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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 4392e2dd · 09-07 10:00Z · MOCK data

WHY GBP/USD LONG?LONGexecutedfx.momentum4H-3DMOCK sandboxVOLATILITY EXPANSIONLIQUIDITY CONTRACTIONCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-07 10:00Zlegacy 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.momentum LONG GBP/USD: momentum signal, horizon 4H-3D
  2. EURUSD momentum +1.3 sd with correlation +0.63 confirms the trade
  3. AUDUSD momentum +1.6 sd with correlation +0.64 confirms the trade
  4. 120-bar momentum +1.55 sd crossed +1.5
  5. momentum changed +1.40 sd over 24 bars
  6. RSI 56: momentum not yet exhausted
DecisionEXECUTED

approved: all risk checks passed

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

No rejection reasons.

Supporting evidence5
  • ▲cross asset1.34EURUSD momentum +1.3 sd with correlation +0.63 confirms the trade
  • ▲cross asset1.61AUDUSD momentum +1.6 sd with correlation +0.64 confirms the trade
  • ▲technical1.55120-bar momentum +1.55 sd crossed +1.5
  • ▲technical1.40momentum changed +1.40 sd over 24 bars
  • ▲technical56RSI 56: momentum not yet exhausted
Contradicting evidence0
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
Invalidation conditionschecked every strategy bar
  • stop at 1.3614 (4.0 x ATR(14))
  • 120-bar momentum turns negative
  • horizon exceeded: 72 bars held
Confirmationuncalibrated scores
cross assetCONFIRMS+0.572 ev.
macroMIXED0.000 ev.
technicalCONFIRMS+0.543 ev.
Event riskscore 0.00
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
normal
score
+0.50
Risk layers0.12% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceELEVATED · conf-1.0.0
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 agreement0.120.0
macro confirmation0.180.0
regime alignment0.12−0.1
cross asset0.12+3.4
volatility0.08−0.6
liquidity0.08+2.0
event risk0.100.0
historical performance0.12+0.4
risk reward0.08+1.3
Trade plan
Entry zone
1.37159 – 1.37295
Reference
1.37227
Stop
1.36140 · 4.0 ATR
Target 1
1.39401 · 2.0R
Reward / risk
2.00
Expected horizon
4H-3D · max 72 bars
Expected return
+0.06R
OOS win rate (uncal.)
59.1% · n=20

walk-forward out-of-sample (2026-09-16): n=20, shrunk mean R x 0.50, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size11,000approved
Risk0.12%$120 · notional $15,095

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/reopenhome session: london
tradequote fresh✓015minutes since last quote
tradespread sane✓0.712.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓56.555uncalibrated score; event policy adds 0
traderisk reward minimum✓21.5
tradestop distance sane✓40.5stop distance in ATRs
tradeno conflicting position✓0 open, 0 pendingnone
portfolioconsecutive loss pause✓04
portfoliodaily loss limit✓0.3507-2% since trading-day start
portfoliodrawdown limit✓0.145710% below peak equity
tradesize above minimum✓11,0001,000units (GBP)
traderisk per trade✓0.11971% of equity at the stop
portfoliogross exposure✓54.65500% of equity
portfolioleverage✓0.5465
portfoliocurrency exposure✓-52.44300largest net currency exposure: USD
portfoliousd factor exposure✓-49.1250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.8741.52 positions move together (short-USD expression): LONG AUDUSD, LONG GBPUSD
portfoliocrypto exposure✓2.2150% of equity
portfolioportfolio volatility✓6.31420forecast annualised volatility
portfoliomax open positions✓38
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk45,9340.5% of $99,854 = $499 over a stop of 0.0108693 ($0.0109/unit)
confidence_adjusted24,1150.53confidence 56 -> x0.53 (never above x1.00)
portfolio_risk_adjusted11,9860.50correlated open risk $753 of $1,498 cluster budget -> x0.50
event_policy11,9861.00event policy x1.00, liquidity x1.00
caps11,000rounded down to step 1000
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-08 04:00ZexitSELL MARKET11,000filled 1.36771
09-07 10:00ZentryBUY MARKET11,000filled 1.37239
09-07 10:00Zstop lossSELL STOP11,000cancelled —
09-07 10:00Ztake profitSELL LIMIT11,000cancelled —
normal variance −0.44R Closed at -0.44R: loss within the normal range for the strategy; no specific failure identified.
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-07T10:00:00Z
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.momentum@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