← opportunities · hypothesis 596fb382 · 09-16 20:00Z · MOCK data
WHY USD/JPY SHORT?SHORTrejectedfx.mean_reversion4H-2DCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- fx.mean_reversion SHORT USD/JPY: mean reversion signal, horizon 4H-2D
- volatility not expanding
- usd weakening regime (0.35) helps a short USDJPY (assumed sensitivity +1.0)
- risk off regime (0.37) helps a short USDJPY (assumed sensitivity +0.5)
- GBPUSD momentum +0.8 sd with correlation -0.39 confirms the trade
- SPX momentum -0.9 sd with correlation +0.31 confirms the trade
rejected: confidence_minimum; consecutive_loss_pause
- tradeconfidence minimum50.7 vs 55uncalibrated score; event policy adds 0
- portfolioconsecutive loss pause1 vs 4paused until 2026-09-17T00:00:00+00:00
- ▲regime0.47volatility not expanding
- ▲macro-0.22usd weakening regime (0.35) helps a short USDJPY (assumed sensitivity +1.0)
- ▲macro-0.25risk off regime (0.37) helps a short USDJPY (assumed sensitivity +0.5)
- ▲cross asset0.84GBPUSD momentum +0.8 sd with correlation -0.39 confirms the trade
- ▲cross asset-0.86SPX momentum -0.9 sd with correlation +0.31 confirms the trade
- ▲technical3.12price 3.12 sd above its 50-bar mean
- ▲technical0.18efficiency 0.18 < 0.25: ranging market
- ▲technical83RSI 83: stretched
Nothing material against the trade was recorded. Absence of evidence is not evidence of safety.
- stop at 167.831 (3.0 x ATR(14))
- move extends beyond 3.7 sd: range broken
- horizon exceeded: 48 bars held
| cross asset | MIXED | +0.25 | 2 ev. |
| macro | CONFIRMS | +0.26 | 3 ev. |
| technical | CONFIRMS | +0.56 | 3 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 | 9 ✓ | 1 ✗ |
| portfolio | 10 ✓ | 1 ✗ |
| system | 2 ✓ | 0 ✗ |
51
51
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 | +2.4 | |
| regime alignment | 0.12 | −0.5 | |
| cross asset | 0.12 | +1.5 | |
| volatility | 0.08 | −2.3 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | −3.3 | |
| historical performance | 0.12 | 0.0 | |
| risk reward | 0.08 | +1.0 |
- Entry zone
- 166.066 – 166.338
- Reference
- 166.202
- Stop
- 167.831 · 3.0 ATR
- Target 1
- 163.124 · 50-bar mean
- Reward / risk
- 1.89
- Expected horizon
- 4H-2D · max 48 bars
- Expected return
- unavailable
- OOS win rate (uncal.)
- unavailable
unavailable: no out-of-sample record for this strategy/instrument
Size0.000not approved
Risk0.25%$245 · notional $25,000
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 | home session: new_york |
| trade | quote fresh | ✓ | 0 | 15 | minutes since last quote |
| trade | spread sane | ✓ | 0.84 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✗ | 50.7 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 1.89 | 1.5 | |
| trade | stop distance sane | ✓ | 3 | 0.5 | stop distance in ATRs |
| trade | no conflicting position | ✓ | 0 open, 0 pending | none | |
| portfolio | consecutive loss pause | ✗ | 1 | 4 | paused until 2026-09-17T00:00:00+00:00 |
| portfolio | daily loss limit | ✓ | -0.0426 | -2 | % since trading-day start |
| portfolio | drawdown limit | ✓ | 1.0244 | 10 | % below peak equity |
| trade | size above minimum | ✓ | 25,000 | 1,000 | units (USD) |
| trade | risk per trade | ✓ | 0.2474 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 25.24 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.252 | 5 | |
| portfolio | currency exposure | ✓ | 25.24 | 300 | largest net currency exposure: JPY |
| portfolio | usd factor exposure | ✓ | -30.93 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.247 | 1.5 | no correlated open positions |
| portfolio | crypto exposure | ✓ | 0 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 3.863 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 1 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 50,530 | 0.5% of $99,061 = $495 over a stop of 1.62915 ($0.0098/unit) | |
| confidence_adjusted | 25,265 | 0.50 | confidence 51 -> x0.50 (never above x1.00) |
| portfolio_risk_adjusted | 25,265 | 1.00 | correlated open risk $0 of $1,486 cluster budget -> x1.00 |
| event_policy | 25,265 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 25,000 | rounded down to step 1000 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-16T20:00:00Z
- 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.mean_reversion@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