← opportunities · hypothesis 3b249691 · 09-14 10:00Z · MOCK data
WHY BTC/USD LONG?LONGrejectedcrypto.volatility4H-2DUSD WEAKENINGCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- crypto.volatility LONG BTC/USD: breakout signal, horizon 4H-2D
- usd weakening regime (0.67) helps a long BTCUSD (assumed sensitivity -0.3)
- risk on regime (0.42) helps a long BTCUSD (assumed sensitivity +0.6)
- close broke the upper band
- band width in the 7% percentile: squeeze
- Against: crypto deleveraging regime (0.68) hurts a long BTCUSD (assumed sensitivity +1.0)
rejected: consecutive_loss_pause
- portfolioconsecutive loss pause5 vs 4paused until 2026-09-15T00:00:00+00:00
- ▲macro-0.63usd weakening regime (0.67) helps a long BTCUSD (assumed sensitivity -0.3)
- ▲macro0.32risk on regime (0.42) helps a long BTCUSD (assumed sensitivity +0.6)
- ▲technical190close broke the upper band
- ▲volatility0.07band width in the 7% percentile: squeeze
- ▼macro-0.65crypto deleveraging regime (0.68) hurts a long BTCUSD (assumed sensitivity +1.0)
- ▼cross asset-0.64SPX momentum -0.6 sd with correlation +0.32 contradicts the trade
- stop at 81815.1 (4.0 x ATR(14))
- close back through the 20-bar mean within 4 bars
- horizon exceeded: 48 bars held
| cross asset | MIXED | −0.11 | 1 ev. |
| macro | MIXED | 0.00 | 3 ev. |
| technical | MIXED | +0.15 | 2 ev. |
- next event
- none in window
- blocks entry
- no
- size multiplier
- 1.00×
- confidence add
- +0
- state at decision
- normal
- score
- +0.50
| eligibility | 1 ✓ | 0 ✗ |
| trade | 10 ✓ | 0 ✗ |
| portfolio | 10 ✓ | 1 ✗ |
| system | 2 ✓ | 0 ✗ |
57
57
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 | +0.7 | |
| cross asset | 0.12 | −0.7 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | 0.0 | |
| historical performance | 0.12 | −0.5 | |
| risk reward | 0.08 | +1.3 |
- Entry zone
- 88,469.7 – 89,357.0
- Reference
- 88,913.4
- Stop
- 81,815.1 · 4.0 ATR
- Target 1
- 103,109.9 · 2.0R
- Reward / risk
- 2.00
- Expected horizon
- 4H-2D · max 48 bars
- Expected return
- −0.07R
- OOS win rate (uncal.)
- 47.4% · n=17
walk-forward out-of-sample (2026-09-16): n=17, shrunk mean R x 0.46, Beta(1,1) win rate
Size0.000not approved
Risk0.26%$263 · notional $3,290
Portfolio impact
Not evaluated: the opportunity was rejected before the portfolio projection.
| 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 | ✓ | normal | not closed/maintenance/rollover/reopen | regular session |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 0.85 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✓ | 56.9 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 2 | 1.5 | |
| trade | stop distance sane | ✓ | 4 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✓ | 0 open, 0 pending | none | |
| portfolio | consecutive loss pause | ✗ | 5 | 4 | paused until 2026-09-15T00:00:00+00:00 |
| portfolio | daily loss limit | ✓ | -0.074 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 0.9259 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 0.037 | 0.001 | units (BTC) |
| trade | risk per trade | ✓ | 0.2649 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 3.32 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.033 | 5 | |
| portfolio | currency exposure | ✓ | 0 | 300 | largest net currency exposure: - |
| portfolio | usd factor exposure | ✓ | -7.3 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.265 | 1.5 | no correlated open positions |
| portfolio | crypto exposure | ✓ | 3.32 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 4.432 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 1 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 0.070 | 0.5% of $99,160 = $496 over a stop of 7098.28 ($7,098.2847/unit) | |
| confidence_adjusted | 0.037 | 0.53 | confidence 57 -> x0.53 (never above x1.00) |
| portfolio_risk_adjusted | 0.037 | 1.00 | correlated open risk $0 of $1,487 cluster budget -> x1.00 |
| event_policy | 0.037 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 0.037 | rounded down to step 0.001 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-14T10:00:00Z
- 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.volatility@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