255uncalibrated score; event policy adds 0
traderisk reward minimum✓21.5
tradestop distance sane✓3.40.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓24
portfoliodaily loss limit✓0-2% since trading-day start
portfoliodrawdown limit✓0.576710% below peak equity
tradesize above minimum✓0.0310.001units (BTC)
traderisk per trade✓0.25061% of equity at the stop
portfoliogross exposure✓18.14500% of equity
portfolioleverage✓0.1815
portfoliocurrency exposure✓14.92300largest net currency exposure: AUD
portfoliousd factor exposure✓-22.5250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.2511.5no correlated open positions
portfoliocrypto exposure✓3.2250% of equity
portfolioportfolio volatility✓5.39520forecast annualised volatility
portfoliomax open positions✓28
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk0.0620.5% of $99,509 = $498 over a stop of 8043.68 ($8,043.6770/unit)
confidence_adjusted0.0310.50confidence 55 -> x0.50 (never above x1.00)
portfolio_risk_adjusted0.0311.00correlated open risk $0 of $1,493 cluster budget -> x1.00
event_policy0.0311.00event policy x1.00, liquidity x1.00
caps0.031rounded down to step 0.001
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-12 12:15Zstop lossSELL STOP0.031filled 95,194.8
09-12 12:15Ztake profitSELL LIMIT0.031cancelled —
09-12 12:00ZentryBUY LIMIT0.031filled 103,272.9
normal variance −1.03R Closed at -1.03R: loss within the normal range for the strategy; no specific failure identified.
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-12T12:00:00Z
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