← opportunities · hypothesis 5ad9bf40 · 09-14 19:00Z · MOCK data
WHY XAU/USD SHORT?SHORTrejectedcmd.breakout4H-4DVOLATILITY COMPRESSIONCRYPTO DELEVERAGINGMOCK
No lifecycle transitions recorded: this opportunity was decided before lifecycle tracking began.
- cmd.breakout SHORT XAU/USD: breakout signal, horizon 4H-4D
- risk on regime (0.59) helps a short XAUUSD (assumed sensitivity -0.3)
- disinflationary regime (0.45) helps a short XAUUSD (assumed sensitivity +0.6)
- broke the prior 55-bar low
- participation +1.18 sd above normal
- Against: usd weakening regime (0.36) hurts a short XAUUSD (assumed sensitivity -0.7)
rejected: consecutive_loss_pause
- portfolioconsecutive loss pause5 vs 4paused until 2026-09-15T00:00:00+00:00
- ▲macro0.54risk on regime (0.59) helps a short XAUUSD (assumed sensitivity -0.3)
- ▲macro-0.36disinflationary regime (0.45) helps a short XAUUSD (assumed sensitivity +0.6)
- ▲technical2,080broke the prior 55-bar low
- ▲technical1.18participation +1.18 sd above normal
- ▼macro-0.23usd weakening regime (0.36) hurts a short XAUUSD (assumed sensitivity -0.7)
- ▼cross asset-0.55USDJPY momentum -0.6 sd with correlation -0.43 contradicts the trade
- stop at 2115.1 (4.0 x ATR(14))
- close back inside the channel within 6 bars: false breakout
- horizon exceeded: 96 bars held
| cross asset | MIXED | −0.18 | 1 ev. |
| macro | MIXED | +0.04 | 3 ev. |
| technical | MIXED | −0.06 | 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 ✗ |
59
59
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 | +0.4 | |
| regime alignment | 0.12 | +0.1 | |
| cross asset | 0.12 | −1.1 | |
| volatility | 0.08 | +4.0 | |
| liquidity | 0.08 | +2.0 | |
| event risk | 0.10 | 0.0 | |
| historical performance | 0.12 | +1.1 | |
| risk reward | 0.08 | +2.7 |
- Entry zone
- 2,074.72 – 2,079.47
- Reference
- 2,077.10
- Stop
- 2,115.10 · 4.0 ATR
- Target 1
- 1,982.08 · 2.5R
- Reward / risk
- 2.50
- Expected horizon
- 4H-4D · max 96 bars
- Expected return
- +0.11R
- OOS win rate (uncal.)
- 29.3% · n=39
walk-forward out-of-sample (2026-09-16): n=39, shrunk mean R x 0.66, Beta(1,1) win rate
Size0.000not approved
Risk0.27%$266 · notional $14,540
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 | ✓ | 0.96 | 2.5 | spread / typical spread |
| trade | event policy | ✓ | clear | clear | |
| trade | confidence minimum | ✓ | 59.2 | 55 | uncalibrated score; event policy adds 0 |
| trade | risk reward minimum | ✓ | 2.5 | 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 | ✓ | 7 | 1 | units (troy oz) |
| trade | risk per trade | ✓ | 0.2683 | 1 | % of equity at the stop |
| portfolio | gross exposure | ✓ | 14.66 | 500 | % of equity |
| portfolio | leverage | ✓ | 0.147 | 5 | |
| portfolio | currency exposure | ✓ | 0 | 300 | largest net currency exposure: - |
| portfolio | usd factor exposure | ✓ | 12.82 | 250 | beta-weighted USD-index-equivalent exposure, % of equity |
| portfolio | correlated cluster risk | ✓ | 0.268 | 1.5 | no correlated open positions |
| portfolio | crypto exposure | ✓ | 0 | 50 | % of equity |
| portfolio | portfolio volatility | ✓ | 3.31 | 20 | forecast annualised volatility |
| portfolio | max open positions | ✓ | 1 | 8 |
| Step | Qty after | × | Detail |
|---|---|---|---|
| fixed_risk | 13 | 0.5% of $99,160 = $496 over a stop of 38.0065 ($38.0065/unit) | |
| confidence_adjusted | 7.436 | 0.57 | confidence 59 -> x0.57 (never above x1.00) |
| portfolio_risk_adjusted | 7.436 | 1.00 | correlated open risk $0 of $1,487 cluster budget -> x1.00 |
| event_policy | 7.436 | 1.00 | event policy x1.00, liquidity x1.00 |
| caps | 7.000 | rounded down to step 1 |
No orders: this hypothesis did not reach the broker.
- data mode
- MOCK
- timestamp
- 2026-09-14T19:00:00Z
- 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
- cmd.breakout@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