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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 3798fa04 · 09-11 03:00Z · MOCK data

WHY AUD/USD LONG?LONGexecutedfx.macro_regime2D-3WMOCK sandboxCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-11 03:00Zlegacy 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. fx.macro_regime LONG AUD/USD: macro signal, horizon 2D-3W
  2. USD regime: usd weakening with pseudo-probability 0.60
  3. risk appetite pseudo-probability 0.33
  4. usd weakening regime (0.60) helps a long AUDUSD (assumed sensitivity -0.8)
  5. EURUSD momentum +0.8 sd with correlation +0.45 confirms the trade
  6. GBPUSD momentum +2.1 sd with correlation +0.57 confirms the trade
DecisionEXECUTED

approved: all risk checks passed

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

No rejection reasons.

Supporting evidence6
  • ▲regime0.60USD regime: usd weakening with pseudo-probability 0.60
  • ▲regime0.33risk appetite pseudo-probability 0.33
  • ▲macro-0.55usd weakening regime (0.60) helps a long AUDUSD (assumed sensitivity -0.8)
  • ▲cross asset0.77EURUSD momentum +0.8 sd with correlation +0.45 confirms the trade
  • ▲cross asset2.14GBPUSD momentum +2.1 sd with correlation +0.57 confirms the trade
  • ▲technical0.00price confirms on the right side of EMA 50
Contradicting evidence0
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
Invalidation conditionschecked every strategy bar
  • stop at 0.813073 (10.0 x ATR(14))
  • P(usd_weakening) falls below 0.40: macro thesis no longer supported
  • horizon exceeded: 240 bars held
Confirmationuncalibrated scores
cross assetCONFIRMS+0.452 ev.
macroCONFIRMS+0.333 ev.
technicalMIXED−0.111 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 layers0.32% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceHIGH · conf-1.0.0
75
75

Not a probability. Heuristic weighted score. Not a probability of profit. Calibrate on >=200 paper trades (reliability diagram) before treating as one.

signal agreement0.12+6.0
macro confirmation0.18+3.0
regime alignment0.12+0.9
cross asset0.12+2.7
volatility0.08+4.0
liquidity0.08+4.0
event risk0.100.0
historical performance0.120.0
risk reward0.08+4.0
Trade plan
Entry zone
0.83018 – 0.83106
Reference
0.83062
Stop
0.81307 · 10.0 ATR
Target 1
0.88325 · 3.0R
Reward / risk
3.00
Expected horizon
2D-3W · max 240 bars
Expected return
unavailable
OOS win rate (uncal.)
unavailable

unavailable: no out-of-sample record for this strategy/instrument

Size and portfolio impactrisk-1.0.0
Size18,000approved
Risk0.32%$316 · notional $14,951

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/reopensession overlap: sydney + tokyo
tradequote fresh✓015minutes since last quote
tradespread sane✓0.882.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓74.655uncalibrated score; event policy adds 0
traderisk reward minimum✓31.5
tradestop distance sane✓100.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓04
portfoliodaily loss limit✓-0.0908-2% since trading-day start
portfoliodrawdown limit✓0.412210% below peak equity
tradesize above minimum✓18,0001,000units (AUD)
traderisk per trade✓0.31681% of equity at the stop
portfoliogross exposure✓39.16500% of equity
portfolioleverage✓0.3925
portfoliocurrency exposure✓-36.08300largest net currency exposure: USD
portfoliousd factor exposure✓-28.86250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.6241.52 positions move together (short-USD expression): LONG GBPUSD, LONG AUDUSD
portfoliocrypto exposure✓3.0850% of equity
portfolioportfolio volatility✓4.72820forecast annualised volatility
portfoliomax open positions✓38
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk28,4080.5% of $99,674 = $498 over a stop of 0.0175434 ($0.0175/unit)
confidence_adjusted23,4840.83confidence 75 -> x0.83 (never above x1.00)
portfolio_risk_adjusted18,6780.80correlated open risk $306 of $1,495 cluster budget -> x0.80
event_policy18,6781.00event policy x1.00, liquidity x1.00
caps18,000rounded down to step 1000
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-12 12:00ZexitSELL MARKET18,000filled 0.82090
09-12 08:00ZexitSELL MARKET18,000cancelled —
09-12 07:00ZexitSELL MARKET18,000cancelled —
09-12 06:00ZexitSELL MARKET18,000cancelled —
09-12 05:00ZexitSELL MARKET18,000cancelled —
09-12 04:00ZexitSELL MARKET18,000cancelled —
09-12 03:00ZexitSELL MARKET18,000cancelled —
09-12 02:00ZexitSELL MARKET18,000cancelled —
09-12 00:00ZexitSELL MARKET18,000cancelled —
09-11 23:00ZexitSELL MARKET18,000cancelled —
09-11 22:00ZexitSELL MARKET18,000cancelled —
09-11 03:00Ztake profitSELL LIMIT18,000cancelled —
09-11 03:00Zstop lossSELL STOP18,000cancelled —
09-11 03:00ZentryBUY MARKET18,000filled 0.83070
wrong regime −0.56R Closed at -0.56R: the regime the thesis relied on changed (usd, volatility).

Lesson: Consider exiting on regime change for usd, volatility earlier (invalidation threshold).

Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-11T03:00:00Z
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
fx.macro_regime@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