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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 605b2e45 · 09-12 20:00Z · MOCK data

WHY ETH/USD SHORT?SHORTexecutedcrypto.volatility4H-2DMOCK sandboxCRYPTO DELEVERAGINGMOCK
Lifecyclecandidate → qualified → approved → executed, or rejected / expired
  1. executed09-12 20:00Zlegacy 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. crypto.volatility SHORT ETH/USD: breakout signal, horizon 4H-2D
  2. crypto deleveraging regime (0.75) helps a short ETHUSD (assumed sensitivity +1.0)
  3. BTCUSD momentum -0.8 sd with correlation +0.74 confirms the trade
  4. close broke the lower band
  5. band width in the 6% percentile: squeeze
  6. Against: usd weakening regime (0.41) hurts a short ETHUSD (assumed sensitivity -0.3)
DecisionEXECUTED

approved: all risk checks passed

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

No rejection reasons.

Supporting evidence4
  • ▲macro-0.73crypto deleveraging regime (0.75) helps a short ETHUSD (assumed sensitivity +1.0)
  • ▲cross asset-0.82BTCUSD momentum -0.8 sd with correlation +0.74 confirms the trade
  • ▲technical-24close broke the lower band
  • ▲volatility0.06band width in the 6% percentile: squeeze
Contradicting evidence1
  • ▼macro-0.31usd weakening regime (0.41) hurts a short ETHUSD (assumed sensitivity -0.3)
Invalidation conditionschecked every strategy bar
  • stop at 2419.57 (4.0 x ATR(14))
  • close back through the 20-bar mean within 4 bars
  • horizon exceeded: 48 bars held
Confirmationuncalibrated scores
cross assetCONFIRMS+0.411 ev.
macroMIXED+0.172 ev.
technicalCONFIRMS+0.412 ev.
Event riskscore 0.00
next event
none in window
blocks entry
no
size multiplier
1.00×
confidence add
+0
Liquidity
state at decision
thin
score
−0.25
Risk layers0.25% at stop
eligibility1 ✓0 ✗
trade10 ✓0 ✗
portfolio11 ✓0 ✗
system2 ✓0 ✗
ConfidenceELEVATED · conf-1.0.0
55
55

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 confirmation0.18+1.5
regime alignment0.12+0.7
cross asset0.12+2.5
volatility0.08+1.0
liquidity0.08−1.0
event risk0.100.0
historical performance0.12−0.5
risk reward0.08+1.3
Trade plan
Entry zone
2,211.19 – 2,235.71
Reference
2,223.45
Stop
2,419.57 · 4.0 ATR
Target 1
1,831.20 · 2.0R
Reward / risk
2.00
Expected horizon
4H-2D · max 48 bars
Expected return
−0.09R
OOS win rate (uncal.)
31.3% · n=14

walk-forward out-of-sample (2026-09-16): n=14, shrunk mean R x 0.41, Beta(1,1) win rate

Size and portfolio impactrisk-1.0.0
Size1.280approved
Risk0.25%$251 · notional $2,846

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✓thinnot closed/maintenance/rollover/reopenweekend (24/7 venue)
tradequote fresh✓015minutes since last quote
tradespread sane✓1.582.5spread / typical spread
tradeevent policy✓clearclear
tradeconfidence minimum✓55.455uncalibrated 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✓34
portfoliodaily loss limit✓-0.2578-2% since trading-day start
portfoliodrawdown limit✓0.83310% below peak equity
tradesize above minimum✓1.280.01units (ETH)
traderisk per trade✓0.25291% of equity at the stop
portfoliogross exposure✓17.83500% of equity
portfolioleverage✓0.1785
portfoliocurrency exposure✓14.96300largest net currency exposure: AUD
portfoliousd factor exposure✓-9.79250beta-weighted USD-index-equivalent exposure, % of equity
portfoliocorrelated cluster risk✓0.2531.5no correlated open positions
portfoliocrypto exposure✓2.8750% of equity
portfolioportfolio volatility✓4.81920forecast annualised volatility
portfoliomax open positions✓28
Sizing tracenever sized from confidence alone
StepQty after×Detail
fixed_risk2.5300.5% of $99,253 = $496 over a stop of 196.122 ($196.1224/unit)
confidence_adjusted1.2820.51confidence 55 -> x0.51 (never above x1.00)
portfolio_risk_adjusted1.2821.00correlated open risk $0 of $1,489 cluster budget -> x1.00
event_policy1.2821.00event policy x1.00, liquidity x1.00
caps1.280rounded down to step 0.01
Execution and outcome
CreatedRoleTypeQtyStatusAvg fill
09-13 08:00ZexitBUY MARKET1.280filled 2,234.27
09-12 20:15Zstop lossBUY STOP1.280cancelled —
09-12 20:15Ztake profitBUY LIMIT1.280cancelled —
09-12 20:00ZentrySELL LIMIT1.280filled 2,223.62
normal variance −0.08R Closed at -0.08R: loss within the normal range for the strategy; no specific failure identified.
Versionsevery trade is traceable
data mode
MOCK
timestamp
2026-09-12T20:00:00Z
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